Now showing items 1-6 of 6
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
(Journal of Physics A: Mathematical and Theoretical, 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
(New Journal of Physics, 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 ...
Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
(Fractional Calculus and Applied Analysis, 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
(New Journal of Physics, 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
(Journal of the Royal Society Interface, 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 ...
Fractional kinetics emerging from ergodicity breaking in random media
(Physical Review E, 2016)
We present a modelling approach for diffusion in a complex medium characterized by a random lengthscale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle ...