Related papers: The Local Time Distribution of a Particle Diffusin…
The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
Taylor dispersion, the gravity-induced enhancement of translational diffusion during the steady settling of a Brownian particle, has so far been analyzed only for torque-free bodies (H. Brenner, J. Colloid Interface Sci., 71(2): 189-208,…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
We propose here a new model of accelerating fronts, consisting of one equation with non-local diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation in the upper half-plane. The underlying biological…
We have developed a Green's function formalism to compute the local field distribution near an interface separating two media of different dielectric constants. The Maxwell's equations are converted into a surface integral equation; thus it…
We study the position distribution of a single active Brownian particle (ABP) on the plane. We show that this distribution has a compact support, the boundary of which is an expanding circle. We focus on a short-time regime and employ the…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Strong positional correlations between particles render the diffusion of a tracer particle in a single file anomalous and non-Markovian. While ensemble average observables of tracer particles are nowadays well understood, little is known…
In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian…
Using the spectral multiplicities of the standard torus, we endow the Laplace eigenspaces with Gaussian probability measures. This induces a notion of random Gaussian Laplace eigenfunctions on the torus ("arithmetic random waves"). We study…