Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources

Details Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources

2006-02-17

arxiv.org/abs/cond-mat/0602426v1

Phys. Rev. E 73 036120 (2006)

Physics

Condensed Matter

Statistical Mechanics

15 pages

Scientific paper

10.1103/PhysRevE.73.036120

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact probability distribution function for the particle positions, calculate its moments and find their corresponding long-time, asymptotic behaviors. The generally anomalous diffusive regimes of the particles are classified, and their dependence on the friction coefficient and the characteristics of the noises is analyzed in detail. The asymptotic predictions are confirmed by exact solutions for two examples.

Affiliated with

Also associated with

No associations

Rating

Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Anomalous diffusion for overdamped particles driven by cross-correlated white noise sources will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-470953