Now showing items 1-3 of 3
Gaussian processes in complex media: new vistas on anomalous diffusion
(Front. Phys., 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 ...
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 ...
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 ...