1
|
Vertessen A, Verstraten RC, Morais Smith C. Dissipative systems fractionally coupled to a bath. CHAOS (WOODBURY, N.Y.) 2024; 34:063103. [PMID: 38829797 DOI: 10.1063/5.0204304] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/21/2024] [Accepted: 05/12/2024] [Indexed: 06/05/2024]
Abstract
Quantum diffusion is a major topic in condensed-matter physics, and the Caldeira-Leggett model has been one of the most successful approaches to study this phenomenon. Here, we generalize this model by coupling the bath to the system through a Liouville fractional derivative. The Liouville fractional Langevin equation is then derived in the classical regime, without imposing a non-Ohmic macroscopic spectral function for the bath. By investigating the short- and long-time behavior of the mean squared displacement, we show that this model is able to describe a large variety of anomalous diffusion. Indeed, we find ballistic, sub-ballistic, and super-ballistic behavior for short times, whereas for long times, we find saturation and sub- and super-diffusion.
Collapse
Affiliation(s)
- A Vertessen
- Institute for Theoretical Physics, Utrecht University, Princetonplein 5, 3584CC Utrecht, The Netherlands
| | - R C Verstraten
- Institute for Theoretical Physics, Utrecht University, Princetonplein 5, 3584CC Utrecht, The Netherlands
| | - C Morais Smith
- Institute for Theoretical Physics, Utrecht University, Princetonplein 5, 3584CC Utrecht, The Netherlands
| |
Collapse
|
2
|
Valdés Gómez A, Sevilla FJ. Fractional and scaled Brownian motion on the sphere: The effects of long-time correlations on navigation strategies. Phys Rev E 2023; 108:054117. [PMID: 38115432 DOI: 10.1103/physreve.108.054117] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/10/2022] [Accepted: 10/04/2023] [Indexed: 12/21/2023]
Abstract
We analyze fractional Brownian motion and scaled Brownian motion on the two-dimensional sphere S^{2}. We find that the intrinsic long-time correlations that characterize fractional Brownian motion collude with the specific dynamics (navigation strategies) carried out on the surface giving rise to rich transport properties. We focus our study on two classes of navigation strategies: one induced by a specific set of coordinates chosen for S^{2} (we have chosen the spherical ones in the present analysis), for which we find that contrary to what occurs in the absence of such long-time correlations, nonequilibrium stationary distributions are attained. These results resemble those reported in confined flat spaces in one and two dimensions [Guggenberger et al. New J. Phys. 21, 022002 (2019)1367-263010.1088/1367-2630/ab075f; Vojta et al. Phys. Rev. E 102, 032108 (2020)2470-004510.1103/PhysRevE.102.032108]; however, in the case analyzed here, there are no boundaries that affect the motion on the sphere. In contrast, when the navigation strategy chosen corresponds to a frame of reference moving with the particle (a Frenet-Serret reference system), then the equilibrium distribution on the sphere is recovered in the long-time limit. For both navigation strategies, the relaxation times toward the stationary distribution depend on the particular value of the Hurst parameter. We also show that on S^{2}, scaled Brownian motion, distinguished by a time-dependent diffusion coefficient with a power-scaling, is independent of the navigation strategy finding a good agreement between the analytical calculations obtained from the solution of a time-dependent diffusion equation on S^{2}, and the numerical results obtained from our numerical method to generate ensemble of trajectories.
Collapse
Affiliation(s)
- Adriano Valdés Gómez
- Facultad de Ciencias, Universidad Nacional Autónoma de México, Alcaldía Coyoacán, C.P. 04510 Ciudad Universitaria, Ciudad de México, México
- BBVA AI Factory México
| | - Francisco J Sevilla
- Instituto de Física, Universidad Nacional Autónoma de México, Apdo. Postal 20-364, 01000, Ciudad de México, México
| |
Collapse
|
3
|
Plyukhin AV. Nonergodic Brownian oscillator: High-frequency response. Phys Rev E 2023; 107:044107. [PMID: 37198800 DOI: 10.1103/physreve.107.044107] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/13/2023] [Accepted: 03/23/2023] [Indexed: 05/19/2023]
Abstract
We consider a Brownian oscillator whose coupling to the environment may lead to the formation of a localized normal mode. For lower values of the oscillator's natural frequency ω≤ω_{c}, the localized mode is absent and the unperturbed oscillator reaches thermal equilibrium. For higher values of ω>ω_{c} when the localized mode is formed, the unperturbed oscillator does not thermalize but rather evolves into a nonequilibrium cyclostationary state. We consider the response of such an oscillator to an external periodic force. Despite the coupling to the environment, the oscillator shows the unbounded resonance (with the response linearly increasing with time) when the frequency of the external force coincides with the frequency of the localized mode. An unusual resonance ("quasiresonance") occurs for the oscillator with the critical value of the natural frequency ω=ω_{c}, which separates thermalizing (ergodic) and nonthermalizing (nonergodic) configurations. In that case, the resonance response increases with time sublinearly, which can be interpreted as a resonance between the external force and the incipient localized mode.
