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We study the influence on diffusion in one dimension of a potential energy perturbation varying as a power in space and time. We concentrate on the case of a parabolic perturbation in space decaying as $t^{-\omega}$ which shows a rich…

Statistical Mechanics · Physics 2010-12-08 Loic Turban

Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…

Statistical Mechanics · Physics 2016-12-21 Takuma Akimoto , Eiji Yamamoto

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between…

Numerical Analysis · Mathematics 2024-05-30 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

Probability · Mathematics 2020-06-03 Petra Lazić , Nikola Sandrić

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

Statistical Mechanics · Physics 2021-06-02 Xudong Wang , Yao Chen

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

Data Analysis, Statistics and Probability · Physics 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a…

Statistical Mechanics · Physics 2009-10-16 Bartlomiej Dybiec , Ewa Gudowska-Nowak

A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…

Soft Condensed Matter · Physics 2018-10-17 Kui Zhang , Katelyn P. R. Crizer , Mark H. Schoenfisch , David B. Hill , Gustavo Didier

The superdiffusion behavior, i.e. $<x^2(t)> \sim t^{2 \nu}$, with $\nu > 1/2$, in general is not completely characherized by a unique exponent. We study some systems exhibiting strong anomalous diffusion, i.e. $<|x(t)|^q> \sim t^{q \nu(q)}$…

chao-dyn · Physics 2009-10-31 P. Castiglione , A. Mazzino , P. Muratore-Ginanneschi , A. Vulpiani

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement…

Statistical Mechanics · Physics 2015-06-11 Aljaz Godec , Ralf Metzler

We present our analysis on micro-rheology of a bench-scale pulsed fluidized bed, which represents a weakly confined system. Non-linear gas-particle and particle-particle interactions resulting from pulsed flow are associated with harmonic…

Soft Condensed Matter · Physics 2021-04-21 Jonathan E. Higham , Mehrdad Shahnam , Avinash Vaidheeswaran

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

Statistical Mechanics · Physics 2015-07-01 Rytis Kazakevicius , Julius Ruseckas

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through…

Fluid Dynamics · Physics 2017-11-22 Alessandro Comolli , Marco Dentz

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

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

The two--dimensional diffusive dynamics of test particles in a random electromagnetic field is studied. The synthetic electromagnetic fluctuations are generated through randomly placed magnetised ``clouds'' oscillating with a frequency…

Statistical Mechanics · Physics 2007-06-01 Silvia Perri , Fabio Lepreti , Vincenzo Carbone , Angelo Vulpiani