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Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…

Statistical Mechanics · Physics 2022-09-20 Seeralan Sarvaharman , Luca Giuggioli

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The…

Statistical Mechanics · Physics 2015-05-27 O. Bénichou , D. S. Grebenkov , P. E. Levitz , C. Loverdo , R. Voituriez

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

In purely normal elastic rough surface contact problems, Persson's theory of contact shows that the evolution of the probability density function (PDF) of contact pressure with the magnification is governed by a diffusion equation. However,…

Soft Condensed Matter · Physics 2024-08-20 Yang Xu , Junki Joe , Xiaobao Li , Yunong Zhou

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

Mathematical Physics · Physics 2012-01-12 Long-jin Lv , Jian-Bin Xiao , Lin Zhang

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…

Statistical Mechanics · Physics 2009-11-07 Makoto Katori , Hideki Tanemura

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…

Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…

Biological Physics · Physics 2015-06-26 Radek Erban , S. Jonathan Chapman

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…

Statistical Mechanics · Physics 2022-11-09 V. V. Ryazanov

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…

Statistical Mechanics · Physics 2015-05-14 Sergei Fedotov

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Murad S. Taqqu , Francesco Mainardi

In the present paper, we focus on semi-parametric methods for estimating the absorption probability and the distribution of the absorbing time of a growth-fragmentation model observed within a long time interval. We establish that the…

Statistics Theory · Mathematics 2014-07-11 Azaïs Romain , Genadot Alexandre

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

In this paper, we introduce the linear fractional self-attracting diffusion driven by a fractional Brownian motion with Hurst index 1/2<H<1, which is analogous to the linear self-attracting diffusion. For 1-dimensional process we study its…

Probability · Mathematics 2007-07-19 Litan Yan , Yu Sun , Yunsheng Lu

Motivated by recent research of Nikitin et al. (J.Phys.D vol. 49, 055301(2009)), we examine the effects of interatomic interactions on adatom surface diffusion. By using a mean-field approach in the random walk problem, we derive a…

Statistical Mechanics · Physics 2011-05-17 Yuri B. Gaididei , Vadim M. Loktev , Anton G. Naumovets , Anatoly G. Zagorodny

The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the…

Statistical Mechanics · Physics 2017-02-01 T. Guérin , N. Levernier , O. Bénichou , R. Voituriez
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