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 non-stationary 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 non-ergodic, 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.Comment: 10 pages, 8 figures, REVTe

Asymptotics of Eigenvalues and Eigenfunctions for the Laplace Operator in a Domain with Oscillating Boundary. Multiple Eigenvalue Case

We study the asymptotic behavior of the solutions of a spectral problem for the Laplacian in a domain with rapidly oscillating boundary. We consider the case where the eigenvalue of the limit problem is multiple. We construct the leading terms of the asymptotic expansions for the eigenelements and verify the asymptotics

On anomalous diffusion and the out of equilibrium response function in one-dimensional models

We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with subdiffusive transport properties. The relevance of non-equilibrium conditions is investigated: when a stationary current (in the form of a drift or an energy flux) is present, the Einstein relation breaks down, as is known to happen in systems with standard diffusion. In the case of the comb model, a general relation, which has appeared in the recent literature, between the response function and an unperturbed suitable correlation function, allows us to explain the observed results. This suggests that a relevant ingredient in breaking the Einstein formula, for stationary regimes, is not the anomalous diffusion but the presence of currents driving the system out of equilibrium.Comment: 10 pages, 4 figure

Probabilistic properties of detrended fluctuation analysis for Gaussian processes

Detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range dependence in time series. Although DFA has found many interesting applications and has been shown to be one of the best performing detrending methods, its probabilistic foundations are still unclear. In this paper, we study probabilistic properties of DFA for Gaussian processes. Our main attention is paid to the distribution of the squared error sum of the detrended process. We use a probabilistic approach to derive general formulas for the expected value and the variance of the squared fluctuation function of DFA for Gaussian processes. We also get analytical results for the expected value of the squared fluctuation function for particular examples of Gaussian processes, such as Gaussian white noise, fractional Gaussian noise, ordinary Brownian motion, and fractional Brownian motion. Our analytical formulas are supported by numerical simulations. The results obtained can serve as a starting point for analyzing the statistical properties of DFA-based estimators for the fluctuation function and long-memory parameter

Linear Relaxation Processes Governed by Fractional Symmetric Kinetic Equations

We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known kinetic equations of the Brownian motion theory and contain symmetric fractional derivatives over velocity and space, respectively. With the help of these equations we study analytically the processes of linear relaxation in a force - free case and for linear oscillator. For a weakly damped oscillator we also get kinetic equation for the distribution in slow variables. Linear relaxation processes are also studied numerically by solving corresponding Langevin equations with the source which is a discrete - time approximation to a white Levy noise. Numerical and analytical results agree quantitatively.Comment: 30 pages, LaTeX, 13 figures PostScrip

Effective surface motion on a reactive cylinder of particles that perform intermittent bulk diffusion

In many biological and small scale technological applications particles may transiently bind to a cylindrical surface. In between two binding events the particles diffuse in the bulk, thus producing an effective translation on the cylinder surface. We here derive the effective motion on the surface, allowing for additional diffusion on the cylinder surface itself. We find explicit solutions for the number of adsorbed particles at one given instant, the effective surface displacement, as well as the surface propagator. In particular sub- and superdiffusive regimes are found, as well as an effective stalling of diffusion visible as a plateau in the mean squared displacement. We also investigate the corresponding first passage and first return problems.Comment: 26 pages, 5 figure