Localization and ballistic diffusion for the tempered fractional Brownian-Langevin motion

This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tempered fractional Brownian motion displays localization diffusion for the long time limit and for the short time its mean squared displacement has the asymptotic form $t^{2H}$, we show that the asymptotic form of the mean squared displacement of the tfLe transits from $t^2$ (ballistic diffusion for short time) to $t^{2-2H}$, and then to $t^2$ (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from $t^{2-2H}$ to $t^2$ (ballistic diffusion). The tfLe with harmonic potential is also considered.Comment: 19 pages, 9 figure

Langevin dynamics for L\'evy walk with memory

Memory effects, sometimes, can not 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 stochastic process with correlated increments as well as the one of its inverse process, and present the Langevin description of L\'evy walk with memory, i.e., correlated waiting times. Based on the built Langevin picture, the properties of aging and nonstationary are discussed. The Langevin system exhibits sub-ballistic superdiffusion if the friction force is involved, while it displays super-ballistic diffusion or hyperdiffusion if there is no friction. It is discovered that the correlation of waiting times suppresses the diffusion behavior whether there is friction or not, and 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.Comment: 11 pages, 4 figure

L\'{e}vy-walk-like Langevin dynamics

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more often one model has significant advantages (or has to be used) compared with the other one. In this paper, we consider the weakly damped Langevin system coupled with a new subordinator|$\alpha$-dependent subordinator with $1<\alpha<2$. We pay attention to the diffusion behaviour of the stochastic process described by this coupled Langevin system, and find the super-ballistic diffusion phenomena for the system with an unconfined potential on velocity but sub-ballistic superdiffusion phenomenon with a confined potential, which is like L\'{e}vy walk for long times. One can further note that the two-point distribution of inverse subordinator affects mean square displacement of this coupled weakly damped Langevin system in essential.Comment: 24 pages, 4 figure

Aging two-state process with L\'{e}vy walk and Brownian motion

With the rich dynamics studies of single-state processes, the two-state processes attract more and more interests of people, since they are widely observed in complex system and have effective applications in diverse fields, say, foraging behavior of animals. This report builds the theoretical foundation of the process with two states: L\'{e}vy walk and Brownian motion, having been proved to be an efficient intermittent search process. The sojourn time distributions in two states are both assumed to be heavy-tailed with exponents $\alpha_\pm\in(0,2)$. The dynamical behaviors of this two-state process are obtained through analyzing the ensemble-averaged and time-averaged mean squared displacements (MSDs) in weak and strong aging cases. It is discovered that the magnitude relationship of $\alpha_\pm$ decides the fraction of two states for long times, playing a crucial role in these MSDs. According to the generic expressions of MSDs, some inherent characteristics of the two-state process are detected. The effects of the fraction on these observables are detailedly presented in six different cases. The key of getting these results is to calculate the velocity correlation function of the two-state process, the techniques of which can be generalized to other multi-state processes.Comment: 6 pages, 1 figur

Subdiffusion in an external force field

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion described by subordinated Langevin equation with white Gaussian noise, or equivalently, by the single Langevin equation with compound noise. If the force acts on the subordinated process, it keeps working all the time; otherwise, the force just exerts an influence on the system at the moments of jump. Some common statistical quantities, such as, the ensemble and time averaged mean squared displacement, position autocorrelation function, correlation coefficient, generalized Einstein relation, are discussed to distinguish the effects of various forces and different patterns of acting. The corresponding Fokker-Planck equations are also presented. All the stochastic processes discussed here are non-stationary, non-ergodicity, and aging.Comment: 15 pages, 10 figure

Tempered fractional Langevin-Brownian motion with inverse β\beta-stable subordinator

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process, tempered fractional Langevin motion, which is non-Markovian and undergoes ballistic diffusion for long times. The corresponding time-changed Langevin system with inverse $\beta$-stable subordinator is discussed in detail, including its diffusion type, moments, Klein-Kramers equation, and the correlation structure. Interestingly, this subordination could result in both subdiffusion and superdiffusion, depending on the value of $\beta$. The difference between the subordinated tempered fractional Langevin equation and the subordinated Langevin equation with external biasing force is studied for a deeper understanding of subordinator. The time-changed tempered fractional Brownian motion by inverse $\beta$-stable subordinator is also considered, as well as the correlation structure of its increments. Some properties of the statistical quantities of the time-changed process are discussed, displaying striking differences compared with the original process.Comment: 19 pages, 5 figure

Feynman-Kac equation revisited

Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density functions (PDFs) of the functionals, including the ones of the paths of stochastic processes of normal diffusion, anomalous diffusion, and even the diffusion with reaction, have been derived. Sometimes, the stochastic processes in physics and chemistry are naturally described by Langevin equations. The Langevin picture has the advantages in studying the dynamics with an external force field and analyzing the effect of noise resulting from a fluctuating environment. We derive the governing equations of the PDFs of the functionals of paths of Langevin system with both space and time dependent force field and arbitrary multiplicative noise; and the backward version is proposed for the system with arbitrary additive noise or multiplicative Gaussian white noise together with a force field. For the newly built equations, their applications of solving the PDFs of the occupation time and area under the trajectory curve are provided, and the results are confirmed by simulations.Comment: 13 pages, 5 figure

Strong anomalous diffusion in two-state process with L\'{e}vy walk and Brownian motion

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$. This paper investigates the strong anomalous diffusion behavior of a two-state process with L\'{e}vy walk and Brownian motion, which usually serves as an intermittent search process. The sojourn times in L\'{e}vy walk and Brownian phases are taken as power law distributions with exponents $\alpha_+$ and $\alpha_-$, respectively. Detailed scaling analyses are performed for the coexistence of three kinds of scalings in this system. Different from the pure L\'{e}vy walk, the phenomenon of strong anomalous diffusion can be observed for this two-state process even when the distribution exponent of L\'{e}vy walk phase satisfies $\alpha_+<1$, provided that $\alpha_-<\alpha_+$. When $\alpha_+<2$, the probability density function (PDF) in the central part becomes a combination of stretched L\'{e}vy distribution and Gaussian distribution due to the long sojourn time in Brownian phase, while the PDF in the tail part (in the ballistic scaling) is still dominated by the infinite density of L\'{e}vy walk.Comment: 10 pages, 2 figure

Resonant behavior of the generalized Langevin system with tempered Mittag-Leffler memory kernel

The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with information, termed stochastic resonance (SR). This paper analyzes the anomalous resonant behaviors of the generalized Langevin system with a multiplicative dichotomous noise and an internal tempered Mittag-Leffler noise. For the system with fluctuating harmonic potential, we obtain the exact expressions of several SR, such as, the first moment, the amplitude and the autocorrelation function for the output signal as well as the signal-noise ratio. We analyze the influence of the tempering parameter and memory exponent on the bona fide SR and the general SR. Moreover, it is detected that the critical memory exponent changes regularly with the increase of tempering parameter. Almost all the theoretical results are validated by numerical simulations.Comment: 22 pages, 7 figure

Theory of relaxation dynamics for anomalous diffusion processes in harmonic potential

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and time-averaged mean square displacements of confined processes on the velocity correlation function $C(t,t+\tau)$ of the original process. With two different scaling forms of $C(t,t+\tau)$ for small $\tau$ and large $\tau$, the stationary value and the relaxation behaviors can be obtained immediately. The gotten results are valid for a large amount of anomalous diffusion processes, including fractional Brownian motion, scaled Brownian motion, and the multi-scale L\'{e}vy walk with different exponents of running time distribution.Comment: 5 pages, 3 figure