Related papers: Interacting single-file system: Fractional Langevi…
The dynamics of hard-core interacting Brownian particles in an external potential field is studied in one dimension. Using the Jepsen line we find a very general and simple formula relating the motion of the tagged center particle, with the…
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by L\'{e}vy noise. The form of the mutual interaction is…
We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Single-file systems, in which particles diffuse in narrow channels while not overtaking each other, is a fundamental model for the tracer subdiffusion observed in confined geometries, such as in zeolites or carbon nanotubes. Twenty years…
Interacting particles diffusing in single-file is a fundamental model of transport in narrow channels where particles cannot bypass each other. An important result has been obtained by Kollmann [Phys. Rev. Lett. 90, 180602 (2003)] for the…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
Single file diffusion (SFD) exhibits anomalously slow collective transport when particles are able to immobilize by binding and unbinding to the one-dimensional channel within which the particles diffuse. We have explored this system for…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…