Related papers: Scaled Brownian motion: a paradoxical process with…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…
We perform extensive simulations and systematic statistical analyses of the structural dynamics of amorphous silicon. The simulations follow the dynamics introduced by Wooten, Winer and Weaire: the energy is obtained with the Keating…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We study the first passage time processes of anomalous diffusion on self similar curves in two dimensions. The scaling properties of the mean square displacement and mean first passage time of the ballistic motion, fractional Brownian…
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…
Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Brownian motion (FBM): (i) the Langevin equation driven by…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…
We develop an age-structured hydrodynamic (HD) theory which describes the collective behavior of $N\gg 1$ anomalously diffusing particles under stochastic renewal resetting. The theory treats the age of a particle -- the time since its last…
Single-file diffusion (SFD) is a key mechanism underlying transport phenomena in confined physical and biological systems. In a typical SFD process, microscopic particles are restricted to moving in a narrow channel where they cannot pass…