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A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…
We propose a theoretical model which relies on the generalized Langevin equation and may account for various dynamical features of the thermal motion of organelles, vesicles or macromolecules in viscoelastic media such as polymer networks.…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
Populations of swimming microorganisms produce fluid motions that lead to dramatically enhanced diffusion of tracer particles. Using simulations of suspensions of swimming particles in a periodic domain, we capture this effect and show that…
In this note, we study the long-time dynamics of passive scalars driven by rotationally symmetric flows. We focus on identifying precise conditions on the velocity field in order to prove enhanced dissipation and Taylor dispersion in…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…
The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
We consider the dynamics of small tracer particles in turbulent quantum liquids. The complicated interaction processes of vortex filaments, the quantum constraints on vorticity and the varying influence of both the superfluid and the normal…
Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…
Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…
We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…
Lagrangian chaos is experimentally investigated in a convective flow by means of Particle Tracking Velocimetry. The Fnite Size Lyapunov Exponent analysis is applied to quantify dispersion properties at different scales. In the range of…
We prove that for a one-dimensional infinite lattice, with long-range coupling among sites, the diffusion of an initial delta-like pulse in the bulk, is ballistic at all times. We obtain a closed-form expression for the mean square…
We investigate the dynamics of Eulerian walkers as a model of self-organized criticality. The evolution of the system is subdivided into characteristic periods which can be seen as avalanches. The structure of avalanches is described and…