Related papers: Anomalous diffusions induced by enhancement of mem…
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…
The random walk with hyperbolic probabilities that we are introducing is an example of stochastic diffusion in a one-dimensional heterogeneous media. Although driven by site-dependent one-step transition probabilities, the process retains…
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…
Uncovering the mechanisms behind long-term memory is one of the most fascinating open problems in neuroscience and artificial intelligence. Artificial associative memory networks have been used to formalize important aspects of biological…
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…
We introduce an original way to estimate the memory parameter of the elephant random walk, a fascinating discrete time random walk on integers having a complete memory of its entire history. Our estimator is nothing more than a…
We show that anomalous diffusion arises in two different models for the motion of randomly forced and weakly damped particles: one is a generalisation of the Ornstein-Uhlenbeck process with a random force which depends on position as well…
In this paper, a single population model with memory effect and the heterogeneity of the environment, equipped with the Neumann boundary, is considered. The global existence of a spatial nonhomogeneous steady state is proved by the method…
In order to characterize the mechanisms governing the diffusion of particles in biological scenarios, it is essential to accurately determine their diffusive properties. To do so, we propose a machine learning method to characterize…
We extend a Discrete Time Random Walk (DTRW) numerical scheme to simulate the anomalous diffusion of financial market orders in a simulated order book. Here using random walks with Sibuya waiting times to include a time-dependent stochastic…
Hydrodynamic memory force or Basset force is known since the 19th-century. Its influence on Brownian motion remains, however, mostly unexplored. Here, we investigate its role in nonlinear transport and diffusion within a paradigmatic model…
Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…
The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…
In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
Diffusion Probabilistic Models (DPMs) are powerful generative models that have achieved unparalleled success in a number of generative tasks. In this work, we aim to build inductive biases into the training and sampling of diffusion models…
Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…
Fluctuation scaling (FS) and anomalous diffusion have been discussed in different contexts, even though both are often observed in complex systems. To clarify the relationship between these concepts, we investigated approximately three…