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Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
Expanding media are typical in many different fields, e.g. in Biology and Cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties. Here, we focus on such…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…
The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
We point out a connection between anomalous quantum transport in an optical lattice and Tsallis' generalized thermostatistics. Specifically, we show that the momentum equation for the semiclassical Wigner function that describes atomic…
We theoretically investigate the effect of random fluctuations on the motion of elongated microswimmers near hydrodynamic transport barriers in externally-driven fluid flows. Focusing on the two-dimensional hyperbolic flow, we consider the…
Score-based diffusion models have proven effective in image generation and have gained widespread usage; however, the underlying factors contributing to the performance disparity between stochastic and deterministic (i.e., the probability…
An anomalous diffusion model for ion channel gating is put forward. This scheme is able to describe non-exponential, power-law like distributions of residence time intervals in several types of ion channels. Our method presents a…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
In previous publications, we showed that the incremental process of the chaotic diffusion of dissipative solitons in a prototypical complex Ginzburg-Landau equation, known, e.g., from nonlinear optics, is governed by a simple Markov process…
We consider particle systems that are perturbations of the voter model and show that when space and time are rescaled the system converges to a solution of a reaction diffusion equation in dimensions $d \ge 3$. Combining this result with…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
Based on the canonical formalism, the dilatation symmetry is implemented to the Fokker-Planck equation for the Wigner distribution function that describes atomic motion in an optical lattice. This reveals the symmetry principle underlying…