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We consider motion of an overdamped Brownian particle subject to stochastic resetting in one dimension. In contrast to the usual setting where the particle is instantaneously reset to a preferred location (say, the origin), here we consider…

Statistical Mechanics · Physics 2021-05-26 Deepak Gupta , Arnab Pal , Anupam Kundu

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

In the papers (Shvidler, 1985 and 1993, and Shvidler and Karasaki, 1999, 2001, 2005, and 2008) we developed an approach for finding the exactly averaged equations of flow and transport in porous media. We studied for steady state flow with…

Fluid Dynamics · Physics 2018-05-16 Mark Shvidler , Kenzi Karasaki

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We consider the problem of the first passage time to the origin of a spatially non-homogeneous random walk with a position-dependent drift, known as the Gillis random walk, in the presence of resetting. The walk starts from an initial site…

Probability · Mathematics 2022-12-09 Mattia Radice

Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…

Statistical Mechanics · Physics 2015-08-12 Salete Pianegonda , Carlos E. Fiore

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

Transport properties of strongly correlated quantum systems are of central interest in condensed matter, ultracold atoms and in dense plasmas. There, the proper treatment of strong correlations poses a great challenge to theory. Here, we…

Strongly Correlated Electrons · Physics 2015-03-06 M. Bonitz , N. Schluenzen , S. Hermanns

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

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

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

We consider subdiffusion in a system which consists of two media separated by a thin membrane. The subdiffusion parameters may be different in each of the medium. Using the new method presented in this paper we derive the probabilities (the…

Statistical Mechanics · Physics 2016-11-30 Tadeusz Kosztołowicz

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

The diffusion model is used to calculate the time-averaged flow of particles in stochastic media and the propagation of waves averaged over ensembles of disordered static configurations. For classical waves exciting static disordered…

Disordered Systems and Neural Networks · Physics 2024-01-11 Azriel Z. Genack , Yiming Huang , Asher Maor , Zhou Shi

We investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

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

The random propagation of molecules in a fluid medium is characterized by the spontaneous diffusion law as well as the interaction between the environment and molecules. In this paper, we embody the anomalous diffusion theory for modeling…

Information Theory · Computer Science 2019-11-05 Dung Phuong Trinh , Youngmin Jeong , Hyundong Shin , Moe Z. Win

Resetting, in which a system is regularly returned to a given state after a fixed or random duration, has become a useful strategy to optimize the search performance of a system. While earlier theoretical frameworks focused on instantaneous…

Statistical Mechanics · Physics 2024-10-14 Prashant Singh

The simultaneous presence of liquid and gas in porous media increases flow heterogeneity compared to saturated flows. However, so far the impact of saturation on flow statistics and transport dynamics remained unclear. Here, we develop a…

In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…

Risk Management · Quantitative Finance 2013-12-03 Zhenyu Cui