Distributional ergodicity in stored-energy-driven Lévy flights

Infinite ergodic theory for three heterogeneous stochastic models with application to subrecoil laser cooling

We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and the other is a mean-field-like approximation of the exponential model (the deterministic model). All the models show an accumulation of the momentum at zero in the long-time limit, and a formal steady state cannot be normalized, i.e., there exists an infinite invariant density. We obtain the exact form of the infinite invariant density and the scaling function for the exponential and deterministic models, and we devise a useful approximation for the momentum distribution in the HRW model. While the models are kinetically nonidentical, it is natural to wonder whether their ergodic properties share common traits, given that they are all described by an infinite invariant density. We show that the answer to this question depends on the type of observable under study. If the observable is integrable, the ergodic properties, such as the statistical behavior of the time averages, are universal as they are described by the Darling-Kac theorem. In contrast, for nonintegrable observables, the models in general exhibit nonidentical statistical laws. This implies that focusing on nonintegrable observables, we discover nonuniversal features of the cooling process, which hopefully can lead to a better understanding of the particular model most suitable for a statistical description of the process. This result is expected to hold true for many other systems, beyond laser cooling.

Nonergodicity of d-dimensional generalized Lévy walks and their relation to other space-time coupled models

We investigate the nonergodicity of the generalized Lévy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987)PRLTAO0031-900710.1103/PhysRevLett.58.1100] with respect to the squared displacements. We present detailed analytical derivations of our previous findings outlined in a recent letter [Phys. Rev. Lett. 120, 104501 (2018)PRLTAO0031-900710.1103/PhysRevLett.120.104501], give detailed interpretations, and in particular emphasize three surprising results. First, we find that the mean-squared displacements can diverge for a certain range of parameter values. Second, we show that an ensemble of trajectories can spread subdiffusively, whereas individual time-averaged squared displacements show superdiffusion. Third, we recognize that the fluctuations of the time-averaged squared displacements can become so large that the ergodicity breaking parameter diverges, what we call infinitely strong ergodicity breaking. This phenomenon can also occur for paramter values where the lag-time dependence of the mean-squared displacements is linear indicating normal diffusion. In order to numerically determine the full distribution of time-averaged squared displacements, we use importance sampling. For an embedding of our findings into existing results in the literature, we define a more general model which we call variable speed generalized Lévy walk and which includes well-known models from the literature as special cases such as the space-time coupled Lévy flight or the anomalous Drude model. We discuss and interpret our findings regarding the generalized Lévy walk in detail and compare them with the nonergodicity of the other space-time coupled models following from the more general model.

Correlated continuous-time random walk in the velocity field: the role of velocity and weak asymptotics

Within the framework of a space-time correlated continuous-time random walk model, anomalous diffusion of particles moving in the velocity field is studied in this paper. The weak asymptotic form ω(t) ∼ t^-(1+α), 1 < α < 2 for large t, is considered to be the waiting time distribution. The analytical results reveal that the diffusion in the velocity field, i.e., the mean squared displacement, can display a multi-fractional form caused by dispersive bias and space-time correlation. The numerical results indicate that the multi-fractional diffusion leads to a crossover phenomenon in-between the process at an intermediate timescale, followed by a steady state which is always determined by the largest diffusion exponent term. In addition, the role of velocity and weak asymptotics is discussed. The extremely small fluid velocity can characterize the diffusion by a diffusion coefficient instead of diffusion exponent, which is distinctly different from the former definition. In particular, for the waiting time displaying a weak asymptotic property, if the anomalous part is suppressed by the normal part, a second crossover phenomenon appears at an intermediate timescale, followed by a steady normal diffusion, which implies that the anomalies underlying the process are smoothed out at large timescales. Moreover, we discuss that the consideration of bias and correlation could help to avoid a possible not readily noticeable mistake in studying the topic concerned in this paper, which may be helpful in the relevant experimental research.

