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The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…

Self-assembly and dynamical properties of Janus nanoparticles have been studied by molecular dynamic simulations. The nanoparticles are modeled as dimers and they are confined between two flat parallel plates to simulate a thin film. One…

Soft Condensed Matter · Physics 2017-04-05 Leandro B. Krott , Cristina Gavazzoni , José R. Bordin

A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…

Statistical Mechanics · Physics 2016-08-31 Mickael Antoni , Alessandro Torcini

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

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…

Statistical Mechanics · Physics 2011-04-19 A. Vezzani , R. Burioni , L. Caniparoli , S. Lepri

In cellular vortical flows, namely arrays of counter-rotating vortices, short but flexible filaments can show simple random walks through their stretch-coil interactions with flow stagnation points. Here, we study the dynamics of semi-rigid…

Soft Condensed Matter · Physics 2021-08-18 Shi-Yuan Hu , Jun-Jun Chu , Michael J. Shelley , Jun Zhang

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…

Astrophysics of Galaxies · Physics 2015-11-12 Viacheslav V. Saenko

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

Quantum Physics · Physics 2007-05-23 G. W. Ford , R. F. O'Connell

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…

Soft Condensed Matter · Physics 2014-09-23 P. Massignan , C. Manzo , J. A. Torreno-Pina , M. F. García-Parajo , M. Lewenstein , G. J. Lapeyre

The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…

Statistical Mechanics · Physics 2023-08-03 Toby Kay , Luca Giuggioli

We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for…

Statistical Mechanics · Physics 2020-12-23 Erez Aghion , Philipp G. Meyer , Vidushi Adalkha , Holger Kantz , Kevin E. Bassler

This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…

Statistical Mechanics · Physics 2019-05-28 Maike A. F. dos Santos

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

Statistical Mechanics · Physics 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

The deviation from pure Brownian motion generally referred to as anomalous diffusion has received large attention in the scientific literature to describe many physical scenarios. Several methods, based on classical statistics and machine…

In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…

High Energy Astrophysical Phenomena · Physics 2024-12-25 Sophie Aerdker , Lukas Merten , Frederic Effenberger , Horst Fichtner , Julia Becker Tjus

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

Statistical Mechanics · Physics 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…

Probability · Mathematics 2026-03-11 Sumith Reddy Anugu , Siva R. Athreya , Vivek S. Borkar