相关论文: Passive advection of fractional Brownian motion by…

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

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…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

We consider slow / fast systems where the slow system is driven by fractional Brownian motion with Hurst parameter $H>{1\over 2}$. We show that unlike in the case $H={1\over 2}$, convergence to the averaged solution takes place in…

This paper presents a simple, one-dimensional model of a randomly advected passive scalar. The model exhibits anomalous inertial range scaling for the structure functions constructed from scalar differences. The model provides a simple…

We study the effect of advection and small diffusion on passive tracers. The advecting velocity field is assumed to have mean zero and to possess time-periodic stream lines. Using a canonical transform to action-angle variables followed by…

This paper studies the intermediate time behaviour of a small random perturbation of a periodic cellular flow. Our main result shows that on time scales shorter than the diffusive time scale, the limiting behaviour of trajectories that…

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

We consider pressure-driven flows in wide microchannels, and discuss how a transverse shear, generated by misaligned superhydrophobic walls, impacts cross-sectional spreading of Brownian particles. We show that such a transverse shear can…

In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…

In this paper we analyze the transport of passive tracers by deterministic stationary incompressible flows which can be decomposed over an infinite number of spatial scales without separation between them. It appears that a low order…

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Time-dependent processes are often analysed using the power spectral density (PSD), calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble-average. Frequently, the available…

This work concerns the asymptotic analysis of high-frequency wave propagation in randomly layered media with fast variations and long-range correlations. The analysis takes place in the 3D physical space and weak-coupling regime. The role…

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…