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The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski

We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…

Statistical Mechanics · Physics 2014-12-11 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

We study a quantum walker on a one-dimensional lattice with a single defect site characterized by a phase. The spread and localization of discrete-time quantum walks starting at the impurity site are affected by the appearance of bound…

Quantum Physics · Physics 2019-05-10 B. Danacı , G. Karpat , İ. Yalçınkaya , A. L. Subaşı

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…

Probability · Mathematics 2014-02-03 A. B. Duncan

Quantum walks are known to propagate quadratically faster than their classical counterparts and are used to model dynamics in various quantum systems. The spread of the quantum walk in position space shows anomalous diffusion behavior. By…

Quantum Physics · Physics 2022-05-24 Abhaya S. Hegde , C. M. Chandrashekar

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

Statistical Mechanics · Physics 2024-04-26 Lea Fernandez , Siegfried Hess , Sabine H. L. Klapp

The dissipative dynamics of a quantum Brownian particle is studied for different types of environment. We derive analytic results for the time evolution of the mean energy of the system for Ohmic, sub-Ohmic and super-Ohmic environments,…

Quantum Physics · Physics 2010-01-28 J. Paavola , J. Piilo , K. -A. Suominen , S. Maniscalco

The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…

Probability · Mathematics 2010-08-10 Balazs Szekely , Tamas Szabados

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…

Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…

Condensed Matter · Physics 2016-08-31 Alain COMTET , Cecile MONTHUS

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we…

Statistical Mechanics · Physics 2013-05-30 Thiago G. Mattos , Carlos Mejía-Monasterio , Ralf Metzler , Gleb S. Oshanin

An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…

Soft Condensed Matter · Physics 2024-01-17 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…

Probability · Mathematics 2025-10-06 Philipp Jettkant , Andreas Sojmark

The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…

Soft Condensed Matter · Physics 2008-04-29 Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

We study the Brownian motion of a charged colloid, confined between two charged walls, for small separation between the colloid and the walls. The system is embedded in an ionic solution. The combined effect of electrostatic repulsion and…

Soft Condensed Matter · Physics 2021-04-28 Y. Avni , S. Komura , D. Andelman

We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…

Soft Condensed Matter · Physics 2017-05-26 Manuel Pancorbo , Miguel A. Rubio , P. Domínguez-García

Using a combination of numerically exact and renormalization-group techniques we study the nonequilibrium transport of electrons in an one-dimensional interacting system subject to a quasiperiodic potential. For this purpose we calculate…

Disordered Systems and Neural Networks · Physics 2017-11-01 Yevgeny Bar Lev , Dante M. Kennes , Christian Klöckner , David R. Reichman , Christoph Karrasch

The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact…

Statistical Mechanics · Physics 2026-03-19 Maxim Dolgushev , Olivier Bénichou