Space-time velocity correlation function for random walks

Random telegraph processes with nonlocal memory

We study two-state (dichotomous, telegraph) random ergodic continuous-time processes with dynamics depending on their past. We take into account the history of the process in an explicit form by introducing integral nonlocal memory term into conditional probability function. We start from an expression for the conditional transition probability function describing additive multistep binary random chain and show that the telegraph processes can be considered as continuous-time interpolations of discrete-time dichotomous random sequences. An equation involving the memory function and the two-point correlation function of the telegraph process is analytically obtained. This integral equation defines the correlation properties of the processes with given memory functions. It also serves as a tool for solving the inverse problem, namely for generation of a telegraph process with a prescribed pair correlation function. We obtain analytically the correlation functions of the telegraph processes with two exactly solvable examples of memory functions and support these results by numerical simulations of the corresponding telegraph processes.

Anomalous diffusion in external-force-affected deterministic systems

This study investigates the impact of external forces on the movement of particles, specifically focusing on a type of box piecewise linear map that generates normal diffusion akin to Brownian motion. Through numerical methods, the research delves into the effects of two distinct external forces: linear forces linked to the particle's current position and periodic sinusoidal forces related to time. The results uncover anomalous dynamical behavior characterized by nonlinear growth in the ensemble-averaged mean-squared displacement (EAMSD), aging, and ergodicity breaking. Notably, the diffusion pattern of particles under linear external forces resembles an Ehrenfest double urn model, with its asymptotic EAMSD coinciding with the Langevin equation under linear potential. Meanwhile, particle movement influenced by periodic sinusoidal forces corresponds to an inhomogeneous Markov chain, with its external force amplitude and diffusion coefficient function exhibiting a "multipeak" fractal structure. The study also provides insights into the formation of this structure through the turnstiles dynamics.

Lévy-walk-like Langevin dynamics with random parameters

Anomalous diffusion phenomena have been widely found in systems within an inhomogeneous complex environment. For Lévy walk in an inhomogeneous complex environment, we characterize the particle's trajectory through an underdamped Langevin system coupled with a subordinator. The influence of the inhomogeneous environment on the particle's motion is parameterized by the random system parameters, relaxation timescale τ, and velocity diffusivity σ. We find that the two random parameters make different effects on the original superdiffusion behavior of the Lévy walk. The random σ contributes to a trivial result after an ensemble average, which is independent of the specific distribution of σ. By contrast, we find that a specific distribution of τ, a modified Lévy distribution with a finite mean, slows down the decaying rate of the velocity correlation function with respect to the lag time. However, the random τ does not promote the diffusion behavior in a direct way, but plays a competition role to the superdiffusion of the original Lévy walk. In addition, the effect of the random τ is also related to the specific subordinator in the coupled Langevin model, which corresponds to the distribution of the flight time of the Lévy walk. The random system parameters are capable of leading to novel dynamics, which needs detailed analyses, rather than an intuitive judgment, especially in complex systems.

Different effects of external force fields on aging Lévy walk

Aging phenomena have been observed in numerous physical systems. Many statistical quantities depend on the aging time t_a for aging anomalous diffusion processes. This paper pays more attention to how an external force field affects the aging Lévy walk. Based on the Langevin picture of the Lévy walk and the generalized Green-Kubo formula, we investigate the quantities that include the ensemble- and time-averaged mean-squared displacements in both weak aging t_a≪t and strong aging t_a≫t cases and compare them to the ones in the absence of any force field. Two typical force fields, constant force F and time-dependent periodic force F(t)=f₀sin⁡(ωt), are considered for comparison. The generalized Einstein relation is also discussed in the case with the constant force. We find that the constant force is the key to causing the aging phenomena and enhancing the diffusion behavior of the aging Lévy walk, while the time-dependent periodic force is not. The different effects of the two kinds of forces on the aging Lévy walk are verified by both theoretical analyses and numerical simulations.

