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Related papers: First passage statistics for diffusing diffusivity

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Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

A simple model of random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be both solved analytically and simulated numerically. The analytic solution gives the known Eistein-Smoluchowski…

Computational Physics · Physics 2007-05-23 Zygmunt Mazur , Dariusz Grech

Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

Statistical Mechanics · Physics 2010-08-13 Yannis Drossinos , Michael W. Reeks

We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position…

Statistical Mechanics · Physics 2021-07-21 Benjamin Besga , Felix Faisant , Artyom Petrosyan , Sergio Ciliberto , Satya N. Majumdar

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…

Probability · Mathematics 2020-10-09 Guillaume Barraquand , Mark Rychnovsky

Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…

Statistical Mechanics · Physics 2021-06-11 S. Mohsen J. Khadem , Sabine H. L. Klapp , Rainer Klages

We have studied the conductance distribution function of two-dimensional disordered noninteracting systems in the crossover regime between the diffusive and the localized phases. The distribution is entirely determined by the mean…

Disordered Systems and Neural Networks · Physics 2015-05-14 A. M. Somoza , J. Prior , M. Ortuno , I. V. Lerner

Understanding the spread of infectious diseases requires integrating movement, physical constraints, and spatial configurations into epidemiological models. In this study, we investigate how particle diffusivity, hardcore interactions, and…

Other Condensed Matter · Physics 2025-06-17 Kaito Takahashi , Makiko Sasada , Takuma Akimoto

A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long…

Condensed Matter · Physics 2009-10-30 Hermann Schulz-Baldes

The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…

Statistical Mechanics · Physics 2023-08-03 Toby Kay , Luca Giuggioli

In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…

Statistical Mechanics · Physics 2020-01-29 Coline Larmier , Alain Mazzolo , Andrea Zoia

We report on novel Brownian, yet non-Gaussian diffusion, in which the mean square displacement of the particle grows linearly with time, the probability density for the particle spreading is Gaussian-like, however, the probability density…

Statistical Mechanics · Physics 2020-10-28 K. Białas , J. Łuczka , P. Hänggi , J. Spiechowicz

We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…

Chaotic Dynamics · Physics 2015-06-18 Ch. G. Antonopoulos , T. Bountis , Ch. Skokos , L. Drossos

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

Probability · Mathematics 2010-10-19 Tomoyuki Ichiba , Ioannis Karatzas

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…

Soft Condensed Matter · Physics 2023-11-22 Francisco E. Alban Chacón , Erick A. Lamilla Rubio , Manuel S. Alvarez Alvarado

We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

The mechanism of diffusing diffusivity predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the mean-squared displacement (MSD) grows linearly with time.…

Statistical Mechanics · Physics 2017-10-18 Mpumelelo Matse , Mykyta V. Chubynsky , John Bechhoefer

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

Statistical Mechanics · Physics 2021-06-02 Xudong Wang , Yao Chen

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov