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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…

Statistical Mechanics · Physics 2026-03-25 Wei Wang , Qing Wei , Igor M. Sokolov , Ralf Metzler , Aleksei Chechkin

The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far…

Statistical Mechanics · Physics 2009-11-11 P. Cipriani , S. Denisov , A. Politi

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…

Soft Condensed Matter · Physics 2018-10-17 Kui Zhang , Katelyn P. R. Crizer , Mark H. Schoenfisch , David B. Hill , Gustavo Didier

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.…

Statistical Mechanics · Physics 2022-03-02 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

We show that Lagrangian measurements in active turbulence bear imprints of turbulent and anomalous streaky hydrodynamics leading to a self-selection of persistent trajectories - Levy walks - over diffusive ones. This emergent dynamical…

Fluid Dynamics · Physics 2022-08-26 Rahul K. Singh , Siddhartha Mukherjee , Samriddhi Sankar Ray

Countless systems in biology, physics, and finance undergo diffusive dynamics. Many of these systems, including biomolecules inside cells, active matter systems and foraging animals, exhibit anomalous dynamics where the growth of the mean…

Statistical Mechanics · Physics 2021-08-11 Aykut Argun , Giovanni Volpe , Stefano Bo

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…

Statistical Mechanics · Physics 2009-11-13 M. Marseguerra , A. Zoia

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…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

We propose a new class of generative diffusion models, called functional diffusion. In contrast to previous work, functional diffusion works on samples that are represented by functions with a continuous domain. Functional diffusion can be…

Computer Vision and Pattern Recognition · Computer Science 2023-11-28 Biao Zhang , Peter Wonka

In the present article we carry out a molecular dynamics study of the core-softened system and show that the existence of the water-like anomalies in this system depends on the trajectory in $P-\rho-T$ space along which the behavior of the…

Soft Condensed Matter · Physics 2015-05-28 Yu. D. Fomin , V. N. Ryzhov , E. N. Tsiok

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

Statistical Mechanics · Physics 2009-11-07 Noelle Pottier

Novel hidden thermodynamic structures have recently been uncovered during the investigation of nonequilibrium thermodynamics for multiscale stochastic processes. Here we reveal the martingale structure for a general thermodynamic functional…

Mathematical Physics · Physics 2021-08-18 Hao Ge , Chen Jia , Xiao Jin

Thermal diffusion has been studied for over 150 years. Despite of the long history and the increasing importance of the phenomenon, the physics of thermal diffusion remains poorly understood. In this paper Ludwig's thermal diffusion is…

Mathematical Physics · Physics 2013-07-18 Yong-Jung Kim

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

We investigate one-dimensional driven diffusive systems where particles may also be created and annihilated in the bulk with sufficiently small rate. In an open geometry, i.e., coupled to particle reservoirs at the two ends, these systems…

Statistical Mechanics · Physics 2007-05-23 A. Rákos , M. Paessens