Universal Kardar-Parisi-Zhang transient diffusion in nonequilibrium anharmonic chains

The well known nonlinear fluctuating hydrodynamics theory has grouped diffusions in anharmonic chains into two universality classes: one is the Kardar-Parisi-Zhang (KPZ) class for chains with either asymmetric potential or nonzero static pressure and the other is the Gaussian class for chains with symmetric potential at zero static pressure, such as Fermi-Pasta-Ulam-Tsingou (FPUT)-β chains. However, little is known of the nonequilibrium transient diffusion in anharmonic chains. Here, we reveal that the KPZ class is the only universality class for nonequilibrium transient diffusion, manifested as the KPZ scaling of the side peaks of momentum correlation (corresponding to the sound modes correlation), which was completely unexpected in equilibrium FPUT-β chains. The underlying mechanism is that the nonequilibrium soliton dynamics cause nonzero transient pressure so that the sound modes satisfy approximately the noisy Burgers equation, in which the collisions of solitons was proved to yield the KPZ dynamic exponent of the soliton dispersion. Therefore, the unexpected KPZ universality class is obtained in the nonequilibrium transient diffusion in FPUT-β chains and the corresponding carriers of nonequilibrium transient diffusion are attributed to solitons.

Anomalous transport tuned through stochastic resetting in the rugged energy landscape of a chaotic system with roughness

Stochastic resetting causes kinetic phase transitions, whereas its underlying physical mechanism remains to be elucidated. We here investigate the anomalous transport of a particle moving in a chaotic system with a stochastic resetting and a rough potential and focus on how the stochastic resetting, roughness, and nonequilibrium noise affect the transports of the particle. We uncover the physical mechanism for stochastic resetting resulting in the anomalous transport in a nonlinear chaotic system: The particle is reset to a new basin of attraction which may be different from the initial basin of attraction from the view of dynamics. From the view of the energy landscape, the particle is reset to a new energy state of the energy landscape which may be different from the initial energy state. This resetting can lead to a kinetic phase transition between no transport and a finite net transport or between negative mobility and positive mobility. The roughness and noise also lead to the transition. Based on the mechanism, the transport of the particle can be tuned by these parameters. For example, the combination of the stochastic resetting, roughness, and noise can enhance the transport and tune negative mobility, the enhanced stability of the system, and the resonant-like activity. We analyze these results through variances (e.g., mean-squared velocity, etc.) and correlation functions (i.e., velocity autocorrelation function, position-velocity correlation function, etc.). Our results can be extensively applied in the biology, physics, and chemistry, even social system.

Consistent Hamiltonian models for space-momentum diffusion

We develop a unified Hamiltonian approach to the diffusion of a particle coupled to a dissipative environment, an archetypal model widely invoked to interpret condensed phase phenomena, such as polymerization and cold-atom diffusion in optical lattices. By appropriate choices of the coupling functions, we reformulate phenomenological diffusion models by adding otherwise ignored space-momentum terms. We thus numerically predict a variety of diffusion regimes, from diffusion saturation to superballistic diffusion. With reference to ultracold atoms in optical lattices, we also show that time correlated external noises prevent superdiffusion from exceeding Richardson's law. Some of these results are unexpected and call for experimental validation.

Memory-dependent noise-induced resonance and diffusion in non-Markovian systems

We study random processes with nonlocal memory and obtain solutions of the Mori-Zwanzig equation describing non-Markovian systems. We analyze the system dynamics depending on the amplitudes ν and μ_{0} of the local and nonlocal memory and pay attention to the line in the (ν, μ_{0}) plane separating the regions with asymptotically stationary and nonstationary behavior. We obtain general equations for such boundaries and consider them for three examples of nonlocal memory functions. We show that there exist two types of boundaries with fundamentally different system dynamics. On the boundaries of the first type, diffusion with memory takes place, whereas on borderlines of the second type the phenomenon of noise-induced resonance can be observed. A distinctive feature of noise-induced resonance in the systems under consideration is that it occurs in the absence of an external regular periodic force. It takes place due to the presence of frequencies in the noise spectrum, which are close to the self-frequency of the system. We analyze also the variance of the process and compare its behavior for regions of asymptotic stationarity and nonstationarity, as well as for diffusive and noise-induced-resonance borderlines between them.

Lévy-walk-like Langevin dynamics affected by a time-dependent force

The Lévy walk is a popular and more 'physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influence of external potentials at almost any time and anywhere. In this paper, we establish a Langevin system coupled with a subordinator to describe the Lévy walk in a time-dependent periodic force field. The effects of external force are detected and carefully analyzed, including the nonzero first moment (even though the force is periodic), adding an additional dispersion on the particle position, a consistent influence on the ensemble- and time-averaged mean-squared displacement, etc. Besides, the generalized Klein-Kramers equation is obtained, not only for the time-dependent force but also for the space-dependent one.

