Related papers: Diffusion on random site percolation clusters. The…
Though classical random walks have been studied for many years, research concerning their quantum analogues, quantum random walks, has only come about recently. Numerous simulations of both types of walks have been run and analyzed, and are…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
Langevin simulations provide an effective way to study collective effects of Brownian particles immersed in a two-dimensional periodic potential. In this paper, we concentrate essentially on the behaviour of the tracer (DTr) and bulk (DB)…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
Despite a long history and a clear overall understanding of properties of random walks on an incipient infinite cluster in percolation, some important information on it seems to be missing in the literature. In the present work, we revisit…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
The nonlinear diffusion equation $\frac{\partial \rho}{\partial t}=D \tilde{\Delta} \rho^\nu$ is analyzed here, where $\tilde{\Delta}\equiv \frac{1}{r^{d-1}}\frac{\partial}{\partial r} r^{d-1-\theta} \frac{\partial}{\partial r}$, and $d$,…
This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…
We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
A simple model of random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be both solved analytically and simulated numerically. The analytic solution gives the known Eistein-Smoluchowski…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…
Traditional theories of the NMR autocorrelation function for intramolecular dipole pairs assume single-exponential decay, yet the calculated autocorrelation of realistic systems display a rich, multi-exponential behavior resulting in…
The diffusion of macromolecules in cells and in complex fluids is often found to deviate from simple Fickian diffusion. One explanation offered for this behavior is that molecular crowding renders diffusion anomalous, where the mean-squared…
We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…
Diffusion is modeled on the recently proposed Hanoi networks by studying the mean- square displacement of random walks with time, <r^2>~t^{2/d_w}. It is found that diffusion - the quintessential mode of transport throughout Nature -…