Related papers: Brownian non-Gaussian diffusion of self-avoiding w…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
We present a nonlinear and non-Markovian random walk model for stochastic movement and the spatial aggregation of living organisms that have the ability to sense population density. We take into account social crowding effects for which the…
We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
Inspired by the collective phenomenon of territorial emergence, whereby animals move and interact through the scent marks they deposit, we study the dynamics of a 1D Brownian walker in a random environment consisting of confining boundaries…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Since diffusion processes arise in so many different fields, efficient tech-nics for the simulation of sample paths, like discretization schemes, represent crucial tools in applied probability. Such methods permit to obtain approximations…
We show through intensive simulations that the paradigmatic features of anomalous diffusion are indeed the features of a (continuous-time) random walk driven by two different Markovian hopping-trap mechanisms. If $p \in (0,1/2)$ and $1-p$…
We study the effects of primordial non-Gaussianity on the large scale structure in the excursion set approach, accounting for correlations between steps of the random walks in the smoothed initial density field. These correlations are…
We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…
Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…
Using a continuum bead-spring Monte Carlo model, we study the anomalous diffusion dynamics of a self-avoiding tethered membrane by means of extensive computer simulations. We focus on the subdiffusive stochastic motion of the membrane's…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We use molecular dynamics simulations to investigate the tracer diffusion in a sea of polymers with specific binding zones for the tracer. These binding zones act as traps. Our simulations show that the tracer can undergo normal yet…
We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…