Related papers: Fractional Dynamical Behavior in Quantum Brownian …
We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…
We show that the longitudinal position $x(t)$ of a particle in a $(d+1)$-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst…
A principle is proposed according to which the dynamics of a quantum particle in a one-dimensional configuration space (OCS) is determined by a variational problem for two functionals: one is based on the mean value of the Hamilton…
We consider quantum Hamiltonian systems composed of mutually interacting "dynamical subsystem" with one or several degrees of freedom and "thermostat" with arbitrary many degrees of freedom, under assumptions that the interaction ensures…
We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…
The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…
The notion of fractional dynamics is related to equations of motion with one or a few terms with derivatives of a fractional order. This type of equation appears in the description of chaotic dynamics, wave propagation in fractal media, and…
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…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
We study the intricate relationships between the dynamical scaling properties of electron wave packets and the multifractality of the eigenstates in quantum systems. Numerical simulations for the Harper model and the Fibonacci chain…
The quantum Brownian motion of a single neutral particle with nonzero electric dipole moment placed in a photon gas at fixed temperature and close to a conducting wall is here examined. The interaction of the particle with the photon field…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
Solutions to the Schr\"{o}dinger equation are examined for a particle inside a cylindrical trap of a circular time-dependent cross-section. Analytical expressions for energy and momentum expectation values are derived with respect to the…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
Starting from a microscopic approach and using the formalism of quantum Brownian motion, partition function of a system composed of two separated pieces of anisotropic matter and a fluctuating medium in finite temperature is obtained…
A theoretical parallel between the classical Brownian motion and quantum mechanics is explored. It is shown that, in contrast to the classical Langevin force, quantum mechanics is driven by turbulent velocity fluctuations with diffusive…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian…
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…