Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes
Abstract
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient . For power-law forms , this process yield anomalous diffusion of the form . Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time averaged mean squared displacement \{\delta^2} remains \emph{linear} and thus differs from the corresponding ensemble average . We analyze the non-ergodic behavior of this process in terms of the ergodicity breaking parameters and the distribution of amplitude scatter of \{\delta^2}. This model represents an alternative approach to non-ergodic, anomalous diffusion that might be particularly relevant for diffusion in heterogeneous media.
Cite
@article{arxiv.1303.5533,
title = {Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes},
author = {Andrey G. Cherstvy and Aleksei V. Chechkin and Ralf Metzler},
journal= {arXiv preprint arXiv:1303.5533},
year = {2015}
}
Comments
5 pages, 5 figures, Supplementary Material within source files