相关论文: Simple stochastic models showing strong anomalous …
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
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…
Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…
Anomalous diffusion occurs at very different scales in nature, from atomic systems to motions in cell organelles, biological tissues or ecology, and also in artificial materials, such as cement. Being able to accurately measure the…
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…
We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
Diffusion is modeled on the recently proposed Hanoi networks by studying the mean- square displacement of random walks with time, <r^2>~t^{2/d_w}. It is found that diffusion - the quintessential mode of transport throughout Nature -…
Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…
Motivated by the observation that anomalous diffusion is a realistic feature in the dynamics of biological populations, we investigate its implications in a paradigmatic model for the evolution of a single species density $u(x,t)$. The…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…