Lévy-walk-like Langevin dynamics with random parameters
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Publication:6543712
DOI10.1063/5.0174613zbMATH Open1539.60133MaRDI QIDQ6543712
Yao Chen, Mengyan Ge, Xudong Wang
Publication date: 25 May 2024
Published in: Chaos (Search for Journal in Brave)
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Cites Work
- Title not available (Why is that?)
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- Finite-energy Lévy-type motion through heterogeneous ensemble of Brownian particles
- Fractional Brownian motion with random diffusivity: emerging residual nonergodicity below the correlation time
- First Steps in Random Walks
- Superstatistics
- Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions
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