arXiv subjects
Publications and source records attributed to Felix Thiel.
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Brownian motion with a random change of time scale, often called "subordination". We proceed to show that this quantity is the same as the known CTRW case.
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{α- 1}$ (Batchelor's equation) which, for $α< 1$, is often used for fitting experimental data for subdiffusion of unclear genesis. We show that this process is a close relative of subdiffusive continuous-time random walks and describes the motion of the center of mass of a cloud of independent walkers. It shares with subdiffusive CTRW its non-stationary and non-ergodic properties. The non-ergodicity of sBm does not however go hand in hand with strong difference between its different realizations: its heterogeneity ("ergodicity breaking") parameter tends to zero for long trajectories.
We show that some important properties of subbdiffusion of unknown origin (including those of mixed origin) can be easily assessed when findeng the "fundamental moment" of the corresponding process, i.e., the one which is additive in time. In subordinated processes, the index of the fundamental moment is inherited from the parent process and its time-dependence from the leading one. In models of particle's motion in disordered potentials, the index is governed by the structural part of the disorder while the time dependence is given by its energetic part.