Related papers: Einstein's random walk and thermal diffusion
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different…
In a preceding paper, Mukhopadhyay and I studied the diffusive motion of a tagged molecule in a heterogeneous glass-forming liquid at temperatures just above a glass transition. Among other features of this system, we postulated a relation…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…
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…
The problem of the change of photon distribution of thermal light passing through the body surface into the vacuum is discussed. It is shown that the usual assumption that each photon passes through the boundary totally independent of…
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…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
Einstein's theory of Brownian motion is revisited in order to formulate generalized kinetic theory of anomalous diffusion. It is shown that if the assumptions of analyticity and the existence of the second moment of the displacement…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
The Tolman effect is well-known in relativistic cosmology but rarely discussed outside it. That is surprising because the effect -- that systems extended over a varying gravitational potential exhibit temperature gradients while in thermal…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…
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…
We derive a distribution function for the position of a tagged active particle in a slowly varying in space external potential, in a system of interacting active particles. The tagged particle distribution has the form of the Boltzmann…
In previous work by Avena and den Hollander, a model of a one-dimensional random walk in a dynamic random environment was proposed where the random environment is resampled from a given law along a growing sequence of deterministic times.…