Related papers: Prediction of anomalous diffusion and algebraic re…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We explore the quasistationary regime of the Hamiltonian Mean Field Model (HMF) showing that at least three different classes of events exist, with a different diffusive behavior and with a relative frequency which depends on the size of…
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…
Fractional kinetic theory plays a vital role in describing anomalous diffusion in terms of complex dynamics generating semi-Markovian processes. Recently, the variational principle and associated Levy Ansatz have been proposed in order to…
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…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…
We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…
Several classes of physical systems exhibit ultraslow diffusion for which the mean squared displacement at long times grows as a power of the logarithm of time ("strong anomaly") and share the interesting property that the probability…
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…
We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…