scholarly journals ANOMALOUS DIFFUSION PROCESSES: STOCHASTIC MODELS AND THEIR PROPERTIES

2020 ◽  
Vol 101 (3) ◽  
pp. 514-517
Author(s):  
SEAN CARNAFFAN
2002 ◽  
Vol 02 (04) ◽  
pp. L273-L278 ◽  
Author(s):  
DMITRII KHARCHENKO

We consider the stochastic system with an anomalous diffusion. According to the obtained relations between characteristics of diffusion processes the special class of models which exhibit the anomalous behaviour is considered. It was shown that indexes of super- and subdiffusion are related to the Hürst exponent which defines the properties of the phase space inherent to the proposed model of stochastic system.


Mathematics ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 155
Author(s):  
Antonio Barrera ◽  
Patricia Román-Román ◽  
Francisco Torres-Ruiz

Stochastic models based on deterministic ones play an important role in the description of growth phenomena. In particular, models showing oscillatory behavior are suitable for modeling phenomena in several application areas, among which the field of biomedicine stands out. The oscillabolastic growth curve is an example of such oscillatory models. In this work, two stochastic models based on diffusion processes related to the oscillabolastic curve are proposed. Each of them is the solution of a stochastic differential equation obtained by modifying, in a different way, the original ordinary differential equation giving rise to the curve. After obtaining the distributions of the processes, the problem of estimating the parameters is analyzed by means of the maximum likelihood method. Due to the parametric structure of the processes, the resulting systems of equations are quite complex and require numerical methods for their resolution. The problem of obtaining initial solutions is addressed and a strategy is established for this purpose. Finally, a simulation study is carried out.


2013 ◽  
Vol 15 (6) ◽  
pp. 063034 ◽  
Author(s):  
Mirko Luković ◽  
Theo Geisel ◽  
Stephan Eule

2016 ◽  
Vol 172 ◽  
pp. 207-210 ◽  
Author(s):  
V.V. Sagaradze ◽  
V.A. Shabashov ◽  
N.V. Kataeva ◽  
K.A. Kozlov ◽  
A.R. Kuznetsov ◽  
...  

Author(s):  
Gorka Muñoz-Gil ◽  
Guillem Guigo i Corominas ◽  
Maciej Lewenstein

Abstract The characterization of diffusion processes is a keystone in our understanding of a variety of physical phenomena. Many of these deviate from Brownian motion, giving rise to anomalous diffusion. Various theoretical models exists nowadays to describe such processes, but their application to experimental setups is often challenging, due to the stochastic nature of the phenomena and the difficulty to harness reliable data. The latter often consists on short and noisy trajectories, which are hard to characterize with usual statistical approaches. In recent years, we have witnessed an impressive effort to bridge theory and experiments by means of supervised machine learning techniques, with astonishing results. In this work, we explore the use of unsupervised methods in anomalous diffusion data. We show that the main diffusion characteristics can be learnt without the need of any labelling of the data. We use such method to discriminate between anomalous diffusion models and extract their physical parameters. Moreover, we explore the feasibility of finding novel types of diffusion, in this case represented by compositions of existing diffusion models. At last, we showcase the use of the method in experimental data and demonstrate its advantages for cases where supervised learning is not applicable.


2014 ◽  
Vol 16 (44) ◽  
pp. 24128-24164 ◽  
Author(s):  
Ralf Metzler ◽  
Jae-Hyung Jeon ◽  
Andrey G. Cherstvy ◽  
Eli Barkai

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.


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