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The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…

Statistical Mechanics · Physics 2021-10-26 Piotr Kubala , Michał Cieśla , Bartłomiej Dybiec

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

The distribution of finite time observable averages and transport in low dimensional Hamiltonian systems is studied. Finite time observable average distributions are computed, from which an exponent $\alpha$ characteristic of how the…

Chaotic Dynamics · Physics 2015-10-28 Lydia Bouchara , Ouerdia Ourrad , Sandro Vaienti , Xavier Leoncini

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

Complex fluids in shear flow and biased dynamics in crowded environments exhibit counterintuitive features which are difficult to address both at theoretical level and by molecular dynamic simulations. To understand some of these features…

Soft Condensed Matter · Physics 2012-09-19 Francesco Turci , Estelle Pitard , Mauro Sellitto

By analyzing two Kinetically Constrained Models of supercooled liquids we show that the anomalous transport of a driven tracer observed in supercooled liquids is another facet of the phenomenon of dynamical heterogeneity. We focus on the…

Statistical Mechanics · Physics 2016-07-06 Giacomo Gradenigo , Eric Bertin , Giulio Biroli

It has been observed in numerous experiments, simulations, and various theoretical treatments that the spreading of particles can be modeled by the continuous-time random walk. We consider two well-known cases, i.e., Gaussian displacements…

Statistical Mechanics · Physics 2026-01-21 Wanli Wang , Kaixin Zhang , Yuda Cheng

A discrete binomial random-walk description of molecular collisions is used to quantify the variance of coarse-grained velocity fields arising solely from collision-induced momentum exchange. Closed-form expressions for the growth of…

Chemical Physics · Physics 2026-02-26 Tristan Barkman

We explore fluctuation relations in a periodically driven micromechanical torsional oscillator. In the linear regime where the modulation is weak, we verify that the ratio of the work variance to the mean work is constant, consistent with…

Statistical Mechanics · Physics 2019-09-04 P. Zhou , X. Dong , C. Stambaugh , H. B. Chan

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

In quantum transport through nanoscale devices, fluctuations arise from various sources: the discreteness of charge carriers, the statistical non-equilibrium that is required for device operation, and unavoidable quantum uncertainty. As…

Mesoscale and Nanoscale Physics · Physics 2019-09-04 Samuel L. Rudge , Daniel S. Kosov

The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…

Machine Learning · Computer Science 2019-12-05 Fabian Hinder , André Artelt , Barbara Hammer

We study a minimal model of traffic flows in complex networks, simple enough to get analytical results, but with a very rich phenomenology, presenting continuous, discontinuous as well as hybrid phase transitions between a free-flow phase…

Statistical Mechanics · Physics 2015-05-13 Daniele De Martino , Luca Dall'Asta , Ginestra Bianconi , Matteo Marsili

We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Wilkinson , B. Mehlig

Fluctuation relations establish rigorous identities for the nonequilibrium averages of observables. Starting from a general transport master equation with time-dependent rates, we employ the stochastic path integral approach to study…

Statistical Mechanics · Physics 2010-10-21 A. Altland , A. De Martino , R. Egger , B. Narozhny

The emergence of particle irreversibility in periodically driven colloidal suspensions has been interpreted as resulting either from a nonequilibrium phase transition to an absorbing state or from the chaotic nature of particle…

Statistical Mechanics · Physics 2015-04-10 Elsen Tjhung , Ludovic Berthier

It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…

Physics and Society · Physics 2016-12-06 Wei-Liang Qian , Bin Wang , Kai Lin , Romuel F. Machado , Yogiro Hama

Oscillatory sheared suspensions, when observed stroboscopically, exhibit a reversible-irreversible transition as a function of the strain amplitude, which is a kind of absorbing phase transition. So far studies of this transition focused on…

Soft Condensed Matter · Physics 2026-03-20 T. Jocteur , K. Martens , R. Mari , E. Bertin

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen
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