Saved in:
Bibliographic Details
Main Authors: Wei, Qing, Wang, Wei, Tang, Yifa, Metzler, Ralf, Chechkin, Aleksei
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.11559
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866915065706315776
author Wei, Qing
Wang, Wei
Tang, Yifa
Metzler, Ralf
Chechkin, Aleksei
author_facet Wei, Qing
Wang, Wei
Tang, Yifa
Metzler, Ralf
Chechkin, Aleksei
contents We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventional fractional Langevin equation (FLE). The solution of this equation is Riemann-Liouville fractional Brownian motion (RL-FBM), also known in the literature as FBM II. Spurious nonergodicity, stationarity, and aging properties of the solution are explored for all admissible values $α>1/2$ of the order $α$ of the time-fractional Caputo derivative in the FLEFE. The increments of the process are asymptotically stationary. However when $1/2<α<3/2$, the time-averaged mean-squared displacement (TAMSD) does not converge to the mean-squared displacement (MSD). Instead, it converges to the mean-squared increment (MSI) or structure function, leading to the phenomenon of spurious nonergodicity. When $α\ge 3/2$, the increments of FLEFE motion are nonergodic, however the higher order increments are asymptotically ergodic. We also discuss the aging effect in the FLEFE by investigating the influence of an aging time $t_a$ on the mean-squared displacement, time-averaged mean-squared displacement and autocovariance function of the increments. We find that under strong aging conditions the process becomes ergodic, and the increments become stationary in the domain $1/2<α<3/2$.
format Preprint
id arxiv_https___arxiv_org_abs_2412_11559
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity and aging
Wei, Qing
Wang, Wei
Tang, Yifa
Metzler, Ralf
Chechkin, Aleksei
Statistical Mechanics
We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventional fractional Langevin equation (FLE). The solution of this equation is Riemann-Liouville fractional Brownian motion (RL-FBM), also known in the literature as FBM II. Spurious nonergodicity, stationarity, and aging properties of the solution are explored for all admissible values $α>1/2$ of the order $α$ of the time-fractional Caputo derivative in the FLEFE. The increments of the process are asymptotically stationary. However when $1/2<α<3/2$, the time-averaged mean-squared displacement (TAMSD) does not converge to the mean-squared displacement (MSD). Instead, it converges to the mean-squared increment (MSI) or structure function, leading to the phenomenon of spurious nonergodicity. When $α\ge 3/2$, the increments of FLEFE motion are nonergodic, however the higher order increments are asymptotically ergodic. We also discuss the aging effect in the FLEFE by investigating the influence of an aging time $t_a$ on the mean-squared displacement, time-averaged mean-squared displacement and autocovariance function of the increments. We find that under strong aging conditions the process becomes ergodic, and the increments become stationary in the domain $1/2<α<3/2$.
title Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity and aging
topic Statistical Mechanics
url https://arxiv.org/abs/2412.11559