相关论文: Anomalous Diffusion: Fractional Brownian Motion vs…

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the…

For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…

Pulsed field gradient (PFG) has been increasingly employed to study anomalous diffusions in Nuclear Magnetic Resonance (NMR) and Magnetic Resonance Imaging (MRI). However, the analysis of PFG anomalous diffusion is complicated. In this…

This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

The BBM equation is a Hamiltonian PDE which revealed to be a very interesting test-model to study the transformation property of Gaussian measures along the flow. In this paper we study the BBM equation with critical dispersion (which is a…

It was previously believed that diffusion of a tracer particle in a viscoelastic material should be of the fractional Brownian motion (fBm) type. This is due to the long-term memory in the response of such materials to mechanical…

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

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…

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

We discuss some extensions of results from the recent paper by Chernoyarov et al. (Ann. Inst. Stat. Math., October 2016) concerning limit distributions of Bayesian and maximum likelihood estimators in the model "signal plus white noise"…

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…

This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying…

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…