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Register a new userSub-diffusion in External Potential: Anomalous hiding behind Normal
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We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the dramatic change of particles behavior compared to the standard continuous time random walk model. Constant force leads to the transition from non-ergodic sub-diffusion to seemingly ergodic diffusive behavior. However, we show it remains anomalous in a sense that the diffusion coefficient depends on the force and the anomalous exponent. For the quadratic potential we find that the anomalous exponent defines not only the speed of convergence but also the stationary distribution which is different from standard Boltzmann equilibrium.
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Motivated by electronic transport in graphene-like structures, we study the diffusion of a classical point particle in Fermi potentials situated on a triangular lattice. We call this system a soft Lorentz gas, as the hard disks in the conventional periodic Lorentz gas are replaced by soft repulsive scatterers. A thorough computational analysis yields both normal and anomalous (super) diffusion with an extreme sensitivity on model parameters. This is due to an intricate interplay between trapped and ballistic periodic orbits, whose existence is characterized by tongue-like structures in parameter space. These results hold even for small softness showing that diffusion in the paradigmatic hard Lorentz gas is not robust for realistic potentials, where we find an entirely different type of diffusion.
The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {it biasing} and {it decoupled} external fields is introduced. Complementary to the recently established Langevin equations for anomalous diffusion in a time-dependent external force-field [{it Magdziarz et al., Phys. Rev. Lett. {bf 101}, 210601 (2008)}] the Langevin formulation of anomalous diffusion in a decoupled time-dependent force-field is derived.
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum of n symbols represents the position of a particle in erratic movement. This approach revealed a rich diffusive scenario characterized by non-Gaussian distributions and, depending on the power law exponent and also on the procedure used to build the walker, we may have superdiffusion, subdiffusion or usual diffusion. Additionally, we use the continuous-time random walk framework to compare with the numerical data, finding a good agreement. Because of its simplicity and flexibility, this model can be a candidate to describe real systems governed by power laws probabilities densities.
We generalize the reaction-diffusion model A + B -> 0 in order to study the impact of an excess of A (or B) at the reaction front. We provide an exact solution of the model, which shows that linear response breaks down: the average displacement of the reaction front grows as the square-root of the imbalance. We argue that this model provides a highly simplified but generic framework to understand the square-root impact of large orders in financial markets.
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