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Related papers: Periodic Orbit Theory of Anomalous Diffusion

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Constant flux atom deposition into a porous medium is shown to generate a dense overlayer and a diffusion profile. Scaling analysis shows that the overlayer acts as a dynamic control for atomic diffusion in the porous substrate. This is…

An analytical method for investigation of the evolution of dynamical systems {\it with independent on time accuracy} is developed for perturbed Hamiltonian systems. The error-free estimation using of computer algebra enables the application…

Instrumentation and Methods for Astrophysics · Physics 2016-12-13 A. V. Gurzadyan , A. A. Kocharyan

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

This paper explores the utility of diffusion-based models for anomaly detection, focusing on their efficacy in identifying deviations in both compact and high-resolution datasets. Diffusion-based architectures, including Denoising Diffusion…

Machine Learning · Computer Science 2024-12-11 Aryan Bhosale , Samrat Mukherjee , Biplab Banerjee , Fabio Cuzzolin

The study of the dynamics of natural and artificial systems has provided several examples of deviations from Brownian behavior, generally defined as anomalous diffusion. The investigation of these dynamics can provide a better understanding…

Data Analysis, Statistics and Probability · Physics 2025-08-29 Carlo Manzo

We investigate the asymptotic properties of the large deviation function of the integrated particle current in systems, in or out of thermal equilibrium, whose dynamics exhibits anomalous diffusion. The physical systems covered by our study…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Uwe C. Tauber , Frederic van Wijland

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

Machine Learning · Computer Science 2022-09-20 Alex Mallen , Christoph A. Keller , J. Nathan Kutz

We present new simulation results on a hard sphere system at high densities. Using three-time correlations, we can account for the anomalous diffusion, which results from a homogeneous back-dragging effect. Furthermore, we calculate the…

Soft Condensed Matter · Physics 2007-05-23 Burkhard Doliwa , Andreas Heuer

Anomaly detection is a fundamental task in machine learning and data mining, with significant applications in cybersecurity, industrial fault diagnosis, and clinical disease monitoring. Traditional methods, such as statistical modeling and…

Machine Learning · Computer Science 2025-05-09 Yi Chen

In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local…

Probability · Mathematics 2009-12-12 Ivan del Tenno

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

Statistics Theory · Mathematics 2025-07-24 Angelika Silbernagel , Christian Weiß

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We highlight a few recent results on the effect of the diffusion process in deterministic area preserving maps with noncompact phase space, namely the standard map. In more detail, we focus on the anomalous diffusion arising due to the…

Chaotic Dynamics · Physics 2015-01-09 T. Manos , M. Robnik

A new type of asymptotic behavior in a game dynamics system is discovered. The system exhibits behavior which combines chaotic motion and attraction to heteroclinic cycles; the trajectory visits several unstable stationary states repeatedly…

chao-dyn · Physics 2009-10-22 Tsuyoshi Chawanya

Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…

Functional Analysis · Mathematics 2014-05-02 R S Pathak , Ashish Pathak

We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…

Statistical Mechanics · Physics 2021-06-30 Shakul Awasthi , Sreedhar B. Dutta

It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…

Statistical Mechanics · Physics 2012-06-21 Andrzej Fuliński

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long…

Condensed Matter · Physics 2009-10-30 Hermann Schulz-Baldes