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L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

Particle based communication using diffusion and advection has emerged as an alternative signaling paradigm recently. While most existing studies assume constant flow conditions, real macro scale environments such as atmospheric winds…

Signal Processing · Electrical Eng. & Systems 2026-01-15 Fatih Merdan , Ozgur B. Akan

Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…

Statistical Mechanics · Physics 2022-06-29 Subhajit Acharya , Biman Bagchi

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non--Gaussian L$\acute{\rm e}$vy flights or to more complicated stochastic processes whose…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Jun-ichi Inoue , Naoya Sazuka

In this paper, we consider a multidimensional ergodic diffusion with jumps driven by a Brownian motion and a Poisson random measure associated with a pure-jump L\'evy process with finite L\'evy measure, whose drift coefficient depends on an…

Probability · Mathematics 2016-09-30 Arturo Kohatsu-Higa , Eulalia Nualart , Ngoc Khue Tran

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

We present a study of the scaling properties of cluster-cluster aggregation with a source of monomers in the stationary state when the spatial transport of particles occurs by Levy flights. We show that the transition from mean-field…

Classical Physics · Physics 2010-05-11 Colm Connaughton , Jamie Harris

The non-equilibrium phase transition in models for epidemic spreading with long-range infections in combination with incubation times is investigated by field-theoretical and numerical methods. Here the spreading process is modelled by…

Statistical Mechanics · Physics 2007-05-23 Julian Adamek , Michael Keller , Arne Senftleben , Haye Hinrichsen

The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the…

Statistical Mechanics · Physics 2011-04-13 Sanjib Sabhapandit

In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…

High Energy Astrophysical Phenomena · Physics 2024-12-25 Sophie Aerdker , Lukas Merten , Frederic Effenberger , Horst Fichtner , Julia Becker Tjus

Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…

Statistical Mechanics · Physics 2015-09-02 Dan S. Bolintineanu , Gary S. Grest , Jeremy B. Lechman , Leonardo E. Silbert

In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…

Probability · Mathematics 2015-02-17 Guodong Pang , Nikola Sandrić

We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…

Probability · Mathematics 2021-05-05 Samuele Stivanello , Gianmarco Bet , Alessandra Bianchi , Marco Lenci , Elena Magnanini

We present theoretical and experimental results of L\'evy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between…

We obtain the first passage time density for a L\'{e}vy flight random process from a subordination scheme. By this method, we infer the asymptotic behavior directly from the Brownian solution and the Sparre Andersen theorem, avoiding…

Statistical Mechanics · Physics 2007-05-23 Igor M. Sokolov , R. Metzler

The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…

Numerical Analysis · Mathematics 2012-01-31 Ting Gao , Jinqiao Duan , Xiaofan Li , Renming Song

Recently, many empirical studies uncovered that animal foraging, migration and human traveling obey Levy flights with an exponent around -2. Inspired by the deluge of H1N1 this year, in this paper, the effects of Levy flights' mobility…

Physics and Society · Physics 2010-02-09 Yanqing Hu , Dan Luo , Xiaoke Xu , Zhangang Han , Zengru Di

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

We consider a one-dimensional random walk (RW) with a continuous and symmetric jump distribution, $f(\eta)$, characterized by a L\'evy index $\mu \in (0,2]$, which includes standard random walks ($\mu=2$) and L\'evy flights ($0<\mu<2$). We…

Statistical Mechanics · Physics 2017-11-22 Satya N. Majumdar , Philippe Mounaix , Gregory Schehr

We compute exactly the full distribution of the number $m$ of local minima in a one-dimensional landscape generated by a random walk or a L\'evy flight. We consider two different ensembles of landscapes, one with a fixed number of steps $N$…

Statistical Mechanics · Physics 2024-11-08 Anupam Kundu , Satya N. Majumdar , Gregory Schehr