Collapse
Affiliation(s)
- Alex V Plyukhin
- Department of Mathematics, Saint Anselm College, Manchester, New Hampshire 03102, USA
| |
Collapse
|
4
|
Hartich D, Godec A. Thermodynamic Uncertainty Relation Bounds the Extent of Anomalous Diffusion. PHYSICAL REVIEW LETTERS 2021; 127:080601. [PMID: 34477441 DOI: 10.1103/physrevlett.127.080601] [Citation(s) in RCA: 10] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/12/2021] [Accepted: 06/07/2021] [Indexed: 06/13/2023]
Abstract
In a finite system driven out of equilibrium by a constant external force the thermodynamic uncertainty relation (TUR) bounds the variance of the conjugate current variable by the thermodynamic cost of maintaining the nonequilibrium stationary state. Here we highlight a new facet of the TUR by showing that it also bounds the timescale on which a finite system can exhibit anomalous kinetics. In particular, we demonstrate that the TUR bounds subdiffusion in a single file confined to a ring as well as a dragged Gaussian polymer chain even when detailed balance is satisfied. Conversely, the TUR bounds the onset of superdiffusion in the active comb model. Remarkably, the fluctuations in a comb model evolving from a steady state behave anomalously as soon as detailed balance is broken. Our work establishes a link between stochastic thermodynamics and the field of anomalous dynamics that will fertilize further investigations of thermodynamic consistency of anomalous diffusion models.
Collapse
Affiliation(s)
- David Hartich
- Mathematical bioPhysics Group, Max Planck Institute for Biophysical Chemistry, 37077 Göttingen, Germany
| | - Aljaž Godec
- Mathematical bioPhysics Group, Max Planck Institute for Biophysical Chemistry, 37077 Göttingen, Germany
| |
Collapse
|
5
|
Bao JD, Wang XR, Liu WM. Ergodic time scale and transitive dynamics in single-particle tracking. Phys Rev E 2021; 103:032136. [PMID: 33862786 DOI: 10.1103/physreve.103.032136] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/13/2020] [Accepted: 02/26/2021] [Indexed: 11/07/2022]
Abstract
We investigate ergodic time scales in single-particle tracking by introducing a covariance measure Ω(Δ;t) for the time-averaged relative square displacement recorded in lag-time Δ at elapsed time t. The present model is established in the generalized Langevin equation with a power-law memory function. The ratio Ω(Δ;Δ)/Ω(Δ;t) is shown to obey a universal scaling law for long but finite times and is used to extract the effective ergodic time. We derive a finite-time-averaged Green-Kubo relation and find that, to control the deviations in measurement results from ensemble averages, the ratio Δ/t must be neither too small nor close to unity. Our paper connects the experimental self-averaging property of a tracer with the theoretic velocity autocorrelation function and sheds light on the transition to ergodicity.
Collapse
Affiliation(s)
- Jing-Dong Bao
- Department of Physics, Beijing Normal University, Beijing 100875, China
| | - Xiang-Rong Wang
- Department of Physics, The Hong Kong University of Science and Technology, Kowloon, Hong Kong, China
| | - Wu-Ming Liu
- Institute of Physics, Chinese Academy of Science, Beijing 100190, China
| |
Collapse
|
6
|
Goychuk I. Fractional electron transfer kinetics and a quantum breaking of ergodicity. Phys Rev E 2019; 99:052136. [PMID: 31212539 DOI: 10.1103/physreve.99.052136] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/29/2018] [Indexed: 06/09/2023]
Abstract
The dissipative curve-crossing problem provides a paradigm for electron-transfer (ET) processes in condensed media. It establishes the simplest conceptual test bed to study the influence of the medium's dynamics on ET kinetics both on the ensemble level, and on the level of single particles. Single electron description is particularly important for nanoscaled systems like proteins, or molecular wires. Especially insightful is this framework in the semiclassical limit, where the environment can be treated classically, and an exact analytical treatment becomes feasible. Slow medium's dynamics is capable of enslaving ET and bringing it on the ensemble level from a quantum regime of nonadiabatic tunneling to the classical adiabatic regime, where electrons follow the nuclei rearrangements. This classical adiabatic textbook picture contradicts, however, in a very spectacular fashion to the statistics of single electron transitions, even in the Debye, memoryless media, also named Ohmic in the parlance of the famed spin-boson model. On the single particle level, ET always remains quantum, and this was named a quantum breaking of ergodicity in the adiabatic ET regime. What happens in the case of subdiffusive, fractional, or sub-Ohmic medium's dynamics, which is featured by power-law decaying dynamical memory effects typical, e.g., for protein macromolecules, and other viscoelastic media? Such a memory is vividly manifested by anomalous Cole-Cole dielectric response in such media. We address this question based both on accurate numerics and analytical theory. The ensemble theory remarkably agrees with the numerical dynamics of electronic populations, revealing a power-law relaxation tail even in a profoundly nonadiabatic electron transfer regime. In other words, ET in such media should typically display fractional kinetics. However, a profound difference with the numerically accurate results occurs for the distribution of residence times in the electronic states, both on the ensemble level and the level of single trajectories. Ergodicity is broken dynamically even in a more spectacular way than in the memoryless case. Our results question the applicability of all the existing and widely accepted ensemble theories of electron transfer in fractional, sub-Ohmic environments, on the level of single molecules, and provide a real challenge to face, both for theorists and experimentalists.
