Related papers: Superstatistical generalised Langevin equation: no…
We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…
We present a thermo-kinetic description of anomalous diffusion of single-particles and clusters in a viscoelastic medium in terms of a non-Markovian diffusion equation involving memory functions. The scaling behaviour of these functions is…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…
We have studied a model of a random walk in a quenched random environment. In addition to featuring anomalous diffusion and localization, for special regimes of disorder parameters the particle density decomposes into multi-Gaussian…
Probability Distributions Functions (PDFs) of fluctuations of plasma edge parameters are skewed curves fairly different from normal distributions, whose shape appears almost independent of the plasma conditions and devices. We start from a…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
The density distributions and Soret coefficient in a nonequilibrium colloidal system with nonuniform temperature are studied by the overdamped Langevin equation for Brownian motion in an inhomogeneous strong friction medium. Based on the…
Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
From event-driven simulations of a gravity-driven channel flow of inelastic hard-disks, we show that the velocity distribution function remains close to a Gaussian for a wide range densities (even when the Knudsen number is of order one) if…
We investigate the theoretical properties of general diffusion (interpolation) paths and their Langevin Monte Carlo implementation, referred to as diffusion annealed Langevin Monte Carlo (DALMC), under weak conditions on the data…
Simulations of vortex tube dynamics reveal that the non-Gaussian nature of turbulent fluctuation originates in the effect of random advection. A similar non-Gaussian distribution is found numerically in a simplified statistical model of…
In the simplest model of single-file diffusion, $N$ point particles wander on a segment of the $x$ axis of length $L$, with hard core interactions, which prevent passing, and with overdamped Brownian dynamics, $\lambda\dot{x}=\eta(t)$,…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
The particle-in-cell numerical method of plasma physics balances a trade-off between computational cost and intrinsic noise. Inference on data produced by these simulations generally consists of binning the data to recover the particle…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
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…