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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

Fractional Brownian motion with a reflecting wall

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Autor(es):
Wada, Alexander H. O. [1, 2] ; Vojta, Thomas [1, 3]
Número total de Autores: 2
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
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