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Fractional Diffusion and Medium Heterogeneity: The Case of the Continuos Time Random Walk
(2021-07-24)
In this contribution we show that fractional diffusion emerges from a simple Markovian Gaussian random walk when the medium displays a power-law heterogeneity. Within the framework of the continuous time random walk, the ...
A generalized Stefan model accounting for system memory and non-locality
(2020-05)
The Stefan problem, involving the tracking of an evolving phase-change front, is the prototypical example of a moving boundary problem. In basic one- dimensional problems it is well known that the front advances as the ...
Gaussian processes in complex media: new vistas on anomalous diffusion
(2019-09)
Normal or Brownian diffusion is historically identified by the linear growth in time of the variance and by a Gaussian shape of the displacement distribution. Processes departing from the at least one of the above conditions ...
Single-trajectory spectral analysis of scaled Brownian motion
(2019-06)
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the ...
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
(2019-02-01)
Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling $x \sim t^\delta$ with $\delta \neq 1/2$ in the probability density function (PDF). Anomalous diffusion can emerge jointly ...
Fractional Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundaries
(2019-02)
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite ...
Stochastic processes for anomalous diffusion
(2019)
Anomalous diffusion is a diffusion process which Mean Square Displacement (MSD)
is not a linear funtion of time, what is known as normal diffusion.
When the relation is faster than linear, it is called superdiffusion and ...
Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
(2018-10-25)
We consider an ensemble of Ornstein–Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass ...
Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers
(2018-10-18)
The emerging diffusive dynamics in many complex systems shows a
characteristic crossover behaviour from anomalous to normal diffusion which
is otherwise fitted by two independent power-laws. A prominent example for
a ...
Langevin equation in complex media and anomalous diffusion
(2018-07-30)
The problem of biological motion is a very intriguing and topical issue.
Many efforts are being focused on the development of novel modelling
approaches for the description of anomalous diffusion in biological systems,
such ...