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Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

Statistical Mechanics · Physics 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

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 consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

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

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…

Statistical Mechanics · Physics 2022-03-28 T. Doerries , A. V. Chechkin , R. Metzler

We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…

Statistical Mechanics · Physics 2017-09-13 Andrey G. Cherstvy , Ralf Metzler

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…

Physics and Society · Physics 2022-11-23 Carles Falcó

The random walk process in a nonhomogeneous medium, characterised by a L\'evy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is…

Statistical Mechanics · Physics 2017-03-29 Tomasz Srokowski

We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as…

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

Statistical Mechanics · Physics 2018-10-17 F. Le Vot , S. B. Yuste

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

Statistical Mechanics · Physics 2016-06-15 Takuma Akimoto , Eiji Yamamoto

Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Grzegorz Sikora

Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…

Statistical Mechanics · Physics 2022-04-05 R. Metzler , A. V. Chechkin

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

Statistical Mechanics · Physics 2025-01-24 I. G. Marchenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz