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The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Statistical Mechanics · Physics 2019-03-12 Gorka Muñoz-Gil , Miguel Angel García-March , Carlo Manzo , Alessio Celi , Maciej Lewenstein

The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

Data Analysis, Statistics and Probability · Physics 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

Anomalous diffusion occurs at very different scales in nature, from atomic systems to motions in cell organelles, biological tissues or ecology, and also in artificial materials, such as cement. Being able to accurately measure the…

Machine Learning · Computer Science 2021-08-09 Òscar Garibo i Orts , Miguel A. Garcia-March , J. Alberto Conejero

The problem of identifying the diffusion parameter appearing in a nonlocal steady diffusion equation is considered. The identification problem is formulated as an optimal control problem having a matching functional as the objective of the…

Optimization and Control · Mathematics 2015-02-03 Marta D'Elia , Max Gunzburger

Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…

Statistical Mechanics · Physics 2022-04-05 R. Metzler , A. V. Chechkin

Based on a re-formulation of the classical explanation of quantum mechanical Gaussian dispersion (Groessing et al. 2010) as well as interference of two Gaussians (Groessing et al. 2012), we present a new and more practical way of their…

Quantum Physics · Physics 2013-04-11 Johannes Mesa Pascasio , Siegfried Fussy , Herbert Schwabl , Gerhard Groessing

We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Econometrics · Economics 2020-05-08 Ruijun Bu , Kaddour Hadri , Dennis Kristensen

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Ibrahim Al-Nahhal , Octavia A. Dobre , Ertugrul Basar , Cecilia Moloney , Salama Ikki

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…

Computational Physics · Physics 2015-07-21 H. V. Ribeiro , A. A. Tateishi , L. G. A. Alves , R. S. Zola , E. K. Lenzi

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

Diffusion processes are important in several physical, chemical, biological and human phenomena. Examples include molecular encounters in reactions, cellular signalling, the foraging of animals, the spread of diseases, as well as trends in…

Data Analysis, Statistics and Probability · Physics 2021-06-21 Alessia Gentili , Giorgio Volpe

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

Statistical Mechanics · Physics 2023-09-11 Haroldo V. Ribeiro , Angel A. Tateishi , Ervin K. Lenzi , Richard L. Magin , Matjaz Perc

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

Statistical Mechanics · Physics 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

We introduce quantum circuits in two and three spatial dimensions which are classically simulable, despite producing a high degree of operator entanglement. We provide a partial characterization of these "automaton" quantum circuits, and…

Statistical Mechanics · Physics 2019-12-10 Jason Iaconis , Sagar Vijay , Rahul Nandkishore

The peridynamic model of a solid does not involve spatial gradients of the displacement field and is therefore well suited for studying defect propagation. Here, bond-based peridynamic theory is used to study the equilibrium and steady…

Computational Physics · Physics 2018-05-09 Linjuan Wang , Rohan Abeyaratne