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It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

Recently, in the paper: T. Koszto{\l}owicz and A. Dutkiewicz, Phys. Rev. E \textbf{104}, 014118 (2021) the $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ has been considered. This…

Statistical Mechanics · Physics 2021-10-20 Tadeusz Kosztołowicz , Aldona Dutkiewicz

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…

Analysis of PDEs · Mathematics 2026-02-23 Marzia Bisi , Davide Cusseddu , Ana Jacinta Soares , Romina Travaglini

Various mechanical phenomena depend on the length scale, and these have inspired a variety of nonlocal and higher gradient continuum theories. Mechanistically, it is believed that the length scale dependence arises due to an interplay…

Materials Science · Physics 2025-12-23 Harkirat Singh , Mayank Raj , Kaushik Bhattacharya

Ergodicity breaking and aging effects are fundamental challenges in out-of-equilibrium systems. Various mechanisms have been proposed to understand the non-ergodic and aging phenomena, possibly related to observations in systems ranging…

Disordered Systems and Neural Networks · Physics 2025-04-18 Chunyan Li , Qingyang Feng , Tianjie Zhou , Haiwen Liu , X. C. Xie

Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

Volcanic seismicity at Mt. Etna is studied. It is found that the associated stochastic process exhibits a subdiffusive phenomenon. The jump probability distribution well obeys an exponential law, whereas the waiting-time distribution…

Geophysics · Physics 2015-06-17 Sumiyoshi Abe , Norikazu Suzuki

The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…

Probability · Mathematics 2007-05-23 Mu-Fa chen

We introduce and theoretically investigate a minimal particle-based model for a new class of active matter where particles exhibit directional, volume-conserving division in confinement while interacting sterically, mimicking cells in early…

Soft Condensed Matter · Physics 2024-10-01 Samantha R. Lish , Lukas Hupe , Ramin Golestanian , Philip Bittihn

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Statistical Mechanics · Physics 2026-05-01 Takuma Akimoto , Jae-Hyung Jeon , Ralf Metzler , Tomoshige Miyaguchi , Takashi Uneyama , Eiji Yamamoto

We investigate statistics of occupation times for an over-damped Brownian particle in an external force field. A backward Fokker-Planck equation introduced by Majumdar and Comtet describing the distribution of occupation times is solved.…

Statistical Mechanics · Physics 2016-08-31 Eli Barkai

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties for the environment as seen from the position of the walker,…

Probability · Mathematics 2013-10-04 Frank Redig , Florian Völlering

Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…

Statistical Mechanics · Physics 2009-10-31 Anatoly B. Kolomeisky , Michael E. Fisher

From footpaths to flight routes, human mobility networks facilitate the spread of communicable diseases. Control and elimination efforts depend on characterizing these networks in terms of connections and flux rates of individuals between…

Populations and Evolution · Quantitative Biology 2016-01-29 Kyle B Gustafson , Basil S. Bayati , Philip A. Eckhoff

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

We develop a mesoscopic modeling framework for diffusion in a crowded environment, particularly targeting applications in the modeling of living cells. Through homogenization techniques we effectively coarse-grain a detailed microscopic…

Subcellular Processes · Quantitative Biology 2018-09-19 Stefan Engblom , Per Lötstedt , Lina Meinecke

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski