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We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…

Statistical Mechanics · Physics 2015-03-20 R. M. S. Ferreira , M. V. S. Santos , C. C. Donato , J. S. Andrade , F. A. Oliveira

Partial diffusion scheme is an effective method for reducing computational load and power consumption in adaptive network implementation. The Information is exchanged among the nodes, usually over noisy links. In this paper, we consider a…

Systems and Control · Computer Science 2015-12-01 Vahid Vadidpour , Amir Rastegarnia , Azam Khalili , Saeid Sanei

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

Statistical Mechanics · Physics 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

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…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

Statistical Mechanics · Physics 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…

Statistics Theory · Mathematics 2018-06-19 Yury A. Kutoyants

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…

Adaptation and Self-Organizing Systems · Physics 2024-01-23 Henrik Seckler , Ralf Metzler , Damian G. Kelty-Stephen , Madhur Mangalam

We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…

Soft Condensed Matter · Physics 2022-07-20 Le Qiao , Nicholas Ilow , Maxime Ignacio , Gary W. Slater

Knowledge of the noise distribution in diffusion MRI is the centerpiece to quantify uncertainties arising from the acquisition process. Accurate estimation beyond textbook distributions often requires information about the acquisition…

Image and Video Processing · Electrical Eng. & Systems 2020-07-07 Samuel St-Jean , Alberto De Luca , Chantal M. W. Tax , Max A. Viergever , Alexander Leemans

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

In this thesis we study adaptive nonparametric regression with noise misspecification and the complexity of approximation of random fields in dependence of the dimension. First, we consider the problem of pointwise estimation in…

Statistics Theory · Mathematics 2012-08-15 Nora Serdyukova

The characterization of diffusion processes is a keystone in our understanding of a variety of physical phenomena. Many of these deviate from Brownian motion, giving rise to anomalous diffusion. Various theoretical models exists nowadays to…

Statistical Mechanics · Physics 2024-04-15 Gorka Muñoz-Gil , Guillem Guigó i Corominas , Maciej Lewenstein

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Ralf Metzler

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

We consider a controlled second order differential equation which is partially observed with an additional fractional noise. we study the asymptotic (for large observation time) design problem of the input and give an efficient estimator of…

Probability · Mathematics 2019-04-09 Chunhao Cai , Wujun LV

Diffusion models have found valuable applications in anomaly detection by capturing the nominal data distribution and identifying anomalies via reconstruction. Despite their merits, they struggle to localize anomalies of varying scales,…

Computer Vision and Pattern Recognition · Computer Science 2024-06-25 Justin Tebbe , Jawad Tayyub

In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…

Disordered Systems and Neural Networks · Physics 2016-03-23 R. Salgado-Garcia