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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 demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…

Statistical Mechanics · Physics 2015-06-15 Andrey G. Cherstvy , Aleksei V. Chechkin , Ralf Metzler

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 study the thermal Markovian diffusion of tracer particles in a 2D medium with spatially-varying diffusivity $D(r)$, mimicking recently measured, heterogeneous maps of the apparent diffusion coefficient in biological cells. For this…

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

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

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

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

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

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…

Statistical Mechanics · Physics 2015-02-06 Andrey G. Cherstvy , Ralf Metzler

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…

Disordered Systems and Neural Networks · Physics 2015-06-18 Mauro Bologna , Gerardo Aquino

Canonical characterization techniques that rely upon mean squared displacement ($\mathrm{MSD}$) break down for non-ergodic processes, making it challenging to characterize anomalous diffusion from an individual time-series measurement.…

Quantitative Methods · Quantitative Biology 2023-02-21 Madhur Mangalam , Ralf Metzler , Damian G. Kelty-Stephen

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

Statistical Mechanics · Physics 2023-09-11 Haroldo V. Ribeiro , Angel A. Tateishi , Ervin K. Lenzi , Richard L. Magin , Matjaz Perc

Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…

Probability · Mathematics 2023-04-05 Vincent Bansaye , Michele Salvi

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

Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…

Statistical Mechanics · Physics 2025-12-23 Hwai-Ray Tung , Sean D Lawley

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 study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…

Biological Physics · Physics 2013-10-23 Oleksandr Chepizhko , Fernando Peruani
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