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Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…

Statistical Mechanics · Physics 2022-02-14 Prashant Singh

Variable Speed Generalized L\'{e}vy Walks (VGLWs) are a class of spatio-temporally coupled stochastic processes that unify a broad range of previously studied models within a single parametrized framework. Their dynamics consist of discrete…

Statistical Mechanics · Physics 2025-12-19 Abhijit Bera , Kevin E. Bassler

We consider diffusivity of random walks with transition probabilities depending on the number of consecutive traversals of the last traversed edge, the so called senile reinforced random walk (SeRW). In one dimension, the walk is known to…

Probability · Mathematics 2020-03-17 Thu Dinh , Jack Xin

We study the structural properties of self-attracting walks in d dimensions using scaling arguments and Monte Carlo simulations. We find evidence for a transition analogous to the \Theta transition of polymers. Above a critical attractive…

Condensed Matter · Physics 2009-10-31 A. Ordemann , G. Berkolaiko , S. Havlin , A. Bunde

We present a study of the scaling properties of cluster-cluster aggregation with a source of monomers in the stationary state when the spatial transport of particles occurs by Levy flights. We show that the transition from mean-field…

Classical Physics · Physics 2010-05-11 Colm Connaughton , Jamie Harris

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored.…

Statistical Mechanics · Physics 2022-01-05 Tian Zhou , Pengbo Xu , Weihua Deng

Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…

Disordered Systems and Neural Networks · Physics 2015-06-11 Yasmine Meroz , Igor M. Sokolov , Joseph Klafter

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

We investigate the impact of external periodic potentials on superdiffusive random walks known as Levy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random…

Statistical Mechanics · Physics 2009-11-07 D. Brockmann , T. Geisel

It is recognised now that a variety of real-life phenomena ranging from diffuson of cold atoms to motion of humans exhibit dispersal faster than normal diffusion. L\'evy walks is a model that excelled in describing such superdiffusive…

Statistical Mechanics · Physics 2017-01-03 V. Zaburdaev , I. Fouxon , S. Denisov , E. Barkai

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…

chao-dyn · Physics 2009-10-31 P. Castiglione , M. Cencini , A. Vulpiani , E. Zambianchi

Anomalous diffusion, manifest as a nonlinear temporal evolution of the position mean square displacement, and/or non-Gaussian features of the position statistics, is prevalent in biological transport processes. Likewise, collective behavior…

Statistical Mechanics · Physics 2020-04-01 Andrea Cairoli , Chiu Fan Lee

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…

Probability · Mathematics 2018-02-20 Vincent Lemaire

The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged…

Statistical Mechanics · Physics 2015-10-07 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic…

Statistical Mechanics · Physics 2017-01-18 H. Safdari , A. G. Cherstvy , A. V. Chechkin , A. Bodrova , R. Metzler

The non-equilibrium phase transition in models for epidemic spreading with long-range infections in combination with incubation times is investigated by field-theoretical and numerical methods. Here the spreading process is modelled by…

Statistical Mechanics · Physics 2007-05-23 Julian Adamek , Michael Keller , Arne Senftleben , Haye Hinrichsen

We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the…

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz