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In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of external forces on the resulting anomalous diffusion. The heterogeneous…

Statistical Mechanics · Physics 2016-09-21 Rytis Kazakevicius , Julius Ruseckas

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

Statistical Mechanics · Physics 2015-05-14 E. Abad , S. B. Yuste , Katja Lindenberg

The discrete time quantum walk which is a quantum counterpart of random walk plays important roles in the theory of quantum information theory. In the present paper, we focus on discrete time quantum walks viewed as quantization of random…

Quantum Physics · Physics 2013-12-13 Yusuke Ide , Norio Konno , Etsuo Segawa

Time-dependent processes are often analysed using the power spectral density (PSD), calculated by taking an appropriate Fourier transform of individual trajectories and finding the associated ensemble-average. Frequently, the available…

Statistical Mechanics · Physics 2019-02-04 D. Krapf , N. Lukat , E. Marinari , R. Metzler , G. Oshanin , C. Selhuber-Unkel , A. Squarcini , L. Stadler , M. Weiss , X. Xu

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

Statistical Mechanics · Physics 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

Statistical Mechanics · Physics 2014-08-05 Jacopo Bertolotti

We study two random processes on an $n$-vertex graph inspired by the internal diffusion limited aggregation (IDLA) model. In both processes $n$ particles start from an arbitrary but fixed origin. Each particle performs a simple random walk…

Discrete Mathematics · Computer Science 2019-11-27 Nicolas Rivera , Alexandre Stauffer , Thomas Sauerwald , John Sylvester

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

Several sub-diffusive stochastic processes in nature, e.g., motion of tagged monomer in polymers, height fluctuation of interfaces and particle dynamics in single-file diffusion etc. can be described rigorously or approximately by the…

Statistical Mechanics · Physics 2017-05-03 Takuya Saito , Takahiro Sakaue

The diffusive epidemic process is a paradigmatic example of an absorbing state phase transition in which healthy and infected individuals spread with different diffusion constants. Using stochastic activity spreading simulations in…

Statistical Mechanics · Physics 2022-03-02 Borislav Polovnikov , Patrick Wilke , Erwin Frey

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Statistical Mechanics · Physics 2019-02-20 James F. Kelly , Mark M. Meerschaert

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

Under certain circumstances, the time behavior of a random walk is modulated by logarithmic periodic oscillations. The goal of this paper is to present a simple and pedagogical explanation of the origin of this modulation for diffusion on a…

Statistical Mechanics · Physics 2015-05-18 L. Padilla , H. O. Mártin , J. L. Iguain

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

Probability · Mathematics 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…

Biological Physics · Physics 2022-01-27 Ignasi Alemany , Jan N. Rose , Jérôme Garnier-Brun , Andrew D. Scott , Denis J. Doorly

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

Statistical Mechanics · Physics 2014-03-20 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao