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For a delta-correlated velocity field, simultaneous correlation functions of a passive scalar satisfy closed equations. We analyze the equation for the four-point function. To describe a solution completely, one has to solve the matching…

chao-dyn · Physics 2009-10-28 M. Chertkov , G. Falkovich , I. Kolokolov , V. Lebedev

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

Probability · Mathematics 2016-09-07 Alexander Fribergh , Daniel Kious

Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…

Statistical Mechanics · Physics 2015-05-13 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Anomalous scaling in the statistics of an active scalar in homogeneous turbulent convection is studied using a dynamical shell model. We extend refined similarity ideas for homogeneous and isotropic turbulence to homogeneous turbulent…

Chaotic Dynamics · Physics 2009-11-13 Emily S. C. Ching , W. C. Cheng

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

We introduce finite ramified self-affine substrates in two dimensions with a set of appropriate hopping rates between nearest-neighbor sites, where the diffusion of a single random walk presents an anomalous {\it anisotropic} behavior…

Statistical Mechanics · Physics 2015-06-04 L. Padilla , H. O. Mártin , J. L. Iguain

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

Statistical Mechanics · Physics 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde

We consider an one-dimensional conservation law with random space-time forcing and calculate using large deviations the exponentially small probabilities of anomalous shock profile displacements. Under suitable hypotheses on the spatial…

Probability · Mathematics 2012-06-08 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…

Statistical Mechanics · Physics 2009-11-13 C. Anteneodo , W. A. M. Morgado

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

Disordered Systems and Neural Networks · Physics 2009-11-07 E. M. Bertin , J. -P. Bouchaud

We obtain sharp upper and lower bounds for the moderate deviations of the volume of the range of a random walk in dimension five and larger. Our results encompass two regimes: a Gaussian regime for small deviations, and a stretched…

Probability · Mathematics 2020-05-18 Amine Asselah , Bruno Schapira

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

Chaotic Dynamics · Physics 2009-11-07 L. Ts. Adzhemyan , N. V. Antonov , J. Honkonen

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

Probability · Mathematics 2013-06-20 Gideon Amir , Omer Angel , Gady Kozma

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

We study a discrete model of an heterogeneous elastic line with internal disorder, submitted to thermal fluctuations. The monomers are connected through random springs with independent and identically distributed elastic constants drawn…

Statistical Mechanics · Physics 2026-03-05 Maximilien Bernard , Pierre Le Doussal , Alberto Rosso , Christophe Texier

In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the…

Statistical Mechanics · Physics 2016-04-25 Baruch Vainas

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

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