Browsing Statistical Physics by Author "Seno, F."
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Exact distributions of the maximum and range of random diffusivity processes
Grebenkov, D. S.; Sposini, V.; Metzler, R.; Oshanin, G.; Seno, F. (20210209)We study the extremal properties of a stochastic process $x_t$ defined by the Langevin equation ${\dot {x}}_{t}=\sqrt{2{D}_{t}}\enspace {\xi }_{t}$, in which $\xi_t$ is a Gaussian white noise with zero mean and $D_t$ is a ... 
Exact firstpassage time distributions for three random diffusivity models
Grebenkov, D. S.; Sposini, V.; Metzler, R.; Oshanin, G.; Seno, F. (20210104)We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}= \sqrt{2D_o V (B_t )} \xi_t$, where $\xi$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, ... 
Random diffusivity from stochastic equations: comparison of two models for Brownian yet nonGaussian diffusion
Sposini, V.; Chechkin, A.V.; Seno, F.; Pagnini, G.; Metzler, R. (201804)A considerable number of systems have recently been reported in which Brownian yet nonGaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ... 
Universal spectral features of different classes of random diffusivity processes
Sposini, V.; Grebenkov, D.S.; Metzler, R.; Oshanin, G.; Seno, F. (20200626)Stochastic models based on random diffusivities, such as the diffusing diffusivity approach, are popular concepts for the description of nonGaussian diffusion in heterogeneous media. Studies of these models typically ...