Related papers: Laplace's first law of errors applied to diffusive…
Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…
The statistics of Lagrangian pair dispersion in a homogeneous isotropic flow is investigated by means of direct numerical simulations. The focus is on deviations from Richardson eddy-diffusivity model and in particular on the strong…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
The dynamics of a test particle interacting with diffusing impurities in one dimension is investigated analytically and numerically. In the absence of an applied external force, the dynamics of the particle can be characterized by a…
We study the distribution of the 'gap time', the first time that a large gap appears, in the spatial birth and death point process on $[0,1]$ in which particles are added uniformly in space at rate $\lambda$ and are removed independently at…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We study the first passage times of discrete-time branching random walks in ${\mathbb R}^d$ where $d\geq 1$. Here, the genealogy of the particles follows a supercritical Galton-Watson process. We provide asymptotics of the first passage…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…
A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The…
The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…