Nonergodicity, fluctuations, and criticality in heterogeneous diffusion processes

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.

Fractional motion model for characterization of anomalous diffusion from NMR signals

Measuring molecular diffusion has been used to characterize the properties of living organisms and porous materials. NMR is able to detect the diffusion process in vivo and noninvasively. The fractional motion (FM) model is appropriate to describe anomalous diffusion phenomenon in crowded environments, such as living cells. However, no FM-based NMR theory has yet been established. Here, we present a general formulation of the FM-based NMR signal under the influence of arbitrary magnetic field gradient waveforms. An explicit analytic solution of the stretched exponential decay format for NMR signals with finite-width Stejskal-Tanner bipolar pulse magnetic field gradients is presented. Signals from a numerical simulation matched well with the theoretical prediction. In vivo diffusion-weighted brain images were acquired and analyzed using the proposed theory, and the resulting parametric maps exhibit remarkable contrasts between different brain tissues.

Aging scaled Brownian motion

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly nonstationary process governed by the Langevin equation for Brownian motion, however, with a power-law time dependence of the noise strength. Here we study the aging properties of SBM for both unconfined and confined motion. Specifically, we derive the ensemble and time averaged mean squared displacements and analyze their behavior in the regimes of weak, intermediate, and strong aging. A very rich behavior is revealed for confined aging SBM depending on different aging times and whether the process is sub- or superdiffusive. We demonstrate that the information on the aging factorizes with respect to the lag time and exhibits a functional form that is identical to the aging behavior of scale-free continuous time random walk processes. While SBM exhibits a disparity between ensemble and time averaged observables and is thus weakly nonergodic, strong aging is shown to effect a convergence of the ensemble and time averaged mean squared displacement. Finally, we derive the density of first passage times in the semi-infinite domain that features a crossover defined by the aging time.

Non-universal tracer diffusion in crowded media of non-inert obstacles

For tracer motion in an array of attractive obstacles we observe transient, non-ergodic anomalous diffusion depending on the obstacle density.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.