Related papers: Anomalous diffusion for multi-dimensional critical…
We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…
We formulate the the problem of persistent diffusion in three dimensions from the perspective of the Frenet--Serret equations. In contrast to one and two dimensional systems, in three dimensions persistent diffusion is, in general, a third…
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…
A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…
We study the stochastic dynamics of a symmetric self-chemotactic particle and determine the long-time behavior of its mean squared displacement (MSD). The attractive or repulsive interaction of the particle with the chemical field that it…
We investigated the phase transition behavior of a binary spreading process in two dimensions for different particle diffusion strengths ($D$). We found that $N>2$ cluster mean-field approximations must be considered to get consistent…
Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…
We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with…
We discuss quantum propagation of dipole excitations in two dimensions. This problem differs from the conventional Anderson localization due to existence of long range hops. We found that the critical wavefunctions of the dipoles always…
We study the critical dynamics of a real scalar field in two dimensions near a continuous phase transition. We have built up and solved Dynamical Renormalization Group equations at one-loop approximation. We have found that, different form…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…
Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that…
We derive the exact expression of the diffusion coefficient of a self-gravitating Brownian gas in two dimensions. Our formula generalizes the usual Einstein relation for a free Brownian motion to the context of two-dimensional gravity. We…
We find that Anderson localization ceases to exist when a random medium begins to move, but another type of fundamental quantum effect, Planckian diffusion $D = \alpha\hbar/m$, rises to replace it, with $\alpha $ of order of unity.…
We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…