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We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…

Statistical Mechanics · Physics 2015-05-27 H. V. Ribeiro , E. K. Lenzi , R. S. Mendes , P. A. Santoro

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté

We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…

Statistical Mechanics · Physics 2015-03-17 Markus Spanner , Felix Höfling , Gerd Schröder-Turk , Klaus Mecke , Thomas Franosch

Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…

Statistical Mechanics · Physics 2010-05-04 Nickolay Korabel , Eli Barkai

Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…

Populations and Evolution · Quantitative Biology 2025-08-14 Ohad Vilk , Motti Charter , Sivan Toledo , Eli Barkai , Ran Nathan

We consider the random walk of a particle in a two-dimensional self-affine random potential of Hurst exponent $H=1/2$ in the presence of an external force $F$. We present numerical results on the statistics of first-passage times that…

Disordered Systems and Neural Networks · Physics 2010-08-31 Cecile Monthus , Thomas Garel

This paper proposes a simple model of anomalous diffusion, in which a particle moves with the velocity field induced by a single "dipole" (a doublet or a pair of source and sink), whose moment is modulated randomly at each time step. A…

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions we have suggested the time-averaged mean squared displacement (MSD) $\bar{\delta^2 (\tau)}_\tau$ with a integral…

Statistical Mechanics · Physics 2015-06-11 Hyun-Joo Kim

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

We consider transport properties of the chaotic (strange) attractor along unfolded trajectories of the dissipative standard map. It is shown that the diffusion process is normal except of the cases when a control parameter is close to some…

Chaotic Dynamics · Physics 2009-11-13 G. M. Zaslavsky , M. Edelman

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

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

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

Statistical Mechanics · Physics 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde