Theory of relaxation dynamics for anomalous diffusion processes in harmonic potential

Xudong Wang, Yao Chen, and Weihua Deng
Phys. Rev. E 101, 042105 – Published 6 April 2020

Abstract

An important physical property for a stochastic process is how it responds to an external force or spatial confinement. This paper aims to study the relaxation dynamics of a generic process confined in a harmonic potential. We find the dependence of ensemble- and time-averaged mean squared displacements of the confined process on the velocity correlation function C(t,t+τ) of the original process without any external force. Combining two kinds of scaling forms of C(t,t+τ) for small τ and large τ, the stationary value and the relaxation behaviors can be immediately obtained. Our results are valid for a large amount of anomalous diffusion processes, including the ones with single-scaled velocity correlation function (such as fractional Brownian motion and scaled Brownian motion) and the multiscaled ones (like Lévy walk with a broad range of power law exponents of flight time distribution). Note that the latter includes a special case with telegraphic active noise, which could take up athermal energy from the environment.

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  • Received 3 July 2019
  • Revised 3 March 2020
  • Accepted 10 March 2020

DOI:https://doi.org/10.1103/PhysRevE.101.042105

©2020 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

Xudong Wang, Yao Chen, and Weihua Deng*

  • School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University, Lanzhou 730000, People's Republic of China

  • *dengwh@lzu.edu.cn

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Vol. 101, Iss. 4 — April 2020

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