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Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…

Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…

Astrophysics · Physics 2011-05-23 B. R. Ragot , J. G. Kirk

Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…

Statistical Mechanics · Physics 2015-09-16 Andrea Cairoli , Adrian Baule

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

Depending on their mechanism of self-propulsion, active particles can exhibit a time-dependent, often periodic, propulsion velocity. The precise propulsion velocity profile determines their mean square displacement and their effective…

Soft Condensed Matter · Physics 2024-05-06 Arnau Jurado Romero , Carles Calero , Rossend Rey

Recent advances in molecular biology and fluorescence microscopy imaging have made possible the inference of the dynamics of single molecules in living cells. Such inference allows to determine the organization and function of the cell. The…

Applications · Statistics 2018-06-20 Vincent Briane , Charles Kervrann , Myriam Vimond

We explore the nature of anomalous diffusion of wave packets in disorder-free incommensurate multi-walled carbon nanotubes. The spectrum-averaged diffusion exponent is obtained by calculating the multifractal dimension of the energy…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Shidong Wang , Milena Grifoni , Stephan Roche

The anomalous mean square fluctuations are shown to arise naturally from the ordinary diffusion equation interpreted scale invariantly in a formalism endowing real numbers with a nonarchimedean multiplicative structure. A variable $t$…

Classical Analysis and ODEs · Mathematics 2010-08-16 Dhurjati Prasad Datta , Santanu Raut , Anuja Roy Chaudhuri

Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , R. Voituriez , O. Benichou , J. Klafter

The life of a cell is governed by highly dynamical microscopic processes. Two notable examples are the diffusion of membrane receptors and the kinetics of transcription factors governing the rates of gene expression. Different fluorescence…

Quantitative Methods · Quantitative Biology 2020-04-03 Maxime Woringer , Ignacio Izeddin , Cyril Favard , Hugues Berry

A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of…

Statistical Mechanics · Physics 2019-09-04 Vittoria Sposini , Ralf Metzler , Gleb Oshanin

This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…

Analysis of PDEs · Mathematics 2026-03-10 Maolin Deng , Ali Feizmohammadi , Bangti Jin , Yavar Kian

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

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

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

Statistical Mechanics · Physics 2015-05-14 Vincent Tejedor , Ralf Metzler

We study the stochastic dynamics of a symmetric self-chemotactic particle and determine the long-time behavior of its mean squared displacement (MSD). The attractive or repulsive interaction of the particle with the chemical field that it…

Statistical Mechanics · Physics 2025-08-29 Jacopo Romano , Andrea Gambassi

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli