Related papers: Non-Gaussian diffusion in static disordered media
We determine the cumulants of electromagnetic energy transmitted through one-dimensional disordered medium with absorption or amplification. For this purpose we derive the Keldysh nonlinear sigma-model action with a source term that…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…
We consider the statistics of light amplitude fluctuations for the propagation of a laser beam subjected to multiple filamentation in an amplified Kerr media, with both linear and nonlinear dissipation. Dissipation arrests the catastrophic…
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…
Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-time non-linear stochastic dynamical systems. We present a…
Diffusion Models (DMs) are powerful generative models that add Gaussian noise to the data and learn to remove it. We wanted to determine which noise distribution (Gaussian or non-Gaussian) led to better generated data in DMs. Since DMs do…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…
The diffusing-diffusivity mechanism proposed by Chubynsky and Slater [PRL 113, 098302, 2014] predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the…
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
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…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
It was recently suggested by Boldyrev & Gwinn that the characteristics of radio scintillations from distant pulsars are best understood if the interstellar electron-density fluctuations that cause the time broadening of the radio pulses…
In this paper we explore the connection between anisotropic Gaussian fluctuations and isotropic non-Gaussian fluctuations. We first set up a large angle framework for characterizing non-Gaussian fluctuations: large angle non-Gaussian…
We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…
Noncommutative phase-space and its effects have been studied in different settings in physics, in order to unveil a better understanding of phase-space structures. Here, we use the thermal diffusion approach to study how noncommutative…