Related papers: Population splitting, trapping, and non-ergodicity…
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…
In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field {where the sojourn time in one of the two states are distributed according to a given…
Aggregation-diffusion equations are foundational tools for modelling biological aggregations. Their principal use is to link the collective movement mechanisms of organisms to their emergent space use patterns in a concrete mathematical…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
We investigate the long-time evolution of branching diffusion processes (starting with a single particle) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. We analyze the…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
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…
In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…
We analyze the large time behavior of a stochastic model for the lay-down of fibers on a conveyor belt in the production process of nonwovens. It is shown, that under weak conditions this degenerate diffusion process is strong mixing,…
Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
We consider a nonlocal Fisher-KPP equation that models a population structured in space and in phenotype. The population lives in a heterogeneous periodic environment: the diffusion coefficient, the mutation coefficient and the fitness of…
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context…
The far-from-equilibrium dynamics of glassy systems share important phenomenological traits. A transition is generally observed from a time-homogeneous dynamical regime to an aging regime where physical changes occur intermittently and, on…
We consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…
We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…