Correlated continuous-time random walks in external force fields

Phys Rev E Stat Nonlin Soft Matter Phys. 2012 May;85(5 Pt 1):051103. doi: 10.1103/PhysRevE.85.051103. Epub 2012 May 2.

Abstract

We study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated waiting times. In this model the current waiting time T_{i} is equal to the previous waiting time T_{i-1} plus a small increment. Based on the associated coupled Langevin equations the force field is systematically introduced. We show that in a confining potential the relaxation dynamics follows power-law or stretched exponential pattern, depending on the model parameters. The process obeys a generalized Einstein-Stokes-Smoluchowski relation and observes the second Einstein relation. The stationary solution is of Boltzmann-Gibbs form. The case of an harmonic potential is discussed in some detail. We also show that the process exhibits aging and ergodicity breaking.