分数布朗运动和朗之万方程运动中的瞬态老化

Transient aging in fractional Brownian and Langevin-equation motion.

作者信息

Kursawe Jochen, Schulz Johannes, Metzler Ralf

机构信息

Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG.

Physics Department, Technical University of Munich, 85747 Garching, Germany.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2013 Dec;88(6):062124. doi: 10.1103/PhysRevE.88.062124. Epub 2013 Dec 12.

Abstract

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

摘要

由平稳分数高斯噪声驱动的随机过程,即分数布朗运动和分数朗之万方程运动,通常被认为是遍历性的,也就是说,经过代数弛豫后,物理可观测量的时间平均和系综平均是一致的。最近有研究表明,在外部约束下的分数布朗运动和分数朗之万方程运动是瞬态非遍历的——从粒子开始感知约束的那一刻起,时间平均和系综平均的表现就不同了。在这里我们表明,这些过程还表现出瞬态老化,即诸如时间平均均方位移等物理可观测量取决于系统在时间t = 0开始时与老化时间t(a)开始测量之间的时间滞后。特别地,结果表明,对于分数朗之万方程运动,自由运动和约束运动情况下老化对t(a)的依赖性是不同的。我们得到了粒子位置的老化矩以及时间平均均方位移的显式解析表达式,并对这种瞬态老化现象进行了数值分析。

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