| Full text | |
| Author(s): |
Wada, Alexander H. O.
;
Vojta, Thomas
Total Authors: 2
|
| Document type: | Journal article |
| Source: | PHYSICAL REVIEW E; v. 97, n. 2, p. 5-pg., 2018-02-13. |
| 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 Opportunities: | Scholarships abroad - Research Internship - Doctorate |