Exact first-passage time distributions for three random diffusivity models

Autor: Grebenkov, D. S., Sposini, V., Metzler, R., Oshanin, G., Seno, F.

Publikováno v: J. Phys. A: Math. Theor. 54, 04LT01 (2021)

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}_t=\sqrt{2 D_0 V(B_t)}\,\xi_t$, where $\xi_t$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, and $V(B_t)$ is a stochast

Externí odkaz: http://arxiv.org/abs/2007.05765

Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion

Autor: Sposini, V., Chechkin, A. V., Seno, F., Pagnini, G., Metzler, R.

Publikováno v: New J. Phys. 20, 043044 (2018)

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 probability density function

Externí odkaz: http://arxiv.org/abs/1811.09531

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The random diffusivity approach for diffusion in heterogeneous systems

Autor: Sposini, V.

Publikováno v: Addi: Archivo Digital para la Docencia y la Investigación
Universidad del País Vasco
Addi. Archivo Digital para la Docencia y la Investigación
instname
BIRD: BCAM's Institutional Repository Data

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 distribution of displacements. Wit

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::13be91f949403bcaf37499495ce79f61
http://hdl.handle.net/10810/50141

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