Residence time statistics for normal and fractional diffusion in a force field
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Publication:2433941
Abstract: We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved. The solution gives a general relation between occupation time statistics and probability currents which are found from solutions of the corresponding problem of first passage time. This general relationship between occupation times and first passage times, is valid for normal Markovian diffusion and for non-Markovian sub-diffusion, the latter modeled using the fractional Fokker-Planck equation. For binding potential fields we find in the long time limit ergodic behavior for normal diffusion, while for the fractional framework weak ergodicity breaking is found, in agreement with previous results of Bel and Barkai on the continuous time random walk on a lattice. For non-binding potential rich physical behaviors are obtained, and classification of occupation time statistics is made possible according to whether or not the underlying random walk is recurrent and the averaged first return time to the origin is finite. Our work establishes a link between fractional calculus and ergodicity breaking.
One considers the problem of occupation times for normal Brownian motion in an external fields which is analyzed by means of the backward Fokker-Planck equation, and then one considers the problem of a particle undergoing an anomalous diffusion process which involves a fractional Fokker-Planck equation. It is shown that the relation between occupation times and first passage time hold for both cases, even for the non-Markovian sub-diffusive case. Several examples are analyzed: weak ergodicity breaking, diffusion in an interval, diffusion with drift, and diffusion in an unstable force field.
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- Fractional Feynman-Kac equation with space-dependent anomalous exponent
- Aging Feynman-Kac equation
- Feynman-Kac equations for reaction and diffusion processes
- Local time of an Ornstein–Uhlenbeck particle
- Strongly constrained stochastic processes: the multi-ends Brownian bridge
- Feynman-Kac equation for anomalous processes with space- and time-dependent forces
- Residence times of a Brownian particle with temporal heterogeneity
- On distributions of functionals of anomalous diffusion paths
- Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier
- Evanescent random Walker on networks: hitting times, budget renewal, and survival dynamics
- Generalized arcsine laws for a sluggish random Walker with subdiffusive growth
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- Generalized arcsine law and stable law in an infinite measure dynamical system
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