English

Ergodicity breaking, ageing, and confinement in generalised diffusion processes with position and time dependent diffusivity

Statistical Mechanics 2015-02-06 v1

Abstract

We study generalised anomalous diffusion processes whose diffusion coefficient D(x,t)D0xαtβD(x,t)\sim D_0|x|^{\alpha}t^{\beta} depends on both the position xx of the test particle and the process time tt. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalised diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffusive systems. We quantify the amplitude fluctuations of the time averaged mean squared displacement as function of the length of the time series and the lag time. In particular, we observe a weak ergodicity breaking of this generalised diffusion process: even in the long time limit the ensemble and time averaged mean squared displacements are strictly disparate. When we start to observe this process some time after its initiation we observe distinct features of ageing. We derive a universal ageing factor for the time averaged mean squared displacement containing all information on the ageing time and the measurement time. External confinement is shown to alter the magnitudes and statistics of the ensemble and time averaged mean squared displacements.

Keywords

Cite

@article{arxiv.1502.01554,
  title  = {Ergodicity breaking, ageing, and confinement in generalised diffusion processes with position and time dependent diffusivity},
  author = {Andrey G. Cherstvy and Ralf Metzler},
  journal= {arXiv preprint arXiv:1502.01554},
  year   = {2015}
}

Comments

19 pages, 10 figures, IOPLaTeX

R2 v1 2026-06-22T08:22:54.748Z