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We construct both normal and anomalous deterministic biased diffusions to obtain the Einstein relation for their time-averaged transport coefficients. We find that the difference of the generalized Lyapunov exponent between biased and…

Statistical Mechanics · Physics 2013-05-30 Takuma Akimoto

Chemical master equation plays an important role to describe the time evolution of homogeneous chemical system. In addition to the reaction process, it is also accompanied by physical diffusion of the reactants in complex system that is…

Chemical Physics · Physics 2025-03-06 Hong Zhang , Guohua Li

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We study the nature and mechanisms of broken ergodicity (BE) in specific random walk models corresponding to diffusion on random potential surfaces, in both one and high dimension. Using both rigorous results and nonrigorous methods, we…

adap-org · Physics 2008-02-03 D. L. Stein , C. M. Newman

We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…

Probability · Mathematics 2016-01-18 Constantinos Kardaras , Scott Robertson

The statistical distribution for the case of an adiabatically isolated body was obtained in the framework of covariant quantum theory and Wick's rotation in the complex time plane. The covariant formulation of the mechanics of an isolated…

Statistical Mechanics · Physics 2022-05-17 Natalia Gorobey , Alexander Lukyanenko , A. V. Goltsev

Ergodicity breaking and aging effects are fundamental challenges in out-of-equilibrium systems. Various mechanisms have been proposed to understand the non-ergodic and aging phenomena, possibly related to observations in systems ranging…

Disordered Systems and Neural Networks · Physics 2025-04-18 Chunyan Li , Qingyang Feng , Tianjie Zhou , Haiwen Liu , X. C. Xie

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra

An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…

We study the long-term average evolution of the random ensemble along integrable Hamiltonian systems with time $T$-periodic transitions. More precisely, for any observable $G$, it is demonstrated that the ensemble under $G$ in long time…

Dynamical Systems · Mathematics 2023-11-27 Xinyu Liu , Yong Li

In this expository note, we study several families of periodic graphs which satisfy a sufficient condition for the ergodicity of the associated continuous-time quantum walk. For these graphs, we compute the limiting distribution of the walk…

Mathematical Physics · Physics 2025-03-12 Anne Boutet de Monvel , Kiran Kumar A. S. , Mostafa Sabri

We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…

Numerical Analysis · Mathematics 2022-04-22 David Aristoff

This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…

Probability · Mathematics 2007-05-23 Andras Telcs

The foundations of the Boltzmann-Gibbs (BG) distributions for describing equilibrium statistical mechanics of systems are examined. Broadly, they fall into: (i) probabilistic paaroaches based on the principle of equal a priori probability…

Statistical Mechanics · Physics 2009-11-10 A. K. Rajagopal , Sumiyoshi Abe

Many dynamical processes on real world networks display complex temporal patterns as, for instance, a fat-tailed distribution of inter-events times, leading to heterogeneous waiting times between events. In this work, we focus on…

Physics and Society · Physics 2016-05-25 Sarah De Nigris , Anthony Hastir , Renaud Lambiotte

Consider a piecewise smooth expanding map of the interval possessing several invariant subintervals and the same number of ergodic absolutely continuous invariant probability measures (ACIMs). After this system is perturbed to make the…

Dynamical Systems · Mathematics 2010-11-25 Dmitry Dolgopyat , Paul Wright

The time-integrated intensity transmitted by a laser driven resonator obeys L\'evy's arcsine laws [Ramesh \textit{et al.}, Phys. Rev. Lett. \textit{in press} (2024)]. Here we demonstrate the implications of these laws for optical sensing.…

Optics · Physics 2024-02-19 V. G. Ramesh , S. R. K. Rodriguez

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We study a particle immersed in a heat bath, in the presence of an external force which decays at least as rapidly as $1/x$, for example a particle interacting with a surface through a Lennard-Jones or a logarithmic potential. As time…

Statistical Mechanics · Physics 2019-01-09 Erez Aghion , David A. Kessler , Eli Barkai