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Hysteresis and metastable states are typical features associated with ergodicity breaking in the first-order phase transition. We explore the scaling relations of nonequilibrium thermodynamics in finite-time first-order phase transitions.…

Statistical Mechanics · Physics 2025-05-20 Yu-Xin Wu , Jin-Fu Chen , H. T. Quan

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are…

Biological Physics · Physics 2009-11-13 Shi-Min Cai , Pei-Ling Zhou , Hui-Jie Yang , Tao Zhou , Bing-Hong Wang , Fang-Cui Zhao

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We investigate the spreading of passive tracers in closed basins. If the characteristic length scale of the Eulerian velocities is not very small compared with the size of the basin the usual diffusion coefficient does not give any relevant…

chao-dyn · Physics 2009-10-30 V. Artale , G. Boffetta , A. Celani , M. Cencini , A. Vulpiani

Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…

Statistical Mechanics · Physics 2019-05-01 Xudong Wang , Weihua Deng , Yao Chen

Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…

Statistical Mechanics · Physics 2018-08-15 Takuma Akimoto , Andrey G. Cherstvy , Ralf Metzler

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

The three-dimensional (3D) Fick's diffusion equation and fractional diffusion equation are solved for different reflecting boundaries. We use the continuous time random walk model (CTRW) to investigate the time averaged mean square…

Soft Condensed Matter · Physics 2017-09-25 Shanlin Qin , Yong He

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

Quantitative Methods · Quantitative Biology 2012-07-11 F. Stadler , C. Metzner , J. Steinwachs , B. Fabry

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

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

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…

Statistical Mechanics · Physics 2020-03-20 Xudong Wang , Yao Chen , Weihua Deng

Superdiffusive transport with dynamical exponent $z=3/2$ has been firmly established at finite temperature for a class of integrable systems with a non-abelian global symmetry $G$. On the inclusion of integrability-breaking perturbations,…

Statistical Mechanics · Physics 2025-09-25 Kevin Wang , Joel E. Moore

Generic short-range interacting quantum systems with a conserved quantity exhibit universal diffusive transport at late times. We employ non-equilibrium quantum field theory and semi-classical phase-space simulations to show how this…

Quantum Gases · Physics 2020-12-15 Alexander Schuckert , Izabella Lovas , Michael Knap

We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

Statistical Mechanics · Physics 2019-01-23 Yao Chen , Xudong Wang , Weihua Deng

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

Statistical Mechanics · Physics 2015-06-04 Jae-Hyung Jeon , Ralf Metzler

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

Statistical Mechanics · Physics 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders