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Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

Optical tracking in vivo experiments reveal that diffusion of particles in biological cells is strongly enhanced in the presence of ATP and the experimental data for animal cells could previously be reproduced within a phenomenological…

Soft Condensed Matter · Physics 2017-03-22 Kento Yasuda , Ryuichi Okamoto , Shigeyuki Komura , Alexander S. Mikhailov

L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…

Statistical Mechanics · Physics 2021-02-03 Yao Chen , Weihua Deng

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…

Probability · Mathematics 2022-08-19 Marco Lenci

We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…

Biological Physics · Physics 2009-11-13 Fernando Peruani , Luis G. Morelli

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

We present evidences of the diffusive motion of the ground and tunnels and show that if systematic movements are excluded then the remaining uncorrelated component of the motion obeys a characteristic fractal law with the displacement…

Geophysics · Physics 2014-11-20 Vladimir Shiltsev

Probing the anomalous nanoscale intermixing using molecular dynamics (MD) simulations in Pt/Ti bilayer we reveal the superdiffusive nature of interfacial atomic transport. It is shown that the Pt atoms undergo anomalous atomic transport…

Materials Science · Physics 2008-02-18 P. Süle , M. Menyhárd

We experimentally investigate the recoil dynamics of a colloidal probe particle after shearing it with constant velocity through a viscoelastic fluid. The recoil displays two distinct timescales which are in excellent agreement with a…

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a L\'evy flight on a line. After a brief survey of the theory of records for independent and…

Statistical Mechanics · Physics 2017-07-21 Claude Godreche , Satya N. Majumdar , Gregory Schehr

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…

Probability · Mathematics 2007-07-19 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

The movement of intracellular cargo transported by molecular motors is commonly marked by switches between directed motion and stationary pauses. The predominant measure for assessing movement is effective diffusivity, which predicts the…

Quantitative Methods · Quantitative Biology 2024-12-31 Keisha J. Cook , Nathan Rayens , Linh Do , Christine K. Payne , Scott A. McKinley

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…

Self-powered motion in catalytic colloidal particles provides a compelling example of active matter, i.e. systems that engage in single-particle and collective behavior far from equilibrium. The long-time, long-distance behavior of such…

Soft Condensed Matter · Physics 2017-10-25 Young-Moo Byun , Paul E. Lammert , Yiying Hong , Ayusman Sen , Vincent H. Crespi

We investigate front propagation in a reacting particle system in which particles perform scale-free random walks known as Levy flights. The system is described by a fractional generalization of a reaction-diffusion equation. We focus on…

Statistical Mechanics · Physics 2007-05-23 D. Brockmann , L. Hufnagel

Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths and heavy-tailed fluctuations characteristic of L\'evy…

Dynamical Systems · Mathematics 2026-01-28 Yang Li , Jinqiao Duan

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

Probability · Mathematics 2025-07-15 Igor Kortchemski , Cyril Marzouk

L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

Methodology · Statistics 2025-05-29 Bill Z. Lin , Simon Godsill