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We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

Time delay in general leads to instability in some systems, while a specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a non-stationary stochastic…

Chaotic Dynamics · Physics 2017-08-02 Hiroyasu Ando , Kohta Takehara , Miki U. Kobayashi

The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…

Analysis of PDEs · Mathematics 2025-11-04 Karsten Matthies , Theodora Syntaka

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

Most biochemical reactions in living cells rely on diffusive search for target molecules or regions in a heterogeneous overcrowded cytoplasmic medium. Rapid re-arrangements of the medium constantly change the effective diffusivity felt…

Statistical Mechanics · Physics 2019-11-13 Yann Lanoiselée , Nicolas Moutal , Denis S. Grebenkov

We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…

Analysis of PDEs · Mathematics 2017-09-21 Zhiyuan Li , Yavar Kian , Eric Soccorsi

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…

Probability · Mathematics 2011-10-18 Lasse Leskelä , Mikko Stenlund

Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions, $\phi$, in the vicinity of the jamming transition at $\phi_{c}$. Various diffusion properties are computed…

Statistical Mechanics · Physics 2015-09-02 Dan S. Bolintineanu , Gary S. Grest , Jeremy B. Lechman , Leonardo E. Silbert

The fundamental solution of the fractional diffusion equation of distributed order in time (usually adopted for modelling sub-diffusion processes) is obtained based on its Mellin-Barnes integral representation. Such solution is proved to be…

Mathematical Physics · Physics 2008-05-18 Francesco Mainardi , Gianni Pagnini

We study asymptotic limits of reversible random walks on tessellations via a variational approach, which relies on a specific generalized-gradient-flow formulation of the corresponding forward Kolmogorov equation. We establish sufficient…

Analysis of PDEs · Mathematics 2022-02-15 Anastasiia Hraivoronska , Oliver Tse

We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…

Statistical Mechanics · Physics 2020-05-26 P. P. Kostrobij , B. M. Markovych , M. V. Tokarchuk

We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…

Methodology · Statistics 2009-09-09 V. Calian , G. Stefansson , L. P. Folkow , A. S. Blix

In this work we investigate an inverse problem of identifying a spatially variable order in the one-dimensional subdiffusion model from the boundary flux measurement. The model involves a generalized Caputo derivative in time, and arises in…

Analysis of PDEs · Mathematics 2024-11-28 Jiho Hong , Bangti Jin , Yavar Kian

In the present work, we propose a new parameterization for the concentration flux using fractional derivatives. The fractional order differential equation in the longitudinal and vertical directions is used to obtain the concentration…

Atmospheric and Oceanic Physics · Physics 2018-12-26 A. G. Goulart , M. J. Lazo , J. M. S. Suarez

This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise…

Analysis of PDEs · Mathematics 2014-01-15 Antoine Mellet , Stéphane Mischler , Clément Mouhot

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random…

Disordered Systems and Neural Networks · Physics 2017-07-19 Pierre Le Doussal , Thimothée Thiery

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes
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