Related papers: A non-homogeneous, non-stationary and path-depende…
It is experimentally known that virus exhibits stochastic motion in cytoplasm of a living cell in the free form as well as the form being contained in the endosome and the exponent of anomalous diffusion of the virus fluctuates depending on…
Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
In this letter we consider the phase diffusion of a harmonically driven undamped pendulum and show that it is anomalous in the strong sense. The role played by the fractal properties of the phase space is highlighted, providing an…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
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…
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
The nonlinear response of molecular systems undergoing Markovian stochastic reorientations is calculated up to fifth order in the amplitude of the external field. Time-dependent perturbation theory is used to compute the relevant response…
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…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…