Collapse
Affiliation(s)
- Igor Goychuk
- Institute for Physics and Astronomy, University of Potsdam, Karl-Liebknecht-Straße 24/25, 14476 Potsdam-Golm, Germany
| |
Collapse
|
7
|
Goychuk I. Viscoelastic subdiffusion in a random Gaussian environment. Phys Chem Chem Phys 2018; 20:24140-24155. [PMID: 30206605 DOI: 10.1039/c8cp05238g] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/27/2022]
Abstract
Viscoelastic subdiffusion governed by a fractional Langevin equation is studied numerically in a random Gaussian environment modeled by stationary Gaussian potentials with decaying spatial correlations. This anomalous diffusion is archetypal for living cells, where cytoplasm is known to be viscoelastic and a spatial disorder also naturally emerges. We obtain some first important insights into it within a model one-dimensional study. Two basic types of potential correlations are studied: short-range exponentially decaying and algebraically slow decaying with an infinite correlation length, both for a moderate (several kBT, in the units of thermal energy), and strong (5-10kBT) disorder. For a moderate disorder, it is shown that on the ensemble level viscoelastic subdiffusion can easily overcome the medium's disorder. Asymptotically, it is not distinguishable from the disorder-free subdiffusion. However, a strong scatter in single-trajectory averages is nevertheless seen even for a moderate disorder. It features a weak ergodicity breaking, which occurs on a very long yet transient time scale. Furthermore, for a strong disorder, a very long transient regime of logarithmic, Sinai-type diffusion emerges. It can last longer and be faster in the absolute terms for weakly decaying correlations as compared with the short-range correlations. Residence time distributions in a finite spatial domain are of a generalized log-normal type and are reminiscent also of a stretched exponential distribution. They can be easily confused for power-law distributions in view of the observed weak ergodicity breaking. This suggests a revision of some experimental data and their interpretation.
Collapse
Affiliation(s)
- Igor Goychuk
- Institute for Physics and Astronomy, University of Potsdam, Karl-Liebknecht-Str. 24/25, 14476 Potsdam-Golm, Germany.
| |
Collapse
|
8
|
Bodrova AS, Chechkin AV, Cherstvy AG, Safdari H, Sokolov IM, Metzler R. Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion. Sci Rep 2016; 6:30520. [PMID: 27462008 PMCID: PMC4962320 DOI: 10.1038/srep30520] [Citation(s) in RCA: 40] [Impact Index Per Article: 4.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 05/10/2016] [Accepted: 07/04/2016] [Indexed: 01/23/2023] Open
Abstract
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.
Collapse
Affiliation(s)
- Anna S Bodrova
- Institut für Physik, Humboldt-Universität zu Berlin, Newtonstrasse 15, 12489 Berlin, Germany.,Faculty of Physics, M.V.Lomonosov Moscow State University, Moscow, 119991, Russia
| | - Aleksei V Chechkin
- Akhiezer Institute for Theoretical Physics, Kharkov Institute of Physics and Technology, Kharkov 61108, Ukraine.,Institute of Physics and Astronomy, University of Potsdam, 14476 Potsdam, Germany.,Department of Physics &Astronomy, University of Padova, 35122 Padova, Italy
| | - Andrey G Cherstvy
- Institute of Physics and Astronomy, University of Potsdam, 14476 Potsdam, Germany
| | - Hadiseh Safdari
- Institute of Physics and Astronomy, University of Potsdam, 14476 Potsdam, Germany.,Department of Physics, Shahid Beheshti University, G.C., Evin, Tehran 19839, Iran
| | - Igor M Sokolov
- Institut für Physik, Humboldt-Universität zu Berlin, Newtonstrasse 15, 12489 Berlin, Germany
| | - Ralf Metzler
- Institute of Physics and Astronomy, University of Potsdam, 14476 Potsdam, Germany
| |
Collapse
|
9
|
Ślęzak J, Weron A. From physical linear systems to discrete-time series. A guide for analysis of the sampled experimental data. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:053302. [PMID: 26066274 DOI: 10.1103/physreve.91.053302] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/05/2015] [Indexed: 06/04/2023]
Abstract
Modeling physical data with linear discrete-time series, namely, the autoregressive fractionally integrated moving average (ARFIMA) model, is a technique that has attracted attention in recent years. However, this model is used mainly as a statistical tool only, with weak emphasis on the physical background of the model. The main reason for this lack of attention is that the ARFIMA model describes discrete-time measurements, whereas physical models are formulated using continuous-time parameters. In order to eliminate this discrepancy, we show that time series of this type can be regarded as sampled trajectories of the coordinates governed by a system of linear stochastic differential equations with constant coefficients. The observed correspondence provides formulas linking ARFIMA parameters and the coefficients of the underlying physical stochastic system, thus providing a bridge between continuous-time linear dynamical systems and ARFIMA models.
