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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 consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…

Dynamical Systems · Mathematics 2015-05-13 Michael Blank

We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…

Statistical Mechanics · Physics 2015-09-02 Hadiseh Safdari , Andrey G. Cherstvy , Aleksei V. Chechkin , Felix Thiel , Igor M. Sokolov , Ralf Metzler

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We investigate the dynamics of a one-dimensional asymmetric exclusion process with Langmuir kinetics and a fluctuating wall. At the left boundary, particles are injected onto the lattice; from there, the particles hop to the right. Along…

Statistical Mechanics · Physics 2009-11-13 Sarah A. Nowak , Pak-Wing Fok , Tom Chou

From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…

Mathematical Physics · Physics 2019-09-25 Bastien Fernandez

In many important cellular processes, including mRNA translation, gene transcription, phosphotransfer, and intracellular transport, biological "particles" move along some kind of "tracks". The motion of these particles can be modeled as a…

Subcellular Processes · Quantitative Biology 2017-11-01 Yoram Zarai , Michael Margaliot , Tamir Tuller

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

We study the geometric ergodicity and the long time behavior of the Random Batch Method for interacting particle systems, which exhibits superior numerical performance in recent large-scale scientific computing experiments. We show that for…

Probability · Mathematics 2022-05-16 Shi Jin , Lei Li , Xuda Ye , Zhennan Zhou

The behavior of lattice models in which time reversibility is enforced at the level of trajectories (microscopic reversibility) is studied analytically. Conditions for ergodicity breaking are explored, and a few examples of systems…

Statistical Mechanics · Physics 2025-02-17 Piero Olla

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski

Two canonical models of statistical mechanics, the fully-connected voter and Glauber-Ising models, are modified to incorporate growth via the addition or replication of spins. The resulting behaviour is examined in a regime where the…

Statistical Mechanics · Physics 2014-08-18 Richard G. Morris , Tim Rogers

In the simplest sequential decision problem for an ergodic stochastic process X, at each time n a decision u_n is made as a function of past observations X_0,...,X_{n-1}, and a loss l(u_n,X_n) is incurred. In this setting, it is known that…

Probability · Mathematics 2015-02-04 Ramon van Handel

Motivated by a model presented by S. Gudder, we study a quantum generalization of Markov chains and discuss the relation between these maps and open quantum random walks, a class of quantum channels described by S. Attal et al. We consider…

Quantum Physics · Physics 2016-08-10 Carlos F. Lardizabal , Rafael R. Souza

We consider a simple model for the fluctuating hydrodynamics of a flexible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being…

Probability · Mathematics 2012-07-24 Jonathan C. Mattingly , Scott A. McKinley , Natesh S. Pillai

We study a persistent exclusion process with time-periodic external potential on a 1d periodic lattice through numerical simulations. A set of run-and-tumble particles move on a lattice of length $L$ and tumbling probability $\gamma \ll 1$…

Statistical Mechanics · Physics 2025-03-26 Deepsikha Das , Sakuntala Chatterjee

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

Ergodicity, the central tenet of statistical mechanics, requires that an isolated system will explore all of its available phase space permitted by energetic and symmetry constraints. Mechanisms for violating ergodicity are of great…