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Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…

Probability · Mathematics 2017-09-25 Mehmet Öz

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

Aims. The random walk of energetic charged particles in turbulent magnetic fields is investigated. Special focus is placed on transport across the mean magnetic field, which had been found to be subdiffusive on many occasions. Therefore, a…

High Energy Astrophysical Phenomena · Physics 2016-06-29 R. C. Tautz

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…

Statistical Mechanics · Physics 2010-11-22 M. A. Despósito , A. D. Viñales

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

We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…

Statistical Mechanics · Physics 2025-09-24 Fernando Peruani , Debasish Chaudhuri

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

Soft Condensed Matter · Physics 2015-10-28 Steven Delong , Florencio Balboa Usabiaga , Aleksandar Donev

A topic of intense current investigation pursues the question how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of…

Statistical Mechanics · Physics 2016-09-28 Surya K. Ghosh , Andrey G. Cherstvy , Denis S. Grebenkov , Ralf Metzler

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…

Probability · Mathematics 2014-02-03 A. B. Duncan

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…

Statistical Mechanics · Physics 2014-06-03 Daniela Froemberg , Eli Barkai

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…

Statistical Mechanics · Physics 2018-01-09 G. Muñoz-Gil , C. Charalambous , M. A. García-March , M. F. García-Parajo , C. Manzo , M. Lewenstein , A. Celi

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

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté

We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits…

Statistical Mechanics · Physics 2015-03-30 Anna Bodrova , Aleksei V. Chechkin , Andrey G. Cherstvy , Ralf Metzler

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali
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