Collapse
Affiliation(s)
- Jakub Ślęzak
- Hugo Steinhaus Center, Wrocław University of Technology, 50-370 Wrocław, Poland
| | - Aleksander Weron
- Hugo Steinhaus Center, Wrocław University of Technology, 50-370 Wrocław, Poland
| |
Collapse
|
10
|
Abstract
The brain did not develop a dedicated device for reasoning. This fact bears dramatic consequences. While for perceptuo-motor functions neural activity is shaped by the input's statistical properties, and processing is carried out at high speed in hardwired spatially segregated modules, in reasoning, neural activity is driven by internal dynamics and processing times, stages, and functional brain geometry are largely unconstrained a priori. Here, it is shown that the complex properties of spontaneous activity, which can be ignored in a short-lived event-related world, become prominent at the long time scales of certain forms of reasoning. It is argued that the neural correlates of reasoning should in fact be defined in terms of non-trivial generic properties of spontaneous brain activity, and that this implies resorting to concepts, analytical tools, and ways of designing experiments that are as yet non-standard in cognitive neuroscience. The implications in terms of models of brain activity, shape of the neural correlates, methods of data analysis, observability of the phenomenon, and experimental designs are discussed.
Collapse
Affiliation(s)
- David Papo
- GISC and Laboratory of Biological Networks, Center for Biomedical Technology, Universidad Politécnica de MadridMadrid, Spain
| |
Collapse
|
11
|
Lapas LC, Ferreira RMS, Rubí JM, Oliveira FA. Anomalous law of cooling. J Chem Phys 2015; 142:104106. [DOI: 10.1063/1.4914872] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022] Open
|
12
|
Viñales AD, Paissan GH. Velocity autocorrelation of a free particle driven by a Mittag-Leffler noise: fractional dynamics and temporal behaviors. Phys Rev E 2015; 90:062103. [PMID: 25615040 DOI: 10.1103/physreve.90.062103] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/14/2014] [Indexed: 11/07/2022]
Abstract
We investigate the dynamical phase diagram of the generalized Langevin equation of the free particle driven by a Mittag-Leffler noise and show critical curves and a critical value of the exponent parameter of the Mittag-Leffler function that mark different dynamical regimes. By considering that the modeling of a Mittag-Leffer memory kernel corresponds to a power-law second-order memory kernel, we show that the generalized Langevin equation of the velocity autocorrelation function (VACF) is transformed in a fractional Langevin equation. In the superdiffusive case our results exhibit oscillations and negative correlations of the VACF that are not provided by the usual power-law noise model.
Collapse
Affiliation(s)
- A D Viñales
- CRUB, Universidad Nacional del Comahue, Quintral 1250, 8400 Bariloche, Río Negro, Argentina and Extensión Áulica de la Universidad Tecnológica Nacional, 8400 Bariloche, Río Negro, Argentina
| | - G H Paissan
- CRUB, Universidad Nacional del Comahue, Quintral 1250, 8400 Bariloche, Río Negro, Argentina and Centro atomico Bariloche, CNEA/CONICET, Av. Bustillo Km 9.5, 8400 Bariloche, Río Negro, Argentina
| |
Collapse
|
13
|
Wang CY, Zong XM, Zhang H, Yi M. Fractional entropy decay and the third law of thermodynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 90:022126. [PMID: 25215708 DOI: 10.1103/physreve.90.022126] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/08/2013] [Indexed: 06/03/2023]
Abstract
We report in this paper a theoretical study on the quantum thermodynamic properties of a fractional damping system. Through the analysis, few nontrivial characteristics are revealed, which include (1) a fractional power-law decay entropy function, which provides an evidence for the validity of the third law of thermodynamics in the quantum dissipative region and (2) the varying of the entropy from a nonlinear divergent function to a semilinear decay function with a fractional exponent as the temperature approaches absolute zero.
