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Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

One can view quantum mechanics as a generalization of classical probability theory that provides for pairwise interference among alternatives. Adopting this perspective, we ``quantize'' the classical random walk by finding, subject to a…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Xavier Martin , Denjoe O'Connor , R. D. Sorkin

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…

Statistical Mechanics · Physics 2017-06-21 Hardi Veermäe , Marco Patriarca

A generalized continuity equation extending the ordinary continuity equation has been found using quanternions. It is shown to be compatible with Dirac, Schrodinger, Klein-Gordon and diffusion equations. This generalized equation is Lorentz…

General Physics · Physics 2014-11-20 Arbab I. Arbab , Hisham. M. Widatallah

Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…

Statistical Mechanics · Physics 2009-11-13 Y. He , S. Burov , R. Metzler , E. Barkai

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak generalized convolution following the idea given in [1]. The…

Probability · Mathematics 2014-12-02 Barbara H. Jasiulis-Gołdyn

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…

Statistical Mechanics · Physics 2013-11-21 Giuseppe Forte , Raffaella Burioni , Fabio Cecconi , Angelo Vulpiani

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…

Quantum Physics · Physics 2013-07-16 Fabrice Debbasch , Giuseppe Di Molfetta , David Espaze , Vincent Foulonneau

We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact…

Statistical Mechanics · Physics 2015-06-03 Lauren A. Ball , Alfred C. K. Farris , Stefan Boettcher

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

Statistical Mechanics · Physics 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

Generalized diffusion type equations are considered and point symmetry analysis is applied to them. The equations with extremal order point symmetry algebras are described. Some old geometrical results are rederived in connection with…

Analysis of PDEs · Mathematics 2007-05-23 V. V. Dmitrieva , E. G. Neufeld , R. A. Sharipov , A. A. Tsaregorodtsev