Related papers: Integro-differential diffusion equation for contin…
We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…
We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…
We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
We derive an explicit formula for the fundamental solution $K_{T_{q+1}}(x,x_{0};t)$ to the discrete-time diffusion equation on the $(q+1)$-regular tree $T_{q+1}$ in terms of the discrete $I$-Bessel function. We then use the formula to…
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
The three-dimensional (3D) Fick's diffusion equation and fractional diffusion equation are solved for different reflecting boundaries. We use the continuous time random walk model (CTRW) to investigate the time averaged mean square…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
The aim of this paper is to study the laws of the exponential functionals of the processes $X$ with independent increments, namely $$I_t= \int _0^t\exp(-X_s)ds, \,\, t\geq 0,$$ and also $$I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$$ Under…
Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…