Correlated continuous-time random walk in a velocity field: Anomalous bifractional crossover

The diffusion of space-time correlated continuous-time random walk moving in the velocity field, which includes the fluid flowing freely and the fluid flowing through porous media, is investigated in this paper. Results reveal that it presents anomalous diffusion merely caused by space-time correlation in the freely flowing fluid, and the bias from the velocity field only supplies a standard advection, which is verified by the corresponding generalized diffusion equation which includes a standard advection term. However, the diffusion in the fluid flowing through porous media, i.e., the mean squared displacement, can display a bifractional form of which one originates from space-time correlation and the other one originates from dispersive bias caused by sticking of the porous media. The fractional advection term emerging in the corresponding generalized diffusion equation confirms the results. Moreover, the coexistence of correlation and dispersive bias result in crossover phenomenon in-between the diffusive process at an intermediate timescale, but just as the definition of diffusion, the one owning the largest diffusion exponent always prevails at large timescales. However, since the two fractional diffusions originate from a different mechanism, even if it owns the smaller diffusion exponent, that one can dominate the diffusion if it fluctuates much stronger than the other one, which no longer obeys the previous conclusion.

Aging arcsine law in Brownian motion and its generalization

Classical arcsine law states that the fraction of occupation time on the positive or the negative side in Brownian motion does not converge to a constant but converges in distribution to the arcsine distribution. Here we consider how a preparation of the system affects the arcsine law, i.e., aging of the arcsine law. We derive an aging distributional theorem for occupation time statistics in Brownian motion, where the ratio of time when measurements start to the measurement time plays an important role in determining the shape of the distribution. Furthermore, we show that this result can be generalized as an aging distributional limit theorem in renewal processes.

Infinite invariant density in a semi-Markov process with continuous state variables

We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the interevent time of successive renewals. The state describes certain observables found in models of anomalous diffusion, e.g., the velocity in the generalized Lévy walk model and the energy of a particle in the trap model. In our model, the interevent-time distribution follows a fat-tailed distribution, which makes the state value more likely to be zero because long interevent times imply small state values. We find two scaling laws describing the density for the state value, which accumulates in the vicinity of zero in the long-time limit. These laws provide universal behaviors in the accumulation process and give the exact expression of the infinite invariant density. Moreover, we provide two distributional limit theorems for time-averaged observables in these nonstationary processes. We show that the infinite invariant density plays an important role in determining the distribution of time averages.

Biased continuous-time random walks for ordinary and equilibrium cases: facilitation of diffusion, ergodicity breaking and ageing

We examine renewal processes with power-law waiting time distributions (WTDs) and non-zero drift via computing analytically and by computer simulations their ensemble and time averaged spreading characteristics. All possible values of the scaling exponent α are considered for the WTD ψ(t) ∼ 1/t1+α. We treat continuous-time random walks (CTRWs) with 0 < α < 1 for which the mean waiting time diverges, and investigate the behaviour of the process for both ordinary and equilibrium CTRWs for 1 < α < 2 and α > 2. We demonstrate that in the presence of a drift CTRWs with α < 1 are ageing and non-ergodic in the sense of the non-equivalence of their ensemble and time averaged displacement characteristics in the limit of lag times much shorter than the trajectory length. In the sense of the equivalence of ensemble and time averages, CTRW processes with 1 < α < 2 are ergodic for the equilibrium and non-ergodic for the ordinary situation. Lastly, CTRW renewal processes with α > 2-both for the equilibrium and ordinary situation-are always ergodic. For the situations 1 < α < 2 and α > 2 the variance of the diffusion process, however, depends on the initial ensemble. For biased CTRWs with α > 1 we also investigate the behaviour of the ergodicity breaking parameter. In addition, we demonstrate that for biased CTRWs the Einstein relation is valid on the level of the ensemble and time averaged displacements, in the entire range of the WTD exponent α.

Non-self-averaging behaviors and ergodicity in quenched trap models with finite system sizes

Tracking tracer particles in heterogeneous environments plays an important role in unraveling material properties. These heterogeneous structures are often static and depend on the sample realizations. Sample-to-sample fluctuations of such disorder realizations sometimes become considerably large. When we investigate the sample-to-sample fluctuations, fundamental averaging procedures are a thermal average for a single disorder realization and the disorder average for different disorder realizations. Here we report on non-self-averaging phenomena in quenched trap models with finite system sizes, where we consider the periodic and the reflecting boundary conditions. Sample-to-sample fluctuations of diffusivity greatly exceed trajectory-to-trajectory fluctuations of diffusivity in the corresponding annealed model. For a single disorder realization, the time-averaged mean square displacement and position-dependent observables converge to constants because of the existence of the equilibrium distribution. This is a manifestation of ergodicity. As a result, the time-averaged quantities depend neither on the initial condition nor on the thermal histories but depend crucially on the disorder realization.

