Random diffusivity scenarios behind anomalous non-Gaussian diffusion
From MaRDI portal
Publication:2169733
Abstract: The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we consider the spread of a population of fractional (long-time correlated) Brownian walkers, with time-dependent and heterogeneous diffusivity. We aim to obtain the possible scenarios related to these individual-level features from the observation of the temporal evolution of the population spatial distribution. We develop and discuss the possibility and limitations of this connection for the broad class of self-similar diffusion processes. Our results are presented in terms of a general framework, which is then used to address well-known processes, such as Laplace diffusion, nonlinear diffusion, and their extensions.
Recommendations
- scientific article; zbMATH DE number 1301639
- Anomalous diffusion: deterministic and stochastic perspectives
- Anomalous diffusion in a random velocity field
- Anomalous diffusion in a randomly modulated velocity field
- Direct numerical observation of anomalous diffusion in random media
- Anomalous diffusion without scale invariance
- Anomalous exponents in nonlinear diffusion
- On the generation of anomalous diffusion
Cites work
- scientific article; zbMATH DE number 3784551 (Why is no real title available?)
- A Langevin dynamics approach to the distribution of animal move lengths
- Analytic approaches of the anomalous diffusion: a review
- Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
- Erdélyi-Kober fractional diffusion
- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
- Fox \(H\) functions in fractional diffusion
- Fractional Brownian Motions, Fractional Noises and Applications
- Introduction to Nonextensive Statistical Mechanics
- Mittag-Leffler functions in superstatistics
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Nonlinear population dynamics in a bounded habitat
- Random diffusivity models for scaled Brownian motion
- Stochastic dynamics and superstatistics of the many-particle kappa distribution
- Strongly and weakly self-similar diffusion
- Subordinated Lévy-Feldheim motion as a model of anomalous self-similar diffusion
- Tests for Hurst effect
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Truncated Mittag-Leffler distribution and superstatistics
- \(q\)-Gaussians in the porous-medium equation: stability and time evolution
Cited in
(6)- Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
- Generalized Fokker-Planck equation for superstatistical systems
- Superstatistical approach of the anomalous exponent for scaled Brownian motion
- Non-Gaussian diffusion of mixed origins
- On the generation of anomalous diffusion
- Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
This page was built for publication: Random diffusivity scenarios behind anomalous non-Gaussian diffusion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2169733)