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We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…

Statistical Mechanics · Physics 2015-05-19 P. Siegle , I. Goychuk , P. Hanggi

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

Statistical Mechanics · Physics 2016-09-08 Jae-Hyung Jeon , Ralf Metzler

We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…

Disordered Systems and Neural Networks · Physics 2009-11-11 C. Touya , D. S. Dean

A topic of intense current investigation pursues the question how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of…

Statistical Mechanics · Physics 2016-09-28 Surya K. Ghosh , Andrey G. Cherstvy , Denis S. Grebenkov , Ralf Metzler

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…

Statistical Mechanics · Physics 2024-06-13 Go Uchida , Hitoshi Washizu , Hiromi Miyoshi

The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…

Probability · Mathematics 2022-11-04 Giuseppe Cannizzaro , Levi Haunschmid-Sibitz , Fabio Toninelli

Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…

Statistical Mechanics · Physics 2025-03-20 Seongyu Park , Xavier Durang , Ralf Metzler , Jae-Hyung Jeon

We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Petri , A. Vulpiani

The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Deb Shankar Ray

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito

In the simplest realization of Brownian motion, a colloidal sphere moves randomly in an isotropic fluid; its mean squared displacement (MSD) grows linearly with time $\textit{\tau}$. Brownian motion in an orientationally ordered fluid, a…

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

Heterogeneous diffusion processes are prevalent in various fields, including the motion of proteins in living cells, the migratory movement of birds and mammals, and finance. These processes are often characterized by time-varying dynamics,…

Statistical Mechanics · Physics 2025-03-11 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomańska , Diego Krapf

Transport of rodlike particles in confinement environments of macromolecular networks plays crucial roles in many important biological processes and technological applications. The relevant understanding has been limited to thin rods with…

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…

Statistical Mechanics · Physics 2019-07-16 Fulvio Baldovin , Enzo Orlandini , Flavio Seno

The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the…

Statistical Mechanics · Physics 2019-11-05 Yann Lanoiselée , Denis S. Grebenkov