Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
arXiv:2011.06500 · doi:10.1016/j.physa.2021.126090
Abstract
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a diffusing diffusivity. Based on a random diffusivity model, we here focus on the ergodic property and the scatter of the amplitude of time-averaged mean-squared displacement (TAMSD). Further, we individually investigate this model with three categories of diffusivities, including diffusivity being a random variable , a time-dependent but uncorrelated diffusivity , and a correlated stochastic process . We find that ensemble-averaged TAMSDs are always normal while ensemble-averaged mean-squared displacement can be anomalous. Further, the scatter of dimensionless amplitude is determined by the time average of diffusivity . Our results are valid for arbitrary diffusivities.
References in corpus (50)
- Anomalous transport in the crowded world of biological cells
- Superstatistics
- Random Time-Scale Invariant Diffusion and Transport Coefficients
- Dynamical foundations of nonextensive statistical mechanics
- Fractional Langevin equation
- Brownian yet non-Gaussian diffusion: from superstatistics to subordination of diffusing diffusivities
- "Diffusing diffusivity": A model for anomalous and "anomalous yet Brownian" diffusion
- Single particle tracking in systems showing anomalous diffusion: the role of weak ergodicity breaking
- Ergodic Properties of Fractional Brownian-Langevin Motion
- Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes
- Anomalous diffusion of phospholipids and cholesterols in a lipid bilayer and its origins
- Nonergodic Subdiffusion from Brownian Motion in an Inhomogeneous Medium
- Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion
- Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
- Inequivalence of time and ensemble averages in ergodic systems: exponential versus power-law relaxation in confinement
- Anomalous diffusion in correlated continuous time random walks
- Scaled Brownian motion as a mean field model for continuous time random walks
- Non-ergodicity, fluctuations, and criticality in heterogeneous diffusion processes
- Packets of Diffusing Particles Exhibit Universal Exponential Tails
- Infinite Ergodic Theory for Heterogeneous Diffusion Processes
- Non-normalizable densities in strong anomalous diffusion: beyond the central limit theorem
- Finite-time effects and ultraweak ergodicity breaking in superdiffusive dynamics
- Joint Probability Distributions for a Class of Non-Markovian Processes
- Continuous time random walk with correlated waiting times
- Anomalous diffusion in time-fluctuating non-stationary diffusivity landscapes
- Time averaged Einstein relation and fluctuating diffusivities for the Lévy walk
- Quantifying the non-ergodicity of scaled Brownian motion
- The Lasting Effect of Initial Conditions on Single File Diffusion
- Langevin equation with fluctuating diffusivity: a two-state model
- Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
- Superstatistical Brownian motion
- Tracer diffusion in a sea of polymers with binding zones: mobile vs frozen traps
- First passage statistics for diffusing diffusivity
- The Hitchhiker model for Laplace diffusion processes in the cell environment
- From Non-normalizable Boltzmann-Gibbs statistics to infinite-ergodic theory
- Heterogeneities Shape Passive Intracellular Transport
- Random time averaged diffusivities for Lévy walks
- Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion
- A fractional diffusion equation for two-point probability distributions of a continuous-time random walk
- Large deviations for continuous time random walks
- Relaxation Functions of Ornstein-Uhlenbeck Process with Fluctuating Diffusivity
- Steady-state simulation of reflected Brownian motion and related stochastic networks
- Lévy-walk-like Langevin dynamics
- Area coverage of radial Levy flights with periodic boundary conditions
- Ergodic properties of heterogeneous diffusion processes in a potential well
- Subdiffusion in an external force field
- Langevin dynamics for Lévy walk with memory
- Langevin picture of Lévy walk in a constant force field
- Anomalous transmission and drifts in one-dimensional Levy structures
- Fluctuations around equilibrium laws in ergodic continuous-time random walks
Cited by in corpus (5)
- Ergodic property of random diffusivity system with trapping events
- Langevin picture of anomalous diffusion processes in expanding medium
- Novel anomalous diffusion phenomena of underdamped Langevin equation with random parameters
- Random diffusivity processes in an external force field
- Random diffusivity scenarios behind anomalous non-Gaussian diffusion