Subdiffusive Continuous Time Random Walk Research Articles

On Distributions of Functionals of Anomalous Diffusion Paths

Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in imaginary time. In recent years there is a growing interest in particular functionals of non-Brownian motion, or anomalous diffusion, but no equation existed for their PDF. Here, we derive a fractional generalization of the Feynman-Kac equation for functionals of anomalous paths based on sub-diffusive continuous-time random walk. We also derive a backward equation and a generalization to Levy flights. Solutions are presented for a wide number of applications including the occupation time in half space and in an interval, the first passage time, the maximal displacement, and the hitting probability. We briefly discuss other fractional Schrodinger equations that recently appeared in the literature.

Weakly Non-Ergodic Statistical Physics

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum dots and the sub-diffusive continuous time random walk model. When the fluctuations become normal we recover usual ergodic statistical mechanics. Examples of a particle undergoing fractional dynamics in a binding force field are worked out in detail. We briefly discuss possible physical applications in single particle experiments.

Distribution of Time-Averaged Observables for Weak Ergodicity Breaking

We find a general formula for the distribution of time-averaged observables for systems modeled according to the subdiffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and Boltzmann's statistics, while for the anomalous subdiffusive case a weakly nonergodic statistical mechanical framework is constructed, which is based on Lévy's generalized central limit theorem. As an example we calculate the distribution of X, the time average of the position of the particle, for unbiased and uniformly biased particles, and show that X exhibits large fluctuations compared with the ensemble average <X>.

Lévy flights from a continuous-time process.

Lévy flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus this process is a kind of continuous-time random walk (CTRW), dual to the typical Scher-Montroll model, in which n grows sublinearly with t. Models in which Lévy flights emerge due to a temporal subordination allow one easily to discuss the response of a random walker to a weak outer force, which is shown to be nonlinear. On the other hand, the relaxation of an ensemble of such walkers in a harmonic potential follows a simple exponential pattern, and leads to a normal Boltzmann distribution. Mixed models, describing normal CTRW's in superlinear operational time and Lévy flights under the operational time of subdiffusive CTRW's lead to a paradoxical diffusive behavior, similar to the one found in transport on polymer chains. The relaxation to the Boltzmann distribution in such models is slow, and asymptotically follows a power law.