Related papers: Finite-time effects and ultraweak ergodicity break…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Ergodicity breaking and aging effects are fundamental challenges in out-of-equilibrium systems. Various mechanisms have been proposed to understand the non-ergodic and aging phenomena, possibly related to observations in systems ranging…
The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…
In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…
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…
L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
We consider the time dependent dispersion properties of overdamped tracer particles diffusing in a one dimensional periodic potential under the influence of an additional constant tilting force $F$. The system is studied in the region where…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
The diffusivity of tagged particles is demonstrated to be very heterogeneous on time scales comparable to or shorter than the $\alpha$ relaxation time $\tau_{\alpha}$ ($\cong$ the stress relaxation time) in a highly supercooled liquid via…
We study the relation between flow structure and fluid deformation in steady two-dimensional random flows. Beyond the linear (shear flow) and exponential (chaotic flow) elongation paradigms, we find a broad spectrum of stretching behaviors,…
We demonstrate that standard delay systems with a linear instantaneous and a delayed nonlinear term show weak chaos, asymptotically subdiffusive behavior, and weak ergodicity breaking if the nonlinearity is chosen from a specific class of…
Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
We derive the first two moments of generic positive stochastic functionals in terms of the one- and two-time probability density functions of the underlying random walk, and we prove ergodicity of observables in stationary random walks.…