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From footpaths to flight routes, human mobility networks facilitate the spread of communicable diseases. Control and elimination efforts depend on characterizing these networks in terms of connections and flux rates of individuals between…

Populations and Evolution · Quantitative Biology 2016-01-29 Kyle B Gustafson , Basil S. Bayati , Philip A. Eckhoff

We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…

Probability · Mathematics 2023-12-18 David A. Croydon , Daisuke Shiraishi , Satomi Watanabe

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

We study the diffusion of a tracer particle, which moves in continuum space between a lattice of excluded volume, immobile non-inert obstacles. In particular, we analyse how the strength of the tracer-obstacle interactions and the volume…

Soft Condensed Matter · Physics 2014-12-24 Surya K. Ghosh , Andrey G. Cherstvy , Ralf Metzler

We propose a nonlinear random walk model to describe the dynamics of dense contaminant plumes in porous media. A coupling between concentration and velocity fields is found, so that transport displays non-Fickian features. The qualitative…

Statistical Mechanics · Physics 2009-04-17 Andrea Zoia , Christelle Latrille , Alain Cartalade

The interest in non-Markovian dynamics within the complex systems community has recently blossomed, due to a new wealth of time-resolved data pointing out the bursty dynamics of many natural and human interactions, manifested in an…

Statistical Mechanics · Physics 2019-04-25 Antoine Moinet , Michele Starnini , Romualdo Pastor-Satorras

Diffusion models have achieved remarkable success in generating samples from unknown data distributions. Most popular stochastic differential equation-based diffusion models perturb the target distribution by adding Gaussian noise,…

Machine Learning · Statistics 2026-05-20 Wenpin Tang , Nizar Touzi , Zikun Zhang , Xun Yu Zhou

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…

Statistical Mechanics · Physics 2016-12-14 Daniel Molina-García , Tuan Minh Pham , Paolo Paradisi , Carlo Manzo , Gianni Pagnini

We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…

Statistical Mechanics · Physics 2018-01-19 Antonio Piscitelli , Massimo Pica Ciamarra

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient $(D)$ of a Brownian particle on the distribution width $(\varepsilon)$ of…

Chemical Physics · Physics 2014-09-17 Saikat Banerjee , Rajib Biswas , Kazuhiko Seki , Biman Bagchi

Inspired by the collective phenomenon of territorial emergence, whereby animals move and interact through the scent marks they deposit, we study the dynamics of a 1D Brownian walker in a random environment consisting of confining boundaries…

Mathematical Physics · Physics 2015-08-17 Luca Giuggioli , Jonathan R. Potts , Stephen Harris

We introduce random walks in a sparse random environment on $\mathbb Z$ and investigate basic asymptotic properties of this model, such as recurrence-transience, asymptotic speed, and limit theorems in both the transient and recurrent…

Probability · Mathematics 2016-12-01 Anastasios Matzavinos , Alexander Roitershtein , Youngsoo Seol