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We investigate reflected random walks in the quarter plane, with particular emphasis on the time spent along the reflection boundary axes. Assuming the drift of the random walk lies within the cone, the local time converges -- without the…

Probability · Mathematics 2025-07-08 Viet Hung Hoang , Kilian Raschel

We discuss the physical consequences of a duality between two models with quenched disorder, in which particles propagate in one dimension among random traps or across random barriers. We derive an exact relation between their diffusion…

Statistical Mechanics · Physics 2008-07-31 Robert L. Jack , Peter Sollich

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

Numerical Analysis · Mathematics 2023-12-04 Surendra Nepal , Magnus Ogren , Yosief Wondmagegne , Adrian Muntean

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Machine Learning · Computer Science 2008-10-31 Qiang Li , Yan He , Jing-ping Jiang

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…

Statistical Mechanics · Physics 2009-11-13 F. Sagues , V. P. Shkilev , I. M. Sokolov

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

The onset of the Rayleigh-Benard instability in a horizontal fluid layer is investigated by assuming the fluid as a binary mixture and the concentration buoyancy as the driving force. The focus of this study is on the anomalous diffusion…

Fluid Dynamics · Physics 2024-06-18 A. Barletta , B. Straughan

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…

Physics and Society · Physics 2020-04-13 Naoki Masuda , Mason A. Porter , Renaud Lambiotte

Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…

The random walk is fundamental to modeling dynamic processes on networks. Metrics based on the random walk have been used in many applications from image processing to Web page ranking. However, how appropriate are random walks to modeling…

Social and Information Networks · Computer Science 2011-09-08 Rumi Ghosh , Kristina Lerman , Tawan Surachawala , Konstantin Voevodski , Shang-Hua Teng

Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits…

Statistical Mechanics · Physics 2018-02-13 J. M. Nava-Sedeno , H. Hatzikirou , R. Klages , A. Deutsch

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

Motivated by the diffusion-reaction kinetics on interstellar dust grains, we study a first-passage problem of mortal random walkers in a confined two-dimensional geometry. We provide an exact expression for the encounter probability of two…

Statistical Mechanics · Physics 2009-10-02 Ingo Lohmar , Joachim Krug

We develop a mesoscopic modeling framework for diffusion in a crowded environment, particularly targeting applications in the modeling of living cells. Through homogenization techniques we effectively coarse-grain a detailed microscopic…

Subcellular Processes · Quantitative Biology 2018-09-19 Stefan Engblom , Per Lötstedt , Lina Meinecke

We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…

Statistical Mechanics · Physics 2011-12-15 Shovan Dutta , Subhankar Ray , J. Shamanna

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

Statistical Mechanics · Physics 2007-05-23 M. Wilkinson , B. Mehlig

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…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…

Statistical Mechanics · Physics 2008-02-16 Artur B. Adib

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

Statistical Mechanics · Physics 2019-02-25 Fernando A. Oliveira , Rogelma M. S. Ferreira , Luciano C. Lapas , Mendeli H. Vainstein

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

Statistical Mechanics · Physics 2017-05-31 Itzhak Fouxon , Markus Holzner
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