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 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...

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...

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...