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Anomalous diffusion, non-Gaussianity, and nonergodicity for subordinated fractional Brownian motion with a drift (2302.04872v1)

Published 9 Feb 2023 in cond-mat.stat-mech and physics.flu-dyn

Abstract: The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external drift. In particular, we consider trapping events whose times follow a scale-free distribution with diverging mean trapping time. We construct this process in terms of fractional Brownian motion (FBM) with constant forcing in which the trapping effect is introduced by the subordination technique, connecting "operational time" with observable "real time". We derive the statistical properties of this process such as non-Gaussianity and non-ergodicity, for both ensemble and single-trajectory (time) averages. We demonstrate nice agreement with extensive simulations for the probability density function, skewness, kurtosis, as well as ensemble and time-averaged mean squared displacements. We pay specific emphasis on the comparisons between the cases with and without drift.

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