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We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

Statistical Mechanics · Physics 2015-05-14 Vincent Tejedor , Ralf Metzler

The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…

Data Analysis, Statistics and Probability · Physics 2019-01-02 Yann Lanoiselée , Denis S. Grebenkov , Grzegorz Sikora , Aleksandra Grzesiek , Agnieszka Wyłomańska

We investigate the long-term diffusion transport and chaos properties of single and coupled standard maps. We consider model parameters that are known to induce anomalous diffusion in the maps' phase spaces, as opposed to normal diffusion…

Chaotic Dynamics · Physics 2021-12-02 Henok Tenaw Moges , Thanos Manos , Charalampos Skokos

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

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…

Astrophysics · Physics 2011-05-23 B. R. Ragot , J. G. Kirk

We briefly review some aspects of the anomalous diffusion, and its relevance in reactive systems. In particular we consider {\it strong anomalous} diffusion characterized by the moment behaviour $\langle x(t)^q \rangle \sim t^{q \nu(q)}$,…

Statistical Mechanics · Physics 2016-09-06 Fabio Cecconi , Davide Vergni , Angelo Vulpiani

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

Multivariate time-series anomaly detection, which is critical for identifying unexpected events, has been explored in the field of machine learning for several decades. However, directly applying these methods to data from forceful tool use…

Robotics · Computer Science 2025-09-19 Yating Lin , Zixuan Huang , Fan Yang , Dmitry Berenson

We investigate the occurrence of anomalous diffusive transport associated with acoustic wave fields propagating through highly-scattering periodic media. Previous studies had correlated the occurrence of anomalous diffusion to either the…

Disordered Systems and Neural Networks · Physics 2019-03-27 Salvatore Buonocore , Mihir Sen , Fabio Semperlotti

We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…

Soft Condensed Matter · Physics 2022-07-20 Le Qiao , Nicholas Ilow , Maxime Ignacio , Gary W. Slater

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

Statistical Mechanics · Physics 2020-04-15 Xudong Wang , Yao Chen , Weihua Deng

We explore the nature of anomalous diffusion of wave packets in disorder-free incommensurate multi-walled carbon nanotubes. The spectrum-averaged diffusion exponent is obtained by calculating the multifractal dimension of the energy…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Shidong Wang , Milena Grifoni , Stephan Roche

Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , H. Rieger

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…

Soft Condensed Matter · Physics 2015-05-19 Jelena Jordanovic , Sabine H. L. Klapp

The deviation from pure Brownian motion generally referred to as anomalous diffusion has received large attention in the scientific literature to describe many physical scenarios. Several methods, based on classical statistics and machine…

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

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

Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent…

Analysis of PDEs · Mathematics 2025-09-05 Scott Armstrong , Vlad Vicol
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