We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a nontrivial stationary state. We discuss the results and...

Kinematics of stochastic mechanics is used to study diffusion problems at a more general level, without forcing a link to Newtonian mechanics. Stochastic velocities are taken from Nelson's kinematics to study nonlinear random systems. Random effects are systematically separated from the...

The diffusive kinetics in a symmetric double well with a high barrier fluctuating randomly in time is investigated by means of the corresponding Fokker–Planck equation. In the Smoluchowski limit explicit solutions for the equilibrium and the relaxation eigenfunctions are given. Moreover, the...

The influence of the periodic potential structure on the diffusion mechanism of a Brownian particle is studied using the Fokker–Planck equation. The equation is solved numerically by the matrix continued fraction method in order to calculate relevant correlation functions. In particular, jump...

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its spectral density proportional to ωδ−1 at low...

We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn...

We analyze in detail how the anomalous drift and diffusion properties of a particle evolving in an aging medium can be interpreted in terms of an effective temperature of the medium. From an experimental point of view, independent measurements of the mean-square displacement and of the mobility...

We built up star-branched polymers, whose morphology is fully determined by diffusion, with p=1,3,6 and 12 branches with a total of 30,000 monomer units. We investigated their structural properties by calculating the monomer–monomer correlation functions. A detailed finite size scaling...

Recent research aiming at the distinction between deterministic or stochastic behavior in observational time series has looked into the properties of the “ordinal patterns” [C. Bandt, B. Pompe, Phys. Rev. Lett. 88 (2002) 174102]. In particular, new insight has been obtained considering the...

We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient proportional to |ω|δ−1 at small frequencies, with...