Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the semiclassical t
heory of Sisyphus cooling, we treat the problem as a coupled Levy walk, with correlations between the length and duration of the excursions. The problem is related to the area under Bessel excursions, overdamped Langevin motions that start and end at the origin, constrained to remain positive, in the presence of an external logarithmic potential. In the limit of a weak potential, the Airy distribution describing the areal distribution of the Brownian excursion is found. Three distinct phases of the dynamics are studied: normal diffusion, Levy diffusion and, below a certain critical depth of the optical potential, x~ t^{3/2} scaling. The focus of the paper is the analytical calculation of the joint probability density function from a newly developed theory of the area under the Bessel excursion. The latter describes the spatiotemporal correlations in the problem and is the microscopic input needed to characterize the spatial diffusion of the atomic cloud. A modified Montroll-Weiss (MW) equation for the density is obtained, which depends on the statistics of velocity excursions and meanders. The meander, a random walk in velocity space which starts at the origin and does not cross it, describes the last jump event in the sequence. In the anomalous phases, the statistics of meanders and excursions are essential for the calculation of the mean square displacement, showing that our correction to the MW equation is crucial, and points to the sensitivity of the transport on a single jump event. Our work provides relations between the statistics of velocity excursions and meanders and that of the diffusivity.
The Green-Kubo formula relates the spatial diffusion coefficient to the stationary velocity autocorrelation function. We derive a generalization of the Green-Kubo formula valid for systems with long-range or nonstationary correlations for which the s
tandard approach is no longer valid. For the systems under consideration, the velocity autocorrelation function $langle v(t+tau) v(t) rangle$ asymptotically exhibits a certain scaling behavior and the diffusion is anomalous $langle x^2(t) rangle simeq 2 D_ u t^{ u}$. We show how both the anomalous diffusion coefficient $D_ u$ and exponent $ u$ can be extracted from this scaling form. Our scaling Green-Kubo relation thus extends an important relation between transport properties and correlation functions to generic systems with scale invariant dynamics. This includes stationary systems with slowly decaying power law correlations as well as aging systems, whose properties depend on the the age of the system. Even for systems that are stationary in the long time limit, we find that the long time diffusive behavior can strongly depend on the initial preparation of the system. In these cases, the diffusivity $D_{ u}$ is not unique and we determine its values for a stationary respectively nonstationary initial state. We discuss three applications of the scaling Green-Kubo relation: Free diffusion with nonlinear friction corresponding to cold atoms diffusing in optical lattices, the fractional Langevin equation with external noise recently suggested to model active transport in cells and the Levy walk with numerous applications, in particular blinking quantum dots. These examples underline the wide applicability of our approach, which is able to treat very different mechanisms of anomalous diffusion.
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuat
ions of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the non-normalizable infinite covariant density is related to the super-aging behavior.
We derive a simple formula for the fluctuations of the time average around the thermal mean for overdamped Brownian motion in a binding potential U(x). Using a backward Fokker-Planck equation, introduced by Szabo, et al. in the context of reaction ki
netics, we show that for ergodic processes these finite measurement time fluctuations are determined by the Boltzmann measure. For the widely applicable logarithmic potential, ergodicity is broken. We quantify the large non-ergodic fluctuations and show how they are related to a super-aging correlation function.
