Anomalous diffusion and ergodicity breaking in heterogeneous diffusion processes

By Andrey G. Cherstvy, Aleksei V. Chechkin, Ralf Metzler. 2013

296 citations recorded by the source corpus.

We demonstrate the non-ergodicity of a simple Markovian stochastic process with space-dependent diffusion coefficient D(x). For power-law forms D(x) ≃ |x|α, this process yields anomalous diffusion of the form 〈x2(t)〉 ≃ t2/(2−α). Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time-averaged mean-squared displacement δ2(Δ)¯?> remains linear in the lag time Δ and thus differs from the corresponding ensemble average 〈x2(t)〉. We analyse the non-ergodic behaviour of this process in terms of the time-averaged mean-squared displacement δ2¯?> and its random features, i.e. the statistical distribution of δ2¯?> and the ergodicity breaking parameters. The heterogeneous diffusion model represents an alternative approach to non-ergodic, anomalous diffusion that might be particularly relevant for diffusion in heterogeneous media.

Subfields: Condensed Matter Physics, Mathematical Physics, Molecular Biology

View Paper: https://www.semanticscholar.org/paper/9adc03f7b55d31d3c0e6e78e3d8ad5d5e9b11c22

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In Condensed Matter Physics

  1. Ralf Metzler
  2. Maciej Lewenstein
  3. Aleksei V. Chechkin

In Mathematical Physics

  1. Ralf Metzler
  2. Aleksei V. Chechkin
  3. Xiao-jun Yang
  4. E. Capelas de Oliveira

In Molecular Biology

  1. Aleksei V. Chechkin
  2. Ralf Metzler

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