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We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…

General Physics · Physics 2017-01-11 A. O. Bolivar

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…

Disordered Systems and Neural Networks · Physics 2016-03-23 R. Salgado-Garcia

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

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…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

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

The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…

Statistical Mechanics · Physics 2009-11-11 R. Friedrich , F. Jenko , A. Baule , S. Eule

We present a model of diffusion in heterogeneous environment, which qualitatively reflects the transport properties of a polymeric membrane with carbon nanotubes. We derived Fokker-Planck equation from system of stochastic equations,…

Materials Science · Physics 2020-08-19 Ilia Kalashnikov , Polina Likhomanova

The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…

Chaotic Dynamics · Physics 2023-05-03 Ana Laura Boscolo , Valdir Barbosa da Silva Junior , Luiz Antonio Barreiro

Active particles (i.e., self-propelled particles or called microswimmers), different from passive Brownian particles, possess more complicated translational and angular dynamics, which can generate a series of anomalous transport phenomena.…

Soft Condensed Matter · Physics 2022-01-05 Ze-Hao Chen , Zhi-Xi Wu

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Probability · Mathematics 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…

Statistical Mechanics · Physics 2010-05-27 David A. Kessler , Eli Barkai

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger
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