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A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
We study the dynamics of the contact-process, one of the simplest nonequilibrium stochastic processes, taking place on a scale-free network. We consider the network topology as annealed, i.e. all links are rewired at each microscopic time…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
The dynamics of steps on crystal surfaces is considered. In general, the meandering of the steps obeys a subdiffusive behaviour. The characteristic asymptotic time laws depend on the microscopic mechanism for detachment and attachment of…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
We study the stochastic dynamics of a symmetric self-chemotactic particle and determine the long-time behavior of its mean squared displacement (MSD). The attractive or repulsive interaction of the particle with the chemical field that it…
Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…
The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through…
In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…
Using molecular dynamics simulations we investigate the translational dynamics of particles with dipolar interactions in homogenous external fields. For a broad range of concentrations, we find that the anisotropic, yet normal diffusive…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We used various analytical and numerical techniques to elucidate signal propagation in a small enzymatic cascade which is subjected to external and internal noise. The nonlinear character of catalytic reactions, which underlie protein…
Polydimethylsiloxane (PDMS) is a glassy polymer widely used in biomedical engineering, namely in microfluidics applications. However, PDMS is known to interact with hydrophobic chemicals. This interaction is exacerbated at the scale of…
It is commonly believed that quantum isolated systems satisfying the eigenstate thermalization hypothesis (ETH) are diffusive. We show that this assumption is too restrictive, since there are systems that are asymptotically in a thermal…
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context…