Related papers: Average shape of fluctuations for subdiffusive wal…
Subdiffusive fractional equations are not structurally stable with respect to spatial perturbations to the anomalous exponent (Phys. Rev. E 85, 031132 (2012)). The question arises of applicability of these fractional equations to model real…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We study the spatial fluctuations of transient creep deformation of materials as a function of time, both by Digital Image Correlation (DIC) measurements of paper samples and by numerical simulations of a crystal plasticity or discrete…
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…
Fluctuation scaling (FS) and anomalous diffusion have been discussed in different contexts, even though both are often observed in complex systems. To clarify the relationship between these concepts, we investigated approximately three…
The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…
A rather simple random walk model on a one-dimensional lattice is put forward. The lattice as a whole switches randomly between two possible states which are spatially symmetric. Both lattice states are identical, but translated by one site…
Fluctuations of the interface between coexisting colloidal fluid phases have been measured with confocal microscopy. Due to a very low surface tension, the thermal motions of the interface are so slow, that a record can be made of the…
The fluctuations in the particle size distribution for processes of fragmentation and aggregation are studied for stationary state regimes. The system is described in terms of a stochastic process over an adequate tree structure. The RMS…
We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective…
Recently, in the paper: T. Koszto{\l}owicz and A. Dutkiewicz, Phys. Rev. E \textbf{104}, 014118 (2021) the $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ has been considered. This…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
Understanding the spontaneous emergence of dislocation patterns during plastic deformation is a long standing challenge in dislocation theory. During the past decades several phenomenological continuum models of dislocation patterning were…
Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate…