Now showing items 1-4 of 4
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 ...