Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long time behaviour of the mean square displacement. Anomalous diffusion is found. Since the diffusion exponent can not be predicted using a simple scaling argument, anomalous scaling appears as well. We also find that the coupling can lead to ergodic or non-ergodic behaviour of the studied process. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems coupled with unobserved dynamical degrees of freedom by means of standard, diffusive Langevin descriptions.
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the local density approaches some geometrically constrained value where the mobility goes to zero. The model leads in a natural way to activated dynamics at low temperatures and high densities. In a well defined approximation the theory is shown to be compatible with mode-coupling theory. Indeed in the simplest form of the model we find an ergodic-nonergodic tran…
We explore the behavior of order parameter distribution of quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamil- tonian at finite temperatures and that at zero temperature obtained using exact diagonalization method. Our numerical results indicate the existence of low but finite temperature quantum fluc- tuation dominated ergodic region along with the classical fluctuation dominated high temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narr…
We investigate the time dynamics of quantum correlations of the anisotropic Heisenberg model in a time-dependent magnetic field, in one-dimensional, ladder, and two-dimensional lattices. We find that quantum correlation measures in the entanglement-separability paradigm are ergodic in these systems irrespective of system parameters. However, information-theoretic quantum correlation measures can also be nonergodic, and exhibit a transition from nonergodic to ergodic behavior with the change of interaction strength in the direction of the magnetic field. We also observe that the transition poin…
It is well known that mode coupling theory (MCT) leads to a two step power-law time decay in dense simple fluids. We show that much of the mathematical machinery used in the MCT analysis can be taken over to the analysis of the systematic theory developed in the Fundamental Theory of Statistical Particle Dynamics (arXiv:0905.4904). We show how the power-law exponents can be computed in the second-order approximation where we treat hard-sphere fluids with statics described by the Percus-Yevick solution.
In a recent work we have discussed how kinetic theory, the statistics of classical particles obeying Newtonian dynamics, can be formulated as a field theory. The field theory can be organized to produce a self-consistent perturbation theory expansion in an effective interaction potential. In the present work we use this development for investigating ergodic-nonergodic (ENE) transitions in dense fluids. The theory is developed in terms of a core problem spanned by the variables $ρ$, the number density, and $B$, a response density. We set up the perturbation theory expansion for studying the sel…
We use the recently introduced theory for the kinetics of systems of classical particles to investigate systems driven by Smoluchowski dynamics. We investigate the existence of ergodic-nonergodic (ENE) transitions near the liquid-glass transition. We develop a self-consistent perturbation theory in terms of an effective two-body potential. We work to second order in this potential. At second order we have an explicit relationship between the static structure factor and the effective potential. We choose the static structure factor in the case of hard spheres to be given by the solution of the …
It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have non-ergodic solutions which do not relax to equilibrium values. It is shown that the equation may have non-ergodic (non-stationary) solutions even if the integral of the memory function is finite and diffusion is normal.
We study the time evolution of different Laponite suspensions from a low-viscosity ergodic state to a viscoelastic non-ergodic state over a wide range of volume fractions and salt contents. We find that the evolution of non-ergodicity parameter (Debye-Waller factor) splits into two branches for all the samples, which correspond to two distinct dynamically arrested states. At moderately high salt concentrations, on the other hand, a third and new nonergodic state appears that are different from the above two nonergodic states. Measurement of the conductivity of Laponite solutions in pure water …
We introduce a simple analysis of the structural complexity of infinite-memory processes built from random samples of stationary, ergodic finite-memory component processes. Such processes are familiar from the well known multi-arm Bandit problem. We contrast our analysis with computation-theoretic and statistical inference approaches to understanding their complexity. The result is an alternative view of the relationship between predictability, complexity, and learning that highlights the distinct ways in which informational and correlational divergences arise in complex ergodic and nonergodic…
A toy model is proposed which incorporates the reversible mode coupling mechanism responsible for ergodic-nonergodic transition with trivial Hamiltonian in the mode coupling theory (MCT) of structural glass transition. The model can be analyzed without relying on uncontrolled approximations inevitable in the current MCT. The strength of hopping processes can be easily tuned and the ideal glass transition is reproduced only in a certain range of the strength. On the basis of the analyses of our model we discuss about a sharp ergodic-nonergodic transition and its smearing out by "hopping".
