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The planar-diagrammatic technique of large-$N$ random matrices is extended to evaluate averages over the circular ensemble of unitary matrices. It is then applied to study transport through a disordered metallic ``grain'', attached through…

Condensed Matter · Physics 2009-10-28 N. Argaman , A. Zee

The anomalous mean square fluctuations are shown to arise naturally from the ordinary diffusion equation interpreted scale invariantly in a formalism endowing real numbers with a nonarchimedean multiplicative structure. A variable $t$…

Classical Analysis and ODEs · Mathematics 2010-08-16 Dhurjati Prasad Datta , Santanu Raut , Anuja Roy Chaudhuri

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

From the spread of pollutants in the atmosphere to the transmission of nutrients across cell membranes, anomalous diffusion processes are ubiquitous in natural systems. The ability to understand and control the mechanisms guiding such…

Statistical Mechanics · Physics 2021-01-04 E G Kostadinova , J L Padgett , C D Liaw , L S Matthews , T W Hyde

Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…

Statistical Mechanics · Physics 2025-11-14 Alvaro Lanza , Xiang Qu , Stefano Bo

Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…

Statistical Mechanics · Physics 2015-06-19 Mykyta V. Chubynsky , Gary W. Slater

We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact…

Statistical Mechanics · Physics 2015-06-03 Lauren A. Ball , Alfred C. K. Farris , Stefan Boettcher

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…

Populations and Evolution · Quantitative Biology 2025-04-10 Sara Bernardi , Paolo Begnamino , Marco Pizzi , Lamberto Rondoni

Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Grzegorz Sikora

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

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

Pattern formation in the classical and fractional Schnakenberg equations is studied to understand the nonlocal effects of anomalous diffusion. Starting with linear stability analysis, we find that if the activator and inhibitor have the…

Pattern Formation and Solitons · Physics 2021-06-21 Hatim Khudhair , Yanzhi Zhang , Nobuyuki Fukawa

The translocation dynamics of a polymer chain through a nanopore in the absence of an external driving force is analyzed by means of scaling arguments, fractional calculus, and computer simulations. The problem at hand is mapped on a one…

Soft Condensed Matter · Physics 2007-07-29 J. L. A. Dubbeldam , A. Milchev , V. G. Rostiashvili , T. A. Vilgis

The phenomenon of intermittency has been widely discussed in physics literature. This paper provides a model of intermittency based on L\'evy driven Ornstein-Uhlenbeck (OU) type processes. Discrete superpositions of these processes can be…

Probability · Mathematics 2016-10-12 Danijel Grahovac , Nikolai N. Leonenko , Alla Sikorskii , Irena Tešnjak

The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…

Statistical Mechanics · Physics 2023-08-14 Cecile Monthus

Energy transport in one-dimensional chains of particles with three conservation laws is generically anomalous and belongs to the Kardar-Parisi-Zhang dynamical universality class. Surprisingly, some examples where an apparent normal heat…

Statistical Mechanics · Physics 2020-09-16 Stefano Lepri , Roberto Livi , Antonio Politi

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

Statistical Mechanics · Physics 2014-05-08 Chai Hok Eab , S. C. Lim

A microscopic statistical model of a quantum solid is developed, where inside a crystalline lattice there can exist regions of disorder, such as dislocation networks or grain boundaries. The cores of these regions of disorder are allowed…

Statistical Mechanics · Physics 2023-01-04 V. I. Yukalov , E. P. Yukalova