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Related papers: Universality of giant diffusion in tilted periodic…

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We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…

Disordered Systems and Neural Networks · Physics 2015-06-12 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

Quantum Physics · Physics 2023-08-04 W. David Wick

The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…

Statistical Mechanics · Physics 2026-01-22 Sang Yang , Zhixin Peng

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

Statistical Mechanics · Physics 2021-06-02 Xudong Wang , Yao Chen

While the theory of diffusion of a single Brownian particle in confined geometries is well-established by now, we discuss here the theoretical framework necessary to generalize the theory of diffusion to dense suspensions of strongly…

Soft Condensed Matter · Physics 2014-12-18 H. Löwen , M. Heinen

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Probability · Mathematics 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

Statistical Mechanics · Physics 2017-05-31 Itzhak Fouxon , Markus Holzner

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

Mathematical Physics · Physics 2010-04-20 Francesco Mainardi , Antonio Mura , Gianni Pagnini

We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded…

Statistical Mechanics · Physics 2018-02-07 Denis S. Grebenkov , Liubov Tupikina

Since its introduction, some sixty years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad…

Statistical Mechanics · Physics 2023-09-14 Maxence Arutkin , Shlomi Reuveni

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…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…

Probability · Mathematics 2022-11-04 Giuseppe Cannizzaro , Levi Haunschmid-Sibitz , Fabio Toninelli

We present a complete theory for the full particle statistics of the positions of bulk and extremal particles in a one-dimensional Coulomb Gas (CG) with an arbitrary potential, in the typical and large deviations regimes. Typical…

Anomalous transport in tilted periodic potentials is investigated within the framework of the fractional Fokker-Planck dynamics and the underlying continuous time random walk. The analytical solution for the stationary, anomalous current is…

Statistical Mechanics · Physics 2007-07-17 I. Goychuk , E. Heinsalu , M. Patriarca , G. Schmid , P. Hanggi

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini
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