Related papers: Phase-Transition in Binary Sequences with Long-Ran…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
We study theoretically, experimentally and numerically the probability distribution $F(t_f|x_0,L)$ of the first passage times $t_f$ needed by a freely diffusing Brownian particle to reach a target at a distance $L$ from the initial position…
We consider single-file diffusion in an open system with two species $A,B$ of particles. At the boundaries we assume different reservoir densities which drive the system into a non-equilibrium steady state. As a model we use an…
Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…
We have shown that the steady state probability distribution function of a diffusion-coalescence system on a one-dimensional lattice of length L with reflecting boundaries can be written in terms of a superposition of double shock…
We consider the random transverse-field Ising model in $d=3$ dimensions with long-range ferromagnetic interactions which decay as a power $\alpha > d$ with the distance. Using a variant of the strong disorder renormalization group method we…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
From the gambling logs of an online lottery game we extract the probability distribution of various quantities (e.g., bet value, total pool size, waiting time between successive gambles) as well as related correlation coefficients. We view…
We give a physical description in terms of percolation theory of the phase transition that occurs when the disorder increases in the random antiferromagnetic spin-1 chain between a gapless phase with topological order and a random singlet…
Diffusion in a one dimensional random force field leads to interesting localisation effects, which we study using the equivalence with a directed walk model with traps. We show that although the average dispersion of positions $\bar{< x^2 >…
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…
The common perception is that strong coupling to the environment will always render the evolution of the system density matrix quasi-classical (in fact, diffusive) in the long time limit. We present here a counter-example, in which a…
We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…
An 1d model with time-dependent random hopping is proposed to describe charge transport in DNA. It admits to investigate both diffusion of electrons and their tunneling between different sites in DNA. The tunneling appears to be strongly…
We consider the long-range random field Ising model in dimension $d = 1, 2$, whereas the long-range interaction is of the form $J_{xy} = |x-y|^{-\alpha}$ with $1< \alpha < 3/2$ for $d=1$ and with $2 < \alpha \leq 3$ for $d = 2$. Our main…
The behavior of a phase separating binary mixture in uniform shear flow is investigated by numerical simulations and in a renormalization group (RG) approach. Results show the simultaneous existence of domains of two characteristic scales.…
Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive L\'{e}vy walk dynamics.…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…