Related papers: Stochastic Loewner Evolution Relates Anomalous Dif…
We postulate the existence of a natural Poissonian marking of the double (touching) points of SLE(6) and hence of the related continuum nonsimple loop process that describes macroscopic cluster boundaries in 2D critical percolation. We…
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.…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
Substantial progress has been made in recent years on the 2D critical percolation scaling limit and its conformal invariance properties. In particular, chordal SLE6 (the Stochastic Loewner Evolution with parameter k=6) was, in the work of…
Anomalous transport processes in which the variance of the distance travelled does not necessarily increase linearly with time are modelled using the formalism of continuous time random walks. We compute particle propagators which have the…
The generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics was theoretically investigated in the context of non-equilibrium statistical mechanics. The recent study of the authors revealed that the Loewner…
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…
We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…
We introduce finite ramified self-affine substrates in two dimensions with a set of appropriate hopping rates between nearest-neighbor sites, where the diffusion of a single random walk presents an anomalous {\it anisotropic} behavior…
We consider evolution in the unit disk in which the sample paths are represented by the trajectories of points evolving randomly under the generalized Loewner equation. The driving mechanism differs from the SLE evolution, but nevertheless…
Building on the identification of the scaling limit of the critical percolation exploration process as a Schramm-Loewner Evolution, we derive a PDE characterization for the crossing probability of an annulus.
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…
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…
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…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
Diffusion processes are important in several physical, chemical, biological and human phenomena. Examples include molecular encounters in reactions, cellular signalling, the foraging of animals, the spread of diseases, as well as trends in…
We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous Bessel noise, and also includes endogenous volatility which is permitted to have arbitrary…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…