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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…

Statistical Mechanics · Physics 2017-09-13 Andrey G. Cherstvy , Ralf Metzler

We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…

Statistical Mechanics · Physics 2023-05-23 Andrea Plati , Andrea Puglisi , Alessandro Sarracino

Diffusion in living tissues governs essential physiological processes and is well studied within cells. Yet how extracellular molecular motion emerges from the structural complexity of tissues remains unresolved. In the brain, molecules…

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

The effect of conformational fluctuations of modular macromolecules, such as enzymes, on their diffusion properties is addressed using a simple generic model of an asymmetric dumbbell made of two hydrodynamically coupled subunits. It is…

Soft Condensed Matter · Physics 2017-11-22 Pierre Illien , Tunrayo Adeleke-Larodo , Ramin Golestanian

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…

Statistical Mechanics · Physics 2017-10-25 Tomoshige Miyaguchi

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…

Probability · Mathematics 2014-02-03 A. B. Duncan

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…

Biological Physics · Physics 2013-05-24 Eldad Kepten Irena Bronshtein , Yuval Garini

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

Statistical Mechanics · Physics 2016-06-15 Takuma Akimoto , Eiji Yamamoto

Kinetic Monte-Carlo (KMC) simulations are a well-established numerical tool to investigate the time-dependent surface morphology in molecular beam epitaxy (MBE) experiments. In parallel, simplified approaches such as limited mobility (LM)…

Computational Physics · Physics 2019-09-18 Thomas Martynec , Sabine H. L. Klapp

Dynamics of a particle diffusing in a confinement can be seen a sequence of bulk-diffusion-mediated hops on the confinement surface. Here, we investigate the surface hopping propagator that describes the position of the diffusing particle…

Statistical Mechanics · Physics 2020-09-23 Denis S. Grebenkov

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. We…

Statistical Mechanics · Physics 2012-06-14 J. -F. Rupprecht , O. Bénichou , D. S. Grebenkov , R. Voituriez

The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged…

Statistical Mechanics · Physics 2015-10-07 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

Bubbles play an important role in the transport of chemicals and nutrients in many natural and industrial flows. Their dispersion is crucial to understand the mixing processes in these flows. Here we report on the dispersion of millimetric…

Fluid Dynamics · Physics 2018-08-08 Varghese Mathai , Sander G. Huisman , Chao Sun , Detlef Lohse , Mickaël Bourgoin

The role of incoherent tunneling in the diffusion of light atoms on surfaces is investigated. With this purpose, a Chudley-Elliot master equation constrained to nearest neighbors is considered within the Grabert-Weiss approach to quantum…

Statistical Mechanics · Physics 2013-09-10 A. S. Sanz , R. Martinez-Casado , S. Miret-Artes

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