Related papers: An empirical method to characterize displacement d…
Canonical characterization techniques that rely upon mean squared displacement ($\mathrm{MSD}$) break down for non-ergodic processes, making it challenging to characterize anomalous diffusion from an individual time-series measurement.…
A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…
Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
This paper deals with the problem of testing for dispersion parameter change in discretely observed diffusion processes when the observations are contaminated by outliers. To lessen the impact of outliers, we first calculate residuals using…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap…
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 consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
Kinetically-constrained models are lattice-gas models that are used for describing glassy systems. By construction, their equilibrium state is trivial and there are no equal-time correlations between the occupancy of different sites. We…
Countless systems in biology, physics, and finance undergo diffusive dynamics. Many of these systems, including biomolecules inside cells, active matter systems and foraging animals, exhibit anomalous dynamics where the growth of the mean…
Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…
We use Langevin dynamics simulations to study the mass diffusion problem across two adjacent porous layers of different transport property. At the interface between the layers, we impose the Kedem-Katchalsky (KK) interfacial boundary…
We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…
Anomalous behavior of correlation functions of tagged particles are studied in generalizations of the one dimensional asymmetric exclusion problem. In these generalized models the range of the hard-core interactions are changed and the…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…