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Fractional Feynman-Kac equation for weak ergodicity breaking
1Department of Physics & Advanced Materials and Nanotechnology Institute, Bar-Ilan University, Ramat Gan 52900, Israel.
Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|February 7, 2012
Summary
Continuous-time random walks (CTRWs) model anomalous subdiffusion. New fractional Feynman-Kac equations reveal time averages remain random, demonstrating weak ergodicity breaking, except in the standard diffusion limit.
Area of Science:
- Statistical Physics
- Anomalous Diffusion
- Stochastic Processes
Background:
- Continuous-time random walk (CTRW) models anomalous subdiffusion with power-law waiting times, leading to subdiffusion (x^2 ~ t^α).
- In closed systems, CTRW exhibits weak ergodicity breaking, where time averages diverge from ensemble averages due to long waiting times.
- The Feynman-Kac equation describes Brownian motion functionals, but extensions are needed for CTRW.
Purpose of the Study:
- To derive forward and backward fractional Feynman-Kac equations for continuous-time random walks (CTRWs) in a binding potential.
- To analyze specific time averages, including occupation fraction and time-averaged position in a harmonic field, using these new equations.
- To investigate the dynamics of weak ergodicity breaking and the convergence of fluctuations.
Main Methods:
- Derivation of novel forward and backward fractional Feynman-Kac equations tailored for CTRW dynamics.
- Application of these equations to calculate probability density functions and moments for time averages in specific potentials.
- Analysis of the asymptotic behavior (t → ∞) of these time averages and their convergence properties.
Main Results:
- The derived fractional Feynman-Kac equations successfully describe functionals of CTRW in a binding potential.
- Both the occupation fraction and time-averaged position are shown to be random variables for long times (t → ∞), except for α = 1.
- The study elucidates the convergence dynamics of fluctuations, providing insights into weak ergodicity breaking.
Conclusions:
- Fractional Feynman-Kac equations provide a powerful tool for analyzing CTRW with complex potentials and ergodicity breaking.
- The results confirm the persistent randomness of time averages in subdiffusive systems, highlighting deviations from standard diffusion.
- This work advances the understanding of anomalous transport phenomena and the fundamental nature of ergodicity in physical systems.
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