Related papers: Anomalous diffusion in nonlinear oscillators with …
We study the relaxation process in normal and anomalous diffusion regimes for systems described by a generalized Langevin equation (GLE). We demonstrate the existence of a very general correlation function which describes the relaxation…
This work investigates the influence of a generic anomalous diffusion model on mass convection in a fluid-saturated porous medium, focusing on superdiffusive regimes. A mathematical model is developed, and tability analyses - both linear…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
The rigorous analytical calculation of the diffusion coefficient is performed for the chaotic motion of a particle in a set of longitudinal waves with random phases and large amplitudes (~ A). A first step proves the existence of a…
We study the propagation of a ``pulled'' front with multiplicative noise that is created by a local perturbation of an unstable state. Unlike a front propagating into a metastable state, where a separation of time scales for sufficiently…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…
The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
The onset of undamped wave propagation in noisy self-oscillatory media is identified with a Hopf bifurcation of the corresponding effective dynamical system obtained by properly renormalizing the effects of noise. We illustrate this fact on…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
An autonomous system of ordinary differential equations describing nonlinear oscillations on the plane is considered. The influence of time-dependent perturbations decaying at infinity in time is investigated. It is assumed that the…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
We review some recent results on the anomalous diffusion of energy in systems of 1D coupled oscillators and we revisit the role of momentum conservation.
A general theory is presented for the coupling among nonlinear oscillators mediated by a diffusing chemical substance. We extend a model originally developed by Kuramoto, who supposed that the diffusion characteristic time is much shorter…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…