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Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

Statistical Mechanics · Physics 2020-02-26 Sarwar Hussain , Amir Haji-Akbari

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We consider the single-file dynamics of $N$ identical random walkers moving with diffusivity $D$ in one dimension (walkers bounce off each other when attempting to overtake). Additionally, we require that the separation between neighboring…

Statistical Mechanics · Physics 2025-07-03 Santos Bravo Yuste , A. Baumgaertner , E. Abad

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…

Statistical Mechanics · Physics 2026-02-18 Denis S. Grebenkov , Ralf Metzler , Gleb Oshanin

A heterogeneous continuous time random walk is an analytical formalism for studying and modeling diffusion processes in heterogeneous structures on microscopic and macroscopic scales. In this paper we study both analytically and numerically…

Statistical Mechanics · Physics 2019-11-05 Liubov Tupikina , Denis S. Grebenkov

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not constant on the time scale of the average…

Statistical Mechanics · Physics 2018-06-13 Martin Falcke , V. Nicolai Friedhoff

We investigate simple one-dimensional driven diffusive systems with open boundaries. We are interested in the average on-site residence time defined as the time a particle spends on a given site before moving on to the next site. Using…

Biological Physics · Physics 2016-01-20 Joris J. B. Messelink , Robbie Rens , Mahsa Vahabi , Fred C. MacKintosh , Abhinav Sharma

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

Statistical Mechanics · Physics 2019-05-22 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We analyse the long-lasting effects of initial conditions on fluctuations in one-dimensional diffusive systems. We consider both the fluctuations of current for non-interacting diffusive particles starting from a step-like initial density…

Statistical Mechanics · Physics 2022-12-09 Tirthankar Banerjee , Robert L. Jack , Michael E. Cates

We investigate how confinement may drastically change both the probability density of the first-encounter time and the related survival probability in the case of two diffusing particles. To obtain analytical insights into this problem, we…

Statistical Mechanics · Physics 2020-09-16 F. Le Vot , S. B. Yuste , E. Abad , D. S. Grebenkov

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…

Statistical Mechanics · Physics 2025-02-03 Arup Biswas , Stephy Jose , Arnab Pal , Kabir Ramola

In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder…

Statistical Mechanics · Physics 2020-07-21 Stanislav Burov

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…

Statistical Mechanics · Physics 2009-10-31 R. K. P. Zia , Z. Toroczkai
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