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Fractional Diffusion and Medium Heterogeneity: The Case of the Continuos Time Random Walk
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
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
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
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 ...