Related papers: Random Flights and Anomalous Diffusion: A Non-Mark…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
We propose a class of non-Markov population models with continuous or discrete state space via a limiting procedure involving sequences of rescaled and randomly time-changed Galton--Watson processes. The class includes as specific cases the…
Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…
In this article, we obtain the rates of convergence for superdiffusion in the Boltzmann-Grad limit of the periodic Lorentz gas, which is one of the fundamental models to study diffusions in deterministic systems. In their seminal work,…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…
This paper is devoted to the approximation of the linear Boltzmann equation by fractional diffusion equations. Most existing results address this question when there is no external acceleration field. The goal of this paper is to…
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…
The Lorentz gas describes an ensemble of noninteracting point particles in an infinite array of spherical scatterers. In the present paper we consider the case when the scatterer configuration P is a fixed union of (translated) lattices in…
This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…