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We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

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

The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…

Statistical Mechanics · Physics 2019-06-26 Gabriela Raluca Mocanu

We study the diffusion of an ensemble of overdamped particles sliding over a tilted random poten- tial (produced by the interaction of a particle with a random polymer) with long-range correlations. We found that the diffusion properties of…

Disordered Systems and Neural Networks · Physics 2014-04-11 R. Salgado-Garcia , Cesar Maldonado

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

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

Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…

Statistical Mechanics · Physics 2025-11-14 Alvaro Lanza , Xiang Qu , Stefano Bo

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

Chaotic Dynamics · Physics 2009-11-07 R. Klages

We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

Statistical Mechanics · Physics 2018-12-20 Keiichi Tamai , Masaki Sano

We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…

Statistical Mechanics · Physics 2022-01-17 M. K. Lenzi , E. K. Lenzi , L. M. S. Guilherme , L. R. Evangelista , H. V. Ribeiro

A description in terms of transition rates among cells is used to analyze self-diffusion of hard spheres in the fluid phase. Cell size is assumed much larger than the mean free path. Transition state theory is used to obtain an equation…

Statistical Mechanics · Physics 2021-11-15 Miguel Hoyuelos

Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient…

Numerical Analysis · Mathematics 2017-07-19 Elliot J. Carr

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

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

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…

Statistical Mechanics · Physics 2016-12-07 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

We introduce a simple model of deterministic particles in weakly disordered media which exhibits a transition from normal to anomalous diffusion. The model consists of a set of non-interacting overdamped particles moving on a disordered…

Disordered Systems and Neural Networks · Physics 2017-04-26 M. Hidalgo-Soria , R. Salgado-García
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