Related papers: Superstatistical generalised Langevin equation: no…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
Non-Gaussian nature of the probability distribution of particles' displacements in the supercooled temperature regime in glass-forming liquids are believed to be one of the major hallmarks of glass transition. It is already been established…
The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…
We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient…
We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
We study the one-point probability distribution functions (PDFs) of the peculiar velocity and the density fluctuation in a cosmological fluid. Within the perturbative approach to the structure formation scenario, the effect of ``pressure''…
A recent experiment [Sadoon AA, Wang Y. 2018 Phys. Rev. E 98, 042411] has revealed that nucleoid associated proteins (i.e., DNA-binding proteins) exhibit highly heterogeneous diffusion processes in bacteria where not only the diffusion…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
Adsorption is a relevant process in many fields, such as product manufacturing or pollution remediation in porous materials. Adsorption takes place at the molecular scale, amenable to be modeled by Lagrangian numerical methods. We have…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on…
Distribution functions of relative velocities among particles in a vibrated bed of powder are studied both numerically and theoretically. In the solid phase where granular particles remain near their local stable states, the probability…
Anomalous diffusion and power-law distributions are observed in various complex systems. To provide a consistent dynamical foundation for these phenomena, we present a geometric derivation of the nonlinear Fokker-Planck equation by…