Ergodic properties of heterogeneous diffusion processes in a potential well
Abstract
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity . We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well in terms of the observable---occupation time. Since our main concern is the large- behavior for long times, the diffusivity and potential are, respectively, assumed as the power-law forms and for simplicity. Based on the competition roles played by and , three different cases, , , and , are discussed. The system is ergodic for the first case , where the time average agrees with the ensemble average, being both determined by the steady solution for long times. In contrast, the system is non-ergodic for , where the relation between time average and ensemble average is uncovered by infinite-ergodic theory. For the middle case , the ergodic property, depending on the prefactors and , becomes more delicate. The probability density distribution of the time averaged occupation time for three different cases are also evaluated from Monte Carlo simulations.
Keywords
Cite
@article{arxiv.1901.10857,
title = {Ergodic properties of heterogeneous diffusion processes in a potential well},
author = {Xudong Wang and Weihua Deng and Yao Chen},
journal= {arXiv preprint arXiv:1901.10857},
year = {2019}
}
Comments
14 pages, 9 figures