Published June 20, 2024 | Version v1
Journal article

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 ta>0 after its original initiation at t=0. 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 ta 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

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