Related papers: Anomalous diffusion for a correlated process with …
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
We report experiments on defect-tracking in the state of undulation chaos observed in thermal convection of an inclined fluid layer. We characterize the ensemble of defect trajectories according to their velocities, relative positions,…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
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…
The purpose of this paper is to investigate the long time behaviour for a self-interacting diffusion and a self-interacting velocity jump process. While the diffusion case has already been studied for some particular potential function, the…
Under low-Reynolds-number conditions, dynamics of convection and diffusion are usually considered separately because their dominant spatial and temporal scales are different, but cooperative effects of convection and diffusion can cause…
Long-time tails, or algebraic decay of time-correlation functions, have long been known to exist both in many-body systems and in models of non-interacting particles in the presence of quenched disorder that are often referred to as Lorentz…
Statistical description of stochastic dynamics in highly unstable potentials is strongly affected by properties of divergent trajectories, that quickly leave meta-stable regions of the potential landscape and never return. Using ideas from…
This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
This review is a kinetic theory study investigating the effects of inelasticity on the structure of the non-equilibrium states, in particular on the behavior of the velocity distribution in the high energy tails. Starting point is the…
We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…
Many dynamical processes on real world networks display complex temporal patterns as, for instance, a fat-tailed distribution of inter-events times, leading to heterogeneous waiting times between events. In this work, we focus on…