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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 2019Show all

8 papers · 1 filter

math.NA2019★ 20 cited

Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

Xing Liu, Weihua Deng

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of…

cond-mat.stat-mech2019★ 16 cited

Strong anomalous diffusion in two-state process with Lévy walk and Brownian motion

Xudong Wang, Yao Chen, Weihua Deng

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents by measur…

cond-mat.stat-mech2019★ 16 cited

Langevin picture of Lévy walk in a constant force field

Yao Chen, Xudong Wang, Weihua Deng

Lévy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the Lévy walk with the exponent of the powe…

cond-mat.stat-mech2019★ 12 cited

Theory of relaxation dynamics for anomalous diffusion processes in harmonic potential

Xudong Wang, Yao Chen, Weihua Deng

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic…

physics.class-ph2019★ 17 cited

Aging two-state process with Lévy walk and Brownian motion

Xudong Wang, Yao Chen, Weihua Deng

With the rich dynamics studies of single-state processes, the two-state processes attract more and more interests of people, since they are widely observed in complex system and ha…

cond-mat.stat-mech2019★ 29 cited

Subdiffusion in an external force field

Yao Chen, Xudong Wang, Weihua Deng

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential,…

cond-mat.stat-mech2019★ 29 cited

Ergodic properties of heterogeneous diffusion processes in a potential well

Xudong Wang, Weihua Deng, Yao Chen

Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity . We investigate the ergodic and non-ergodic behav…

math.PR2019

First exit and Dirichlet problem for the nonisotropic tempered -stable processes

Xing Liu, Weihua Deng

This paper discusses the first exit and Dirichlet problems of the nonisotropic tempered -stable process . The upper bounds of all moments of the first exit position $\left|…