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which a particle performs continuous Brownian motion with changes of diffusion coefficients induced by transient molecular interactions with diffusive binding partners. In spite of the exponential distribution of waiting times, the model shows subdiffusion and nonergodicity similar to the heavy-tailed continuous time random walk. The dependence of these propertie…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic potential. We engineer microscopic particle-environment interaction to control the ensuing diffusion over a broad range of diffusion constants and from normal to subdiffusion. While one- and two-point properties extracted from single particle trajectories, such as variance or position correlations, indicate apparent Brownian motion, the step size distribution, ho…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic fluctuations with a given distribution $ψ(τ)$ of residence times in each velocity state. We obtain analytical solutions for the diffusion process in a generic external potential and for a generic statistics of residence times, including the non-ergodic regime in which the mean residence time diverges. We show that these analytical solutions are in agreement with …
We study sample-to-sample fluctuations of the gap ratio in the energy spectra in finite disordered spin chains. The chains are described by the random-field Ising model and the Heisenberg model. We show that away from the ergodic/nonergodic crossover, the fluctuations are correctly captured by the Rosenzweig-Porter (RP) model. However, fluctuations in the microscopic models significantly exceed those in the RP model in the vicinity of the crossover. We show that upon introducing an extension to the RP model, one correctly reproduces the fluctuations in all regimes, i.e., in the ergodic and non…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^α$, this process yield anomalous diffusion of the form $\ < x^2(t)\ > \simeq t^{2/(2-α)}$. Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time averaged mean squared displacement $\{δ^2}$ remains \emph{linear} and thus differs from the corresponding ensemble average $\ <x^2(t)\ >$. We analyze the non-ergodic behavior of this process in terms of the ergodicity breakin…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments in living cells, such as ergodicity breaking, p-variation and aging. In particular, this approach recapitulates characteristic features previously described in part by the fractional Brownian motion and in part by the continuous-time random walk. Moreover, for a proper distribution of the length scale, a single parameter controls the ergodic-to-nonergodic t…
We quantify nonergodic and aging behaviors of nanocrystals (or quantum dots) based on stochastic model. Ergodicity breaking is characterized based on time average intensity and time average correlation function, which remain random even in the limit of long measurement time. We argue that certain aspects of nonergodicity can be explained based on a modification of Onsager's diffusion model of an ion pair escaping neutralization. We explain how diffusion models generate nonergodic behavior, namely a simple mechanism is responsible for the breakdown of the standard assumption of statistical mech…
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple arrangements, easy for experimental realization, are discussed in detail. Proposed measurements will enable also the observation of transitions from ergodic to weakly non-ergodic and from normal to anomalous diffusion. New effects are predicted: (i) zero-mean oscillations of $T(t)$ accelerate BM (pumping effect), (ii) the combination of temporal and spatial…
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 investigate non-equilibrium dynamical scaling in adiabatic quench processes across quantum multicritical points. Our analysis shows that the resulting power-law scaling depends sensitively on the control path, and that anomalous critical exponents may emerge depending on the universality class. We argue that the observed anomalous behavior originates in the fact that the dynamical excitation process takes place asymmetrically with respect to the static multicritical point, and that non-critical energy modes may play a dominant role. As a consequence, dynamical scaling requires introducing n…
This book chapter introduces to the concept of weak chaos, aspects of its ergodic theory description, and properties of the anomalous dynamics associated with it. In the first half of the chapter we study simple one-dimensional deterministic maps, in the second half basic stochastic models and eventually an experiment. We start by reminding the reader of fundamental chaos quantities and their relation to each other, exemplified by the paradigmatic Bernoulli shift. Using the intermittent Pomeau-Manneville map the problem of weak chaos and infinite ergodic theory is outlined, defining a very rec…
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is connected with non-ergodic behaviour. In such cases the time averages remain random variables and hence irreproducible. Here we present a detailed analysis of the time averaged mean squared displacement for systems governed by anomalous diffusion, considering both unconfined and restricted (corralled) motion. We discuss the behaviour of the time averaged mean squar…