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.

Large deviations of the ballistic Lévy walk model

We study the ballistic Lévy walk stemming from an infinite mean traveling time between collision events. Our study focuses on the density of spreading particles all starting from a common origin, which is limited by a "light" cone -v_{0}t<x<v_{0}t. In particular we study this density close to its maximum in the vicinity of the light cone. The spreading density follows the Lamperti-arcsine law describing typical fluctuations. However, this law blows up in the vicinity of the spreading horizon, which is nonphysical in the sense that any finite-time observation will never diverge. We claim that one can find two laws for the spatial density: The first one is the mentioned Lamperti-arcsine law describing the central part of the distribution, and the second is an infinite density illustrating the dynamics for x≃v_{0}t. We identify the relationship between a large position and the longest traveling time describing the single big jump principle. From the renewal theory we find that the distribution of rare events of the position is related to the derivative of the average of the number of renewals at a short "time" using a rate formalism.

Langevin picture of Lévy walk in a constant force field

Lévy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the Lévy walk with the exponent of the power-law-distributed flight time α∈(0,2). We add the term Fη(s) [η(s) is the Lévy noise] on a subordinated Langevin system to characterize such a constant force, as it is effective on the velocity process for all physical time after the subordination. We clearly show the effect of the constant force F on this Langevin system and find this system is like the continuous limit of the collision model. The first moments of velocity processes for these two models are consistent. In particular, based on the velocity correlation function derived from our subordinated Langevin equation, we investigate more interesting statistical quantities, such as the ensemble- and time-averaged mean-squared displacements. Under the influence of constant force, the diffusion of particles becomes faster. Finally, the superballistic diffusion and the nonergodic behavior are verified by the simulations with different α.

Langevin dynamics for a Lévy walk with memory

Memory effects, sometimes, cannot be neglected. In the framework of continuous-time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the correlated waiting time process, as well as the one of its inverse process, and present the Langevin description of Lévy walk with memory. We call this model a Lévy-walk-type model with correlated waiting times. Based on the built Langevin picture, the properties of aging and nonstationary are discussed. This Langevin system exhibits sub-ballistic superdiffusion 〈x^{2}(t)〉∝t^{2-α^{2}β/αβ+1} if the friction force is involved, while it displays superballistic diffusion or hyperdiffusion 〈x^{2}(t)〉∝t^{2+α/αβ+1} if there is no friction. The parameter 0<α<1 is for the white α-stable Lévy noise, while 0≤β≤1 is to characterize the strength of the correlation of waiting times; β=0 corresponds to uncorrelated case and β=1 the strongest correlation. It is discovered that the correlation of waiting times suppresses the diffusion behavior whether a friction is involved or not. The stronger the correlation of waiting times becomes, the slower the diffusion is. In particular, the correlation function, correlation coefficient, ergodicity, and scaling property of the corresponding stochastic process are also investigated.

Solitons as candidates for energy carriers in Fermi-Pasta-Ulam lattices

Currently, effective phonons (renormalized or interacting phonons) rather than solitary waves (for short, solitons) are regarded as the energy carriers in nonlinear lattices. In this work, by using the approximate soliton solutions of the corresponding equations of motion and adopting the Boltzmann distribution for these solitons, the average velocities of solitons are obtained and are compared with the sound velocities of energy transfer. Excellent agreements with the numerical results and the predictions of other existing theories are shown in both the symmetric Fermi-Pasta-Ulam-β lattices and the asymmetric Fermi-Pasta-Ulam-αβ lattices. These clearly indicate that solitons are suitable candidates for energy carriers in Fermi-Pasta-Ulam lattices. In addition, the root-mean-square velocity of solitons can be obtained from the effective phonons theory.

