Related papers: Langevin equation in complex media and anomalous d…
We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…
The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…
An ongoing challenge in animal ecology is developing movement models that account for the autocorrelation, and often temporal irregularity, in telemetry data. Continuous-time Langevin diffusion models have been proposed to model temporally…
A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…
Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
A simple manner to describe the diffusive relaxation of a colloidal fluid adsorbed in a porous medium is to model the porous medium as a set of spherical particles fixed in space at random positions with prescribed statistical structural…
We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
Application of fractional calculus to the description of anomalous diffusion and relaxation processes in complex media provided one of the most impressive impulses to the development of statistical physics during the last decade. In…
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 concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
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…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…
We study transient work Fluctuation Relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the…
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…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…