Fractional Brownian motion with a reflecting wall.
Phys Rev E
; 97(2-1): 020102, 2018 Feb.
Article
en En
| MEDLINE
| ID: mdl-29548098
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 ãx^{2}ãâ¼t^{α}, 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 α>1, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion α<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.
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1
Banco de datos:
MEDLINE
Tipo de estudio:
Prognostic_studies
Idioma:
En
Revista:
Phys Rev E
Año:
2018
Tipo del documento:
Article
País de afiliación:
Estados Unidos