Weak ergodicity breaking and ageing in anomalous diffusion
Abstract
Modern single particle tracking techniques and many large scale simulations produce time series r(t) of the position of a tracer particle. Standardly these are evaluated in terms of the time averaged mean squared displacement. For ergodic processes such as Brownian motion, one can interpret the results of such an analysis in terms of the known theories for the corresponding ensemble averaged mean squared displacement, if only the measurement time is sufficiently long. In anomalous diffusion processes, that are widely observed over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking). In such cases the time averages may no longer be interpreted in terms of ensemble theories. Here we collect some recent results on weakly non-ergodic systems with respect to the time averaged mean squared displacement and the inherent irreproducibility of individual measurements. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.
This is an Open Access article published by World Scientific Publishing Company. It is distributed under the terms of the Creative Commons Attribution 3.0 (CC-BY) License. Further distribution of this work is permitted, provided the original work is properly cited.
References
- R. Brown, Phil. Mag. 4, 161, 1828 . Google Scholar
- Ann. d. Physik 17 , 549 ( 1905 ) . Crossref, ADS, Google Scholar
- Ann. Phys. (Leipzig) 21 , 756 ( 1906 ) . Crossref, Google Scholar
- C. R. Acad. Sci. Paris 146 , 530 ( 1908 ) . Google Scholar
- C. R. Acad. Sci. Paris 146 , 967 ( 1908 ) . Google Scholar
- Z. Phys. Chem. 87 , 40 ( 1914 ) . Crossref, Google Scholar
- Ann. d. Phys. (Leipzig) 11 , 233 ( 1931 ) . Crossref, Google Scholar
- C. Bräuchle, D. C. Lamb, and J. Michaelis, Single Particle Tracking and Single Molecule Energy Transfer (Wiley-VCH, Weinheim, Germany, 2012); X. S. Xie, P. J. Choi, G.-W. Li, N. K. Lee, and G. Lia, Annu. Rev. Biophys. 37, 417 (2008) . Google Scholar
- Phys. Chem. Chem. Phys. 13 , 1800 ( 2011 ) . Crossref, Google Scholar
- R. Metzler and J. Klafter, Phys. Rep. 339, 1 (2000); J. Phys. A 37, R161 (2004) . Google Scholar
- Annu. Rev. Biophys. Biomol. Struct. 26 , 373 ( 1997 ) . Crossref, Google Scholar
- Physics Today 65(8), 29 (2012). Crossref, Google Scholar
- Rep. Prog. Phys. 76 , 046602 ( 2013 ) . Crossref, Google Scholar
- Soft Matter 8 , 9043 ( 2012 ) . Crossref, ADS, Google Scholar
- W. T. Coffey and Yu. P. Kalmykov, The Langevin Equation: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (World Scientific, Singapore, 2012) . Google Scholar
- I. Goychuk, Phys. Rev. E 80, 046125 (2009); Adv. Chem. Phys. 150, 187 (2012) . Google Scholar
- Phys. Rev. Lett. 106 , 048103 ( 2011 ) . Crossref, ADS, Google Scholar
- Proc. Natl. Acad. Sci. USA 110 , 4911 ( 2013 ) . Crossref, Google Scholar
- New J. Phys. 15 , 045011 ( 2013 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 104 , 238102 ( 2010 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 103 , 038102 ( 2009 ) . Crossref, ADS, Google Scholar
- J. Chem. Phys. 135 , 141105 ( 2011 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 109 , 188103 ( 2012 ) . Crossref, ADS, Google Scholar
- Faraday Disc. 161 , 397 ( 2013 ) . Crossref, ADS, Google Scholar
- J. Appl. Prob. 2(2), 323 (1965). Crossref, Google Scholar
- Dokl. Acad. Sci. USSR 26 , 115 ( 1940 ) . Google Scholar
- SIAM Rev. 1 , 422 ( 1968 ) . Crossref, Google Scholar
- Phys. Rev. E 79 , 011112 ( 2009 ) . Crossref, ADS, Google Scholar
- J. Phys. A 43 , 252001 ( 2010 ) . Crossref, Google Scholar
-
R. Zwanzig , Nonequilibrium Statistical Mechanics ( Oxford University Press , Oxford, UK , 2001 ) . Crossref, Google Scholar -
F. Mainardi , Fractional calculus and waves in linear viscoelasticity ( Imperial College Press , London , 2010 ) . Link, Google Scholar - Phys. Rev. E 64 , 051106 ( 2001 ) . Crossref, ADS, Google Scholar
- I. Goychuk, V. O. Kharchenko, and R. Metzler, PLoS ONE 9, e91700 (2014); Phys. Chem. Chem. Phys. DOI: 10.1039/C4CP01234H . Google Scholar
- Phys. Rev. E 81 , 021103 ( 2010 ) . Crossref, ADS, Google Scholar
- Phys. Rev. E 81 , 041119 ( 2010 ) . Crossref, Google Scholar
- Phys. Rev. E 85 , 021147 ( 2012 ) . Crossref, ADS, Google Scholar
- Phys. Rev. E 88 , 062124 ( 2013 ) . Crossref, ADS, Google Scholar
- J. H. P. Schulz, E. Barkai, and R. Metzler, Phys. Rev. Lett. 110, 020602 (2013); Phys. Rev. X 4, 011028 (2014) . Google Scholar
- J. Math. Phys. 6 , 167 ( 1965 ) . Crossref, ADS, Google Scholar
- Phys. Rev. B 12 , 2455 ( 1975 ) . Crossref, ADS, Google Scholar
-
B. D. Hughes , Random Walks 1 ( Oxford University Press , Oxford , 1995 ) . Google Scholar - Geophys. Res. Lett. 29 , 1061 ( 2002 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 92 , 178101 ( 2004 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 106 , 228102 ( 2011 ) . Crossref, Google Scholar
- Proc. Nat. Acad. Sci. USA 108 , 6438 ( 2011 ) . Crossref, ADS, Google Scholar
- J. Phys. I 2 , 1705 ( 1992 ) . Google Scholar
- Phys. Rev. Lett. 94 , 240602 ( 2005 ) . Crossref, ADS, Google Scholar
- Phys. Rev. Lett. 101 , 058101 ( 2008 ) . Crossref, ADS, Google Scholar
- Phys. Rev. Lett. 100 , 250602 ( 2008 ) . Crossref, ADS, Google Scholar
- M. A. Lomholt, I. M. Zaid, and R. Metzler, Phys. Rev. Lett. 98, 200603 (2007); I. M. Zaid, M. A. Lomholt, and R. Metzler, Biophys. J. 97, 710 (2009) . Google Scholar
- M. J. Skaug, A. M. Lacasta, L. Ramirez-Piscina, J. M. Sancho, K. Lindenberg, and D. K. Schwartz, Soft Matter 10, 753 (2014); M. Khoury, A. M. Lacasta, J. M. Sancho, and K. Lindenberg, Phys. Rev. Lett. 106, 090602 (2011) . Google Scholar
- G. Bel and E. Barkai, J. Phys. Cond. Mat. 17, S4287 (2005); Phys. Rev. Lett. 94, 240602 (2005); A. Rebenshtok and E. Barkai, J. Stat. Phys. 133, 565 (2008); Phys. Rev. Lett. 99, 210601 (2007) . Google Scholar
- Phys. Rev. Lett. 96 , 098102 ( 2006 ) . Crossref, ADS, Google Scholar
- Europhys. Lett. 86 , 30009 ( 2009 ) . Crossref, Google Scholar
- Proc. Natl. Acad. Sci. USA 107 , 13228 ( 2010 ) . Crossref, Google Scholar
- Phys. Rev. E 80 , 011109 ( 2009 ) . Crossref, Google Scholar
