Browsing Statistical Physics by Subject "anomalous diffusion"
Now showing items 1-11 of 11
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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 ... -
Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers
Molina-Garcia, D.; Sandev, T.; Safdari, H.; Pagnini, G.; Chechkin, A.V.; Metzler, R. (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
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 Brownian motion in a finite interval: correlations effect depletion or accretion zones of particles near boundaries
Guggenberger, T.; Pagnini, G.; Vojta, T.; Metzler, R. (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 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 ... -
Fractional kinetics emerging from ergodicity breaking in random media
Molina-Garcia, D.; Minh Pham, T.; Paradisi, P.; Manzo, C.; Pagnini, G. (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 ... -
Gaussian processes in complex media: new vistas on anomalous diffusion
Di Tullio, F.; Paradisi, P.; Spigler, R.; Pagnini, G. (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 ... -
A generalized Stefan model accounting for system memory and non-locality
Garra, R.; Falcini, F.; Voller, V.R.; Pagnini, G. (2020-05)
The Stefan problem, involving the tracking of an evolving phase-change front, is the prototypical example of a moving boundary problem. In basic one- dimensional problems it is well known that the front advances as 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 ... -
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 ... -
Stochastic processes for anomalous diffusion
(2019)Anomalous diffusion is a diffusion process which Mean Square Displacement (MSD) is not a linear funtion of time, what is known as normal diffusion. When the relation is faster than linear, it is called superdiffusion and ...