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Related papers: Diffusion and escape times in the open-leaky stand…

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Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

Statistical Mechanics · Physics 2020-05-06 Takuma Akimoto , Keiji Saito

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

Spatial diffusion of particles in periodic potential models has provided a good framework for studying the role of chaos in global properties of classical systems. Here a bidimensional "soft" billiard, classically modeled from an optical…

Statistical Mechanics · Physics 2022-05-16 Matheus J. Lazarotto , Iberê L. Caldas , Yves Elskens

Fundamental diagrams describing the relation between pedestrians speed and density are key points in understanding pedestrian dynamics. Experimental data evidence the onset of complex behaviors in which the velocity decreases with the…

Statistical Mechanics · Physics 2017-03-03 Emilio N. M. Cirillo , Matteo Colangeli , Adrian Muntean

A natural question of how the survival probability depends upon a position of a hole was seemingly never addressed in the theory of open dynamical systems. We found that this dependency could be very essential. The main results are related…

Dynamical Systems · Mathematics 2008-12-01 Leonid Bunimovich , Alex Yurchenko

Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…

Statistical Mechanics · Physics 2025-12-23 Hwai-Ray Tung , Sean D Lawley

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · Physics 2008-02-03 Robert S. Maier , D. L. Stein

Two models of anomalous diffusion of cosmic ray in the leaky-box approximation are compared: one of them is based on the decoupled time-space L\'evy flights and the other on fractional walks with a finite free motion velocity. Distributions…

Astrophysics of Galaxies · Physics 2020-04-03 V. V. Uchaikin , R. T. Sibatov , V. V. Saenko

We consider escape from chaotic maps through a subset of phase space, the hole. Escape rates are known to be locally constant functions of the hole position and size. In spite of this, for the doubling map we can extend the current best…

Chaotic Dynamics · Physics 2012-12-10 Carl Dettmann

Diffusion of chemicals or tracer molecules through complex systems containing irregularly shaped channels is important in many applications. Most theoretical studies based on the famed Fick-Jacobs equation focus on the idealised case of…

Statistical Mechanics · Physics 2014-12-24 Max Bauer , Aljaz Godec , Ralf Metzler

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…

chao-dyn · Physics 2009-10-31 P. Castiglione , M. Cencini , A. Vulpiani , E. Zambianchi

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

Soft Condensed Matter · Physics 2009-11-13 Gene F. Mazenko

In order to simulate observational and experimental situations, we consider a leak in the phase space of a chaotic dynamical system. We obtain an expression for the escape rate of the survival probability applying the theory of transient…

Chaotic Dynamics · Physics 2009-02-02 Eduardo G. Altmann , Tamas Tel

The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as $(\ln t)^{2/3}$ with a…

Statistical Mechanics · Physics 2018-03-23 Joachim Krug , Robert A. Neiss , Andreas Schadschneider , Johannes Schmidt

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Statistical Mechanics · Physics 2016-04-12 Pierre Gaspard
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