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.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are differe
Protein conformational fluctuations are highly complex and exhibit long-term correlations. Here, molecular dynamics simulations of small proteins demonstrate that these conformational fluctuations directly affect the proteins instantaneous diffusivit
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 stochastic di
By considering three different spin models belonging to the generalized voter class for ordering dynamics in two dimensions [I. Dornic, textit{et al.} Phys. Rev. Lett. textbf{87}, 045701 (2001)], we show that they behave differently from the linear v
We study the universal thermodynamic properties of systems consisting of many coupled oscillators operating in the vicinity of a homogeneous oscillating instability. In the thermodynamic limit, the Hopf bifurcation is a dynamic critical point far fro
We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $pi^{-1}ln(t)$ in the long-time limit. We present theoretical and numerical evidence