Modeling stochastic Langevin dynamics in fractal dimensions

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12310%2F25%3A43910088" target="_blank" >RIV/60076658:12310/25:43910088 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.sciencedirect.com/science/article/pii/S0378437125002225?pes=vor&utm_source=clarivate&getft_integrator=clarivate" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0378437125002225?pes=vor&utm_source=clarivate&getft_integrator=clarivate</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.physa.2025.130570" target="_blank" >10.1016/j.physa.2025.130570</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Modeling stochastic Langevin dynamics in fractal dimensions

Popis výsledku v původním jazyce

The Langevin equation is a Newtonian equation describing the evolution of a dynamical system when subjected to a combination of deterministic and fluctuating or random forces. It is one of best-known stochastic differential equations in statistical physics and kinetic theory describing the motion of a complex dynamical system of particles perturbed by some white noise. This equation is usually used based on the assumption that the location of the particle at a moment depends only on its preceding location and not on that of long time before. Its solution is of Markov property that expresses a loss-memory evolution of the system. In this study, a fractal Langevin equation is proposed to study the random walks of particles exhibiting strange displacements driven by Gaussian white noise and memory kernel. Two different models have been introduced: local and nonlocal kernels. The first model is suitable to describe subdiffusion, whereas the second model, the dynamics exhibit random oscillations that show considerable fluctuations in frequency and amplitude. Our models show that the stochastic oscillation arises from a fractal random walk process, and prove the relevance of fractals in stochastic anomalous random walk processes. Additional features have been discussed. Pacs classification: 05.40.Fb;

Název v anglickém jazyce

Modeling stochastic Langevin dynamics in fractal dimensions

Popis výsledku anglicky

The Langevin equation is a Newtonian equation describing the evolution of a dynamical system when subjected to a combination of deterministic and fluctuating or random forces. It is one of best-known stochastic differential equations in statistical physics and kinetic theory describing the motion of a complex dynamical system of particles perturbed by some white noise. This equation is usually used based on the assumption that the location of the particle at a moment depends only on its preceding location and not on that of long time before. Its solution is of Markov property that expresses a loss-memory evolution of the system. In this study, a fractal Langevin equation is proposed to study the random walks of particles exhibiting strange displacements driven by Gaussian white noise and memory kernel. Two different models have been introduced: local and nonlocal kernels. The first model is suitable to describe subdiffusion, whereas the second model, the dynamics exhibit random oscillations that show considerable fluctuations in frequency and amplitude. Our models show that the stochastic oscillation arises from a fractal random walk process, and prove the relevance of fractals in stochastic anomalous random walk processes. Additional features have been discussed. Pacs classification: 05.40.Fb;

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

—

Návaznosti

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2025

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Physica A: Statistical Mechanics and its Applications

ISSN

0378-4371

e-ISSN

1873-2119

Svazek periodika

667

Číslo periodika v rámci svazku

JUN 1 2025

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

25

Strana od-do

nestránkováno

Kód UT WoS článku

001462291000001

EID výsledku v databázi Scopus

2-s2.0-105001587367