远离平衡的分数朗格万方程:Riemann-Liouville分数布朗运动,伪非过能性和老化。

IF 2.4 3区 物理与天体物理 Q1 Mathematics
Qing Wei, Wei Wang, Yifa Tang, Ralf Metzler, Aleksei Chechkin
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引用次数: 0

摘要

与传统的分数阶朗之万方程不同,我们考虑了非平衡分数阶朗之万方程来描述不服从涨落耗散定理的随机动力学。该方程的解为Riemann-Liouville分数布朗运动(RL-FBM),在文献中也称为FBM II。对于时间分数卡普托导数的α阶的所有允许值α>1/2,探讨了解的伪非遍历性、平稳性和老化性。该过程的增量是渐近平稳的。但是当1/2
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity, and aging.

We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventional fractional Langevin equation (FLE). The solution of this equation is Riemann-Liouville fractional Brownian motion (RL-FBM), also known in the literature as FBM II. Spurious nonergodicity, stationarity, and aging properties of the solution are explored for all admissible values α>1/2 of the order α of the time-fractional Caputo derivative in the FLEFE. The increments of the process are asymptotically stationary. However when 1/2<α<3/2, the time-averaged mean-squared displacement (TAMSD) does not converge to the mean-squared displacement (MSD). Instead, it converges to the mean-squared increment (MSI) or structure function, leading to the phenomenon of spurious nonergodicity. When α≥3/2, the increments of FLEFE motion are nonergodic, however the higher order increments are asymptotically ergodic. We also discuss the aging effect in the FLEFE by investigating the influence of an aging time t_{a} on the MSD, TAMSD and autocovariance function of the increments. We find that under strong aging conditions the process becomes ergodic, and the increments become stationary in the domain 1/2<α<3/2.

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来源期刊
Physical review. E
Physical review. E 物理-物理:流体与等离子体
CiteScore
4.60
自引率
16.70%
发文量
0
审稿时长
3.3 months
期刊介绍: Physical Review E (PRE), broad and interdisciplinary in scope, focuses on collective phenomena of many-body systems, with statistical physics and nonlinear dynamics as the central themes of the journal. Physical Review E publishes recent developments in biological and soft matter physics including granular materials, colloids, complex fluids, liquid crystals, and polymers. The journal covers fluid dynamics and plasma physics and includes sections on computational and interdisciplinary physics, for example, complex networks.
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