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We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…

Probability · Mathematics 2022-04-19 Alexander Stolyar

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

Diffusion at solid-liquid interfaces is crucial in many technological and biophysical processes. Although its behavior seems deceivingly simple, recent studies showing passive superdiffusive transport suggest diffusion on surfaces may hide…

Statistical Mechanics · Physics 2016-05-25 Diego Krapf , Grace Campagnola , Kanti Nepal , Olve B. Peersen

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…

Statistical Mechanics · Physics 2025-08-07 Ludovico Cademartiri

Tracking of particles, be it a passive tracer or an actively moving bacterium in the growing bacterial colony, is a powerful technique to probe the physical properties of the environment of the particles. One of the most common measures of…

Data Analysis, Statistics and Probability · Physics 2018-02-09 Wolfram Pönisch , Vasily Zaburdaev

Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…

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

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Single-molecule tracking is a powerful way to look at the dynamic organization of plasma membranes. However, there are some limitations to its use. For example, it was recently observed, using numerical simulation, that time-averaging…

Quantitative Methods · Quantitative Biology 2009-11-13 Nicolas Destainville , Laurence Salome

Single-file diffusion is a theoretically challenging many-body problem where the calculation of even the simplest observables, e.g. mean square displacement, for a tracer particle requires a heavy mathematical machinery. There is therefore…

Statistical Mechanics · Physics 2015-06-15 Ludvig Lizana , Michael A. Lomholt , Tobias Ambjörnsson

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

Recently a new theory for the transport of energetic particles across a mean magnetic field was presented. Compared to other non-linear theories the new approach has the advantage that it provides a full time-dependent description of the…

Plasma Physics · Physics 2017-09-20 Jordan Lasuik , Andreas Shalchi

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

A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…

Biological Physics · Physics 2017-01-26 Felix Thiel , Lutz Schimansky-Geier , Igor M. Sokolov

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

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

Recent advances in molecular biology and fluorescence microscopy imaging have made possible the inference of the dynamics of single molecules in living cells. Such inference allows to determine the organization and function of the cell. The…

Applications · Statistics 2018-06-20 Vincent Briane , Charles Kervrann , Myriam Vimond