Related papers: Statistical measures and diffusion dynamics in a m…
Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…
In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
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 study diffusion in ratchet systems. As a particular experimental realization we consider an asymmetric SQUID subjected to an external ac current and a constant magnetic flux. We analyze mean-square displacement of the Josephson phase and…
An ensemble of trajectories with dynamical activity and first-passage time (FPT) is considered in the context of the thermodynamics of trajectories. The relationship between the average FPT and the total change in entropy is determined,…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
We investigate the first passage properties of a Brownian particle diffusing freely inside a $d$-dimensional sphere with absorbing spherical surface subject to stochastic resetting. We derive the mean time to absorption (MTA) as functions…
We study the response of Chua's circuit driven by a chaotic signal of variable time-scale. We observe that when the frequency of the drive is significantly lower than that of the response and the driving strength is above a threshold, the…
This paper studies a fractional attraction-repulsion system with generalized logistic source and nonlinear productions: \begin{equation*} \left\{ \begin{aligned} &u_t = -(-\Delta)^\alpha u - \chi_1 \nabla \cdot (u \nabla v) + \chi_2 \nabla…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
Time evolution of diluted neural networks with a nonmonotonic transfer function is analitically described by flow equations for macroscopic variables. The macroscopic dynamics shows a rich variety of behaviours: fixed-point, periodicity and…
We study the dynamical properties of a two-dimensional ensemble of self-propelled dumbbells with only repulsive interactions. This model undergoes a phase transition between a homogeneous and a segregated phase and we focus on the former.…
Random matrix theory (RMT) universality is the defining property of quantum mechanical chaotic systems, and can be probed by observables like the spectral form factor (SFF). In this paper, we describe systematic deviations from RMT…
We study analytically and numerically the mean fastest first-passage time (fFPT) to an immobile target for an ensemble of $N$ independent finite-speed random searchers driven by dichotomous noise and described by the telegrapher's equation.…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…