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Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Normal diffusion in corrugated potentials with spatially uncorrelated Gaussian energy disorder famously explains the origin of non-Arrhenius $\exp[-\sigma^2/(k_BT^2)]$ temperature-dependence in disordered systems. Here we show that unbiased…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk , V. O. Kharchenko

The transport of suspended Brownian particles dc-driven along corrugated narrow channels is numerically investigated in the regime of finite damping. We show that inertial corrections cannot be neglected as long as the width of the channel…

Chemical Physics · Physics 2012-08-29 P. K. Ghosh , P. Hanggi , F. Marchesoni , F. Nori , G. Schmid

Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…

Statistical Mechanics · Physics 2025-03-20 Seongyu Park , Xavier Durang , Ralf Metzler , Jae-Hyung Jeon

Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…

Soft Condensed Matter · Physics 2009-11-10 Andrew D. Rutenberg , Andrew J. Richardson , Claire J. Montgomery

We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…

Analysis of PDEs · Mathematics 2022-05-10 Liliana Borcea , Josselin Garnier , Knut Solna

Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…

Soft Condensed Matter · Physics 2015-09-16 Roberto Cerbino , Yifei Sun , Aleksandar Donev , Alberto Vailati

We study the Brownian motion of ellipsoidal particles lying on an agitated granular bath composed of magnetic particles. We quantify the mobility of different floating ellipsoidal particles using the mean square displacement and the mean…

Soft Condensed Matter · Physics 2020-08-12 C. Tapia-Ignacio , R. E. Moctezuma , F. Donado , Eric R. Weeks

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We study the fluctuation-dissipation theorem for a Brownian particle driven into a nonequilibrium steady state experimentally. We validate two different theoretical variants of a generalized fluctuation-dissipation theorem. Furthermore, we…

Soft Condensed Matter · Physics 2015-05-18 Jakob Mehl , Valentin Blickle , Udo Seifert , Clemens Bechinger

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…

Statistical Mechanics · Physics 2015-06-23 David S. Dean , Thomas Guérin

Viscoelastic subdiffusion governed by a fractional Langevin equation is studied numerically in a random Gaussian environment modeled by stationary Gaussian potentials with decaying spatial correlations. This anomalous diffusion is…

Statistical Mechanics · Physics 2018-11-12 Igor Goychuk

In usual diffusion, the concentration profile, starting from an initial distribution showing sharp features, first gets smooth and then converges to a Gaussian. By considering several examples, we show that the art of convergence to a…

Statistical Mechanics · Physics 2021-09-29 Adrian Pacheco-Pozo , Igor M. Sokolov

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

When an ensemble of particles interact hydrodynamically, they generically display large-scale transient structures such as swirls in sedimenting particles [1], or colloidal strings in sheared suspensions [2]. Understanding these…

Soft Condensed Matter · Physics 2013-01-24 Nicolas Desreumaux , Jean-Baptiste Caussin , Raphael Jeanneret , Eric Lauga , Denis Bartolo

In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…

Probability · Mathematics 2011-01-14 Gerard Uffink , Amro Elfeki , Michel Dekking , Johannes Bruining , Cor Kraaikamp

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…

Statistical Mechanics · Physics 2023-01-11 Ivan Pompa-Garcia , Rodrigo Castilla , Ralf Metzler , Leonardo Dagdug

The width and shape of photon burst histograms pose significant limitations to the identification of single molecules in micro/nano-fluidic channels, and the nature of these histograms is not fully understood. To reach a deeper…

Data Analysis, Statistics and Probability · Physics 2011-10-18 Lazar L. Kish , Jun Kameoka , Claes G. Granqvist , Laszlo B. Kish
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