Related papers: Self-similar motion for modeling anomalous diffusi…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Many biophysical processes begin when the fastest searcher finds a target out of many random searchers, which is called an extreme or fastest first passage time (fFPT). In some models, (i) the fFPT vanishes logarithmically as the number of…
We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…
A granular gas composed of inelastic hard spheres or disks in the homogeneous cooling state is considered. Some of the particles are labeled and their number density exhibits a time-independent linear profile along a given direction. As a…
The onset of the Rayleigh-Benard instability in a horizontal fluid layer is investigated by assuming the fluid as a binary mixture and the concentration buoyancy as the driving force. The focus of this study is on the anomalous diffusion…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
We present computer simulations of anomalous diffusion, $< r^2(t) > \sim a t^{1-\delta}$, in two dimensions. The Monte Carlo calculations are in excellent agreement with previous renormalization group calculations. Interestingly, use of a…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…
The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…
We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…
Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent…
In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
The superdiffusion behavior, i.e. $<x^2(t)> \sim t^{2 \nu}$, with $\nu > 1/2$, in general is not completely characherized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e. $<|x(t)|^q> \sim t^{q \nu(q)}$…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
It is experimentally known that virus exhibits stochastic motion in cytoplasm of a living cell in the free form as well as the form being contained in the endosome and the exponent of anomalous diffusion of the virus fluctuates depending on…
Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…