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Non-Markovian Brownian dynamics and nonergodicity
Jing-Dong Bao1, Peter Hänggi, Yi-Zhong Zhuo
1Department of Physics, Beijing Normal University, Beijing 100875, China.
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|February 21, 2006
Summary
We discovered ergodicity breaking in generalized Brownian motion due to vanishing friction. A new parameter quantifies this phenomenon, leading to non-unique probability densities in non-Markovian dynamics.
Area of Science:
- Physics
- Statistical Mechanics
- Non-equilibrium Systems
Background:
- Brownian motion typically exhibits ergodic behavior, meaning time averages equal ensemble averages.
- Non-Markovian dynamics and generalized Langevin equations (GLEs) introduce memory effects, potentially altering standard physical assumptions.
- Understanding ergodicity breaking is crucial for describing complex systems far from equilibrium.
Purpose of the Study:
- To investigate the breaking of ergodicity in generalized Brownian motion.
- To identify the physical conditions and parameters governing this phenomenon.
- To introduce a quantitative measure for the strength of ergodicity breaking.
Main Methods:
- Modeling non-Markovian dynamics using a generalized Langevin equation (GLE).
- Analyzing the effective friction and its role in ergodicity.
- Introducing and defining a novel parameter 'b' to quantify ergodicity breaking.
- Examining the stationary probability density of the embedded Markovian dynamics.
Main Results:
- Ergodicity breaking was observed in a class of generalized Brownian motion.
- A vanishing effective friction was identified as the origin of this phenomenon.
- A new parameter 'b', derived from the memory friction kernel, effectively measures ergodicity breaking strength.
- Ergodicity breaking correlated with a non-unique stationary probability density.
Conclusions:
- The study demonstrates ergodicity breaking in non-Markovian Brownian motion driven by GLEs.
- The introduced parameter 'b' provides a quantitative tool for assessing ergodicity breaking.
- The findings have implications for understanding diverse physical systems, including free, periodic, and confined potentials.