Collapse
Affiliation(s)
- Chun-Yang Wang
- Shandong Provincial Key Laboratory of Laser Polarization and Information Technology, College of Physics and Engineering, Qufu Normal University, Qufu 273165, China and State Key Laboratory of Theoretical Physics, Institute of Theoretical Physics, Chinese Academy of Sciences, Beijing 100190, China
| | - Xue-Mei Zong
- Shandong Provincial Key Laboratory of Laser Polarization and Information Technology, College of Physics and Engineering, Qufu Normal University, Qufu 273165, China
| | - Hong Zhang
- Shandong Provincial Key Laboratory of Laser Polarization and Information Technology, College of Physics and Engineering, Qufu Normal University, Qufu 273165, China
| | - Ming Yi
- Key Laboratory of Magnetic Resonance in Biological Systems, Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, Wuhan, China
| |
Collapse
|
14
|
Papo D. Functional significance of complex fluctuations in brain activity: from resting state to cognitive neuroscience. Front Syst Neurosci 2014; 8:112. [PMID: 24966818 PMCID: PMC4052734 DOI: 10.3389/fnsys.2014.00112] [Citation(s) in RCA: 28] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/16/2014] [Accepted: 05/26/2014] [Indexed: 11/15/2022] Open
Abstract
Behavioral studies have shown that human cognition is characterized by properties such as temporal scale invariance, heavy-tailed non-Gaussian distributions, and long-range correlations at long time scales, suggesting models of how (non observable) components of cognition interact. On the other hand, results from functional neuroimaging studies show that complex scaling and intermittency may be generic spatio-temporal properties of the brain at rest. Somehow surprisingly, though, hardly ever have the neural correlates of cognition been studied at time scales comparable to those at which cognition shows scaling properties. Here, we analyze the meanings of scaling properties and the significance of their task-related modulations for cognitive neuroscience. It is proposed that cognitive processes can be framed in terms of complex generic properties of brain activity at rest and, ultimately, of functional equations, limiting distributions, symmetries, and possibly universality classes characterizing them.
Collapse
Affiliation(s)
- David Papo
- Computational Systems Biology Group, Center for Biomedical Technology, Universidad Politécnica de Madrid Madrid, Spain
| |
Collapse
|
15
|
Metzler R, Jeon JH, Cherstvy AG, Barkai E. Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking. Phys Chem Chem Phys 2014; 16:24128-64. [DOI: 10.1039/c4cp03465a] [Citation(s) in RCA: 1046] [Impact Index Per Article: 95.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/26/2022]
Abstract
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.
Collapse
Affiliation(s)
- Ralf Metzler
- Institute of Physics and Astronomy
- University of Potsdam
- Potsdam-Golm, Germany
- Physics Department
- Tampere University of Technology
| | - Jae-Hyung Jeon
- Physics Department
- Tampere University of Technology
- Tampere, Finland
- Korean Institute for Advanced Study (KIAS)
- Seoul, Republic of Korea
| | - Andrey G. Cherstvy
- Institute of Physics and Astronomy
- University of Potsdam
- Potsdam-Golm, Germany
| | - Eli Barkai
- Physics Department and Institute of Nanotechnology and Advanced Materials
- Bar-Ilan University
- Ramat Gan, Israel
| |
Collapse
|
16
|
Grebenkov DS, Vahabi M. Analytical solution of the generalized Langevin equation with hydrodynamic interactions: subdiffusion of heavy tracers. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2014; 89:012130. [PMID: 24580195 DOI: 10.1103/physreve.89.012130] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/07/2013] [Indexed: 06/03/2023]
Abstract
We consider a generalized Langevin equation that can be used to describe thermal motion of a tracer in a viscoelastic medium by accounting for inertial and hydrodynamic effects at short times, subdiffusive scaling at intermediate times, and eventual optical trapping at long times. We derive a Laplace-type integral representation for the linear response function that governs the diffusive dynamics. This representation is particularly well suited for rapid numerical computation and theoretical analysis. In particular, we deduce explicit formulas for the mean and variance of the time averaged (TA) mean square displacement (MSD) and velocity autocorrelation function (VACF). The asymptotic behavior of the TA MSD and TA VACF is investigated at different time scales. Some biophysical and microrheological applications are discussed, with an emphasis on the statistical analysis of optical tweezers' single-particle tracking experiments in polymer networks and living cells.
Collapse
Affiliation(s)
- Denis S Grebenkov
- Laboratoire de Physique de la Matière Condensée (UMR 7643), CNRS-Ecole Polytechnique, 91128 Palaiseau, France
| | - Mahsa Vahabi
- Laboratoire de Physique de la Matière Condensée (UMR 7643), CNRS-Ecole Polytechnique, 91128 Palaiseau, France
| |
Collapse
|
17
|
Kursawe J, Schulz J, Metzler R. Transient aging in fractional Brownian and Langevin-equation motion. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2013; 88:062124. [PMID: 24483403 DOI: 10.1103/physreve.88.062124] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/23/2013] [Indexed: 06/03/2023]
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 nonergodic-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 aging, 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 aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging 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 aging phenomenon.