Exact Results for the Nonergodicity of d-Dimensional Generalized Lévy Walks

We provide analytical results for the ensemble-averaged and time-averaged squared displacement, and the randomness of the latter, in the full two-dimensional parameter space of the d-dimensional generalized Lévy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987)PRLTAO0031-900710.1103/PhysRevLett.58.1100]. In certain regions of the parameter plane, we obtain surprising results such as the divergence of the mean-squared displacements, the divergence of the ergodicity breaking parameter despite a finite mean-squared displacement, and subdiffusion which appears superdiffusive when one only considers time averages.

Infinite invariant densities due to intermittency in a nonlinear oscillator

Dynamical intermittency is known to generate anomalous statistical behavior of dynamical systems, a prominent example being the Pomeau-Manneville map. We present a nonlinear oscillator, i.e., a physical model in continuous time, whose properties in terms of weak ergodity breaking and aging have a one-to-one correspondence to the properties of the Pomeau-Manneville map. So for both systems in a wide range of parameters no physical invariant density exists. We show how this regime can be characterized quantitatively using the techniques of infinite invariant densities and the Thaler-Dynkin limit theorem. We see how expectation values exhibit aging in terms of scaling in time.

Time averages in continuous-time random walks

We investigate the time-averaged square displacement (TASD) of continuous-time random walks with respect to the number of steps N which the random walker performed during the data acquisition time T. We prove that in each realization the TASD grows asymptotically linear in the lag time τ and in N, provided the steps cannot accumulate in small intervals. Consequently, the fluctuations of the latter are dominated by the fluctuations of N, and fluctuations of the walker's thermal history are irrelevant. Furthermore, we show that the relative scatter decays as 1/sqrt[N], which suppresses all nonlinear features in a plot of the TASD against the lag time. Parts of our arguments also hold for continuous-time random walks with correlated steps or with correlated waiting times.

Universal Fluctuations of Single-Particle Diffusivity in a Quenched Environment

Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. We consider finite systems with quenched disorder in order to investigate the effects of sample disorder fluctuations and confinement on single-particle diffusivity. While the system is ergodic in a single disorder realization, the time-averaged mean square displacement depends crucially on the disorder; i.e., the system is ergodic but non-self-averaging. Moreover, we show that the disorder average of the time-averaged mean square displacement decreases with the system size. We find a universal distribution for diffusivity in the sense that the shape of the distribution does not depend on the dimension. Quantifying the degree of the non-self-averaging effect, we show that fluctuations of single-particle diffusivity far exceed the corresponding annealed theory and also find confinement effects. The relevance for experimental situations is also discussed.

Distributional behaviors of time-averaged observables in the Langevin equation with fluctuating diffusivity: Normal diffusion but anomalous fluctuations

We consider the Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously over time, in order to study fluctuations of time-averaged observables in temporally heterogeneous diffusion processes. We find that the time-averaged mean-square displacement (TMSD) can be represented by the occupation time of a state in the asymptotic limit of the measurement time and hence occupation time statistics is a powerful tool for calculating the TMSD in the model. We show that the TMSD increases linearly with time (normal diffusion) but the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges, i.e., intrinsic nonequilibrium processes. Thus, we find that temporally heterogeneous environments provide anomalous fluctuations of time-averaged diffusivity, which have relevance to large fluctuations of the diffusion coefficients obtained by single-particle-tracking trajectories in experiments.

