Liang Yingjie, Wang Wei, Metzler Ralf, Cherstvy Andrey G
College of Mechanics and Materials, Hohai University, 211100 Nanjing, China.
Institute of Physics and Astronomy, University of Potsdam, 14476 Potsdam, Germany.
Phys Rev E. 2023 Sep;108(3-1):034113. doi: 10.1103/PhysRevE.108.034113.
How do nonlinear clocks in time and/or space affect the fundamental properties of a stochastic process? Specifically, how precisely may ergodic processes such as fractional Brownian motion (FBM) acquire predictable nonergodic and aging features being subjected to such conditions? We address these questions in the current study. To describe different types of non-Brownian motion of particles-including power-law anomalous, ultraslow or logarithmic, as well as superfast or exponential diffusion-we here develop and analyze a generalized stochastic process of scaled-fractional Brownian motion (SFBM). The time- and space-SFBM processes are, respectively, constructed based on FBM running with nonlinear time and space clocks. The fundamental statistical characteristics such as non-Gaussianity of particle displacements, nonergodicity, as well as aging are quantified for time- and space-SFBM by selecting different clocks. The latter parametrize power-law anomalous, ultraslow, and superfast diffusion. The results of our computer simulations are fully consistent with the analytical predictions for several functional forms of clocks. We thoroughly examine the behaviors of the probability-density function, the mean-squared displacement, the time-averaged mean-squared displacement, as well as the aging factor. Our results are applicable for rationalizing the impact of nonlinear time and space properties superimposed onto the FBM-type dynamics. SFBM offers a general framework for a universal and more precise model-based description of anomalous, nonergodic, non-Gaussian, and aging diffusion in single-molecule-tracking observations.
时间和/或空间中的非线性时钟如何影响随机过程的基本属性?具体而言,诸如分数布朗运动(FBM)之类的遍历过程在受到此类条件影响时,能多精确地获得可预测的非遍历和老化特征?我们在当前研究中探讨这些问题。为了描述粒子的不同类型的非布朗运动,包括幂律反常、超慢或对数以及超快或指数扩散,我们在此开发并分析了一种广义的尺度分数布朗运动(SFBM)随机过程。时间和空间SFBM过程分别基于使用非线性时间和空间时钟运行的FBM构建。通过选择不同的时钟,对时间和空间SFBM的基本统计特征进行量化,如粒子位移的非高斯性、非遍历性以及老化。后者参数化了幂律反常、超慢和超快扩散。我们计算机模拟的结果与几种时钟函数形式的分析预测完全一致。我们深入研究了概率密度函数、均方位移、时间平均均方位移以及老化因子的行为。我们的结果适用于合理化叠加在FBM型动力学上的非线性时间和空间特性的影响。SFBM为单分子追踪观测中反常、非遍历、非高斯和老化扩散提供了一个通用框架,用于基于模型的通用且更精确的描述。