Related papers: Non-scaling displacement distributions as may be s…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…
Fickian yet non-Gaussian diffusion is observed in several biological and soft matter systems, yet the underlying mechanisms behind the emergence of non-Gaussianity while retaining a linear mean square displacement remain speculative. Here,…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
In this letter, we address the relationship between the statistical fluctuations of grain displacements for a full quasistatic plane shear experiment, and the corresponding anomalous diffusion exponent, $\alpha$. We experimentally validate…
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L\'{e}vy walk, in which the…
Dynamic heterogeneity, believed to be one of the hallmarks of the dynamics of supercooled liquids, is expected to affect the diffusion of the particles comprising the liquid. We have carried out extensive molecular dynamics simulations of…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
The statistics of equally weighted random paths (ideal polymer) is studied in $2$ and $3$ dimensional percolating clusters. This is equivalent to diffusion in the presence of a trapping environment. The number of $N$ step walks follows a…
We investigate the transport of a passive tracer in a two-dimensional stratified random medium with flow parallel and perpendicular to the strata. Assuming a Gaussian random flow with a Gaussian correlation function, it is not only possible…
The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…
The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…
We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…
We study continuous time random walks (CTRW) with power law distribution of waiting times under resetting which brings the walker back to the origin, with a power-law distribution of times between the resetting events. Two situations are…