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This paper proposes a simple model of anomalous diffusion, in which a particle moves with the velocity field induced by a single "dipole" (a doublet or a pair of source and sink), whose moment is modulated randomly at each time step. A…

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…

Soft Condensed Matter · Physics 2009-11-13 Bin Liu , J. Goree

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

Fluid Dynamics · Physics 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…

Statistical Mechanics · Physics 2019-08-19 Xiu-San Xing

A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…

Statistical Mechanics · Physics 2019-01-23 Asaf Miron , Julien Cividini , Anupam Kundu , David Mukamel

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…

Statistical Mechanics · Physics 2018-08-15 Takuma Akimoto , Andrey G. Cherstvy , Ralf Metzler

We reinvestigate a paradigmatic model of nonequilibrium statistical physics consisting of an inertial Brownian particle in a symmetric periodic potential subjected to both a time--periodic force and a static bias. In doing so we focus on…

Statistical Mechanics · Physics 2023-06-21 Mateusz Wiśniewski , Jakub Spiechowicz

In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…

Plasma Physics · Physics 2014-12-18 Johan Anderson , Eun-jin Kim , Sara Moradi

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

Statistical Mechanics · Physics 2019-08-14 Sergei Fedotov , Daniel Han

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

Statistical Mechanics · Physics 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

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

It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…

Statistical Mechanics · Physics 2012-06-21 Andrzej Fuliński

The analysis of the Rayleigh-B\'enard instability due to the mass diffusion in a fluid-saturated horizontal porous layer is reconsidered. The standard diffusion theory based on the variance of the molecular position growing linearly in time…

Fluid Dynamics · Physics 2023-11-28 Antonio Barletta

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

Statistical Mechanics · Physics 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai
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