Modelos de análise de dados funcionais por ondaletas: fundamentos e aplicações
- Auxílios pontuais (curta duração)
Texto completo | |
Autor(es): |
Número total de Autores: 2
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Afiliação do(s) autor(es): | [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
Número total de Afiliações: 3
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Tipo de documento: | Artigo Científico |
Fonte: | Physical Review E; v. 97, n. 2 FEB 13 2018. |
Citações Web of Science: | 12 |
Resumo | |
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) | |
Processo FAPESP: | 17/08631-0 - Transições de fase fora do equilíbrio na presença de desordem temporal |
Beneficiário: | Alexander Hideki Oniwa Wada |
Linha de fomento: | Bolsas no Exterior - Estágio de Pesquisa - Doutorado |