Fractional diffusion in periodic potentials

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two quadratures. This theoretical result is corroborated by numerical simulations for different shapes of the periodic potential. Normal and fractional spreading processes are contrasted via their time evolution of the corresponding probability densities in state space. While there are distinct differences occurring at small evolution times, a re-scaling of time yields a mutual matching between the long-time behaviors of normal and fractional diffusion

Relaxation in statistical many-agent economy models

We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the relaxation process depends on the parameters of the system, in particular on the saving propensities that define and diversify the agent profiles.Comment: Revised final version. 6 pages, 5 figure

Fractional Fokker-Planck dynamics: Numerical algorithm and simulations

Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying CTRW. An efficient numerical algorithm is developed which is applicable for an arbitrary potential. This algorithm is then applied to investigate the fractional current and the corresponding nonlinear mobility in different washboard potentials. Normal and fractional diffusion are compared through their time evolution of the probability density in state space. Moreover, we discuss the stationary probability density of the fractional current values.Comment: 10 pages, 9 figure

Basic kinetic wealth-exchange models: common features and open problems

We review the basic kinetic wealth-exchange models of Angle [J. Angle, Social Forces 65 (1986) 293; J. Math. Sociol. 26 (2002) 217], Bennati [E. Bennati, Rivista Internazionale di Scienze Economiche e Commerciali 35 (1988) 735], Chakraborti and Chakrabarti [A. Chakraborti, B. K. Chakrabarti, Eur. Phys. J. B 17 (2000) 167], and of Dragulescu and Yakovenko [A. Dragulescu, V. M. Yakovenko, Eur. Phys. J. B 17 (2000) 723]. Analytical fitting forms for the equilibrium wealth distributions are proposed. The influence of heterogeneity is investigated, the appearance of the fat tail in the wealth distribution and the relaxation to equilibrium are discussed. A unified reformulation of the models considered is suggested.Comment: Updated version; 9 pages, 5 figures, 2 table

Corrections to Einstein's relation for Brownian motion in a tilted periodic potential

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary tilts. Furthermore, we obtain power series expansions for the velocity and the diffusion coefficient as functions of the external forcing. Thus, we provide systematic corrections to Einstein's formula and to linear response theory. Our theoretical results are supported by extensive numerical simulations. For our numerical experiments we use a novel spectral numerical method that leads to a very efficient and accurate calculation of the effective velocity and the effective diffusion tensor.Comment: 29 pages, 7 figures, submitted to the Journal of Statistical Physic

Anomalous Behavior of the Diffusion Coefficient in Interacting Adsorbates

Langevin simulations provide an effective way to study collective effects of Brownian particles immersed in a two-dimensional periodic potential. In this paper, we concentrate essentially on the behaviour of the tracer (DTr) and bulk (DB) diffusion coefficients as function of friction. Our simulations show that in the high friction limit, the two physical quantities DTr and DB present qualitatively the same behaviour, for both coupled and decoupled substrate potentials. However, for the low friction regime, and especially for the coupled potential case, an anomalous diffusion behaviour is found. We also found that in the case of weak dynamical coupling between the ad-particles and the substrate, the exponents are not universal and rather depend on the potentials. Moreover, changes in the inter-particle potentials may reverse the behaviour to a normal one

Weakly non-ergodic Statistical Physics

We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum dots and the sub-diffusive continuous time random walk model. When the fluctuations become normal we recover usual ergodic statistical mechanics. Examples of a particle undergoing fractional dynamics in a binding force field are worked out in detail. We briefly discuss possible physical applications in single particle experiments