Now showing items 1-6 of 6

• #### 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 ...
• #### Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers ﻿

(New Journal of Physics, 2018-10-18)
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a ...
• #### 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 ...
• #### Fractional Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundaries ﻿

(New Journal of Physics, 2019-02)
Fractional Brownian motion (FBM) is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically FBM confined to a finite ...
• #### Fractional kinetics emerging from ergodicity breaking in random media ﻿

(Physical Review E, 2016)
We present a modelling approach for diffusion in a complex medium characterized by a random lengthscale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle ...
• #### Langevin equation in complex media and anomalous diffusion ﻿

(Journal of the Royal Society Interface, 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 ...