Tampere University of Technology

TUTCRIS Research Portal

Ergodicity breaking, ageing, and confinement in generalized diffusion processes with position and time dependent diffusivity

Research output: Contribution to journalArticleScientificpeer-review


Original languageEnglish
Article numberP05010
JournalJournal of Statistical Mechanics: Theory and Experiment
Issue number5
Publication statusPublished - 15 May 2015
Publication typeA1 Journal article-refereed


We study generalized anomalous diffusion processes whose diffusion coefficient D(x, t) ∼ D<inf>0</inf>|x|<sup>α</sup>t<sup>β</sup> depends on both the position x of the test particle and the process time t. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalized diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffusive systems. We quantify the amplitude fluctuations of the time averaged mean squared displacement as function of the length of the time series and the lag time. In particular, we observe a weak ergodicity breaking of this generalized diffusion process: even in the long time limit the ensemble and time averaged mean squared displacements are strictly disparate. When we start to observe this process some time after its initiation we observe distinct features of ageing. We derive a universal ageing factor for the time averaged mean squared displacement containing all information on the ageing time and the measurement time. External confinement is shown to alter the magnitudes and statistics of the ensemble and time averaged mean squared displacements.


  • diffusion

Publication forum classification

Field of science, Statistics Finland