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The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…

Statistical Mechanics · Physics 2012-04-03 S. Denisov , V. Zaburdaev , P. Hanggi

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…

Chemical Physics · Physics 2015-05-20 Hyun Kyung Shin , Changho Kim , Peter Talkner , Eok Kyun Lee

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

Probability · Mathematics 2017-12-07 Oren Louidor , Eliad Tsairi

A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…

Classical Physics · Physics 2018-01-30 Andrea Di Vita

We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…

Statistical Mechanics · Physics 2007-05-23 S. B. Yuste , L. Acedo

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

Statistical Mechanics · Physics 2015-06-19 Hiroshi Miki

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

Statistical Mechanics · Physics 2009-11-10 Eli Barkai

Simple analytically solvable model of 1/f noise is proposed. The model consists of one or few particles moving in the closed contour. The drift period of the particle round the contour fluctuates about some average value, e.g. due to the…

adap-org · Physics 2015-06-30 B. Kaulakys

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

The transport properties of a random velocity field with Kolmogorov spectrum and time correlations defined along Lagrangian trajectories are analyzed. The analysis is carried on in the limit of short correlation times, as a perturbation…

Chaotic Dynamics · Physics 2009-11-07 Piero Olla

We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right --…

Statistical Mechanics · Physics 2010-06-28 D. Volovik , S. Redner

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

A fluorescent image analysis procedure to determine the distribution of species concentration and density in a gas flow is proposed. The fluorescent emission is due to the excitation of atoms/molecules of a gas that is intercepted by an…

Fluid Dynamics · Physics 2009-11-13 Marco Belan , Sergio De Ponte , Daniela Tordella

We study the dynamics of an inertial particle coupled to forcing, dissipation, and noise in the small mass limit. We derive an expression for the limiting (homogenized) joint distribution of the position and (scaled) velocity degrees of…

Mathematical Physics · Physics 2018-04-04 Jeremiah Birrell , Janek Wehr

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such…

Statistical Mechanics · Physics 2020-01-15 E. B. Postnikov , A. Chechkin , I. M. Sokolov

We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite…

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