Fluctuation analysis of time-averaged mean-square displacement for the Langevin equation with time-dependent and fluctuating diffusivity

The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged MSD. In particular, the relative standard deviation (RSD) of the TAMSD can be utilized to study the long-time relaxation behavior. In this work, we consider a class of Langevin equations which are multiplicatively coupled to time-dependent and fluctuating diffusivities. Various interesting dynamics models such as entangled polymers and supercooled liquids can be interpreted as the Langevin equations with time-dependent and fluctuating diffusivities. We derive a general formula for the RSD of the TAMSD for the Langevin equation with the time-dependent and fluctuating diffusivity. We show that the RSD can be expressed in terms of the correlation function of the diffusivity. The RSD exhibits the crossover at the long time region. The crossover time is related to a weighted average relaxation time for the diffusivity. Thus the crossover time gives some information on the relaxation time of fluctuating diffusivity which cannot be extracted from the ensemble-averaged MSD. We discuss the universality and possible applications of the formula via some simple examples.

Scaling forms of particle densities for Lévy walks and strong anomalous diffusion

We study the scaling behavior of particle densities for Lévy walks whose transition length r is coupled with the transition time t as |r|∝t^{α} with an exponent α>0. The transition-time distribution behaves as ψ(t)∝t^{-1-β} with β>0. For 1<β<2α and α≥1, particle displacements are characterized by a finite transition time and confinement to |r|<t^{α} while the marginal distribution of transition lengths is heavy tailed. These characteristics give rise to the existence of two scaling forms for the particle density, one that is valid at particle displacements |r|≪t^{α} and one at |r|≲t^{α}. As a consequence, the Lévy walk displays strong anomalous diffusion in the sense that the average absolute moments 〈|r|^{q}〉 scale as t^{qν(q)} with ν(q) piecewise linear above and below a critical value q_{c}. We derive explicit expressions for the scaling forms of the particle densities and determine the scaling of the average absolute moments. We find that 〈|r|^{q}〉∝t^{qα/β} for q<q_{c}=β/α and 〈|r|^{q}〉∝t^{1+αq-β} for q>q_{c}. These results give insight into the possible origins of strong anomalous diffusion and anomalous behaviors in disordered systems in general.

Origin of 1/f noise in hydration dynamics on lipid membrane surfaces

Water molecules on lipid membrane surfaces are known to contribute to membrane stability by connecting lipid molecules and acting as a water bridge. Although water structures and diffusivities near the membrane surfaces have been extensively studied, hydration dynamics on the surfaces has remained an open question. Here we investigate residence time statistics of water molecules on the surface of lipid membranes using all-atom molecular dynamics simulations. We show that hydration dynamics on the lipid membranes exhibits 1/f noise. Constructing a dichotomous process for the hydration dynamics, we find that residence times in each state follow a power-law with exponential cutoff and that the process can be regarded as a correlated renewal process where interoccurrence times are correlated. The results imply that the origin of the 1/f noise in hydration dynamics on the membrane surfaces is a combination of a power-law distribution with cutoff of interoccurrence times of switching events and a long-term correlation between the interoccurrence times. These results suggest that the 1/f noise attributed to the correlated renewal process may contribute to the stability of the hydration layers and lipid membranes.

Anomalous diffusion in a quenched-trap model on fractal lattices

Models with mixed origins of anomalous subdiffusion have been considered important for understanding transport in biological systems. Here one such mixed model, the quenched-trap model (QTM) on fractal lattices, is investigated. It is shown that both ensemble- and time-averaged mean-square displacements (MSDs) show subdiffusion with different scaling exponents, i.e., this system shows weak ergodicity breaking. Moreover, time-averaged MSD exhibits aging and converges to a random variable following the modified Mittag-Leffler distribution. It is also shown that the QTM on a fractal lattice cannot be reduced to the continuous-time random walks if the spectral dimension of the fractal lattice is less than 2.

Origin of subdiffusion of water molecules on cell membrane surfaces

Water molecules play an important role in providing unique environments for biological reactions on cell membranes. It is widely believed that water molecules form bridges that connect lipid molecules and stabilize cell membranes. Using all-atom molecular dynamics simulations, we show that translational and rotational diffusion of water molecules on lipid membrane surfaces exhibit subdiffusion and aging. Moreover, we provide evidence that both divergent mean trapping time (continuous-time random walk) and long-correlated noise (fractional Brownian motion) contribute to this subdiffusion. These results suggest that subdiffusion on cell membranes causes the water retardation, an enhancement of cell membrane stability, and a higher reaction efficiency.