University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Non-Gaussianity and random diffusivity models

Non-Gaussianity and random diffusivity models

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact nobody.

FD2W01 - Deterministic and stochastic fractional differential equations and jump processes

Over the last years a considerable number of systems have been reported in which Brownian yet non-Gaussian dynamics is observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This behaviour has been interpreted as resulting from diffusion in heterogeneous environments and mathematically described through the introduction of a variable, stochastic diffusion coefficient. In this talk I will present a general overview on random diffusivity processes, with the main goal of showing how the linear scaling of the mean squared displacement can be reconciled with a non-Gaussian probability density function. This talk is based on a series of joint publications with Ralf Metzler, Gianni Pagnini, Aleksei Chechkin and Falvio Seno. 

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2022 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity