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Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

The study of microsystems and the development of nanotechnologies require new techniques to measure piconewton and femtonewton forces at microscopic and nanoscopic scales. Amongst the challenges, there is the need to deal with the…

Statistical Mechanics · Physics 2011-04-22 Thomas Brettschneider , Giovanni Volpe , Laurent Helden , Jan Wehr , Clemens Bechinger

We analyze the diffusive transport of Brownian particles in narrow channels with periodically varying cross-section. The geometrical confinements lead to entropic barriers, the particle has to overcome in order to proceed in transport…

Statistical Mechanics · Physics 2012-01-06 P. S. Burada , G. Schmid , Y. Li , P. Hanggi

A recent experiment [Sadoon AA, Wang Y. 2018 Phys. Rev. E 98, 042411] has revealed that nucleoid associated proteins (i.e., DNA-binding proteins) exhibit highly heterogeneous diffusion processes in bacteria where not only the diffusion…

Statistical Mechanics · Physics 2021-03-09 Yuichi Itto , Christian Beck

We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

We study the effect of randomly distributed diffusivities and speeds in two models for active particle dynamics with active and passive fluctuations. We demonstrate how non-Gaussian displacement distributions emerge in these models in the…

Statistical Mechanics · Physics 2023-02-01 Elisabeth Lemaitre , Igor M. Sokolov , Ralf Metzler , Aleksei V. Chechkin

We study the dynamics of a Brownian motion with a diffusion coefficient which evolves stochastically. We first study this process in arbitrary dimensions and find the scaling form and the corresponding scaling function of the position…

Statistical Mechanics · Physics 2023-01-30 Ion Santra , Urna Basu , Sanjib Sabhapandit

The current paper is devoted to the investigation of wave propagation phenomenon in reaction-diffusion equations with ignition type nonlinearity in time heterogeneous and random media. It is proven that such equations in time heterogeneous…

Analysis of PDEs · Mathematics 2015-12-22 Wenxian Shen , Zhongwei Shen

The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…

Mathematical Physics · Physics 2015-06-09 M. N. Ovchinnikov

We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…

Soft Condensed Matter · Physics 2015-06-11 Elie Wandersman , Joshua A. Dijksman , Martin van Hecke

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

Probability · Mathematics 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov

We study the phenomena of noise induced transport in frictional ratchet systems. For this we consider a Brownian particle moving in a space dependent frictional medium in the presence of external white noise fluctuations. To get the…

Statistical Mechanics · Physics 2009-07-13 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

In this paper the reflection and transmission of waves by a three-dimensional random medium are studied in a white-noise and paraxial regime. The limit system derives from the acoustic wave equations and is described by a coupled system of…

Probability · Mathematics 2009-03-04 Josselin Garnier , Knut Sølna

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

Statistical Mechanics · Physics 2012-02-09 Lin Tongling , Pujos Cyril , Ou Congjie , Bi Wenping , Calvayrac Florent , Wang Qiuping A

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

Statistical Mechanics · Physics 2017-04-12 A. V. Chechkin , F. Seno , R. Metzler , I. M. Sokolov

A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard