Related papers: Interacting single-file system: Fractional Langevi…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
In this paper, we study a macroscopic system of electrically interacting metallic beads organized as a sequence along an annulus. A random mechanical shaking mimics the thermal excitation. We exhibit non Fickian diffusion (Single File…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
One-dimensional movement of interacting particles is a challenging problem where the correlation between particles induces non-trivial collective effects. In contrast to the single-file diffusion case, the pure ballistic single file…
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…
Single-file transport, which corresponds to the diffusion of particles that cannot overtake each other in narrow channels, is an important topic in out-of-equilibrium statistical physics. Various microscopic models of single-file systems…
Single-file diffusion is a ubiquitous physical process exploited by living and synthetic systems to exchange molecules with their environment. It is paramount quantifying the escape time needed for single files of particles to exit from…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…