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Related papers: Disentangling sources of anomalous diffusion

200 papers

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

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…

Anomaly detection in multivariate time series data is of paramount importance for ensuring the efficient operation of large-scale systems across diverse domains. However, accurately detecting anomalies in such data poses significant…

Machine Learning · Computer Science 2023-11-15 Yuhang Chen , Chaoyun Zhang , Minghua Ma , Yudong Liu , Ruomeng Ding , Bowen Li , Shilin He , Saravan Rajmohan , Qingwei Lin , Dongmei Zhang

The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…

Chaotic Dynamics · Physics 2009-11-07 H. Kunz , R. Livi , A. Suto

Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…

Applied Physics · Physics 2020-10-06 Raviteja Vangara , Kim Ø. Rasmussen , Dimiter N. Petsev , Golan Bel , Boian S. Alexandrov

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

This paper is concerned with a new type of inverse obstacle problem governed by a variable-order time-fraction diffusion equation in a bounded domain. The unknown obstacle is a region where the space dependent variable-order of fractional…

Analysis of PDEs · Mathematics 2022-02-18 Masaru Ikehata , Yavar Kian

We investigate a contaminant transport in fractal media with randomly inhomogeneous diffusion barrier. The diffusion barrier is a low permeable matrix with extremely rare high permeability pathways (punctures). At times, less than a…

Soft Condensed Matter · Physics 2013-08-12 Olga Dvoretskaya , Peter Kondratenko

We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…

Probability · Mathematics 2019-04-09 Chunhao Cai , Wujun LV

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni

In this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…

Analysis of PDEs · Mathematics 2019-04-08 Zhidong Zhang

Identifying dissipation is essential for understanding the physical mechanisms underlying nonequilibrium processes. {In living systems, for example, the dissipation is directly related to the hydrolysis of fuel molecules such as adenosine…

Statistical Mechanics · Physics 2019-09-02 Ignacio A. Martínez , Gili Bisker , Jordan M. Horowitz , Juan M. R. Parrondo

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

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…

Probability · Mathematics 2009-03-04 L. Koralov

We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

In this work we study partial differential equations defined in a domain that moves in time according to the flow of a given ordinary differential equation, starting out of a given initial domain. We first derive a formulation for a…

Analysis of PDEs · Mathematics 2014-03-05 Manuel Fernando Cortez , Aníbal Rodríguez-Bernal

We prove existence and uniqueness of nonnegative solutions for a nonlocal in time integrodifferential diffusion system related to angiogenesis descriptions. Fundamental solutions of appropriately chosen parabolic operators with bounded…

Analysis of PDEs · Mathematics 2016-12-30 Ana Carpio , Gema Duro

We study the diffusion of an ensemble of overdamped particles sliding over a tilted random poten- tial (produced by the interaction of a particle with a random polymer) with long-range correlations. We found that the diffusion properties of…

Disordered Systems and Neural Networks · Physics 2014-04-11 R. Salgado-Garcia , Cesar Maldonado

The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…

Fluid Dynamics · Physics 2023-11-28 Antonio Barletta

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…