
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. While the mean-square displacement of the particle shows the expected anomalous diffusion behavior $\langle x^2 \rangle \sim t^��$, the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case, $��> 1$, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion, $��< 1$, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular for applications that are dominated by rare events.
6 pages, 6 figures. Final version as published
Statistical Mechanics (cond-mat.stat-mech), FOS: Physical sciences, Condensed Matter - Statistical Mechanics
Statistical Mechanics (cond-mat.stat-mech), FOS: Physical sciences, Condensed Matter - Statistical Mechanics
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