Related papers: Simple deterministic dynamical systems with fracta…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…
We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…
We review the time evolution of wavepackets at the metal-insulator transition in two- and three-dimensional disordered systems. The importance of scale invariance and multifractal eigenfunction fluctuations is stressed. The implications of…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
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.…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We study single-file diffusion on a one-dimensional lattice with a random fractal distribution of hopping rates. For finite lattices, this problem shows three clearly different regimes, namely, nearly independent particles, highly…
Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…
Uncertainty calibration in pre-trained transformers is critical for their reliable deployment in risk-sensitive applications. Yet, most existing pre-trained transformers do not have a principled mechanism for uncertainty propagation through…
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…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
Preliminary results of extensive numerical experiments on a simple model specified by the smooth canonical strongly chaotic 2D-map with global virtual invariant curves (VICs) are presented and discussed. We focus on the statistics of the…
We study the interface dynamics of a binary particle mixture in a rotating cylinder numerically. By considering only the particle motion in axial direction, it is shown that the initial dynamics can be well described by a one-dimensional…