Aging and confinement in subordinated fractional Brownian motion
- 1. College of Mechanics and Engineering Science, Hohai University, 211100 Nanjing, China
- 2. Institute of Physics & Astronomy, University of Potsdam, 14476 Potsdam, Germany
- 3. Asia Pacific Centre for Theoretical Physics, Pohang 37673, Republic of Korea
Description
We study the effects of aging properties of subordinated fractional Brownian motion (FBM) with drift and in harmonic confinement, when the measurement of the stochastic process starts a time after its original initiation at . Specifically, we consider the aged versions of the ensemble mean-squared displacement (MSD) and the time-averaged MSD (TAMSD), along with the aging factor. Our results are favorably compared with simulations results. The aging subordinated FBM exhibits a disparity between MSD and TAMSD and is thus weakly nonergodic, while strong aging is shown to effect a convergence of the MSD and TAMSD. The information on the aging factor with respect to the lag time exhibits an identical form to the aging behavior of subdiffusive continuous-time random walks (CTRW). The statistical properties of the MSD and TAMSD for the confined subordinated FBM are also derived. At long times, the MSD in the harmonic potential has a stationary value, that depends on the Hurst index of the parental (nonequilibrium) FBM. The TAMSD of confined subordinated FBM does not relax to a stationary value but increases sublinearly with lag time, analogously to confined CTRW. Specifically, short aging times in confined subordinated FBM do not affect the aged MSD, while for long aging times the aged MSD has a power-law increase and is identical to the aged TAMSD.
Additional details
Identifiers
- DOI
- 10.1103/PhysRevE.109.064144;
- Crossref Funder ID
- 10.13039/100005156; 10.13039/501100001809; 10.13039/501100001659;
Publishing Information
- Journal Title
- Physical Review E
- Journal Volume
- 109
- Journal Issue
- 6
- Journal Page Range
- 10 pgs.
- ISSN
- 1089-3787
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- AGING; BROWNIAN MOVEMENT; COMPARATIVE EVALUATIONS; CONFINEMENT; CONVERGENCE; DYNAMICAL SYSTEMS; HARMONICS; INFORMATION; LIMIT CYCLE; MOTION; POTENTIALS; RANDOMNESS; SIMULATION; STATISTICS; STOCHASTIC PROCESSES; TIME MEASUREMENT
- Descriptors DEC
- ATTRACTORS; EVALUATION; MATHEMATICS; OSCILLATIONS
Optional Information
- Copyright
- ©2024 American Physical Society
- Contract/Grant/Project number
- 12372382; ME 1535/12-1
- Notes
- Contact Email: Contact author: liangyj@hhu.edu.cn; Contact Email: Contact author: weiwangnuaa@gmail.com; Contact Email: Contact author: rmetzler@uni-potsdam.de; Record automatically processed
- Funding organization
- Alexander von Humboldt-Stiftung; National Natural Science Foundation of China; Deutsche Forschungsgemeinschaft