Advanced search
Start date
Betweenand
(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Fractional Brownian motion with a reflecting wall

Full text
Author(s):
Wada, Alexander H. O. [1, 2] ; Vojta, Thomas [1, 3]
Total Authors: 2
Affiliation:
[1] Missouri Univ Sci & Technol, Dept Phys, Rolla, MO 65409 - USA
[2] Univ Sao Paulo, Inst Fis, Rua Matao 1371, BR-05508090 Sao Paulo, SP - Brazil
[3] Univ Calif Santa Barbara, Kavli Inst Theoret Phys, Santa Barbara, CA 93106 - USA
Total Affiliations: 3
Document type: Journal article
Source: Physical Review E; v. 97, n. 2 FEB 13 2018.
Web of Science Citations: 7
Abstract

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. Whereas the mean-square displacement of the particle shows the expected anomalous diffusion behavior < x(2)> similar to t(alpha), the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case alpha > 1, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion alpha < 1, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular, for applications that are dominated by rare events. (AU)

FAPESP's process: 17/08631-0 - Nonequilibrium phase transitions in the presence of temporal disorder
Grantee:Alexander Hideki Oniwa Wada
Support type: Scholarships abroad - Research Internship - Doctorate