In a wide range of transport phenomena in complex systems, the mean squared displacement of a particles plume has been often found to follow a non-linear relationship of the kind 〈x2(t)∝tα〉, where α may be greater or smaller than 1: these evidences have been described under the generic...

In the last decade the subordinated processes have become popular and have found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called arithmetic Brownian motion). The first one, so called...

It is well known that Brownian diffusion is characterized by a mean-squared displacement which varies linearly in time, 〈r2〉∼t and that anomalous diffusion, by a mean-square displacement which is nonlinear in time, 〈r2〉∼tα. It is generally accepted that fractional diffusion, which...

We empirically quantify the relation between trading activity—measured by the number of transactions N—and the price change G(t) for a given stock, over a time interval [t,t+Δt]. We relate the time-dependent standard deviation of price changes—volatility—to two microscopic quantities:...

We study the center of mass motion of single endodermal Hydra cells in two kinds of cellular aggregates: endodermal and ectodermal. The mean square displacement displays anomalous super-diffusion with 〈x2〉∼tα where α1. The velocity distribution function is non-Gaussian and fits well the...

Lévy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Lévy processes play an important role in the study of the Generalized Langevin Equation (GLE). The solution to the GLE is proposed using stochastic...

Porous materials such as sedimentary rocks often show a fractal character at certain length scales. Deterministic fractal generators, iterated upto several stages and then repeated periodically, provide a realistic model for such systems. On the fractal, diffusion is anomalous, and obeys the law...

We investigate the solutions of a generalized diffusion equation which extends some known equations such as the fractional diffusion equation and the porous medium equation. We start our study by considering the linear case and the nonlinear case afterward. The linear case is analyzed taking...

We study the resonances of the quantum kicked rotor subjected to an excitation that follows a deterministic time-dependent prescription. For the primary resonances we find an analytical relation between the long-time behavior of the standard deviation and the external kick strength. For the...

We report on decay problem of classical systems. Mesoscopic level consideration is given on the basis of transient dynamics of non-interacting classical particles bounded in billiards. Three distinct decay channels are distinguished through the long-tailed memory effects revealed by temporal...