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Transient aging in fractional Brownian and Langevin-equation motion

Authors: Kursawe, Jochen; Schulz, Johannes H. P.; Metzler, Ralf (Prof. Dr.);

Transient aging in fractional Brownian and Langevin-equation motion

Abstract

Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin equation motion under external confinement are transiently non-ergodic---time and ensemble averages behave differently---from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient ageing, that is, physical observables such as the time averaged mean squared displacement depend on the time lag between the initiation of the system at time $t=0$ and the start of the measurement at the ageing time $t_a$. In particular, it turns out that for fractional Langevin equation motion the ageing dependence on $t_a$ is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time averaged mean squared displacement and present a numerical analysis of this transient ageing phenomenon.

14 pages, 10 figures, RevTeX

Countries
Germany, United Kingdom
Keywords

Statistical Mechanics (cond-mat.stat-mech), Institut für Physik und Astronomie, FOS: Physical sciences, Condensed Matter - Statistical Mechanics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
42
Top 10%
Top 10%
Top 10%
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