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A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…

Probability · Mathematics 2017-04-10 Mark Kelbert , Enzo Orsingher

We consider a nearest neighbor random walk on the one-dimensional integer lattice with drift towards the origin determined by an asymptotically vanishing function of the number of visits to zero. We show the existence of distinct regimes…

Probability · Mathematics 2007-12-03 Iddo Ben-Ari , Mathieu Merle , Alexander Roitershtein

We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the…

Probability · Mathematics 2010-03-26 Marton Balazs , Gyorgy Farkas , Peter Kovacs , Attila Rakos

In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant…

Mathematical Physics · Physics 2017-10-11 Miquel Montero , Axel Masó-Puigdellosas , Javier Villarroel

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

We present a general expression for the probability distribution function of electric field in a plasma cloud formed by the impact of a laser pulse on a gas or a solid body. We also present the results of numerical calculation of this…

Plasma Physics · Physics 2022-04-21 S. Ya. Bronin , E. V. Vikhrov , B. B. Zelener , B. V. Zelener

We consider a linear Fermi-Pasta-Ulam-Tsingou lattice with random spatially varying material coefficients. Using the methods of stochastic homogenization we show that solutions with long wave initial data converge in an appropriate sense to…

Analysis of PDEs · Mathematics 2021-04-02 Joshua A. McGinnis , J. Douglas Wright

We define a new class of random walk processes which maximize entropy. This maximal entropy random walk is equivalent to generic random walk if it takes place on a regular lattice, but it is not if the underlying lattice is irregular. In…

Disordered Systems and Neural Networks · Physics 2013-05-29 Z. Burda , J. Duda , J. M. Luck , B. Waclaw

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…

General Physics · Physics 2017-08-02 Lawrence S. Schulman

We discuss the motion of electrically and magnetically charged particles in the electromagnetic swirling universe. We show that the equations of motion can be decoupled in the Hamilton-Jacobi formalism, revealing the existence of a fourth…

General Relativity and Quantum Cosmology · Physics 2024-07-08 Rogério Capobianco , Betti Hartmann , Jutta Kunz

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

Probability · Mathematics 2011-09-01 Guy Katriel

We derive an equation capable of treating both the electrostatic and non-electrostatic interactions in the charged liquids. The equation derived is a complex version of the Poisson-Boltzmann equation, in which the non-electrostatic…

Soft Condensed Matter · Physics 2025-02-12 Li Wan

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra

A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…

Statistical Mechanics · Physics 2020-10-16 Qiuping A. Wang , Aziz El Kaabouchi

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

Statistical Mechanics · Physics 2020-12-02 Jie Yao , Yanting Wang

We investigate the possibility of electrostatic potential saturation, which may lead to the phenomenon of effective charge saturation. The system under study is a uniformly charged infinite plane immersed in an arbitrary electrolyte made up…

Soft Condensed Matter · Physics 2007-05-23 Gabriel Tellez , Emmanuel Trizac

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

Statistical Mechanics · Physics 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

Numerical simulations of particle acceleration in magnetized turbulence have recently observed powerlaw spectra where pile-up distributions are rather expected. We interpret this as evidence for particle segregation based on acceleration…

High Energy Astrophysical Phenomena · Physics 2020-11-19 Martin Lemoine , Mikhail A. Malkov