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Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

The scattering approach to quantum transport through a disordered quasi-one-dimensional conductor in the insulating regime is discussed in terms of its transfer matrix $\bbox{T}$. A model of $N$ one-dimensional wires which are coupled by…

Condensed Matter · Physics 2009-10-28 Dirk Endesfelder

The Fourier-Bessel expansion of a function on a circular disc yields a simple series representation for the end-to-end probability distribution function w(R,phi) encountered in a planar persistent random walk, where the direction taken in a…

Soft Condensed Matter · Physics 2015-06-24 Christian Bracher

Transport phenomena play a crucial role in modern physics and applied sciences. Examples include the dissipation of energy across a large system, the distribution of quantum information in optical networks, and the timely modeling of…

An analytic formulation of memory-possessing random walks introduced recently [Cressoni et al., Phys. Rev. Lett. 98, 070603 (2007) and Sch\"utz and Trimper, Phys. Rev. E 70, 045101 (2004)] for Alzheimer behavior and related phenomena is…

Statistical Mechanics · Physics 2007-08-06 V. M. Kenkre

The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…

Classical Physics · Physics 2013-06-27 Billy D. Jones

We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…

Dynamical Systems · Mathematics 2026-01-21 Saem Han , Krishna Garikipati

We study the dynamics of a generalization of quantum coin walk on the line which is a natural model for a diffusion modified by quantum or interference effects. In particular, our results provide surprisingly simple explanations to…

Quantum Physics · Physics 2007-05-23 A. Wojcik , T. Luczak , P. Kurzynski , A. Grudka , M. Bednarska

We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

We consider the radiative transport equation in which the time derivative is replaced by the Caputo derivative. Such fractional-order derivatives are related to anomalous transport and anomalous diffusion. In this paper we describe how the…

Mathematical Physics · Physics 2017-03-08 Manabu Machida

In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…

Probability · Mathematics 2015-10-01 Marcin Magdziarz , Tomasz Zorawik

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the…

Statistical Mechanics · Physics 2015-06-16 Marta Galanti , Duccio Fanelli , Francesco Piazza

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

Numerical Analysis · Mathematics 2023-12-04 Surendra Nepal , Magnus Ogren , Yosief Wondmagegne , Adrian Muntean

We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular…

Analysis of PDEs · Mathematics 2025-02-25 Yuzhe Zhu

The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…

Disordered Systems and Neural Networks · Physics 2016-11-23 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi , Marco Raberto

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

Probability · Mathematics 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

We consider classical/quantum correspondence in Lindblad evolution with jump operators for which the corresponding Fokker--Planck equation is subelliptic. This allows us to consider the physical model proposed by Zurek and Paz, and to…

Analysis of PDEs · Mathematics 2026-03-17 Hart F. Smith