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We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…

Data Analysis, Statistics and Probability · Physics 2026-04-01 Edgardo Brigatti

The paper suggests a generalisation of the diffusion-limited aggregation (DLA) based on using a general stochastic process to control particle movements before sticking to a growing cluster. This leads to models with variable…

Statistical Mechanics · Physics 2007-05-23 Ilya Molchanov

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

Spreading processes on top of active dynamics provide a novel theoretical framework for capturing emerging collective behavior in living systems. I consider run-and-tumble dynamics coupled with coagulation/decoagulation reactions that lead…

Statistical Mechanics · Physics 2025-05-29 Matteo Paoluzzi

Discrete time random walks, in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$, are widely used models for stochastic processes. In the case of a correlated random walk, the next…

Quantitative Methods · Quantitative Biology 2012-07-11 F. Stadler , C. Metzner , J. Steinwachs , B. Fabry

We study the long-time tails of the survival probability $P(t)$ of an $A$ particle diffusing in $d$-dimensional media in the presence of a concentration $\rho$ of traps $B$ that move sub-diffusively, such that the mean square displacement…

Statistical Mechanics · Physics 2009-11-13 S. B. Yuste , G. Oshanin , K. Lindenberg , O. Benichou , J. Klafter

We present results from an individual particle based model for the collision, coagulation and fragmentation of heavy drops moving in a turbulent flow. Such a model framework can help to bridge the gap between the full hydrodynamic…

Fluid Dynamics · Physics 2020-01-29 Jens C. Zahnow , Ulrike Feudel

Many diffusive systems involve correlated random walkers due to a shared environment. Such systems can be modeled as random walks in random environments (RWRE). These models differ from classical diffusion in the behavior of the extremes --…

Statistical Mechanics · Physics 2025-08-25 Franscesca Ark , Jacob B. Hass , Eric I. Corwin

Based on experiments of the compaction of granular materials under periodic shear of a packing of glass beads, a minimal model for the dynamics of the packing density as a function of time is proposed. First, a random ``energy landscape''…

Statistical Mechanics · Physics 2007-05-23 Stefan Luding , Maxime Nicolas , Olivier Pouliquen

We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…

Probability · Mathematics 2019-04-22 Vladas Sidoravicius , Alexandre Stauffer

We explore analytically and numerically agglomeration driven by advection and localized source. The system is inhomogeneous in one dimension, viz. along the direction of advection. We analyze a simplified model with mass-independent…

Much recent research activity has been devoted to empirical study and theoretical models of complex networks (random graphs) with three qualitative features: power-law degree distribution, local clustering of edges, and small diameter. We…

Disordered Systems and Neural Networks · Physics 2017-08-23 David J. Aldous

We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…

Probability · Mathematics 2014-04-28 Ostap Hryniv , Mikhail V. Menshikov , Andrew R. Wade

Random multiplicative growth with redistribution generates stationary Pareto wealth tails in the Bouchaud-M\'ezard model, but assumes a fixed multiplicative noise intensity. This is restrictive for physical and financial growth processes,…

Disordered Systems and Neural Networks · Physics 2026-05-20 Maxence Arutkin , Alexandre Vallée

We study the distribution of swimming micro-organisms advected by a model turbulent flow and attracted towards a localised light source through phototaxis. It is shown that particles aggregate along a dynamical attractor with fractal…

Mathematical Physics · Physics 2009-11-13 Colin Torney , Zoltan Neufeld

After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…

Data Analysis, Statistics and Probability · Physics 2023-07-19 A. M. Mathai , H. J. Haubold

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…

Statistical Mechanics · Physics 2015-03-17 Markus Spanner , Felix Höfling , Gerd Schröder-Turk , Klaus Mecke , Thomas Franosch

Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…

Statistical Mechanics · Physics 2020-07-06 Keisuke Ishihara , Ashish B. George , Ryan Cornelius , Kirill S. Korolev