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We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…
It is known that the slow motion $X^\varepsilon$ in the time-scaled multidimensional averaging setup $\frac {dX^\varepsilon(t)}{dt}=\frac 1\varepsilon B(X^\varepsilon(t),\,\xi(t/\varepsilon^2))+b(X^\varepsilon(t),\,\xi(t/\ve^2)),\, t\in…
We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
Statistical properties of the front of a semi-infinite system of single-file diffusion (one dimensional system where particles cannot pass each other, but in-between collisions each one independently follow diffusive motion) are…
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…
Single particle tracking of mRNA molecules and lipid granules in living cells shows that the time averaged mean squared displacement $\overline{\delta^2}$ of individual particles remains a random variable while indicating that the particle…
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
We present results on tagged particle diffusion in a meso-scale lattice model for sheared amorphous material in athermal quasi-static conditions. We find a short time diffusive regime and a long time diffusive regime whose diffusion…
We analyze the propagation of excitons in a $d$-dimensional lattice with power-law hopping $\propto 1/r^\alpha$ in the presence of dephasing, described by a generalized Haken-Strobl-Reineker model. We show that in the strong dephasing…
We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…
We consider the time dependent dispersion properties of overdamped tracer particles diffusing in a one dimensional periodic potential under the influence of an additional constant tilting force $F$. The system is studied in the region where…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…
We study diffusion and butterfly velocity ($v_B$) in two holographic models, linear axion and axion-dilaton model, with a momentum relaxation parameter ($\beta$) at finite density or chemical potential ($\mu$). Axion-dilaton model is…
Consider anomalous energy spread in solid phases, i.e., $MSD= \int (x -{\langle x \rangle}_E)^2 \rho_E(x,t)dx \propto t^{\beta}$, as induced by a small initial excess energy perturbation distribution $\rho_{E}(x,t=0)$ away from equilibrium.…
In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…