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Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

Statistical Mechanics · Physics 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

L\'evy flights constitute a broad class of random walks that occur in many fields of research, from animal foraging in biology, to economy to geophysics. The recent advent of L\'evy glasses allows to study L\'evy flights in controlled way…

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

Statistical Mechanics · Physics 2020-07-01 Pengbo Xu , Tian Zhou , Ralf Metzler , Weihua Deng

We report experiments on defect-tracking in the state of undulation chaos observed in thermal convection of an inclined fluid layer. We characterize the ensemble of defect trajectories according to their velocities, relative positions,…

Pattern Formation and Solitons · Physics 2007-05-23 Karen E. Daniels , Eberhard Bodenschatz

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…

Statistical Mechanics · Physics 2015-05-13 S. Eule , R. Friedrich

Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those diffusions, the…

Probability · Mathematics 2012-06-05 Mirko D'Ovidio

We study the existence of global weak solutions of a nonlinear transport-diffusion equation with a fractional derivative in the time variable and under some extra hypotheses, we also study some regularity properties for this type of…

Analysis of PDEs · Mathematics 2022-03-25 Diego Chamorro , Miguel Yangari

The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…

Statistical Mechanics · Physics 2009-06-10 Tomasz Srokowski

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

Statistical Mechanics · Physics 2014-08-05 Jacopo Bertolotti

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

Probability · Mathematics 2018-02-15 Suprio Bhar , Rajeev Bhaskaran , Barun Sarkar

This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…

Statistical Mechanics · Physics 2019-05-28 Maike A. F. dos Santos

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

Statistical Mechanics · Physics 2015-06-23 A. P. Riascos , José L. Mateos

We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…

Disordered Systems and Neural Networks · Physics 2013-10-02 Renat T. Sibatov , Vladimir V. Uchaikin

An important open problem in the theory of L\'evy flights concerns the analytically tractable formulation of absorbing boundary conditions. Although numerical studies using the correctly defined nonlocal approach have yielded substantial…

Statistical Mechanics · Physics 2021-01-19 Asem Wardak

Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E…

Statistical Mechanics · Physics 2009-11-10 Aleksei V. Chechkin , Vsevolod Yu. Gonchar , Joseph Klafter , Ralf Metzler , Leonid V. Tanatarov

Using the method of Krylov's estimates, we prove the existence of weak solutions of stochastic differential equations driven by purely discontinuous Levy processes satisfying an additional assumption. The diffusion coefficient is assumed to…

Probability · Mathematics 2007-05-23 V. P. Kurenok

We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…

Statistical Mechanics · Physics 2013-07-18 R. Klages , A. V. Chechkin , P. Dieterich
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