- J. Phys. A 29 , 3847 ( 1996 ) . Crossref, ADS, Google Scholar
- J. Chem. Phys. 118 , 6167 ( 2003 ) . Crossref, Google Scholar
- Phys. Rev. E 89 , 040101(R) ( 2014 ) . Crossref, Google Scholar
- E. B. Dynkin, Izv. Akad. Nauk. SSSR Ser. Math. 19, 247 (1955); Selected Translations Math. Stat. Prob. 1, 171 (1961) . Google Scholar
- C. Godrèche and J. M. Luck, J. Stat. Phys. 104, 489 (2001); E. Barkai and Y.-C. Cheng, J. Chem. Phys. 118, 6167 (2003); E. Barkai, Phys. Rev. Lett. 90, 104101 (2003) . Google Scholar
- T. Koren, M. A. Lomholt, A. V. Chechkin, J. Klafter, and R. Metzler, Phys. Rev. Lett. 99, 160602 (2007) . Google Scholar
- Phys. Rev. Lett. 110 , 208301 ( 2013 ) . Crossref, Google Scholar
- L. P. Sanders, M. A. Lomholt, L. Lizana, K. Fogelmark, R. Metzler, and T. Ambjörnsson, E-print , arXiv:1311.3790 . Google Scholar
- J. Phys. A 43 , 082002 ( 2010 ) . Crossref, Google Scholar
- Phys. Rev. E 85 , 051103 ( 2012 ) . Crossref, ADS, Google Scholar
- J. Stat. Mech. P04010 ( 2012 ) . Crossref, Google Scholar
- Phys. Rev. E 80 , 031112 ( 2009 ) . Crossref, Google Scholar
- J. Phys. A. 46 , 475001 ( 2013 ) . Crossref, Google Scholar
- L. F. Richardson, Proc. Roy. Soc. London, Ser. A 110, 709 (1926); A. S. Monin and A. M. Yaglom, Statistical Fluid Mechanics (MIT Press, Cambdridge MA, 1971) . Google Scholar
- Adv. Water Res. 49 , 13 ( 2012 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 102 , 188101 ( 2009 ) . Crossref, Google Scholar
- PLoS One 6 , e22962 ( 2011 ) . Crossref, ADS, Google Scholar
- New J. Phys. 15 , 083039 ( 2013 ) . Crossref, Google Scholar
- Phys. Chem. Chem. Phys. 15 , 20220 ( 2013 ) . Crossref, Google Scholar
- Soft Matter 10 , 1591 ( 2014 ) . Crossref, Google Scholar
- A. Fuliński, Phys. Rev. E 83, 061140 (2011); J. Chem. Phys. 138, 021101 (2013) . Google Scholar
- Nature Cell Biol. 4 , 502 ( 2002 ) . Crossref, Google Scholar
- Phys. Rev. E 66 , 021114 ( 2002 ) . Crossref, ADS, Google Scholar
- Phys. Chem. Chem. Phys. , DOI: 10.1039/c4cp02019g . Google Scholar
- Phys. Rev. E 89 , 012115 ( 2014 ) . Crossref, ADS, Google Scholar
- Physica D 69 , 436 ( 1993 ) . Crossref, Google Scholar
- A. Godec and R. Metzler, Phys. Rev. Lett. 110, 020603 (2013); Phys. Rev. E 88, 012116 (2013) . Google Scholar
- D. Froemberg and E. Barkai, Phys. Rev. E 87, 030104(R) (2013); Phys. Rev. E 88, 024101 (2013) . Google Scholar
- Y. Meroz, I. Eliazar, and J. Klafter, J. Phys. A 42, 434012 (2009); Y. Meroz, I. M. Sokolov, and J. Klafter, Phys. Rev. Lett. 110, 090601 (2013) . Google Scholar
- Phys. Rev. Lett. 107 , 178103 ( 2011 ) . Crossref, ADS, Google Scholar
- J. Chem. Phys. 139 , 121916 ( 2013 ) . Crossref, Google Scholar
- Phys. Rev. E 87 , 032162 ( 2013 ) . Crossref, Google Scholar
- Biophys. J. 98 , 1364 ( 2010 ) . Crossref, Google Scholar
- Phys. Chem. Chem. Phys. 16 , 7686 ( 2014 ) . Crossref, Google Scholar
- Phys. Rev. Lett. 103 , 180602 ( 2009 ) . Crossref, Google Scholar
- Biophys. J. 103 , 1839 ( 2012 ) . Crossref, Google Scholar
- J. Chem. Phys. 135 , 144118 ( 2011 ) . Crossref, Google Scholar