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We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…
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…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…
Many physical systems exhibit plastic flow when subjected to slow steady shear. A unified picture of plastic flow is still lacking; however, there is an emerging theoretical understanding of such flows based on irreversible motions of the…
Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…
This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift term where a mean-reversion is taken based on an exponential…
We report the characteristics of the temporal fluctuations in the local force delivered to the wall of a 2D hopper by a granular medium flowing through it. The forces are predominantly impulsive at all flow rates for which the flow does not…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
We study the decay rate $\theta(a)$ that characterizes the late time exponential decay of the first-passage probability density $F_a(t|0) \sim e^{-\theta(a)\, t}$ of a diffusing particle in a one dimensional confining potential $U(x)$,…