Related papers: Average shape of fluctuations for subdiffusive wal…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
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…
We investigate the time averaged squared displacement (TASD) of continuous time random walks with respect to the number of steps $N$, which the random walker performed during the data acquisition time $T$. We prove that the TASD, and as…
It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…
Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…
This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
We present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
In a recent paper, Michael J. Saxton proposes to interpret as anomalous diffusion the occurrence of apparent transient sub-diffusive regimes in mean-squared displacements (MSD) plots, calculated from experimental trajectories of molecules…
This paper deals with flow-induced shape transitions of elastic capsules. The state of the art concerning both theory and experiments is briefly reviewed starting with dynamically induced small deformation of initially spherical capsules…
Internal diffusion-limited aggregation is a growth model based on random walk in Z^d. We study how the shape of the aggregate depends on the law of the underlying walk, focusing on a family of walks in Z^2 for which the limiting shape is a…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…
Thermal fluctuations in non-equilibrium steady states generically lead to power law decay of correlations for conserved quantities. Embedded bodies which constrain fluctuations in turn experience fluctuation induced forces. We compute these…
A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…
In heterogeneous environments, the diffusivity is not constant but changes with time. It is important to detect changes in the diffusivity from single-particle-tracking trajectories in experiments. Here, we devise a novel method for…
We study the diffusion-limited reaction A + A <-> A in different spatial dimensions to observe the effect of internal fluctuations on the interface between stable and unstable phases. We find that, similar to what has been observed in d=1…