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Fractional Diffusion and Medium Heterogeneity: The Case of the Continuos Time Random Walk
Sposini, V.; Vitali, S.
; Paradisi, P.; Pagnini, G. (2021-07-24)
; Paradisi, P.; Pagnini, G. (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 ...
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
Sliusarenko, O.; Vitali, S.; Sposini, V.; Paradisi, P.; Chechkin, A.V.; Castellani, G.; Pagnini, G. (2019-02-01)
; Vitali, S.; Sposini, V.; Paradisi, P.; Chechkin, A.V.; Castellani, G.; Pagnini, G. (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 ...
Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
D’Ovidio, M.; Vitali, S.; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-10-25)
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (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 ...
Langevin equation in complex media and anomalous diffusion
Vitali, S.; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (2018-07-30)
; Sposini, V.; Sliusarenko, O.; Paradisi, P.; Castellani, G.; Pagnini, G. (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 ...