相关论文: Brownian yet non-Gaussian diffusion in heterogeneo…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
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…
A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
In this work, we have performed a detailed holographic analysis of the stochastic dynamics of a heavy particle propagating through a strongly coupled plasma moving with a constant velocity along a fixed spatial direction. To model this…
An attempt is made to compare statistical properties of self-diffusion of particles constituting gases in infinite volume and on torus. In this second part, derivation, from BBGKY equations, of roughened model of self-diffusion is revised…
A recent experiment [Sadoon AA, Wang Y. 2018 Phys. Rev. E 98, 042411] has revealed that nucleoid associated proteins (i.e., DNA-binding proteins) exhibit highly heterogeneous diffusion processes in bacteria where not only the diffusion…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
Brownian motion is ballistic on short time scales and diffusive on long time scales. Our theoretical investigations indicate that one can observe the exact opposite - an "anomaleous diffusion process" where initially diffusive motion…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…
In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…