Browsing Statistical Physics by Author "Sposini, V."
Now showing items 1-10 of 10
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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)
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 ... -
Exact distributions of the maximum and range of random diffusivity processes
(2021-02-09)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 first-passage time distributions for three random diffusivity models
(2021-01-04)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, ... -
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)
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 ... -
Fractional Diffusion and Medium Heterogeneity: The Case of the Continuos Time Random Walk
Sposini, V.; Vitali, S.; 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 ... -
Langevin equation in complex media and anomalous diffusion
Vitali, S.; 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 ... -
The random diffusivity approach for diffusion in heterogeneous systems
(2020-12-16)The two hallmark features of Brownian motion are the linear growth $\langle x^2(t) \rangle = 2 D d t$ of the mean squared displacement (MSD) with diffusion coefficient $D$ in $d$ spatial dimensions, and the Gaussian ... -
Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
Sposini, V.; Chechkin, A.V.; Seno, F.; Pagnini, G.; Metzler, R. (2018-04)
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ... -
Single-trajectory spectral analysis of scaled Brownian motion
(2019-06)A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the ... -
Universal spectral features of different classes of random diffusivity processes
(2020-06-26)Stochastic models based on random diffusivities, such as the diffusing- diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically ...