Related papers: Strong anomalous diffusion in two-state process wi…
According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…
We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
Motivated by a host of empirical evidences revealing the bursty character of human dynamics, we develop a model of human activity based on successive switching between an hesitation state and a decision-realization state, with residency…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…
Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes…
The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…
Strong anomalous diffusion, where $\langle |x(t)|^q \rangle \sim t^{q \nu(q)}$ with a nonlinear spectrum $\nu(q) \neq \mbox{const}$, is wide spread and has been found in various nonlinear dynamical systems and experiments on active…
A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of…
We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
We consider correlated L\'evy walks on a class of two- and three-dimensional deterministic self-similar structures, with correlation between steps induced by the geometrical distribution of regions, featuring different diffusion properties.…