Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We show several transition points at which sample-to-sample fluctuations of the drift or the diffusion coefficient remain large even when the system size becomes large, i.e., non-self-averaging. Moreover, we find that the disorder average of the diffusion coefficient diverges or becomes zero when the corresponding annealed model generates superdiffusion or subdiffusion, respectively. This result implies that anomalous diffusion in an annealed model is traced by anomaly of the diffusion coefficients in the corresponding quenched model.
We provide exact results for the mean and variance of first-passage times (FPTs) of making a directed revolution in the presence of a bias in heterogeneous quenched environments where the disorder is expressed by random traps on a ring with period $L$. FPT statistics are crucially affected by the disorder realization. In the large-$L$ limit, we obtain exact formulae for the FPT statistics, which are described by the sample mean and variance for waiting times of periodically arranged traps. Furthermore, we find that these formulae are still useful for nonperiodic heterogeneous environments; i.e…
A trapping mechanism is observed and proposed as the origin of the anomalous behavior recently discovered in transport properties of overdamped ratchets subject to external oscillatory drive in the presence of quenched noise. In particular, this mechanism is shown to appear whenever the quenched disorder strength is greater than a threshold value. The minimum disorder strength required for the existence of traps is determined by studying the trap structure in a disorder configuration space. An approximation to the trapping probability density function in a disordered region of finite length in…
We investigate the biased quenched trap model on top of a two-dimensional lattice in the case of diverging expected dwell times. By utilizing the double-subordination approach and calculating the return probability in $2$d, we explicitly obtain the disorder averaged probability density function of the particle's position as a function of time (for any given bias) in the limit of large times ($t \rightarrow \infty$). The first and second moments are calculated, and a formula for a general $μ$-th moment is found. The behavior of the first moment, i.e. $\langle x(t)\rangle$, presents non-linear r…
Diffusion in the quenched trap model is investigated with an approach we call weak subordination breaking. We map the problem onto Brownian motion and show that the operational time is ${\cal S}_α= \sum_{x=-\infty} ^\infty (n_x)^α$ where $n_x$ is the visitation number at site $x$ . In the limit of zero temperature we recover the renormalization group (RG) solution found by Monthus. Our approach is an alternative to RG capable of dealing with any disorder strength.
In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder averaged positional probability density function. We establish that the dimensionality and the geometric properties of the lattice, on top of which the disorder is imposed, dictate the plausibility of a mean-filed approximation that will only include annealed disorder. Specifically, for any case when the probability to return to the origin ($Q_0$) is less than $1$,…
Models with mixed origins of anomalous subdiffusion have been considered important for understanding transport in biological systems. Here, one such mixed model, the quenched trap model (QTM) on fractal lattices, is investigated. It is shown that both ensemble- and time-averaged mean square displacements (MSDs) show subdiffusion with different scaling exponents, i.e., this system shows weak ergodicity breaking. Moreover, time-averaged MSD exhibits aging and converges to a random variable following the modified Mittag--Leffler distribution. It is also shown that the QTM on a fractal lattice can…
We investigate the distribution of occupation times for a particle undergoing a random walk among random energy traps and in the presence of a deterministic potential field $U^{\rm det}(x)$. When the distribution of energy traps is exponential with a width $T_g$ we find that the occupation time statistics behaves according to (i) the canonical Boltzmann theory when $T>T_g$, (ii) while for $T<T_g$ they are distributed according to the Lamperti distribution with the asymmetry of the distribution determined by the Boltzmann factor $\exp(-U^{\rm det}(x)/T_g)$ with $T_g$ and not $T$ being the effec…
Tracking tracer particles in heterogeneous environments plays an important role in unraveling the material properties. These heterogeneous structures are often static and depend on the sample realizations. Sample-to-sample fluctuations of such disorder realizations sometimes become considerably large. When we investigate the sample-to-sample fluctuations, fundamental averaging procedures are a thermal average for a single disorder realization and the disorder average for different disorder realizations. Here, we report on non-self-averaging phenomena in quenched trap models with finite system …
We present a mean field model for coagulation ($A+A\to A$) and annihilation ($A+A\to 0$) reactions on lattices of traps with a distribution of depths reflected in a distribution of mean escape times. The escape time from each trap is exponentially distributed about the mean for that trap, and the distribution of mean escape times is a power law. Even in the absence of reactions, the distribution of particles over sites changes with time as particles are caught in ever deeper traps, that is, the distribution exhibits aging. Our main goal is to explore whether the reactions lead to further (time…
We reexamine the theory of transition from drift to no-drift in biased diffusion on percolation networks. We argue that for the bias field B equal to the critical value B_c, the average velocity at large times t decreases to zero as 1/log(t). For B < B_c, the time required to reach the steady-state velocity diverges as exp(const/|B_c-B|). We propose an extrapolation form that describes the behavior of average velocity as a function of time at intermediate time scales. This form is found to have a very good agreement with the results of extensive Monte Carlo simulations on a 3-dimensional site-…
We map the problem of diffusion in the quenched trap model onto a new stochastic process: Brownian motion which is terminated at the coverage "time" ${\cal S}_α=\sum_{x=-\infty} ^\infty (n_x)^α$ with $n_x$ being the number of visits to site $x$. Here $0<α=T/T_g<1$ is a measure of the disorder in the original model. This mapping allows us to treat the intricate correlations in the underlying random walk in the random environment. The operational "time" ${\cal S}_α$ is changed to laboratory time $t$ with a Lévy time transformation. Investigation of Brownian motion stopped at "time" ${\cal S}_α$ …
This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to t/Λ^{1/α}$ for transient process on translationally invariant lattice, in the sub-diffusive regime, is sufficient for asymptotic mapping. Exact form of the constant $Λ^{1/α}$ is established. Disorder averaged position probability density function for quenched trap model is obtained and analytic expressions for the diffusion coefficient and drift are provided.
