Related papers: Time-Average Based on Scaling Law in Anomalous Dif…
Starting from a fine-scale dissipative particle dynamics (DPD) model of self-motile point particles, we derive meso-scale continuum equations by applying a spatial averaging version of the Irving--Kirkwood--Noll procedure. Since the method…
We study the thermal Markovian diffusion of tracer particles in a 2D medium with spatially-varying diffusivity $D(r)$, mimicking recently measured, heterogeneous maps of the apparent diffusion coefficient in biological cells. For this…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
We compute the mean square displacement (MSD) of intruders immersed in a freely cooling granular gas made up of smooth inelastic hard spheres. In general, intruders and particles of the granular gas are assumed to have different mechanical…
This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in…
Under certain circumstances, the time behavior of a random walk is modulated by logarithmic periodic oscillations. The goal of this paper is to present a simple and pedagogical explanation of the origin of this modulation for diffusion on a…
In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We present a modification to the diffusion entropy analysis method for detecting temporal scaling. Diffusion entropy analysis detects temporal scaling in a data set by converting a time-series into a diffusion trajectory and using the…
We examine by extensive computer simulations the self-diffusion of anisotropic star like particles in crowded two-dimensional solutions. We investigate the implications of the area coverage fraction $\phi$ of the crowders and the…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
An analytical soluble model based on a Continuous Time Random Walk (CTRW) scheme for the adsorption-desorption processes at interfaces, called bulk-mediated surface diffusion, is presented. The time evolution of the effective probability…
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…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…
Mathematically modeling complex transport phenomena at the molecular level can be a powerful tool for identifying transport mechanisms and predicting macroscopic properties. We use two different stochastic time series models, parameterized…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…