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Landscapes of random diffusivity processes in harmonic potential

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  • Wang, Zhenhai
  • Wang, Xudong

Abstract

A huge number of experimental evidences support that Brownian yet non-Gaussian diffusion prevalently exists in biological and soft matter systems. To interpret the physical mechanism of the Brownian yet non-Gaussian diffusion, the superstatistical approach with random diffusivity and further general random diffusivity processes attract extensive attention. This paper focuses on the anomalous diffusion and nonergodic property of the random diffusivity processes confined in a harmonic potential. Based on the theoretical analyses in the framework of Langevin equation, we find the inherent disagreement between ensemble-averaged mean-squared displacement and time-averaged mean-squared displacement for any form of the random diffusivity D(t), which implies the ergodicity breaking of the confined dynamics. Further, the asymptotic distribution of the time-averaged mean-squared displacement is strictly derived and shows the explicit dependence on the time average of the diffusivity D(t), which means the randomness of the time-averaged mean-squared displacement is completely contributed by the random diffusivity D(t). These results hold true for a general diffusivity D(t), which has been verified through the simulations of three specific kinds of diffusivities D(t).

Suggested Citation

  • Wang, Zhenhai & Wang, Xudong, 2024. "Landscapes of random diffusivity processes in harmonic potential," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
    • Handle: RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009883
    DOI: 10.1016/j.physa.2023.129433
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    References listed on IDEAS

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    1. Wang, Xudong & Chen, Yao, 2021. "Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 577(C).
    2. Viswanathan, G.M & Afanasyev, V & Buldyrev, Sergey V & Havlin, Shlomo & da Luz, M.G.E & Raposo, E.P & Stanley, H.Eugene, 2000. "Lévy flights in random searches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 282(1), pages 1-12.
    3. Li, Wenbo V., 1992. "Limit theorems for the square integral of Brownian motion and its increments," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 223-239, June.
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