Non-Gaussian diffusion has been intensively studied in recent years, which reflects the dynamic heterogeneity in the disordered media. The recent study on the non-Gaussian diffusion in a static disordered landscape suggests novel phenomena due to the quenched disorder. In this work, we further investigate the random walk in this landscape under various effective temperature $μ$, which continuously modulates the dynamic heterogeneity. We show in the long time limit, the trap dynamics on the landscape is equivalent to the quenched trap model, in which sub-diffusion appears for $μ<1$. The non-Gau…
The principle characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here, the disorder allows for negative edge-weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization (ACO) heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice wa…
We discuss the effects of quenched disorder in a dilute Bose-Einstein condensate confined in a hard walls trap. Starting from the disordered Gross-Pitaevskii functional, we obtain a representation for the quenched free energy as a series of integer moments of the partition function. Positive and negative disorder-dependent effective coupling constants appear in the integer moments. Going beyond the mean-field approximation, we compute the static two-point correlation functions at first-order in the positive effective coupling constants. We obtain the combined contributions of effects due to bo…
We report numerical simulations of a strongly biased diffusion process on a one-dimensional substrate with directed shortcuts between randomly chosen sites, i.e. with a small-world-like structure. We find that, unlike many other dynamical phenomena on small-world networks, this process exhibits non-monotonic dependence on the density of shortcuts. Specifically, the diffusion time over a finite length is maximal at an intermediate density. This density scales with the length in a nontrivial manner, approaching zero as the length grows. Longer diffusion times for intermediate shortcut densities …
Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT) distribution in a given sample that enables detailed comparison of the two problems. For a system of finite size, the number and spatial arrangement of deep traps yield significant sample-to-sample variations in the FPT statistics. Numerical simulations of a quenched trap model with power-law sojourn times confirm the existence of two characteristic time sca…
We study the fluctuations of a Brownian micro particle trapped with optical tweezers in a gelatin solution undergoing a fast local temperature quench below the sol-gel transition. Contrary to what was previously reported, we observe no anomalous fluctuations in the particle's position that could be interpreted in terms of an effective temperature. A careful analysis with ensemble averages shows only equilibrium-like properties for the fluctuations, even though the system is clearly aging. We also provide a detailed discussion on possible artifacts that could have been interpreted as an effecti…
We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $ω^{δ-1}$ at low frequencies with $0<δ<1$ (sub-Ohmic damping) or $1<δ<2$ (super-Ohmic damping), where the frequency-dependent damping is deduced from the noise by means of the fluctuation-dissipation theorem. It is shown that for super-Ohmic damping and certain parameters, the diffusive process of the particle in a titled periodic potential undergos sequentially four time-regimes: thermali…
Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first passage dynamics. We find that for an aging continuous time random walk process the scaling exponent of the density of first passage times changes twice as the aging progresses and reveals…
The non-equilibrium dynamics of an ion chain in a highly anisotropic trap is studied when the transverse trap frequency is quenched across the value at which the chain undergoes a continuous phase transition from a linear to a zigzag structure. Within Landau theory, an equation for the order parameter, corresponding to the transverse size of the zigzag structure, is determined when the vibrational motion is damped via laser cooling. The number of structural defects produced during a linear quench of the transverse trapping frequency is predicted and verified numerically. It is shown to obey th…
We studied through Monte Carlo simulations, the kinetics of the two-species diffusion-limited reaction model with same species excluded volume interaction in substrates embedded on a square lattice ranging in occupancy from a fractal percolating structure to the compact limit. We study the time evolution of the concentration of single-particle species for various values of substrate occupancies, 0.5927460, 0.61, 0.63, 0.65, 0.7, 0.8, and 1, where the first value corresponds to the percolating probability of the square lattice. We show that in the diffusion-limited reaction regime, the kinetics…
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap model, where the diffusivity is spatially correlated. Several unique effects due to quenched disorder are reported. We analytically estimate the diffusion coefficient $D_{\text{dis}}$ and its fluctuation over samples of finite size. We show a mechanism of population splitting in the non-Gaussian diffusion. It results in a sharp peak in the distribution of disp…
We study the competition between field-induced transport and trapping in a disordered medium by studying biased random walks on random combs and the bond-diluted Bethe lattice above the percolation threshold. While it is known that the drift velocity vanishes above a critical threshold, here our focus is on fluctuations, characterized by the variance of the transit times. On the random comb, the variance is calculated exactly for a given realization of disorder using a 'forward transport' limit which prohibits backward movement along the backbone but allows an arbitrary number of excursions in…
