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Related papers: Anomalous diffusion in time-fluctuating non-statio…

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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…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

Statistical Mechanics · Physics 2016-06-15 Takuma Akimoto , Eiji Yamamoto

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

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…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

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

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

Statistical Mechanics · Physics 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

Statistical Mechanics · Physics 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…

Statistical Mechanics · Physics 2026-05-07 Daniela Moretti , Pasquale Digregorio , Giuseppe Gonnella , Antonio Suma

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…

Statistical Mechanics · Physics 2015-06-19 Mykyta V. Chubynsky , Gary W. Slater

Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…

Statistical Mechanics · Physics 2023-02-22 Xudong Wang , Yao Chen

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

Statistical Mechanics · Physics 2009-11-07 E. Lutz

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

Statistical Mechanics · Physics 2015-06-04 Jae-Hyung Jeon , Ralf Metzler
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