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We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

Statistical Mechanics · Physics 2015-06-23 A. P. Riascos , José L. Mateos

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…

Soft Condensed Matter · Physics 2007-05-23 Joseph Snider , Clare C. Yu

We highlight a few recent results on the effect of the diffusion process in deterministic area preserving maps with noncompact phase space, namely the standard map. In more detail, we focus on the anomalous diffusion arising due to the…

Chaotic Dynamics · Physics 2015-01-09 T. Manos , M. Robnik

Recently, anomalous superdiffusion of ultra cold 87Rb atoms in an optical lattice has been observed along with a fat-tailed, L\'evy type, spatial distribution. The anomalous exponents were found to depend on the depth of the optical…

Statistical Mechanics · Physics 2013-05-06 David A. Kessler , Eli Barkai

The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…

Probability · Mathematics 2017-11-03 Scott A McKinley , Hung D Nguyen

We investigate the dynamics of a single tracer exploring a course of fixed obstacles in the vicinity of the percolation transition for particles confined to the infinite cluster. The mean-square displacement displays anomalous transport,…

Statistical Mechanics · Physics 2015-03-17 Markus Spanner , Felix Höfling , Gerd Schröder-Turk , Klaus Mecke , Thomas Franosch

We present a nonlinear and non-Markovian random walk model for stochastic movement and the spatial aggregation of living organisms that have the ability to sense population density. We take into account social crowding effects for which the…

Statistical Mechanics · Physics 2015-12-23 Sergei Fedotov , Nickolay Korabel

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

Statistical Mechanics · Physics 2015-06-25 Fulvio Baldovin , Attilio L. Stella

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We show that {\it strong} anomalous diffusion, i.e. $\mean{|x(t)|^q} \sim t^{q \nu(q)}$ where $q \nu(q)$ is a nonlinear function of $q$, is a generic phenomenon within a class of generalized continuous-time random walks. For such class of…

Statistical Mechanics · Physics 2009-10-31 K. H. Andersen , P. Castiglione , A. Mazzino , A. Vulpiani

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

We analyze the citation time-series of manuscripts in three different fields of science; physics, social science and technology. The evolution of the time-series of the yearly number of citations, namely the citation trajectories, diffuse…

Digital Libraries · Computer Science 2021-09-21 Maryam Zamani , Erez Aghion , Peter Pollner , Tamas Vicsek , Holger Kantz

The viscously dominated, low Reynolds' number dynamics of multi-phase, compacting media can lead to nonlinear, dissipationless/dispersive behavior when viewed appropriately. In these systems, nonlinear self-steepening competes with wave…

Pattern Formation and Solitons · Physics 2014-01-31 Nicholas K. Lowman , Mark A. Hoefer

The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent…

Statistical Finance · Quantitative Finance 2017-05-24 Lijian Chen , Kevin E. Bassler , Joseph L. McCauley , Gemunu H. Gunaratne

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…

Probability · Mathematics 2025-09-23 Wojciech Cygan , Tomislav Kralj , Nikola Sandrić , Stjepan Šebek , Andrew Wade , Mo Dick Wong

A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…

Statistical Mechanics · Physics 2016-08-31 Mickael Antoni , Alessandro Torcini