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In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…

Statistical Mechanics · Physics 2010-03-17 Lior Turgeman , Shai Carmi , Eli Barkai

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

We introduce finite ramified self-affine substrates in two dimensions with a set of appropriate hopping rates between nearest-neighbor sites, where the diffusion of a single random walk presents an anomalous {\it anisotropic} behavior…

Statistical Mechanics · Physics 2015-06-04 L. Padilla , H. O. Mártin , J. L. Iguain

From the spread of pollutants in the atmosphere to the transmission of nutrients across cell membranes, anomalous diffusion processes are ubiquitous in natural systems. The ability to understand and control the mechanisms guiding such…

Statistical Mechanics · Physics 2021-01-04 E G Kostadinova , J L Padgett , C D Liaw , L S Matthews , T W Hyde

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

Application of fractional calculus to the description of anomalous diffusion and relaxation processes in complex media provided one of the most impressive impulses to the development of statistical physics during the last decade. In…

Soft Condensed Matter · Physics 2008-11-13 A. E. Sitnitsky

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…

Statistical Mechanics · Physics 2015-06-19 Gianni Pagnini

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Anomalous diffusion is a common phenomenon observed in underground solute transport, soil water infiltration and sediment movement, etc. Time and space fractional derivative advection-dispersion equation (FADE) has been widely employed as…

Numerical Analysis · Mathematics 2017-06-07 HongGuang Sun , Xiaoting Liu , Yong Zhang , Guofei Pang , Rhiannon Garrard

Anomalous diffusion, in particular subdiffusion, is frequently invoked as a mechanism of motion in dense biological media, and may have a significant impact on the kinetics of binding/unbinding events at the cellular level. In this work we…

Statistical Mechanics · Physics 2015-06-10 S. B. Yuste , E. Abad , K. Lindenberg

We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

Statistical Mechanics · Physics 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng