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Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

Anomalous diffusion occurs at very different scales in nature, from atomic systems to motions in cell organelles, biological tissues or ecology, and also in artificial materials, such as cement. Being able to accurately measure the…

Machine Learning · Computer Science 2021-08-09 Òscar Garibo i Orts , Miguel A. Garcia-March , J. Alberto Conejero

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone. Our model unifies different model approaches based on distributed-order…

Statistical Mechanics · Physics 2022-04-05 T. J. Doerries , A. V. Chechkin , R. Schumer , R. Metzler

We investigate the asymptotic properties of the large deviation function of the integrated particle current in systems, in or out of thermal equilibrium, whose dynamics exhibits anomalous diffusion. The physical systems covered by our study…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Uwe C. Tauber , Frederic van Wijland

We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…

Statistical Mechanics · Physics 2007-05-23 Santos B. Yuste , L. Acedo

In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…

Statistical Mechanics · Physics 2017-12-20 Philipp Meyer , Eli Barkai , Holger Kantz

We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…

Statistical Mechanics · Physics 2010-04-07 Simon Standaert , Jan Ryckebusch , Lesley De Cruz

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…

Anomalous diffusion occurs in many physical and biological phenomena, when the growth of the mean squared displacement (MSD) with time has an exponent different from one. We show that recurrent neural networks (RNN) can efficiently…

Statistical Mechanics · Physics 2019-07-24 Stefano Bo , Falko Schmidt , Ralf Eichhorn , Giovanni Volpe

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…

Computational Physics · Physics 2018-04-13 Elliot J. Carr

Polydimethylsiloxane (PDMS) is a glassy polymer widely used in biomedical engineering, namely in microfluidics applications. However, PDMS is known to interact with hydrophobic chemicals. This interaction is exacerbated at the scale of…

Soft Condensed Matter · Physics 2025-06-18 Nathaniel G. Hermann , Dmitry A. Markov , M. Shane Hutson

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this…

Computation · Statistics 2023-06-02 Ali Hasan , Yu Chen , Yuting Ng , Mohamed Abdelghani , Anderson Schneider , Vahid Tarokh

We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…

Statistical Mechanics · Physics 2010-03-11 Assaf Amitai , Yacov Kantor , Mehran Kardar

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

Quantum walks are known to propagate quadratically faster than their classical counterparts and are used to model dynamics in various quantum systems. The spread of the quantum walk in position space shows anomalous diffusion behavior. By…

Quantum Physics · Physics 2022-05-24 Abhaya S. Hegde , C. M. Chandrashekar

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

Statistical Mechanics · Physics 2018-10-17 F. Le Vot , S. B. Yuste

This is an easy-to-read introduction to foundations of deterministic chaos, deterministic diffusion and anomalous diffusion. The first part introduces to deterministic chaos in one-dimensional maps in form of Ljapunov exponents and…

Chaotic Dynamics · Physics 2010-01-27 R. Klages

In this work, we investigate the presence of sub-diffusive behavior in the Chirikov-Taylor Standard Map. We show that the stickiness phenomena, present in the mixed phase space of the map setup, can be characterized as a Continuous Time…

Chaotic Dynamics · Physics 2021-06-30 Matheus S. Palmero , Gabriel I. Díaz , Iberê L. Caldas , Igor. M. Sokolov