Transient anomalous diffusion in periodic systems: ergodicity, symmetry breaking and velocity relaxation

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected for a SQUID ratchet dynamics, the mean square deviation of the particle position from its average may involve three distinct intermediate, although extended diffusive regimes: initially as superdiffusion, followed by subdiffusion and finally, normal diffusion in the asymptotic long time limit. Even though these anomalies are transient effects, their lifetime can be many, many orders of magnitude longer than the characteristic time scale of the setup and turns out to be extraordinarily sensitive to the system parameters like temperature or the potential asymmetry. In the paper we reveal mechanisms of diffusion anomalies related to ergodicity of the system, symmetry breaking of the periodic potential and ultraslow relaxation of the particle velocity towards its steady state. Similar sequences of the diffusive behaviours could be detected in various systems including, among others, colloidal particles in random potentials, glass forming liquids and granular gases.

An analytical correlated random walk model and its application to understand subdiffusion in crowded environment

Subdiffusion in crowded environment such as movement of macromolecule in a living cell has often been observed experimentally. The primary reason for subdiffusion is volume exclusion by the crowder molecules. However, other effects such as hydrodynamic interaction may also play an important role. Although there are a large number of computer simulation studies on understanding molecular crowding, there is a lack of theoretical models that can be connected to both experiment and simulation. In the current work, we have formulated a one-dimensional correlated random walk model by connecting this to the motion in a crowded environment. We have found the exact solution of the probability distribution function of the model by solving it analytically. The parameters of our model can be obtained either from simulation or experiment. It has been shown that this analytical model captures some of the general features of diffusion in crowded environment as given in the previous literature and its prediction for transient subdiffusion closely matches the observations of a previous study of computer simulation of Escherichia coli cytoplasm. It is likely that this model will open up more development of theoretical models in this area.

Inferring Lévy walks from curved trajectories: A rescaling method

An important problem in the study of anomalous diffusion and transport concerns the proper analysis of trajectory data. The analysis and inference of Lévy walk patterns from empirical or simulated trajectories of particles in two and three-dimensional spaces (2D and 3D) is much more difficult than in 1D because path curvature is nonexistent in 1D but quite common in higher dimensions. Recently, a new method for detecting Lévy walks, which considers 1D projections of 2D or 3D trajectory data, has been proposed by Humphries et al. The key new idea is to exploit the fact that the 1D projection of a high-dimensional Lévy walk is itself a Lévy walk. Here, we ask whether or not this projection method is powerful enough to cleanly distinguish 2D Lévy walk with added curvature from a simple Markovian correlated random walk. We study the especially challenging case in which both 2D walks have exactly identical probability density functions (pdf) of step sizes as well as of turning angles between successive steps. Our approach extends the original projection method by introducing a rescaling of the projected data. Upon projection and coarse-graining, the renormalized pdf for the travel distances between successive turnings is seen to possess a fat tail when there is an underlying Lévy process. We exploit this effect to infer a Lévy walk process in the original high-dimensional curved trajectory. In contrast, no fat tail appears when a (Markovian) correlated random walk is analyzed in this way. We show that this procedure works extremely well in clearly identifying a Lévy walk even when there is noise from curvature. The present protocol may be useful in realistic contexts involving ongoing debates on the presence (or not) of Lévy walks related to animal movement on land (2D) and in air and oceans (3D).

Infinite densities for Lévy walks

Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since it does not fall into a unique category of motion, e.g., the known diffusion equations and central limit theorems fail to describe both aspects. In this paper we resolve this problem by resorting to the concept of infinite density. Using the widely applicable Lévy walk model, we find a general expression for the corresponding non-normalized density which is fully determined by the particles velocity distribution, the anomalous diffusion exponent α, and the diffusion coefficient K(α). We explain how infinite densities play a central role in the description of dynamics of a large class of physical processes and discuss how they can be evaluated from experimental or numerical data.

Non-normalizable densities in strong anomalous diffusion: beyond the central limit theorem

Strong anomalous diffusion, where ⟨|x(t)|(q)⟩ ∼ tqν(q) with a nonlinear spectrum ν(q) ≠ const, is wide spread and has been found in various nonlinear dynamical systems and experiments on active transport in living cells. Using a stochastic approach we show how this phenomenon is related to infinite covariant densities; i.e., the asymptotic states of these systems are described by non-normalizable distribution functions. Our work shows that the concept of infinite covariant densities plays an important role in the statistical description of open systems exhibiting multifractal anomalous diffusion, as it is complementary to the central limit theorem.

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.