Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Generalized Langevin equations and fractional dynamics

2016/22/M/ST1/00233

Keywords:

Langevin equation fractional dynamics subdiffusion superdiffusion stochastic modeling time series statistical identification fractional noise

Descriptors:

  • ST1_18: Control theory and optimisation
  • ST1_13: Probability and statistics
  • ST3_17: Other related subjects

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Politechnika Wrocławska, Wydział Matematyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Marcin Magdziarz 

Number of co-investigators in the project: 3

Call: HARMONIA 8 - announced on 2016-06-15

Amount awarded: 185 640 PLN

Project start date (Y-m-d): 2017-04-20

Project end date (Y-m-d): 2019-04-19

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (6)
  1. Codifference can detect ergodicity breaking and non-Gaussianity
    Authors:
    Jakub Ślęzak, Ralf Metzler, Marcin Magdziarz
    Academic press:
    New Journal of Physics (rok: 2019, tom: 21, strony: 53008), Wydawca: IOP Publishing
    Status:
    Published
    DOI:
    10.1088/1367-2630/ab13f3 - link to the publication
  2. Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
    Authors:
    Jakub Ślęzak, Ralf Metzler, Marcin Magdziarz
    Academic press:
    New Journal of Physics (rok: 2018, tom: 20, strony: 23026), Wydawca: IOP Publishing
    Status:
    Published
    DOI:
    10.1088/1367-2630/aaa3d4 - link to the publication
  3. Stochastic modeling of Levy-like human eye movements
    Authors:
    Marcin Magdziarz, Piotr Błażejczyk
    Academic press:
    Applied Mathematics and Computation (rok: 2019, tom: ., strony: .), Wydawca: ELSEVIER SCIENCE
    Status:
    Submitted
    DOI:
    brak - link to the publication
  4. Lamperti transformation of scaled Brownian motion and related Langevin equations
    Authors:
    Marcin Magdziarz
    Academic press:
    Communications in Nonlinear Science and Numerical Simulation (rok: 2020, tom: 83, strony: 105077), Wydawca: ELSEVIER SCIENCE
    Status:
    Published
    DOI:
    10.1016/j.cnsns.2019.105077 - link to the publication
  5. Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems
    Authors:
    Jakub Ślęzak, Krzysztof Burnecki. Ralf Metzler
    Academic press:
    New Journal of Physics (rok: 2019, tom: 21, strony: 73056), Wydawca: IOP Publishing
    Status:
    Published
    DOI:
    10.1088/1367-2630/ab3366 - link to the publication
  6. Limit properties of Levy walks
    Authors:
    Marcin Magdziarz, Tomasz Zorawik
    Academic press:
    Chaos (rok: 2020, tom: ., strony: .), Wydawca: AMERICAN INST. PHYSICS
    Status:
    Submitted
    DOI:
    brak - link to the publication

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