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We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…

Chaotic Dynamics · Physics 2007-05-23 Daniel K. Wojcik , J. Robert Dorfman

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

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

Statistical Mechanics · Physics 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

We study the properties of a noisy time series generated by a continuous-valued feed-forward network in which the next input vector is determined from past output values. Numerical simulations of a perceptron-type network exhibit the…

Disordered Systems and Neural Networks · Physics 2009-10-31 A Priel , I Kanter , D A Kessler

The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…

Fluid Dynamics · Physics 2024-10-10 Zhiwei Peng

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

Motivated by a down-up Markov chain on cladograms, David Aldous conjectured in 1999 that there exists a "diffusion on continuum trees" whose mass partitions at any finite number of branch points evolve as Wright-Fisher diffusions with some…

Probability · Mathematics 2023-05-30 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

In this paper, we study a simple model of a diffusive particle on a line, undergoing a stochastic resetting with rate $r$, via rescaling its current position by a factor $a$, which can be either positive or negative. For $|a|<1$, the…

Statistical Mechanics · Physics 2024-11-08 Marco Biroli , Yannick Feld , Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

We study the long-time asymptotical behavior of the survival probability P_t of a tagged monomer of an infinitely long Rouse chain in presence of two fixed absorbing boundaries, placed at x = \pm L. Mean-square displacement of a tagged…

Statistical Mechanics · Physics 2008-01-28 G. Oshanin

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…

Statistics Theory · Mathematics 2022-12-06 Benjamin Eltzner , Pernille Hansen , Stephan F. Huckemann , Stefan Sommer

We show that, in periodically perturbed chaotic systems, Phase Synchronization appears, associated to a special type of stroboscopic map, in which not only averages quantities are equal to invariants of the perturbation, the angular…

Statistical Mechanics · Physics 2007-05-23 M. S. Baptista , T. Pereira , J. C. Sartorelli , I. L. Caldas , J. Kurths

We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

Many physical, chemical, and biological systems depend on the first passage time (FPT) of a diffusive searcher to a target. Typically, this FPT is much slower than the characteristic diffusion timescale. For example, this is the case if the…

Probability · Mathematics 2020-10-26 Jacob B. Madrid , Sean D. Lawley

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

In this paper, we consider the random walk process on a kind of fractal (or transfractal) scale free networks, which also called as $(u,v)$ flowers, and we focus on the global first passage time (GFPT) and first return time (FRT). Here, we…

Statistical Mechanics · Physics 2016-10-27 Junhao Peng

In this work we consider a stochastic movement process with random resets to the origin followed by a random residence time there before the walker restarts its motion. First, we study the transport properties of the walker, we derive an…

Statistical Mechanics · Physics 2019-05-22 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater
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