Related papers: Mean squared displacement in a generalized L\'evy …
Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…
In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
When probe molecules of interest are embedded in a container or aggregate under stochastic motion, one needs to rely on the so-called two-point mean square displacement (MSD) measurement to extract the intrinsic mobility of the probes. We…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…
We investigate the overdamped dynamics of a `passive' particle driven by nonreciprocal interaction with a `driver' Brownian particle. When the interaction between them is short-ranged, the long-time behavior of the driven particle is…
Relative dispersion in a neutrally stratified planetary boundary layer (PBL) is investigated by means of Large-Eddy Simulations (LES). Despite the small extension of the inertial range of scales in the simulated PBL, our Lagrangian…
We discuss the response of continuous time random walks to an oscillating external field within the generalized master equation approach. We concentrate on the time dependence of the two first moments of the walker's displacements. We show…
We investigate diffusion in a polydisperse granular media. We derive mean-squared displacement of granular particles in a polydisperse granular gas in a homogeneous cooling state, containing arbitrary amount of species of different sizes…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
Experimental studies of the variation of the mean square displacement (MSD) of a particle in a confined colloid suspension that exhibits density variations on the scale length of the particle diameter are not in agreement with the…
Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a…
We study by extensive numerical simulations the dynamics of a hard-core tracer particle (TP) in presence of two competing types of disorder - frozen convection flows on a square random Manhattan lattice and a crowded dynamical environment…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
This paper introduces a system of stochastic differential equations (SDE) of mean-field type that models pedestrian motion. The system lets the pedestrians spend time at, and move along, walls, by means of sticky boundaries and boundary…
We present results of micron - resolution measurements of the ground motions in large particle accelerators over the range of spatial scales L from several meters to tens of km and time intervals T from minutes to several years and show…
We consider a random walk on one-dimensional inhomogeneous graphs built from Cantor fractals. Our study is motivated by recent experiments that demonstrated superdiffusion of light in complex disordered materials, thereby termed L\'evy…
We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate \mu\ while at the same time a random walker moves on G at rate 1 but only along…
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…
We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…