Anomalous statistics in the Langevin equation with fluctuating diffusivity: from Brownian yet non-Gaussian diffusion to anomalous diffusion and ergodicity breaking
Tokyo University of Science（东京科学大学）；Pohang University of Science and Technology（浦项科技大学）；Asia Pacific Centre for Theoretical Physics（亚太理论物理中心）；University of Potsdam（波茨坦大学）；Wakayama University（和歌山大学）；Nagoya University（名古屋大学）；Keio University（庆应义塾大学）
We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements (MSD) is broken, and/or the generalized Einstein relation for time averaged diffusivity and mobility is invalid, which is in complete contrast to normal diffusion processes. We also give a general relation for the time averages of drift and MSD for \textit{ergodic} (in the MSD sense) anomalous diffusion processes, showing that the ratio of these quantities d…
It is commonly believed that quantum isolated systems satisfying the eigenstate thermalization hypothesis (ETH) are diffusive. We show that this assumption is too restrictive, since there are systems that are asymptotically in a thermal state, yet exhibit anomalous, subdiffusive thermalization. We show that such systems satisfy a modified version of the ETH ansatz and derive a general connection between the scaling of the variance of the offdiagonal matrix elements of local operators, written in the eigenbasis of the Hamiltonian, and the dynamical exponent. We find that for subdiffusively ther…
Tuning ergodicity breaking: Anomalous diffusion under asymptotic power-law forcing
Instituto Latino-Americano de Ciências da Vida e da Natureza, Universidade Federal da Integração Latino-Americana（拉丁美洲生命与自然科学研究所，拉丁美洲联邦大学）；Instituto de Ciencias, Universidad Nacional de General Sarmiento（科学与综合学院，圣马丁国立大学）；National Scientific and Technical Research Council（国家科学技术研究委员会）
Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-σ^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased diffusion remains asymptotically normal also in the presence of spatial correlations decaying to zero. However, due to a temporal lack of self-averaging transient subdiffusion emerges on mesoscale, and it can readily reach macroscale even for moderately strong disorder fluctuations of $σ\sim 4-5\, k_BT$. Due to its nonergodic origin such subdiffusion exhibits a …
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the mean square deviation of the particle position from its average may involve three distinct intermediate, although extended diffusive regimes: initially as superdiffusion, followed by subdiffusion and finally, normal diffusion in the asymptotic long time limit. Even though these anomalies are transient effects, their lifetime can be many, many orders of magnit…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the dramatic change of particles behavior compared to the standard continuous time random walk model. Constant force leads to the transition from non-ergodic sub-diffusion to seemingly ergodic diffusive behavior. However, we show it remains anomalous in a sense that the diffusion coefficient depends on the force and the anomalous exponent. For the quadratic potential…
Symmetries play a central role in single-particle localization. Recent research focused on many-body localized (MBL) systems, characterized by new kind of integrability, and by the area-law entanglement of eigenstates. We investigate the effect of a non-Abelian $SU(2)$ symmetry on the dynamical properties of a disordered Heisenberg chain. While $SU(2)$ symmetry is inconsistent with the conventional MBL, a new non-ergodic regime is possible. In this regime, the eigenstates exhibit faster than area-law, but still a strongly sub-thermal scaling of entanglement entropy. Using exact diagonalization…
We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative stochastic noise so that it becomes ergodic. System of conservation laws are derived as hydrodynamic limits of the modified dynamics. Numerical evidence shows these models are still super-diffusive. This is proven rigorously for harmonic potentials.
Using the non-interacting Anderson tight-binding model on the Bethe lattice as a toy model for the many-body quantum dynamics, we propose a novel and transparent theoretical explanation of the anomalously slow dynamics that emerges in the bad metal phase preceding the Many-Body Localization transition. By mapping the time-decorrelation of many-body wave-functions onto Directed Polymers in Random Media, we show the existence of a glass transition within the extended regime separating a metallic-like phase at small disorder, where delocalization occurs on an exponential number of paths, from a b…
A recent paper [M. H. Lee, Phys. Rev. Lett. 98, 190601 (2007)] has called attention to the fact that irreversibility is a broader concept than ergodicity, and that therefore the Khinchin theorem [A. I. Khinchin, Mathematical Foundations of Statistical Mechanics (Dover, New York) 1949] may fail in some systems. In this Letter we show that for all ranges of normal and anomalous diffusion described by a Generalized Langevin Equation the Khinchin theorem holds.
