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20082023
most citedErgodic Properties of Fractional Brownian-Langevin Motion

381 citations · 1k across the 39 of their papers we have counts for

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Showing 2018Show all

10 papers · 1 filter

cond-mat.stat-mech2018★ 16 cited

Langevin dynamics for Lévy walk with memory

Yao Chen, Xudong Wang, Weihua Deng

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive…

math.NA2018★ 4 cited

Central local discontinuous Galerkin method for the space fractional diffusion equation

Jing Sun, Daxin Nie, Weihua Deng

This paper provides the semi-discrete scheme by the central local discontinuous Galerkin method for space fractional diffusion equation on two sets of overlapping cells, and then w…

cond-mat.stat-mech2018★ 35 cited

Renewal theory with fat tailed distributed sojourn times: typical versus rare

Wanli Wang, Johannes H. P. Schulz, Weihua Deng +1

Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have b…

cond-mat.stat-mech2018★ 33 cited

Lévy-walk-like Langevin dynamics

Xudong Wang, Yao Chen, Weihua Deng

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes…

cond-mat.stat-mech2018★ 27 cited

Tempered fractional Langevin-Brownian motion with inverse -stable subordinator

Yao Chen, Xudong Wang, Weihua Deng

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. T…

cond-mat.stat-mech2018★ 20 cited

Feynman-Kac equation revisited

Xudong Wang, Yao Chen, Weihua Deng

Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW)…

math.AP2018★ 21 cited

Nonlocal Diffusion Operators for Normal and Anomalous Dynamics

Weihua Deng, Xudong Wang, Pingwen Zhang

The Laplacian is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian serves as the i…

math.NA2018★ 1 cited

Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion

Xing Liu, Weihua Deng

In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion.…

cond-mat.soft2018★ 2 cited

Phase Transition Dynamics and Stochastic Resonance in Topologically Confined Nematic Liquid Crystals

Yucheng Hu, Liu Hong, Weihua Deng

Topological defects resulted from boundary constraints in confined liquid crystals have attracted extensive research interests. In this paper, we use numerical simulation to study…

cond-mat.stat-mech2018★ 13 cited

Resonant behavior of the generalized Langevin system with tempered Mittag-Leffler memory kernel

Yao Chen, Xudong Wang, Weihua Deng

The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signal with informat…