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Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…

Biological Physics · Physics 2023-01-18 Subhashree Subhrasmita Khuntia , Abhishek Chaudhuri , Debasish Chaudhuri

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…

Statistical Mechanics · Physics 2023-06-29 David S. Dean , Satya N. Majumdar , Gregory Schehr

In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…

Probability · Mathematics 2011-01-14 Gerard Uffink , Amro Elfeki , Michel Dekking , Johannes Bruining , Cor Kraaikamp

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…

Statistical Mechanics · Physics 2015-08-11 Alexandre Bovet

This article deals with transport properties of one dimensional Brownian diffusion under the influence of a correlated quenched random force, distributed as a two-level Poisson process. We find in particular that large time scaling laws of…

Condensed Matter · Physics 2009-10-28 Cecile MONTHUS

We study the effect of randomly distributed diffusivities and speeds in two models for active particle dynamics with active and passive fluctuations. We demonstrate how non-Gaussian displacement distributions emerge in these models in the…

Statistical Mechanics · Physics 2023-02-01 Elisabeth Lemaitre , Igor M. Sokolov , Ralf Metzler , Aleksei V. Chechkin

Experiments involving the two-dimensional passive diffusion of colloidal boomerangs tracked off their centre of mobility have shown striking non-Gaussian tails in their probability distribution function [Chakrabarty et al., Soft Matter 12,…

Soft Condensed Matter · Physics 2018-04-18 Lyndon Koens , Maciej Lisicki , Eric Lauga

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

Probability · Mathematics 2021-02-04 Matthew I. Roberts , Jason Schweinsberg

We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^\alpha$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the…

Statistical Mechanics · Physics 2015-06-23 Andrey G. Cherstvy , Ralf Metzler

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

We investigate front propagation in systems with diffusive and sub-diffusive behavior. The scaling behavior of moments of the diffusive problem, both in the standard and in the anomalous cases, is not enough to determine the features of the…

Statistical Mechanics · Physics 2016-09-06 Maurizio Serva , Davide Vergni , Angelo Vulpiani

The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…

Mathematical Physics · Physics 2015-06-09 M. N. Ovchinnikov

Recent advances in light microscopy have spawned new research frontiers in microbiology by working around the diffraction barrier and allowing for the observation of nanometric biological structures. Microrheology is the study of the…

Probability · Mathematics 2016-07-27 Gustavo Didier , Kui Zhang

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

Probability · Mathematics 2025-11-20 Peter S. Morfe , Felix Otto , Christian Wagner

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

Statistical Mechanics · Physics 2009-11-07 Markus Kollmann

In a very long Gaussian polymer on time scales shorter that the maximal relaxation time, the mean squared distance travelled by a tagged monomer grows as ~t^{1/2}. We analyze such sub-diffusive behavior in the presence of one or two…

Statistical Mechanics · Physics 2011-11-10 Yacov Kantor , Mehran Kardar