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On certain self-similar substrates the time behavior of a random walk is modulated by logarithmic periodic oscillations on all time scales. We show that if disorder is introduced in a way that self-similarity holds only in average, the…

Statistical Mechanics · Physics 2015-05-20 L. Padilla , H. O. Mártin , J. L. Iguain

The optical memory effect has emerged as a powerful tool for imaging through multiple-scattering media; however, the finite angular range of the memory effect limits the field of view. Here, we demonstrate experimentally that selective…

The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…

Statistical Mechanics · Physics 2019-12-02 Vitor M. Marquioni

We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a…

Statistical Mechanics · Physics 2009-10-16 Bartlomiej Dybiec , Ewa Gudowska-Nowak

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

We highlight a few recent results on the effect of the diffusion process in deterministic area preserving maps with noncompact phase space, namely the standard map. In more detail, we focus on the anomalous diffusion arising due to the…

Chaotic Dynamics · Physics 2015-01-09 T. Manos , M. Robnik

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

Probability · Mathematics 2026-01-30 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

Statistical Mechanics · Physics 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

This work investigates the influence of a generic anomalous diffusion model on mass convection in a fluid-saturated porous medium, focusing on superdiffusive regimes. A mathematical model is developed, and tability analyses - both linear…

Fluid Dynamics · Physics 2025-01-08 Antonio Barletta , Pedro Vayssière Brandão , Florinda Capone , Roberta De Luca

Countless systems in biology, physics, and finance undergo diffusive dynamics. Many of these systems, including biomolecules inside cells, active matter systems and foraging animals, exhibit anomalous dynamics where the growth of the mean…

Statistical Mechanics · Physics 2021-08-11 Aykut Argun , Giovanni Volpe , Stefano Bo

Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and…

Statistical Mechanics · Physics 2019-07-03 Daniel Campos , Vicenç Méndez

We investigate the occurrence of anomalous diffusive transport associated with acoustic wave fields propagating through highly-scattering periodic media. Previous studies had correlated the occurrence of anomalous diffusion to either the…

Disordered Systems and Neural Networks · Physics 2019-03-27 Salvatore Buonocore , Mihir Sen , Fabio Semperlotti

Memory and forgetting constitute two sides of the same coin, and although the first has been rigorously investigated, the latter is often overlooked. A number of experiments under the realm of psychology and experimental neuroscience have…

Neurons and Cognition · Quantitative Biology 2019-07-23 Antonios Georgiou , Mikhail Katkov , Misha Tsodyks

Consider a random medium consisting of points randomly distributed so that there is no correlation among the distances. This is the random link model, which is the high dimensionality limit (mean field approximation) for the euclidean…

Statistical Mechanics · Physics 2009-10-20 Cesar Augusto Sangaletti Tercariol , Alexandre Souto Martinez

Diffusion models excel in generating images that closely resemble their training data but are also susceptible to data memorization, raising privacy, ethical, and legal concerns, particularly in sensitive domains such as medical imaging. We…

Computer Vision and Pattern Recognition · Computer Science 2025-02-12 Raman Dutt , Ondrej Bohdal , Pedro Sanchez , Sotirios A. Tsaftaris , Timothy Hospedales