Non-Gaussian diffusion of mixed origins

DOI10.1088/1751-8121/AB2826MaRDI QIDQ5055648zbMATH OpenOpenAlexFDO

Authors Yann Lanoiselée, D. S. Grebenkov

Publication date 9 December 2022

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.00914

zbMATH Keywords

anomalous diffusiondiffusing diffusivityfirst-passage time statisticsfractional diffusionheterogeneous medianon-Gaussian diffusionsuperstatistics

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

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Cites work

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• Diffusion Equation and Stochastic Processes
• Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
• First passage statistics for diffusing diffusivity
• Fox \(H\) functions in fractional diffusion
• Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
• Fractional Brownian motion time-changed by gamma and inverse gamma process
• Inverse stable subordinators
• Mittag-Leffler functions and their applications
• On the First Passage time for Brownian Motion Subordinated by a Lévy Process
• Space-time fractional diffusion on bounded domains
• Stochastic solution of space-time fractional diffusion equations
• Superstatistics
• The fractional diffusion equation
• The fundamental solution of the space-time fractional diffusion equation
• The H-Function
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Cited in

(18)

• Random diffusivity models for scaled Brownian motion
• An L1 Legendre-Galerkin spectral method with fast algorithm for the two-dimensional nonlinear coupled time fractional Schrödinger equation and its parameter estimation
• Superstatistical approach of the anomalous exponent for scaled Brownian motion
• A model of non-Gaussian diffusion in heterogeneous media
• Anomalous diffusion originated by two Markovian hopping-trap mechanisms
• Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• First passage statistics for diffusing diffusivity
• Preface: new trends in first-passage methods and applications in the life sciences and engineering
• Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
• Exact first-passage time distributions for three random diffusivity models
• Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
• Confined random motion with Laplace and Linnik statistics
• Selfsimilar diffusions
• Weird Brownian motion
• Regular and anomalous diffusion. I: Foundations
• Beta Brownian motion
• Designing selfsimilar diffusions

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