Related papers: Deviation of the statistical fluctuation in hetero…
The distribution of price returns for a class of uncorrelated diffusive dynamics is considered. The basic assumptions are (1) that there is a "consensus" value associated with a stock, and (2) that the rate of diffusion depends on the…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…
In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
We study fluctuations of particle absorption by a three-dimensional domain with multiple absorbing patches. The domain is in contact with a gas of interacting diffusing particles. This problem is motivated by living cell sensing via…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…
In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…
A ubiquitous observation in cell biology is that diffusion of macromolecules and organelles is anomalous, and a description simply based on the conventional diffusion equation with diffusion constants measured in dilute solution fails. This…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
The self-diffusion coefficient of a granular gas in the homogeneous cooling state is analyzed near the shearing instability. Using mode-coupling theory, it is shown that the coefficient diverges logarithmically as the instability is…
To explain the appearance of heterogeneities in the plasma membrane, I propose a hypothesis which begins with the observation that fluctuations in the membrane curvature are coupled to the difference between compositions in one leaf and the…
Traditionally, it is understood that fluctuations in the equilibrium distribution are not evident in thermodynamic systems of large $N$ (the number of particles in the system) \cite{Huang1}. In this paper we examine the validity of this…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…