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Consider anomalous energy spread in solid phases, i.e., $MSD= \int (x -{< x >}_E)^2 \rho_E(x,t)dx \propto t^{\beta}$, as induced by a small initial excess energy perturbation distribution $\rho_{E}(x,t=0)$ away from equilibrium. The…

Statistical Mechanics · Physics 2015-06-16 Sha Liu , Peter Hänggi , Nianbei Li , Jie Ren , Baowen Li

The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…

Chaotic Dynamics · Physics 2016-04-01 Gabriel Díaz I. , André L. P. Livorati , Edson D. Leonel

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

Statistical Mechanics · Physics 2015-06-17 Himani Sachdeva , Mustansir Barma

In the paper, we introduce a new measure of correlation between possibly non-stationary series. As the measure is based on the detrending moving-average cross-correlation analysis (DMCA), we label it as the DMCA coefficient…

Statistical Finance · Quantitative Finance 2014-03-27 Ladislav Kristoufek

We consider a non-interacting one-dimensional gas accelerated by a constant and uniform external field. The energy absorbed from the field is transferred via elastic collisions to a bath of scattering obstacles. At gas-obstacle encounters…

Statistical Mechanics · Physics 2009-11-11 Jaroslaw Piasecki , Rodrigo Soto

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

We study the transport properties of passive inertial particles in a $2-d$ incompressible flows. Here the particle dynamics is represented by the $4-d$ dissipative embedding map of $2-d$ area-preserving standard map which models the…

Chaotic Dynamics · Physics 2009-07-23 N. Nirmal Thyagu , Neelima Gupte

The diffusive transport in two-dimensional incompressible turbulent fields is investigated with the aid of high-quality direct numerical simulations. Three classes of turbulence spectra that are able to capture both short and long-range…

Fluid Dynamics · Physics 2023-03-24 D. I. Palade , L. M. Pomârjanschi , M. Ghită

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

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

Canonical characterization techniques that rely upon mean squared displacement ($\mathrm{MSD}$) break down for non-ergodic processes, making it challenging to characterize anomalous diffusion from an individual time-series measurement.…

Quantitative Methods · Quantitative Biology 2023-02-21 Madhur Mangalam , Ralf Metzler , Damian G. Kelty-Stephen

Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of…

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

Reactive transport in saturated/unsaturated porous media is numerically upscaled to the space-time scale of a hypothetical measurement through coarse-grained space-time (CGST) averages. The reactive transport is modeled at the fine-grained…

Numerical Analysis · Mathematics 2023-03-30 Nicolae Suciu , Florin A. Radu , Iuliu S. Pop

Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…

Fluid Dynamics · Physics 2007-05-23 Mogens V. Melander , Bruce R. Fabijonas

This Letter introduces unexpected diffusion properties in dense granular flows, and shows that they result from the development of partially jammed clusters of grains, or granular vortices. Transverse diffusion coefficients $D$ and average…

Soft Condensed Matter · Physics 2017-10-25 Prashidha Kharel , Pierre Rognon

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

We study the diffusion of an ensemble of overdamped particles sliding over a tilted random poten- tial (produced by the interaction of a particle with a random polymer) with long-range correlations. We found that the diffusion properties of…

Disordered Systems and Neural Networks · Physics 2014-04-11 R. Salgado-Garcia , Cesar Maldonado

We provide a concise PDE-based proof of anomalous diffusion in the Kraichan model -- a stochastic, white-in-time model of passive scalar turbulence. That is, we show an exponential rate of $L^2$ decay in expectation of a passive scalar…

Mathematical Physics · Physics 2024-06-04 Keefer Rowan