Related papers: Mean squared displacement in a generalized L\'evy …
Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…
This paper first establishes a fundamental mean-square convergence theorem for general one-step numerical approximations of L\'{e}vy noise driven stochastic differential equations with non-globally Lipschitz coefficients. Then two novel…
Bubbles play an important role in the transport of chemicals and nutrients in many natural and industrial flows. Their dispersion is crucial to understand the mixing processes in these flows. Here we report on the dispersion of millimetric…
In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…
We consider the equation of the Jeffreys type as the basic one in three different models of mass transfer, namely, the Jeffreys type and two-phase models, and the $D_1$ approximation to the linear Boltzmann equation. We study two classic 1…
The mean square displacement (MSD) of an argon molecule as a function of time is studied. Its deviations from the standard asymptotic law for intermediate times are analyzed in details. It is shown that these deviations are mainly connected…
This paper proves the formula \nu(d) =1 for d=1 and \nu(d) = max(1/4 +1/d, 1/2) for d > 1 for the root mean square displacement exponent \nu(d) of the self-avoiding walk (SAW) in Z^d, and thus, resolves some major long-standing open…
It is proposed that the rate of relaxation in a liquid is better described by the geometric mean of the van Hove distribution function, rather than the standard arithmetic mean used to obtain the mean squared displacement. The difference…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
The time that waves spend inside 1D random media with the possibility of performing L\'evy walks is experimentally and theoretically studied. The dynamics of quantum and classical wave diffusion has been investigated in canonical disordered…
Wild animals are commonly fitted with trackers that record their position through time, and statistical models for tracking data broadly fall into two categories: models focused on small-scale movement decisions, and models for large-scale…
Random walks with stochastic resetting provides a treatable framework to study interesting features about central-place motion. In this work, we introduce non-instantaneous resetting as a two-state model being a combination of an exploring…
A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…
Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…
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…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…
This work addresses the superdiffusive motion of a discrete time random walker on ordered discrete substrates and complex networks with the presence of long-range interactions (LRIs). In ordered regular lattices, where LRIs have a clear…