Related papers: Normal and Anomalous Diffusion in a Deterministic …
Diffusion processes are important in several physical, chemical, biological and human phenomena. Examples include molecular encounters in reactions, cellular signalling, the foraging of animals, the spread of diseases, as well as trends in…
We study dissipative transport of spontaneously emitting atoms in a 1D standing-wave laser field in the regimes where the underlying deterministic Hamiltonian dynamics is regular and chaotic. A Monte Carlo stochastic wavefunction method is…
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…
Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…
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…
The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…
Using a numerical library for arbitrary precision arithmetic I study the irregular dependence of the diffusion coefficient on the slope of a piecewise linear map defining a dynamical system. I find that the graph of the diffusion…
We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…
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…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
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…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
Angle-action maps that are periodic in the action direction can have accelerator modes: orbits that are periodic when projected onto the torus, but that lift to unbounded orbits in an action variable. In this paper we construct a…
We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…