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We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

Disordered Systems and Neural Networks · Physics 2009-11-07 E. M. Bertin , J. -P. Bouchaud

We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is…

Probability · Mathematics 2007-05-23 Janos Englander

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

Statistical Mechanics · Physics 2020-05-06 Takuma Akimoto , Keiji Saito

Two stochastic models of susceptible/infected/removed (SIR) type are introduced for the spread of infection through a spatially-distributed population. Individuals are initially distributed at random in space, and they move continuously…

Probability · Mathematics 2022-06-08 Geoffrey R. Grimmett , Zhongyang Li

Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…

Statistical Mechanics · Physics 2017-03-15 C. Charalambous , G. Muñoz-Gil , A. Celi , M. F. Garcia-Parajo , M. Lewenstein , C. Manzo , M. A. García-March

We study the motion of a random walker in one longitudinal and d transverse dimensions with a quenched power law correlated velocity field in the longitudinal x-direction. The model is a modification of the Matheron-de Marsily (MdM) model,…

Statistical Mechanics · Physics 2007-05-23 Soumen Roy , Dibyendu Das

The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…

Mathematical Physics · Physics 2007-05-23 Domingos H. U. Marchetti , Roberto da Silva

We study a one-dimensional sluggish random walk with space-dependent transition probabilities between nearest-neighbour lattice sites. Motivated by trap models of slow dynamics, we consider a model in which the trap depth increases…

Statistical Mechanics · Physics 2023-04-12 Aniket Zodage , Rosalind J. Allen , Martin R. Evans , Satya N. Majumdar

Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…

Probability · Mathematics 2011-10-04 Meredith N. Burr

In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…

In this paper we study a sequence of Bouchaud trap models on $\mathbb{Z}$ with drift. We analyze the possible scaling limits for a sequence of walks, where we make the drift decay to 0 as we rescale the walks. Depending on the speed of the…

Probability · Mathematics 2010-11-29 Manuel Cabezas Parra

We investigate the biased quenched trap model on top of a two-dimensional lattice in the case of diverging expected dwell times. By utilizing the double-subordination approach and calculating the return probability in $2$d, we explicitly…

Statistical Mechanics · Physics 2022-03-14 Dan Shafir , Stanislav Burov

Consider a large system of $N$ Brownian motions in $\R ^d$ fixed on a time interval $[0,\beta]$ with symmetrized initial and terminal conditions, under the influence of a trap potential. Such systems describe systems of bosons at positive…

Probability · Mathematics 2024-12-02 Stefan Adams , Spyros Garouniatis

We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…

Statistical Mechanics · Physics 2025-09-17 Deepak Gupta , Sabine H. L. Klapp

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

Probability · Mathematics 2025-08-06 Nikos I. Kavallaris , Christos V. Nikolopoulos , Subramani Sankar

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…

Statistical Mechanics · Physics 2018-11-13 Yao Chen , Xudong Wang , Weihua Deng

We consider, in the continuous time version, $\gamma$ independent random walks on $\mathbb{Z_+}$ in random environment in the Sinai's regime. Let $T_\gam$ be the first meeting time of one pair of the $\gamma$ random walks starting at…

Probability · Mathematics 2012-10-09 Christophe Gallesco

We study the motion of Brownian particle in modulated media in the strong damping limit by using {\em toy model}, with special emphasis on the transition from localise to diffusive behavior. By using model potential we have seen the…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta

We study diffusion properties of an inertial Brownian motor moving on a ratchet substrate, i.e. a periodic structure with broken reflection symmetry. The motor is driven by an unbiased time-periodic symmetric force which takes the system…

Statistical Mechanics · Physics 2021-03-25 Jakub Spiechowicz , Marcin Kostur , Jerzy Łuczka