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Anomalous diffusion is present at all scales, from atomic to large scales. Some exemplary systems are; ultra-cold atoms, telomeres in the nucleus of cells, moisture transport in cement-based materials, the free movement of arthropods, and…

Image and Video Processing · Electrical Eng. & Systems 2023-10-04 Òscar Garibo-i-Orts , Nicolás Firbas , Laura Sebastiá , J. Alberto Conejero

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

Tables are an abundant form of data with use cases across all scientific fields. Real-world datasets often contain anomalous samples that can negatively affect downstream analysis. In this work, we only assume access to contaminated data…

Machine Learning · Computer Science 2023-07-25 Guy Zamberg , Moshe Salhov , Ofir Lindenbaum , Amir Averbuch

Departures of observables from their thermal equilibrium expectation values are studied under heat flow in steady-state non-equilibrium environments. The relation between the spatial and temperature dependence of these non-equilibrium…

Chaotic Dynamics · Physics 2007-05-23 Kenichiro Aoki Dimitri Kusnezov

In this paper we establish local estimates for the first passage time of a subordinator under the assumption that it belongs to the Feller class, either at zero or infinity, having as a particular case the subordinators which are in the…

Probability · Mathematics 2014-10-20 Ronald A. Doney , Victor Rivero

In recent years, some researchers have applied diffusion models to multivariate time series anomaly detection. The partial diffusion strategy, which depends on the diffusion steps, is commonly used for anomaly detection in these models.…

Machine Learning · Computer Science 2025-01-06 Guangqiang Wu , Fu Zhang

Voter models are well known in the interdisciplinary community, yet they haven't been studied from the perspective of anomalous diffusion. In this paper we show that the original voter model exhibits ballistic regime. Non-linear…

Statistical Mechanics · Physics 2022-02-22 Rytis Kazakevičius , Aleksejus Kononovicius

We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Fabio Cecconi , Angelo Vulpiani

Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…

Populations and Evolution · Quantitative Biology 2025-08-14 Ohad Vilk , Motti Charter , Sivan Toledo , Eli Barkai , Ran Nathan

This work extends the applications of Anderson-type Hamiltonians to include transport characterized by anomalous diffusion. Herein, we investigate the transport properties of a one-dimensional disordered system that employs the discrete…

Mathematical Physics · Physics 2020-03-06 J. L. Padgett , E. G. Kostadinova , C. D. Liaw , K. Busse , L. S. Matthews , T. W. Hyde

The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…

Biological Physics · Physics 2013-05-24 Eldad Kepten Irena Bronshtein , Yuval Garini

A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…

Numerical Analysis · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Diffusion occurs in numerous physical systems throughout nature, drawing its generality from the universality of the central limit theorem. Around a century ago it was realized that an extension to this type of dynamics can be obtained in…

Statistical Mechanics · Physics 2023-10-04 Gadi Afek , Nir Davidson , David A. Kessler , Eli Barkai

We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…

Statistical Mechanics · Physics 2015-02-06 Andrey G. Cherstvy , Ralf Metzler

Diffusion models have emerged as powerful generative models in the text-to-image domain. This paper studies their application as observation-to-action models for imitating human behaviour in sequential environments. Human behaviour is…

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

A topic of intense current investigation pursues the question how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of…

Statistical Mechanics · Physics 2016-09-28 Surya K. Ghosh , Andrey G. Cherstvy , Denis S. Grebenkov , Ralf Metzler

This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…

Analysis of PDEs · Mathematics 2026-03-10 Maolin Deng , Ali Feizmohammadi , Bangti Jin , Yavar Kian

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

Statistical Mechanics · Physics 2016-06-23 Trifce Sandev , Alexander Iomin , Holger Kantz , Ralf Metzler , Aleksei Chechkin
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