Related papers: Disentangling sources of anomalous diffusion
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
Using some knowledge of multiplicity disributions for high energy reactions, it is possible to propose a simple analytical model of particle production by strong external sources. The model describes qualitatively most peculiar properties…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
Diffusion has been widely used to describe a random walk of particles or waves, and it requires only one parameter -- the diffusion constant. For waves, however, diffusion is an approximation that disregards the possibility of interference.…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic…
Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…
We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…
As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…
The motion of energetic particles in magnetic turbulence across a mean magnetic field is explored analytically. The approach presented here allows for a full time-dependent description of the transport, including compound sub-diffusion. The…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…
In this work we investigate an inverse problem of recovering point sources and their time-dependent strengths from {a posteriori} partial internal measurements in a subdiffusion model which involves a Caputo fractional derivative in time…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
This paper addresses the inverse source problem for a mixed-type fractional wave-diffusion-wave equation posed in a cylindrical domain. The governing equation involves a time-dependent variable-order fractional derivative, which enables the…
We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…