7 papers
Universal spectral features of different classes of random diffusivity processes
V. Sposini, D. S. Grebenkov, R. Metzler +2
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous me…
Single-trajectory spectral analysis of scaled Brownian motion
Vittoria Sposini, Ralf Metzler, Gleb Oshanin
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorr…
Random diffusivity from stochastic equations: comparison of two models for Brownian yet non-Gaussian diffusion
V. Sposini, A. V. Chechkin, F. Seno +2
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time…
First passage statistics for diffusing diffusivity
V. Sposini, A. V. Chechkin, R. Metzler
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law yet the d…
Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
Oleksii Yu. Sliusarenko, Silvia Vitali, Vittoria Sposini +4
Complex systems display anomalous diffusion, whose signature is a space/time scaling with in the Probability Density Function (PDF). Anomalous diffusion can…
Langevin equation in complex media and anomalous diffusion
Silvia Vitali, Vittoria Sposini, Oleksii Sliusarenko +3
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anoma…