Now showing items 1-5 of 5

• #### 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, ...
• #### 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 ...
• #### Two-particle anomalous diffusion: Probability density functions and self-similar stochastic processes ﻿

(2013-12-31)
Two-particle dispersion is investigated in the context of anomalous diffusion. Two different modeling approaches related to time subordination are considered and unified in the framework of self-similar stochastic processes. ...
• #### 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 ...