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Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…

Statistical Mechanics · Physics 2011-12-06 Shai Carmi , Eli Barkai

We study the long time behavior of an advection-diffusion equation with a random shear flow which depends on a stationary Ornstein-Uhlenbeck (OU) process in parallel-plate channels enforcing the no-flux boundary conditions. We derive a…

Analysis of PDEs · Mathematics 2020-12-15 Lingyun Ding , Richard M. McLaughlin

We analyze the waiting time distribution of time distances $\tau$ between two nearest-neighbor flares. This analysis is based on the joint use of two distinct techniques. The first is the direct evaluation of the distribution function…

Statistical Mechanics · Physics 2009-11-07 Paolo Grigolini , Deborah Leddon , Nicola Scafetta

We explore the nature of anomalous diffusion of wave packets in disorder-free incommensurate multi-walled carbon nanotubes. The spectrum-averaged diffusion exponent is obtained by calculating the multifractal dimension of the energy…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Shidong Wang , Milena Grifoni , Stephan Roche

Consider anomalous energy spread in solid phases, i.e., $MSD= \int (x -{< x >}_E)^2 \rho_E(x,t)dx \propto t^{\beta}$, as induced by a small initial excess energy perturbation distribution $\rho_{E}(x,t=0)$ away from equilibrium. The…

Statistical Mechanics · Physics 2015-06-16 Sha Liu , Peter Hänggi , Nianbei Li , Jie Ren , Baowen Li

We use numerical simulations to study the behavior of 2D frictionless disk systems under cyclic shear as a function of reversal amplitude \gamma_r. Our studies focus on mean bulk and disk dynamics. These measurements suggest a crossover…

Soft Condensed Matter · Physics 2014-06-11 Mitch Mailman , Michelle Girvan , Wolfgang Losert

We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square…

Statistical Mechanics · Physics 2010-05-06 Zhifu Huang , Guozhen Su , Qiuping A Wang , Jincan Chen

Drift diffusion models (DDMs) have found widespread use in computational neuroscience and other fields. They model evidence accumulation in simple decision tasks as a stochastic process drifting towards a decision barrier. In models where…

Methodology · Statistics 2025-12-12 Sicheng Liu , Alexander Fengler , Michael J. Frank , Matthew T. Harrison

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Statistical Mechanics · Physics 2019-03-12 Gorka Muñoz-Gil , Miguel Angel García-March , Carlo Manzo , Alessio Celi , Maciej Lewenstein

We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

Statistical Mechanics · Physics 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…

Soft Condensed Matter · Physics 2024-07-03 Santos Bravo Yuste , Rubén Gómez González , Vicente Garzó

We study the statistical properties of the area and the absolute area under the trajectories of subdiffusive random walks. Using different frameworks to describe subdiffusion (as the scaled Brownian motion, fractional Brownian motion, the…

Statistical Mechanics · Physics 2026-02-05 Vicenç Méndez , Rosa Flaquer-Galmés , Javier Cristín

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Felix Thiel , Igor M. Sokolov

Random walks with a fixed bias direction on randomly diluted cubic lattices far above the percolation threshold exhibit log-periodic oscillations in the effective exponent versus time. A scaling argument accounts for the numerical results…

Statistical Mechanics · Physics 2015-06-25 Dietrich Stauffer , Didier Sornette

We study the estimation of the value function for continuous-time Markov diffusion processes using a single, discretely observed ergodic trajectory. Our work provides non-asymptotic statistical guarantees for the least-squares…

Machine Learning · Computer Science 2025-02-07 Wenlong Mou

Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk , V. O. Kharchenko

Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…

Soft Condensed Matter · Physics 2025-06-04 Anton Klimek , Benjamin A. Dalton , Roland R. Netz

In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…

Statistical Mechanics · Physics 2008-08-21 S. F. Edwards , Moshe Schwartz