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We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
Rugged (or, rough) energy landscape (REL) with spatially distributed maxima and minima are often employed in applications of physics, chemistry and biology (enzyme kinetics, protein folding, diffusion in disordered solids, transport in…
We present a study of the intermittent properties of a shell model of turbulence with unprecedented statistics, about $\sim 10^7$ eddy turn over time, achieved thanks to an implementation on a large-scale parallel GPU factory. This allows…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
In-situ spacecraft observations recently suggested that the transport of energetic particles accelerated at heliospheric shocks can be anomalous, i.e. the mean square displacement can grow non-linearly in time. In particular, a new analysis…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical…
Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…
Experimental studies of the variation of the mean square displacement (MSD) of a particle in a confined colloid suspension that exhibits density variations on the scale length of the particle diameter are not in agreement with the…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
We investigate the relation between thermodynamic and dynamic properties of an associating lattice gas (ALG) model. The ALG combines a three dimensional lattice gas with particles interacting through a soft core potential and orientational…
While averages and typical fluctuations often play a major role to understand the behavior of a non-equilibrium system, this nonetheless is not always true. Rare events and large fluctuations are also pivotal when a thorough analysis of the…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…
In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…