Related papers: Langevin dynamics for L\'evy walk with memory
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…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…
A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…
Aging phenomena have been observed in numerous physical systems. Many statistical quantities depend on the aging time $t_a$ for aging anomalous diffusion processes. This paper pays more attention to how an external force field affects the…
The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…
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…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between…
Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation by animals and also in human mobility. One way to create such regimes are L\'evy flights, where the walkers…
With the rich dynamics studies of single-state processes, the two-state processes attract more and more interests of people, since they are widely observed in complex system and have effective applications in diverse fields, say, foraging…
Rare events refer to qualitatively unlikely events whose realization can nevertheless have important consequences. Typically, the prediction of the kinetics of these events relies on Arrhenius laws, with exponentially distributed waiting…
We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…
We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…
In this paper, by comparing the time scales associated with the velocity relaxation and correlation time of the random force due to dust charge fluctuations, memory effects in the velocity relaxation of an isolated dust particle exposed to…
Memory effects are a key feature in the description of the dynamical systems governed by the generalized Langevin equation, which presents an exact reformulation of the equation of motion. A simple measure for the estimation of memory…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…