English

Ergodic properties of heterogeneous diffusion processes in a potential well

Statistical Mechanics 2019-05-01 v1 Fluid Dynamics

Abstract

Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity D(x)D(x). We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well U(x)U(x) in terms of the observable---occupation time. Since our main concern is the large-xx behavior for long times, the diffusivity and potential are, respectively, assumed as the power-law forms D(x)=D0xαD(x)=D_0|x|^\alpha and U(x)=U0xβU(x)=U_0|x|^\beta for simplicity. Based on the competition roles played by D(x)D(x) and U(x)U(x), three different cases, β>α\beta>\alpha, β=α\beta=\alpha, and β<α\beta<\alpha, are discussed. The system is ergodic for the first case β>α\beta>\alpha, 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 β<α\beta<\alpha, where the relation between time average and ensemble average is uncovered by infinite-ergodic theory. For the middle case β=α\beta=\alpha, the ergodic property, depending on the prefactors D0D_0 and U0U_0, 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

R2 v1 2026-06-23T07:27:03.883Z