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The celebrated Einstein relation between the diffusion coefficient $D$ and the drift velocity $v$ is violated in non-equilibrium circumstances. We analyze how this violation emerges for the simplest example of a Brownian motion on a…

Statistical Mechanics · Physics 2014-09-30 Daniel Hurowitz , Doron Cohen

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…

Statistical Mechanics · Physics 2013-11-21 Giuseppe Forte , Raffaella Burioni , Fabio Cecconi , Angelo Vulpiani

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

In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…

Statistical Mechanics · Physics 2017-12-20 Philipp Meyer , Eli Barkai , Holger Kantz

We consider random walk among iid, uniformly elliptic conductances on $\mathbb Z^d$, and prove the Einstein relation (see Theorem 1). It says that the derivative of the velocity of a biased walk as a function of the bias equals the…

Probability · Mathematics 2015-12-08 Nina Gantert , Xiaoqin Guo , Jan Nagel

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…

Probability · Mathematics 2015-03-17 Nina Gantert , Pierre Mathieu , Andrey Piatnitski

The Einstein relation connecting the diffusion constant and the mobility is violated beyond the linear response regime. For a colloidal particle driven along a periodic potential imposed by laser traps, we test the recent theoretical…

Statistical Mechanics · Physics 2007-06-20 V. Blickle , T. Speck , C. Lutz , U. Seifert , C. Bechinger

We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^\alpha$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the…

Statistical Mechanics · Physics 2015-06-23 Andrey G. Cherstvy , Ralf Metzler

We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) $\langle x^2(t)\rangle\simeq\log^{\gamma}t$. Comparison of annealed continuous time random walks (CTRWs) with logarithmic waiting time distribution…

Statistical Mechanics · Physics 2014-12-24 Aljaz Godec , Aleksei V. Chechkin , Eli Barkai , Holger Kantz , Ralf Metzler

Despite a long history and a clear overall understanding of properties of random walks on an incipient infinite cluster in percolation, some important information on it seems to be missing in the literature. In the present work, we revisit…

Statistical Mechanics · Physics 2022-08-24 Adrian Pacheco-Pozo , Igor M. Sokolov

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

Statistical Mechanics · Physics 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Statistical Mechanics · Physics 2026-05-01 Takuma Akimoto , Jae-Hyung Jeon , Ralf Metzler , Tomoshige Miyaguchi , Takashi Uneyama , Eiji Yamamoto

Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…

Statistical Mechanics · Physics 2007-05-23 Golan Bel , Eli Barkai

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