Related papers: Diffusion properties of small-scale fractional tra…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
An exact analytical method for determining the Lagrangian velocity correlation and the diffusion coefficient for particles moving in a stochastic velocity field is derived. It applies to divergence-free 2-dimensional Gaussian stochastic…
Fractional Brownian motion (fBm) features both randomness and strong scale-free correlations, challenging generative models to reproduce the intrinsic memory characterizing the underlying stochastic process. Here we examine a zoo of…
{\bf Purpose}: To develop a geometry-governed diffusion framework that explains differential tissue response under FLASH ultra-high dose rate (UHDR) irradiation by explicitly accounting for structural heterogeneity and anomalous transport…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
In this work, a two-dimensional time-fractional subdiffusion model is developed to investigate the underlying transport phenomena evolving in a binary medium comprised of two sub-domains occupied by homogeneous material. We utilise an…
This paper introduces Gaussian Spatial Transport (GST), a novel framework that leverages Gaussian splatting to facilitate transport from the probability measure in the image coordinate space to the annotation map. We propose a Gaussian…
This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…
In this paper, we study intermittency properties for various stochastic PDEs with varieties of space time Gaussian noises via matching upper and lower moment bounds of the solution. Due to the absence of the powerful Feynman Kac formula,…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
Brownian particles suspended in disordered crowded environments often exhibit non-Gaussian normal diffusion (NGND), whereby their displacements grow with mean square proportional to the observation time and non-Gaussian statistics. Their…
We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…
We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of…
We derive new diffusion solutions to the monoenergetic generalized linear Boltzmann transport equation (GLBE) for the stationary collision density and scalar flux about an isotropic point source in an infinite $d$-dimensional absorbing…
Anomalous diffusion constitutes a relation between tracer flux and tracer density gradient that is inherently nonlocal in space and/or time. Previous studies emphasize the non-Gaussian character of the tracer distribution that arises from…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…
Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…