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A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…

Mathematical Physics · Physics 2017-06-29 Georgie Knight , Orestis Georgiou , Carl P. Dettmann , Rainer Klages

A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…

Analysis of PDEs · Mathematics 2017-03-08 Ansgar Jüngel , Nicola Zamponi

We study the formation and the evolution of velocity distribution tails for systems with long-range interactions. In the thermal bath approximation, the evolution of the distribution function of a test particle is governed by a…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis , Mohammed Lemou

A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…

Statistical Mechanics · Physics 2014-11-14 Chikashi Arita , P. L. Krapivsky , Kirone Mallick

We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…

Statistical Mechanics · Physics 2021-07-16 M. Reza Shaebani , Heiko Rieger

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…

General Physics · Physics 2021-09-28 Mikhail Batanov-Gaukhman

Understanding the transport behavior of quantum many-body systems constitutes an important physical endeavor, both experimentally and theoretically. While a reliable classification into normal and anomalous dynamics is known to be…

Statistical Mechanics · Physics 2025-06-11 Jiaozi Wang , Mats H. Lamann , Robin Steinigeweg , Jochen Gemmer

We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…

Statistical Mechanics · Physics 2018-05-23 Pierre Illien , Olivier Bénichou , Gleb Oshanin , Alessandro Sarracino , Raphaël Voituriez

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…

Fluid Dynamics · Physics 2014-04-18 Damien Benveniste , Theodore D. Drivas

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…

chao-dyn · Physics 2008-02-03 P. Leboeuf

Understanding anomalous transport and reaction kinetics due to microscopic physical and chemical disorder is a long-standing goal in many fields including geophysics, biology, and engineering. We consider reaction-diffusion characterized by…

Soft Condensed Matter · Physics 2017-10-11 Gerald J. Lapeyre , Marco Dentz

Diffusion of chemicals or tracer molecules through complex systems containing irregularly shaped channels is important in many applications. Most theoretical studies based on the famed Fick-Jacobs equation focus on the idealised case of…

Statistical Mechanics · Physics 2014-12-24 Max Bauer , Aljaz Godec , Ralf Metzler

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

Does the diffusion coefficient of a photon depend on time $t$ or the probability of absorption $k$? To find an answer to the question, photon transport in a medium of infinite extent is analyzed using the method of moments. It is pointed…

Other Condensed Matter · Physics 2007-05-23 K. Razi Naqvi

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán