一个超扩散的分数布朗运动的离散空间和时间模拟
Enzo Marinari1,2, Gleb Oshanin3
1Dipartimento di Fisica, Sapienza Università di Roma, P.le A. Moro 2, I-00185 Roma, Italy.
Chaos (Woodbury, N.Y.)
|June 17, 2025
概括
研究人员开发了超扩散分数布朗运动 (fBm) 的格子和整数时间版本的算法. 这种非马科夫过程表现出权力定律记忆,这对于理解复杂系统至关重要.
科学领域:
- 物理 物理学 物理
- 随机过程 随机过程
- 计算科学 计算科学
背景情况:
- 分数布朗运动 (fBm) 是一个非马科维安高斯斯随机过程.
- 它的特点在于其时间演变中的远程电力规律记忆.
- 在各种物理系统中存在实验相关性.
研究的目的:
- 构建超扩散fBm的离散 (格子和整数时间) 版本.
- 通过数值模拟验证拟议的算法.
- 为了澄清亚扩散和超扩散fBm之间的差异.
主要方法:
- 开发两个用于离散fBm构建的新算法.
- 广泛的数值模拟来验证算法.
- 协变函数和个体轨迹行为的分析.
主要成果:
- 成功构建了一个超扩散fBm的格子和整数时间模拟.
- 经过验证的算法证实了格子随机步行模仿超扩散的fBm属性.
- 在亚扩散和超扩散fBm之间展示了明显的差异.
结论:
- 拟议的算法可靠地在网格上生成超扩散的fBm.
- 这项工作为具有内存的超扩散过程提供了一个计算可处理的模型.
- 对亚扩散fBm的离散模拟仍然是一个开放的研究挑战.
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