7 papers
Poisson-shot-noise hybrid machines: efficiency and quasistatic divergence
Rita Majumdar, Costantino Di Bello, Ralf Metzler +2
We study stochastic models of a microscopic active heat engine, comprised of an overdamped Brownian particle trapped in a harmonic potential, and in simultaneous contact with therm…
Genuine and spurious (non-)ergodicity in single particle tracking
Wei Wang, Qing Wei, Igor M. Sokolov +2
In single-particle tracking experiments measuring anomalous diffusion dynamics, understanding ergodicity is crucial, as it ensures that the time average of an observable matches th…
An Extended Model of Non-Integer-Dimensional Space for Anisotropic Solids with q-Deformed Derivatives
José Weberszpil, Ralf Metzler
We propose a non-integer-dimensional spatial model for anisotropic solids by incorporating a q-deformed derivative operator, inspired by the Tsallis nonadditive entropy framework.…
Fractional Brownian motion with mean-density interaction: a myopic self-avoiding fractional stochastic process
Jonathan House, Rashad Bakhshizada, Skirmantas Janušonis +2
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigat…
Different behaviors of diffusing diffusivity dynamics based on three different definitions of fractional Brownian motion
Wei Wang, Aleksei V. Chechkin, Ralf Metzler
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Browni…
Paradoxical non-Gaussian behavior in fractional Laplace motion with drift
Wei Wang, Yingjie Liang, Aleksei V. Chechkin +1
We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composi…