Related papers: Analog-based ensembles to characterize turbulent d…

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…

In this work animations of the random walk movement using a freeware Algodoo were done in order to support teaching the concepts of Brownian Motion. The random walk movement were simulate considering elastic collision between the particles…

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Motivated by the spurious variance loss encountered during covariance propagation in atmospheric and other large-scale data assimilation systems, we consider the problem for state dynamics governed by the continuity and related hyperbolic…

Turbulent systems exhibit a remarkable multi-scale complexity, in which spatial structures induce scale-dependent statistics with strong departures from Gaussianity. In Fourier space, this is reflected by pronounced phase synchronization. A…

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

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…

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…

The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…