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We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We demonstrate that the Einstein relation for the diffusion of a particle in the random energy landscape with the Gaussian density of states is an exclusive 1D property and does not hold in higher dimensions. We also consider the analytical…
Let $\nu\in M^1([0,\infty[)$ be a fixed probability measure. For each dimension $p\in \mathbb{N}$, let $(X_n^{p})_{n\geq1}$ be i.i.d. $\mathbb{R}^p$-valued random variables with radially symmetric distributions and radial distribution…
Classically the kinetic theory for a perfect gas has zero spatial number density correlation between separate points because the particles are independent. But the joint spatial and temporal correlation is non-zero (and easily calculable)…
We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…
In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…
Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…
We introduce the pushy random walk, where a walker can push multiple obstacles, thereby penetrating large distances in environments with finite obstacle density. This process provides a minimal model for experimentally observed interactions…
Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We study photon diffusion in a two-dimensional random packing of monodisperse disks as a simple model of granular material. We apply ray optics approximation to set up a persistent random walk for the photons. We employ Fresnel's intensity…
In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…
We study a reaction-diffusion process that involves two species of atoms, immobile and diffusing. We assume that initially only immobile atoms, uniformly distributed throughout the entire space, are present. Diffusing atoms are injected at…
We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
We derive an analytic expression for the distribution of velocities of multiple interacting active particles which we test by numerical simulations. In clear contrast with equilibrium we find that the velocities are coupled to positions.…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
We extensively investigate in-plane light diffusion in systems with thickness larger than but comparable with the transport mean free path. By exploiting amplified spontaneous emission from dye molecules placed in the same holder of the…