Collapse
Affiliation(s)
- Jochen Kursawe
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG
| | - Johannes Schulz
- Physics Department, Technical University of Munich, 85747 Garching, Germany
| | - Ralf Metzler
- Wolfson Centre for Mathematical Biology, Mathematical Institute, University of Oxford, Oxford OX2 6GG and Institute of Physics & Astronomy, University of Potsdam, 14776 Potsdam-Golm, Germany and Department of Physics, Tampere University of Technology, FI-33101 Tampere, Finland
| |
Collapse
|
18
|
Abstract
Cognitive neuroscience boils down to describing the ways in which cognitive function results from brain activity. In turn, brain activity shows complex fluctuations, with structure at many spatio-temporal scales. Exactly how cognitive function inherits the physical dimensions of neural activity, though, is highly non-trivial, and so are generally the corresponding dimensions of cognitive phenomena. As for any physical phenomenon, when studying cognitive function, the first conceptual step should be that of establishing its dimensions. Here, we provide a systematic presentation of the temporal aspects of task-related brain activity, from the smallest scale of the brain imaging technique's resolution, to the observation time of a given experiment, through the characteristic time scales of the process under study. We first review some standard assumptions on the temporal scales of cognitive function. In spite of their general use, these assumptions hold true to a high degree of approximation for many cognitive (viz. fast perceptual) processes, but have their limitations for other ones (e.g., thinking or reasoning). We define in a rigorous way the temporal quantifiers of cognition at all scales, and illustrate how they qualitatively vary as a function of the properties of the cognitive process under study. We propose that each phenomenon should be approached with its own set of theoretical, methodological and analytical tools. In particular, we show that when treating cognitive processes such as thinking or reasoning, complex properties of ongoing brain activity, which can be drastically simplified when considering fast (e.g., perceptual) processes, start playing a major role, and not only characterize the temporal properties of task-related brain activity, but also determine the conditions for proper observation of the phenomena. Finally, some implications on the design of experiments, data analyses, and the choice of recording parameters are discussed.
Collapse
Affiliation(s)
- David Papo
- Center for Biomedical Technology, Universidad Politécnica de MadridMadrid, Spain
| |
Collapse
|
19
|
Papo D. Why should cognitive neuroscientists study the brain's resting state? Front Hum Neurosci 2013; 7:45. [PMID: 23431277 PMCID: PMC3576622 DOI: 10.3389/fnhum.2013.00045] [Citation(s) in RCA: 23] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Track Full Text] [Download PDF] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/08/2012] [Accepted: 02/04/2013] [Indexed: 11/26/2022] Open
Affiliation(s)
- David Papo
- Center for Biomedical Technology, Universidad Politécnica de MadridMadrid, Spain
| |
Collapse
|
20
|
Goychuk I, Kharchenko V. Fractional Brownian motors and stochastic resonance. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:051131. [PMID: 23004727 DOI: 10.1103/physreve.85.051131] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/26/2011] [Revised: 03/13/2012] [Indexed: 05/07/2023]
Abstract
We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.
Collapse
Affiliation(s)
- Igor Goychuk
- Institute of Physics, University of Augsburg, Universitätstrasse 1, D-86135 Augsburg, Germany.
| | | |
Collapse
|
21
|
Jeon JH, Metzler R. Inequivalence of time and ensemble averages in ergodic systems: exponential versus power-law relaxation in confinement. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:021147. [PMID: 22463192 DOI: 10.1103/physreve.85.021147] [Citation(s) in RCA: 59] [Impact Index Per Article: 4.5] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/19/2011] [Revised: 01/30/2012] [Indexed: 05/31/2023]
Abstract
Single-particle tracking has become a standard tool for the investigation of diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual trajectories. Here we study confined normal as well as anomalous diffusion, modeled by fractional Brownian motion and the fractional Langevin equation, and show that even for such ergodic systems time-averaged quantities behave differently from their ensemble-averaged counterparts, irrespective of how long the measurement time becomes. Knowledge of the exact behavior of time averages is therefore fundamental for the proper physical interpretation of measured time series, in particular, for extraction of the relaxation time scale from data.
Collapse
Affiliation(s)
- Jae-Hyung Jeon
- Department of Physics, Tampere University of Technology, FI-33101 Tampere, Finland.
| | | |
Collapse
|
22
|
Goychuk I. Viscoelastic Subdiffusion: Generalized Langevin Equation Approach. ADVANCES IN CHEMICAL PHYSICS 2012. [DOI: 10.1002/9781118197714.ch5] [Citation(s) in RCA: 91] [Impact Index Per Article: 7.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/13/2022]
|
23
|
Tateishi AA, Lenzi EK, da Silva LR, Ribeiro HV, Picoli S, Mendes RS. Different diffusive regimes, generalized Langevin and diffusion equations. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 85:011147. [PMID: 22400552 DOI: 10.1103/physreve.85.011147] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/08/2011] [Revised: 10/28/2011] [Indexed: 05/31/2023]
Abstract
We investigate a generalized Langevin equation (GLE) in the presence of an additive noise characterized by the mixture of the usual white noise and an arbitrary one. This scenario lead us to a wide class of diffusive processes, in particular the ones whose noise correlation functions are governed by power laws, exponentials, and Mittag-Leffler functions. The results show the presence of different diffusive regimes related to the spreading of the system. In addition, we obtain a fractional diffusionlike equation from the GLE, confirming the results for long time.
Collapse
Affiliation(s)
- A A Tateishi
- Departamento de Física, Universidade Estadual de Maringá Avenida Colombo, 5790-87020-900 Maringá-PR, Brazil
| | | | | | | | | | | |
Collapse
|
24
|
Jeon JH, Tejedor V, Burov S, Barkai E, Selhuber-Unkel C, Berg-Sørensen K, Oddershede L, Metzler R. In vivo anomalous diffusion and weak ergodicity breaking of lipid granules. PHYSICAL REVIEW LETTERS 2011; 106:048103. [PMID: 21405366 DOI: 10.1103/physrevlett.106.048103] [Citation(s) in RCA: 317] [Impact Index Per Article: 22.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/02/2010] [Indexed: 05/07/2023]
Abstract
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.
Collapse
Affiliation(s)
- Jae-Hyung Jeon
- Physics Department T30g, Technical University of Munich, Garching, Germany
| | | | | | | | | | | | | | | |
Collapse
|
25
|
Taloni A, Chechkin A, Klafter J. Correlations in a generalized elastic model: fractional Langevin equation approach. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 82:061104. [PMID: 21230641 DOI: 10.1103/physreve.82.061104] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/06/2010] [Indexed: 05/30/2023]
Abstract
The generalized elastic model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, and growing interfaces. On the other hand a probe (tracer) particle in these systems performs a fractional Brownian motion due to the spatial interactions with the other system's components. The tracer's anomalous dynamics can be described by a fractional Langevin equation (FLE) with a space-time correlated noise. We demonstrate that the description given in terms of GEM coincides with that furnished by the relative FLE, by showing that the correlation functions of the stochastic field obtained within the FLE framework agree with the corresponding quantities calculated from the GEM. Furthermore we show that the Fox H -function formalism appears to be very convenient to describe the correlation properties within the FLE approach.
Collapse
|
26
|
|
27
|
Lizana L, Ambjörnsson T, Taloni A, Barkai E, Lomholt MA. Foundation of fractional Langevin equation: harmonization of a many-body problem. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:051118. [PMID: 20866196 DOI: 10.1103/physreve.81.051118] [Citation(s) in RCA: 60] [Impact Index Per Article: 4.0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/04/2009] [Revised: 04/26/2010] [Indexed: 05/29/2023]
Abstract
In this study we derive a single-particle equation of motion, from first principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential. Using a harmonization technique, we show that the resulting dynamical equation belongs to the class of fractional Langevin equations, a stochastic framework which has been proposed in a large body of works as a means of describing anomalous dynamics. Our work sheds light on the fundamental assumptions of these phenomenological models and a relation derived by Kollmann.
Collapse
Affiliation(s)
- Ludvig Lizana
- Niels Bohr Institute, Blegdamsvej 17, DK-2100 Copenhagen, Denmark
| | | | | | | | | |
Collapse
|
28
|
Taloni A, Chechkin A, Klafter J. Generalized elastic model yields a fractional Langevin equation description. PHYSICAL REVIEW LETTERS 2010; 104:160602. [PMID: 20482037 DOI: 10.1103/physrevlett.104.160602] [Citation(s) in RCA: 37] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/11/2009] [Revised: 03/17/2010] [Indexed: 05/29/2023]
Abstract
Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers, and fluctuating interfaces among others, we derive the fractional Langevin equation (FLE) for a probe particle in such systems, in the case of thermal initial conditions. We show that this FLE is the only one fulfilling the fluctuation-dissipation relation within a new family of fractional Brownian motion equations. The FLE for the time-dependent fluctuations of the donor-acceptor distance in a protein is shown to be recovered. When the system starts from nonthermal conditions, the corresponding FLE, which does not fulfill the fluctuation-dissipation relation, is derived.
Collapse
|
29
|
Sliusarenko OY, Gonchar VY, Chechkin AV, Sokolov IM, Metzler R. Kramers-like escape driven by fractional Gaussian noise. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:041119. [PMID: 20481689 DOI: 10.1103/physreve.81.041119] [Citation(s) in RCA: 14] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/08/2010] [Indexed: 05/29/2023]
Abstract
We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive (antipersistent) and superdiffusive (persistent) domains. In particular, we find that the escape becomes increasingly faster for decreasing values of H , consistent with previous findings on the first passage behavior. Approximate analytical calculations are shown to support the numerically observed dependencies.
Collapse
Affiliation(s)
- Oleksii Yu Sliusarenko
- Akhiezer Institute for Theoretical Physics, NSC KIPT, Akademicheskaya Str. 1, 61108 Kharkov, Ukraine.
| | | | | | | | | |
Collapse
|
30
|
Jeon JH, Metzler R. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2010; 81:021103. [PMID: 20365526 DOI: 10.1103/physreve.81.021103] [Citation(s) in RCA: 122] [Impact Index Per Article: 8.1] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/30/2009] [Revised: 10/21/2009] [Indexed: 05/29/2023]
Abstract
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
Collapse
Affiliation(s)
- Jae-Hyung Jeon
- Department of Physics, Technical University of Munich, James-Franck Strasse, 85747 Garching, Germany.
