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We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…
The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…
Many nonlinear partial differential equations (PDEs) display a coarsening dynamics, i.e., an emerging pattern whose typical length scale $L$ increases with time. The so-called coarsening exponent $n$ characterizes the time dependence of the…
The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility for subject-specific modeling. This complexity challenges…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
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…
We investigate a single particle on a 3-dimensional, cubic lattice with a random on-site potential (3D Anderson model). We concretely address the question whether or not the dynamics of the particle is in full accord with the diffusion…
We develop a lumped parameter model to describe and predict the mass release of (absorption from) an arbitrary shaped body of any dimension in a large environment. Through the one-to-one analogy between diffusion-dominated mass transfer…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…
Anomalous diffusion is the fundamental ansatz of phenomenological theories of passive scalar turbulence, and has been confirmed numerically and experimentally to an extraordinary extent. The purpose of this survey is to discuss our recent…
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…
In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…
We perform a detailed numerical study of diffusion in the $\varepsilon$ stadium of Bunimovich, and propose an empirical model of the local and global diffusion for various values of $\varepsilon$ with the following conclusions: (i) the…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…