Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation

© 2017 Elsevier B.V. The space–time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space–time coupled contin...

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Main Authors: Liu, Jian, Li, B., Chen, X.
Format: Journal Article
Published: Elsevier BV * North-Holland 2018
Online Access:http://hdl.handle.net/20.500.11937/73503
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author Liu, Jian
Li, B.
Chen, X.
author_facet Liu, Jian
Li, B.
Chen, X.
author_sort Liu, Jian
building Curtin Institutional Repository
collection Online Access
description © 2017 Elsevier B.V. The space–time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space–time coupled continuous time random walk model is studied, which is a prototype of the coupled continuous time random walk presented and researched intensively with various methods. The results in the present manuscript show that the time averaged mean squared displacements increase linearly with lag time which means ergodicity breaking occurs, besides, we find that the diffusion coefficient is intrinsically random which shows both aging and enhancement, the analysis indicates that the either aging or enhancement phenomena are determined by the competition between the correlation exponent ? and the waiting time's long-tailed index a.
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institution Curtin University Malaysia
institution_category Local University
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publishDate 2018
publisher Elsevier BV * North-Holland
recordtype eprints
repository_type Digital Repository
spelling curtin-20.500.11937-735032018-12-13T09:35:31Z Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation Liu, Jian Li, B. Chen, X. © 2017 Elsevier B.V. The space–time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space–time coupled continuous time random walk model is studied, which is a prototype of the coupled continuous time random walk presented and researched intensively with various methods. The results in the present manuscript show that the time averaged mean squared displacements increase linearly with lag time which means ergodicity breaking occurs, besides, we find that the diffusion coefficient is intrinsically random which shows both aging and enhancement, the analysis indicates that the either aging or enhancement phenomena are determined by the competition between the correlation exponent ? and the waiting time's long-tailed index a. 2018 Journal Article http://hdl.handle.net/20.500.11937/73503 10.1016/j.physa.2017.09.100 Elsevier BV * North-Holland restricted
spellingShingle Liu, Jian
Li, B.
Chen, X.
Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title_full Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title_fullStr Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title_full_unstemmed Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title_short Nonergodic property of the space–time coupled CTRW: Dependence on the long-tailed property and correlation
title_sort nonergodic property of the space–time coupled ctrw: dependence on the long-tailed property and correlation
url http://hdl.handle.net/20.500.11937/73503