| | | |
Collapse
|
31
|
Goychuk I. Viscoelastic subdiffusion: from anomalous to normal. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 80:046125. [PMID: 19905408 DOI: 10.1103/physreve.80.046125] [Citation(s) in RCA: 55] [Impact Index Per Article: 3.4] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/06/2009] [Indexed: 05/07/2023]
Abstract
We study viscoelastic subdiffusion in bistable and periodic potentials within the generalized Langevin equation approach. Our results justify the (ultra)slow fluctuating rate view of the corresponding bistable non-Markovian dynamics which displays bursting and anticorrelation of the residence times in two potential wells. The transition kinetics is asymptotically stretched exponential when the potential barrier V0 several times exceeds thermal energy k(B)T [V(0) approximately (2-10)k(B)T] and it cannot be described by the non-Markovian rate theory (NMRT). The well-known NMRT result approximates, however, ever better with the increasing barrier height, the most probable logarithm of the residence times. Moreover, the rate description is gradually restored when the barrier height exceeds a fuzzy borderline which depends on the power-law exponent of free subdiffusion alpha . Such a potential-free subdiffusion is ergodic. Surprisingly, in periodic potentials it is not sensitive to the barrier height in the long time asymptotic limit. However, the transient to this asymptotic regime is extremally slow and it does profoundly depend on the barrier height. The time scale of such subdiffusion can exceed the mean residence time in a potential well or in a finite spatial domain by many orders of magnitude. All these features are in sharp contrast with an alternative subdiffusion mechanism involving jumps among traps with the divergent mean residence time in these traps.
Collapse
Affiliation(s)
- Igor Goychuk
- Institut für Physik, Universität Augsburg, Augsburg, Germany
| |
Collapse
|
32
|
Despósito MA, Viñales AD. Subdiffusive behavior in a trapping potential: mean square displacement and velocity autocorrelation function. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 80:021111. [PMID: 19792081 DOI: 10.1103/physreve.80.021111] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/16/2009] [Indexed: 05/28/2023]
Abstract
A theoretical framework for analyzing stochastic data from single-particle tracking in viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation, we found analytical expressions for the two-time dynamics of a particle subjected to a harmonic potential. The mean-square displacement and the velocity autocorrelation function of the diffusing particle are given in terms of the time lag. In particular, we investigate the subdiffusive case. Using a power-law memory kernel, exact expressions for the mean-square displacement and the velocity autocorrelation function are obtained in terms of Mittag-Leffler functions and their derivatives. The behaviors for short-, intermediate-, and long-time lags are investigated in terms of the involved parameters. Finally, the validity of usual approximations is examined.
Collapse
Affiliation(s)
- M A Despósito
- Departamento de Física, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, 1428 Buenos Aires, Argentina.
| | | |
Collapse
|
33
|
Deng W, Barkai E. Ergodic properties of fractional Brownian-Langevin motion. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2009; 79:011112. [PMID: 19257006 DOI: 10.1103/physreve.79.011112] [Citation(s) in RCA: 166] [Impact Index Per Article: 10.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/15/2008] [Indexed: 05/27/2023]
Abstract
We investigate the time average mean-square displacement delta;{2}[over ](x(t))=integral_{0};{t-Delta}[x(t;{'}+Delta)-x(t;{'})];{2}dt;{'}(t-Delta) for fractional Brownian-Langevin motion where x(t) is the stochastic trajectory and Delta is the lag time. Unlike the previously investigated continuous-time random-walk model, delta;{2}[over ] converges to the ensemble average x;{2} approximately t;{2H} in the long measurement time limit. The convergence to ergodic behavior is slow, however, and surprisingly the Hurst exponent H=3/4 marks the critical point of the speed of convergence. When H<3/4 , the ergodicity breaking parameter E_{B}=[[delta;{2}[over ](x(t))];{2}-delta;{2}[over ](x(t));{2}]/delta;{2}[over ](x(t));{2} approximately k(H)Deltat;{-1} , when H=3/4 , E_{B} approximately (9/16)(lnt)Deltat;{-1} , and when 3/4<H<1 , E_{B} approximately k(H)Delta;{4-4H}t;{4H-4} . In the ballistic limit H-->1 ergodicity is broken and E_{B} approximately 2 . The critical point H=3/4 is marked by the divergence of the coefficient k(H) . Fractional Brownian motion as a model for recent experiments of subdiffusion of mRNA in the cell is briefly discussed, and a comparison with the continuous-time random-walk model is made.
Collapse
Affiliation(s)
- Weihua Deng
- Department of Physics, Bar Ilan University, Ramat-Gan 52900, Israel
| | | |
Collapse
|
34
|
Burov S, Barkai E. Fractional Langevin equation: overdamped, underdamped, and critical behaviors. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2008; 78:031112. [PMID: 18850998 DOI: 10.1103/physreve.78.031112] [Citation(s) in RCA: 12] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/05/2008] [Revised: 05/14/2008] [Indexed: 05/26/2023]
Abstract
The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) alpha_{c}=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase, (ii) alpha_{R}=0.441... marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) alpha_{chi_{1}}=0.527... and (iv) alpha_{chi_{2}}=0.707... mark transitions to a double-peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal.
Collapse
Affiliation(s)
- S Burov
- Department of Physics, Bar Ilan University, Ramat-Gan 52900, Israel
| | | |
Collapse
|