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The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…

Statistical Mechanics · Physics 2017-05-11 Adrian A. Budini

We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…

Statistical Mechanics · Physics 2022-05-24 Tadeusz Kosztołowicz , Aldona Dutkiewicz

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

Statistical Mechanics · Physics 2019-04-24 Yao Chen , Xudong Wang , Weihua Deng

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

Consider a stochastic process that behaves as a $d$-dimensional simple and symmetric random walk, except that, with a certain fixed probability, at each step, it chooses instead to jump to a given site with probability proportional to the…

Probability · Mathematics 2020-08-26 Cécile Mailler , Gerónimo Uribe Bravo

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai

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

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

Statistical Mechanics · Physics 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…

Statistical Mechanics · Physics 2021-07-29 Carlos Lajusticia-Costan , Silvia N. Santalla , Javier Rodríguez-Laguna , Elka Korutcheva

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…

Quantitative Methods · Quantitative Biology 2015-06-05 Hédi Soula , Bertrand Caré , Guillaume Beslon , Hugues Berry

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…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…

Statistical Mechanics · Physics 2015-06-11 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

We consider a random walker whose motion is tethered around a focal point. We use two models that exhibit the same spatial dependence in the steady state but widely different dynamics. In one case, the walker is subject to a deterministic…

Statistical Mechanics · Physics 2019-01-11 Luca Giuggioli , Shamik Gupta , Matt Chase

We study a simple one dimensional sluggish random walk model with subdiffusive growth. In the continuum hydrodynamic limit, the model corresponds to a particle diffusing on a line with a space dependent diffusion constant D(x)=…

Statistical Mechanics · Physics 2025-03-04 Giuseppe Del Vecchio Del Vecchio , Satya N. Majumdar

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

We propose two nonlinear random walk models which are suitable for the analysis of both chemotaxis and anomalous transport. We derive the balance equations for the population density for the case when the transition rate for a random walk…

Statistical Mechanics · Physics 2010-10-22 Sergei Fedotov

We consider two models of one-dimensional random walks among biased i.i.d. random conductances: the first is the classical exponential tilt of the conductances, while the second comes from the effect of adding an external field to a random…

Probability · Mathematics 2017-11-15 Quentin Berger , Michele Salvi

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

We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…

Probability · Mathematics 2015-06-16 Alessandro De Gregorio
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