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We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

Under low-Reynolds-number conditions, dynamics of convection and diffusion are usually considered separately because their dominant spatial and temporal scales are different, but cooperative effects of convection and diffusion can cause…

Fluid Dynamics · Physics 2022-08-04 Yuki Koyano , Hiroyuki Kitahata

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

In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…

Strongly Correlated Electrons · Physics 2025-01-13 Chenyue Guo , Yuchen Bi

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

Soft Condensed Matter · Physics 2015-06-25 Alexei Vazquez , Oscar Sotolongo Costa , Francois Brouers

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

Statistical Mechanics · Physics 2019-02-25 Fernando A. Oliveira , Rogelma M. S. Ferreira , Luciano C. Lapas , Mendeli H. Vainstein

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

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…

Mathematical Physics · Physics 2026-02-25 Paolo Cifani , Franco Flandoli , Lorenzo Marino

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of external forces on the resulting anomalous diffusion. The heterogeneous…

Statistical Mechanics · Physics 2016-09-21 Rytis Kazakevicius , Julius Ruseckas

Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…

Statistical Mechanics · Physics 2023-02-22 Xudong Wang , Yao Chen

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

Probability · Mathematics 2019-01-01 Bálint Tóth

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

Statistical Mechanics · Physics 2021-08-17 Cecile Monthus

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

Mathematical Physics · Physics 2011-10-14 Joanna Janczura , Agnieszka Wyłomańska

Anomalous diffusion often arises in complex environments where viscoelastic or crowded conditions influence particle motion. In many biological and soft-matter systems, distinct components of the medium exhibit unique viscoelastic…

Soft Condensed Matter · Physics 2026-01-05 Chan Lim , Jae-Hyung Jeon