Related papers: Universal fluctuations in subdiffusive transport
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity…
Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…
We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…
We consider the problem of controlling the spatiotemporal probability distribution of a robotic swarm that evolves according to a reflected diffusion process, using the space- and time-dependent drift vector field parameter as the control…
A conditional diffusion model has been developed to analyze intricate conductance fluctuations called universal conductance fluctuations or quantum fingerprints appearing in quantum transport phenomena. The model reconstructs impurity…
The impact of thermal fluctuations on the translocation dynamics of a polymer chain driven through a narrow pore has been investigated theoretically and by means of extensive Molecular-Dynamics (MD) simulation. The theoretical consideration…
Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…
The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
For systems with a mixed phase space we demonstrate that dynamical tunneling universally leads to a fractional power law of the level-spacing distribution P(s) over a wide range of small spacings s. Going beyond Berry-Robnik statistics, we…
We explore the fractional advection-diffusion equation and rare events associated with the ACTRW model. When waiting times have a finite mean but infinite variance, and the displacements follow a narrow distribution, the fractional operator…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…
We derive transport equations for the propagation of water wave action in the presence of a static, spatially random surface drift. Using the Wigner distribution $\W(\x,\k,t)$ to represent the envelope of the wave amplitude at position $\x$…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…
Traditional concepts for flow in porous media assume that the heterogeneous distribution of hydraulic conductivity is the source for the contaminant temporal and spatial heavy tail, a process known as anomalous or non-Fickian transport;…