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Finite-time effects and ultraweak ergodicity breaking in superdiffusive dynamics.

Aljaž Godec1, Ralf Metzler

  • 1Institute for Physics and Astronomy, University of Potsdam, 14476 Potsdam-Golm, Germany. aljaz.godec@ki.si

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|February 7, 2013
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Summary

Superdiffusive Lévy walk processes exhibit unique scaling exponent scatter and finite-time amplitude depression, deviating from subdiffusive behaviors. These findings are crucial for accurately evaluating superdiffusion dynamics.

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Area of Science:

  • Statistical Mechanics
  • Complex Systems
  • Non-equilibrium Physics

Background:

  • Superdiffusion, characterized by faster-than-Fickian spreading, is observed in various physical and biological systems.
  • Lévy walk processes are a key model for superdiffusion, exhibiting anomalous scaling of mean squared displacement.
  • Ergodic properties are fundamental to understanding the relationship between time averages and ensemble averages in stochastic processes.

Purpose of the Study:

  • To investigate the ergodic properties of spatiotemporally coupled Lévy walk processes.
  • To analyze the behavior of the time-averaged mean squared displacement (δx²) for finite trajectory durations.
  • To quantify the impact of finite measurement time on the ensemble-averaged mean squared displacement.

Main Methods:

  • Analysis of scaling exponents for the time-averaged mean squared displacement (δx²).
  • Investigation of the dependence of δx² on finite measurement time.
  • Comparison of long-time averages with ensemble-averaged mean squared displacement.

Main Results:

  • A distinct scatter in scaling exponents of δx² was observed, ranging from ballistic motion to subdiffusion (1<α<2).
  • Significant finite-time amplitude depression in the ensemble-averaged δx² was found.
  • Ultraweak ergodicity breaking was identified, with long-time averages differing from ensemble means by a constant factor.

Conclusions:

  • The scatter in scaling exponents and finite-time amplitude depression are critical for quantitative evaluation of superdiffusive processes.
  • Lévy walk processes demonstrate distinct ergodic behaviors compared to subdiffusive processes.
  • The study reveals nuances in ergodicity for superdiffusive systems, particularly under finite observation times.