Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force
From MaRDI portal
Publication:765879
fractional Laplaciancontinuous-time random walkanomalous diffusionscaling limitinterface fluctuationsRiemann-Liouville fractional derivative (integral)Lévy flight
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37)
Abstract: We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle has bounded (in time) variance when the particle interacts with a subdiffusive field; when the interaction is with a superdiffusive field the variance of the limiting process grows in time as t^{2{gamma}-1}, 1/2 < {gamma} < 1. Two different kinds of superdiffusing (random) environments are considered: one is described through the use of the fractional Laplacian; the other via the Riemann-Liouville fractional integral. The subdiffusive field is modeled through the Riemann-Liouville fractional derivative.
Recommendations
- Almost sure asymptotics for the local time of a diffusion in Brownian environment
- Brownian asymptotics in a Poissonian environment
- Long-time self-diffusion for Brownian Gaussian-core particles
- Long-time behavior of stochastic reaction-diffusion equation with dynamical boundary condition
- The long time behavior for partly dissipative stochastic systems
- Multiplicative Langevin equation to reproduce long-time properties of nonequilibrium Brownian motion
- Long-time behavior of stochastic reaction-diffusion equation with multiplicative noise
- Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions
- Long time behavior of particle systems in the mean field limit
Cites work
- scientific article; zbMATH DE number 48952 (Why is no real title available?)
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 1916676 (Why is no real title available?)
- scientific article; zbMATH DE number 3255204 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- Fractional relaxation-oscillation and fractional diffusion-wave phenomena.
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- Front fluctuations in one dimensional stochastic phase field equations
- Power spectra and random walks in intermittent chaotic systems
- Probability with Martingales
- Random walks on lattices. II
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
Cited in
(7)- Evolution of a passive particle in a one-dimensional diffusive environment
- Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups
- Anomalous non-Gaussian diffusion of scaled Brownian motion in a quenched disorder environment
- An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
- Mobility Estimation for Langevin Dynamics Using Control Variates
- Brownian particle in the curl of 2-D stochastic heat equations
- Long- and short-time behaviour of hypocoercive-type operators in infinite dimensions: An analytic approach
This page was built for publication: Long time asymptotics of a Brownian particle coupled with a random environment with non-diffusive feedback force
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q765879)
