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We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…

Probability · Mathematics 2007-05-23 Arvind Singh

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

A large and sparse random graph with independent exponentially distributed link weights can be used to model the propagation of messages or diseases in a network with an unknown connectivity structure. In this article we study an extended…

Probability · Mathematics 2019-08-06 Lasse Leskelä , Hoa Ngo

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

We present a general framework to study the distribution of the flux through the origin up to time $t$, in a non-interacting one-dimensional system of particles with a step initial condition with a fixed density $\rho$ of particles to the…

Statistical Mechanics · Physics 2020-05-06 Tirthankar Banerjee , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…

Statistical Mechanics · Physics 2009-11-07 Michael W. Deem , Jeong-Man Park

A known limitation of time-dependent mean-field approaches is a lack of quantum tunneling for collective motions such as in sub-barrier fusion reactions. As a first step toward a solution, a time-dependent model is considered using a…

Nuclear Theory · Physics 2022-02-01 Akira Ono

We theoretically investigate the effect of random fluctuations on the motion of elongated microswimmers near hydrodynamic transport barriers in externally-driven fluid flows. Focusing on the two-dimensional hyperbolic flow, we consider the…

Fluid Dynamics · Physics 2022-02-03 Simon A. Berman , Kevin A. Mitchell

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…

Mesoscale and Nanoscale Physics · Physics 2018-07-04 Zhou Shi , Azriel Z. Genack

First passage phenomena arise across physics, biology, and finance when stochastic processes first reach a threshold, triggering downstream events. Examples include the irreversible exit from a domain, a biochemical reaction, a financial…

Statistical Mechanics · Physics 2026-04-06 Maria R. D'Orsogna , Alan E. Lindsay , Thomas Hillen

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…

Soft Condensed Matter · Physics 2015-12-09 Kazuhiko Seki , Biman Bagchi

The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…

Statistical Mechanics · Physics 2016-09-26 Aljaz Godec , Ralf Metzler

We examine the effects of a periodically varying flow velocity on the standing and travelling wave patterns formed by the flow-distributed oscillation (FDO) mechanism. In the kinematic (or diffusionless) limit, the phase fronts undergo a…

Pattern Formation and Solitons · Physics 2009-11-11 Patrick N. McGraw , Michael Menzinger

We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…

Neurons and Cognition · Quantitative Biology 2016-01-26 Vaibhav Srivastava , Philip Holmes , Patrick Simen

We present a general approach to study the flooding time (a measure of how fast information spreads) in dynamic graphs (graphs whose topology changes with time according to a random process). We consider arbitrary converging Markovian…

Discrete Mathematics · Computer Science 2015-03-19 Andrea Clementi , Riccardo Silvestri , Luca Trevisan

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde