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The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
In single-particle tracking experiments measuring anomalous diffusion dynamics, understanding ergodicity is crucial, as it ensures that the time average of an observable matches the ensemble average, and can thus be fitted with known…
Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…
We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
For the first time the phenomenon of cellular structure coarsening are consistently analysed from the positions of kinetic, hydrodynamic and stochastodynamic theories of nonequilibrium statistical systems. Thereby micro-, meso- and…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…
Diffusion with stochastic resetting is a paradigm of resetting processes. Standard renewal or master equation approach are typically used to study steady state and other transport properties such as average, mean squared displacement etc.…
It is of great current interest to establish toy models of ergodicity breaking transitions in quantum many-body systems. Here we study a model that is expected to exhibit an ergodic to nonergodic transition in the thermodynamic limit upon…
A mathematical continuum limit of the interaction energy of a random particle chain is shown to yield new insight into the effect of microscopic heterogeneities on macroscopic fracture laws in brittle materials. We derive a formula which…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
The fractal properties of models of randomly placed $n$-dimensional spheres ($n$=1,2,3) are studied using standard techniques for calculating fractal dimensions in empirical data (the box counting and Minkowski-sausage techniques). Using…
We study the typical behavior of random walkers on the microcanonical configuration space of mean-field disordered systems. Passive walks have an ergodicity-breaking transition at precisely the energy density associated with the dynamical…
We undertake a detailed analysis of ergodicity for homogeneous discrete-time quantum walks on the integer lattice. The most significant result of our paper holds in dimension one, and gives a complete equivalence between the absolutely…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…