Fractional and scaled Brownian motion on the sphere: The effects of long-time correlations on navigation strategies

TL;DR

This paper investigates how long-time correlations in fractional and scaled Brownian motion influence transport and stationary distributions on a sphere, revealing strategy-dependent behaviors and relaxation times.

Contribution

It provides the first analysis of fractional and scaled Brownian motion on the sphere, highlighting the effects of navigation strategies on stationary states and relaxation dynamics.

Findings

Non-equilibrium stationary distributions arise with certain navigation strategies.

Equilibrium distribution is recovered when using a Frenet-Serret frame.

Relaxation times depend on the Hurst parameter.

Abstract

We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the specific dynamics (\emph{navigation strategies}) carried out on the surface giving rise to rich transport properties. We focus our study on two classes of navigation strategies: one induced by a specific set of coordinates chosen for $\mathbb{S}^2$ (we have chosen the spherical ones in the present analysis), for which we find that contrary to what occurs in the absence of such long-time correlations, \emph{non-equilibrium stationary distributions} are attained. These results resemble those reported in confined flat spaces in one and two dimensions [Guggenberger {\it et al.} New J. Phys. 21 022002 (2019), Vojta {\it et al.} Phys. Rev. E 102, 032108 (2020)], however in the case analyzed here, there are no boundaries that affects the motion on the sphere. In contrast, when the navigation strategy chosen corresponds to a frame of reference moving with the particle (a Frenet-Serret reference system), then the \emph{equilibrium} \emph{distribution} on the sphere is recovered in the long-time limit. For both navigation strategies, the relaxation times towards the stationary distribution depend on the particular value of the Hurst parameter. We also show that on $\mathbb{S}^{2}$, scaled Brownian motion, distinguished by a time-dependent diffusion coefficient with a power-scaling, is independent of the navigation strategy finding a good agreement between the analytical calculations obtained from the solution of a time-dependent diffusion equation on $\mathbb{S}^{2}$, and the numerical results obtained from our numerical method to generate ensemble of trajectories.