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We investigate the asymptotic properties of the large deviation function of the integrated particle current in systems, in or out of thermal equilibrium, whose dynamics exhibits anomalous diffusion. The physical systems covered by our study…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Uwe C. Tauber , Frederic van Wijland

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

Critical exponents are calculated exactly at the onset of an instability, using asymptotic expansiontechniques. When the unstable mode is subject to multiplicative noise whose spectrum at zero frequency vanishes, we show that the critical…

Fluid Dynamics · Physics 2015-06-03 F. Pétrélis , A. Alexakis

We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

Statistical Mechanics · Physics 2015-05-14 Vincent Tejedor , Ralf Metzler

We study the energy diffusion in a chain of anharmonic oscillators where the Hamiltonian dynamics is perturbed by a local energy conserving noise. We prove that under diffusive rescaling of space-time, energy fluctuations diffuse and evolve…

Mathematical Physics · Physics 2017-05-01 Stefano Olla , Makiko Sasada

We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…

Statistical Mechanics · Physics 2015-03-20 R. M. S. Ferreira , M. V. S. Santos , C. C. Donato , J. S. Andrade , F. A. Oliveira

The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…

Data Analysis, Statistics and Probability · Physics 2019-01-02 Yann Lanoiselée , Denis S. Grebenkov , Grzegorz Sikora , Aleksandra Grzesiek , Agnieszka Wyłomańska

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

The anomalous mean square fluctuations are shown to arise naturally from the ordinary diffusion equation interpreted scale invariantly in a formalism endowing real numbers with a nonarchimedean multiplicative structure. A variable $t$…

Classical Analysis and ODEs · Mathematics 2010-08-16 Dhurjati Prasad Datta , Santanu Raut , Anuja Roy Chaudhuri

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…

Computational Physics · Physics 2020-10-08 Marco Heinen

We study the resonances of the quantum kicked rotor subjected to an excitation that follows a deterministic time-dependent prescription. For the primary resonances we find an analytical relation between the long-time behavior of the…

Quantum Physics · Physics 2015-05-14 A. Romanelli , Guzmán Hernández

We explore the nature of anomalous diffusion of wave packets in disorder-free incommensurate multi-walled carbon nanotubes. The spectrum-averaged diffusion exponent is obtained by calculating the multifractal dimension of the energy…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Shidong Wang , Milena Grifoni , Stephan Roche

This paper proposes a simple model of anomalous diffusion, in which a particle moves with the velocity field induced by a single "dipole" (a doublet or a pair of source and sink), whose moment is modulated randomly at each time step. A…

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

Statistical Mechanics · Physics 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…

Statistical Mechanics · Physics 2020-05-05 Wei Wang , Flavio Seno , Igor M. Sokolov , Aleksei V. Chechkin , Ralf Metzler

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski