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Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…

Statistical Mechanics · Physics 2013-06-14 Jae-Hyung Jeon , Aleksei V. Chechkin , Ralf Metzler

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…

Statistical Mechanics · Physics 2015-08-11 Alexandre Bovet

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…

This letter introduces a formalism for modeling time-variant channels for diffusive molecular communication systems. In particular, we consider a fluid environment where one transmitter nano-machine and one receiver nano-machine are…

Information Theory · Computer Science 2017-03-08 Arman Ahmadzadeh , Vahid Jamali , Adam Noel , Robert Schober

Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Grzegorz Sikora

We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…

Statistical Mechanics · Physics 2016-12-14 Daniel Molina-García , Tuan Minh Pham , Paolo Paradisi , Carlo Manzo , Gianni Pagnini

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

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…

Quantitative Methods · Quantitative Biology 2015-06-05 Hédi Soula , Bertrand Caré , Guillaume Beslon , Hugues Berry

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…

Statistical Mechanics · Physics 2025-08-07 Ludovico Cademartiri

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…

Many diffusion processes in nature and society were found to be anomalous, in the sense of being fundamentally different from conventional Brownian motion. An important example is the migration of biological cells, which exhibits…

Statistical Mechanics · Physics 2018-02-13 J. M. Nava-Sedeno , H. Hatzikirou , R. Klages , A. Deutsch

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

Soft Condensed Matter · Physics 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

Cell movement, for example during embryogenesis or tumor metastasis, is a complex dynamical process resulting from an intricate interplay of multiple components of the cellular migration machinery. At first sight, the paths of migrating…

Cell Behavior · Quantitative Biology 2009-04-17 Peter Dieterich , Rainer Klages , Roland Preuss , Albrecht Schwab

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

In this work animations of the random walk movement using a freeware Algodoo were done in order to support teaching the concepts of Brownian Motion. The random walk movement were simulate considering elastic collision between the particles…

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

Other Condensed Matter · Physics 2015-06-04 Pawel Romanczuk , Markus Bär , Werner Ebeling , Benjamin Lindner , Lutz Schimansky-Geier