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Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes

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Wang,  Wei
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Kantz,  Holger
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Citation

Wang, W., Cherstvy, A. G., Kantz, H., Metzler, R., & Sokolov, I. M. (2021). Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes. Physical Review E, 104(2): 024105. doi:10.1103/PhysRevE.104.024105.


Cite as: http://hdl.handle.net/21.11116/0000-0009-43CB-7
Abstract
How different are the results of constant-rate resetting of anomalous-diffusion processes in terms of their ensemble-averaged versus time-averaged mean-squared displacements (MSDs versus TAMSDs) and how does stochastic resetting impact nonergodicity? We examine, both analytically and by simulations, the implications of resetting on the MSD- and TAMSD-based spreading dynamics of particles executing fractional Brownian motion (FBM) with a long-time memory, heterogeneous diffusion processes (HDPs) with a power-law space-dependent diffusivity D(x) = D0|x|gamma and their "combined" process of HDP-FBM. We find, inter alia, that the resetting dynamics of originally ergodic FBM for superdiffusive Hurst exponents develops disparities in scaling and magnitudes of the MSDs and mean TAMSDs indicating weak ergodicity breaking. For subdiffusive HDPs we also quantify the nonequivalence of the MSD and TAMSD and observe a new trimodal form of the probability density function. For reset FBM, HDPs and HDP-FBM we compute analytically and verify by simulations the short-time MSD and TAMSD asymptotes and long-time plateaus reminiscent of those for processes under confinement. We show that certain characteristics of these reset processes are functionally similar despite a different stochastic nature of their nonreset variants. Importantly, we discover nonmonotonicity of the ergodicitybreaking parameter EB as a function of the resetting rate r. For all reset processes studied we unveil a pronounced resetting-induced nonergodicity with a maximum of EB at intermediate r and EB similar to(1/r )-decay at large r. Alongside the emerging MSD-versus-TAMSD disparity, this r-dependence of EB can be an experimentally testable prediction. We conclude by discussing some implications to experimental systems featuring resetting dynamics.