Related papers: How to Measure Subdiffusion Parameters
In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…
In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0<\alpha<2$. We don't assume symmetry for stable distributions.
The change of the effective dimension of spacetime with the probed scale is a universal phenomenon shared by independent models of quantum gravity. Using tools of probability theory and multifractal geometry, we show how dimensional flow is…
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…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the…
We investigate diffusion in a polydisperse granular media. We derive mean-squared displacement of granular particles in a polydisperse granular gas in a homogeneous cooling state, containing arbitrary amount of species of different sizes…
Analytical study of the distribution of phase of the transmission coefficient through 1D disordered absorbing system is presented. The phase is shown to obey approximately Gaussian distribution. An explicit expression for the variance is…
Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
We study the measurement of transverse diffusion through beam echoes. We revisit earlier observations of echoes in RHIC and apply an updated theoretical model to these measurements. We consider three possible models for the diffusion…
The influence of a small relative density difference on the displacement of two miscible liquids is studied experimentally in transparent 2D networks of micro channels. Both stable displacements in which the denser fluid enters at the…
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and drift parameters in ergodic diffusion models. When any…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
We study the problem of parameter estimation for a univariate discretely observed ergodic diffusion process given as a solution to a stochastic differential equation. The estimation procedure we propose consists of two steps. In the first…
It is very important to understand stochastic diffusion of energetic charged particles in non-uniform background magnetic field in plasmas of astrophysics and fusion devices. Using different methods considering along-field adiabatic…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…
By means of analytical calculations and numerical simulations we study the diffusion properties in quasi-two-dimensional structures with two exciton subsystems with an exchange between them. The experimental realisation is possible in…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…