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Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…

Data Analysis, Statistics and Probability · Physics 2018-10-17 Grzegorz Sikora

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…

Soft Condensed Matter · Physics 2009-11-10 Els Heinsalu , Risto Tammelo , Teet Ord

We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…

Statistical Mechanics · Physics 2016-09-14 A. B. Duncan , S. Kalliadasis , G. A. Pavliotis , M. Pradas

Classical reverse diffusion is generated by changing the drift at fixed noise. We show that the quantum version of this principle obeys an exact law with a sharp phase boundary. For Gaussian pure-loss dynamics, the canonical model of…

Quantum Physics · Physics 2026-03-20 Ammar Fayad

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…

Statistical Mechanics · Physics 2019-02-28 Matan Sivan , Oded Farago

We study the two-dimensional motion of an active Brownian particle of speed $v_0$, with intermittent directional reversals in the presence of a harmonic trap of strength $\mu$. The presence of the trap ensures that the position of the…

Statistical Mechanics · Physics 2022-09-14 Ion Santra , Urna Basu , Sanjib Sabhapandit

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…

Statistical Mechanics · Physics 2016-08-16 I. Santamaría-Holek , D. Reguera , J. M. Rubí

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

Accurate description of finite-temperature vibrational dynamics is indispensable in the computation of two-dimensional electronic spectra. Such simulations are often based on the density matrix evolution, statistical averaging of initial…

Chemical Physics · Physics 2024-09-26 Tomislav Begušić , Jiří Vaníček

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…

Statistical Mechanics · Physics 2016-12-07 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

The quantum thermodynamic behavior of small systems is investigated in presence of finite quantum dissipation. We consider the archetype cases of a damped harmonic oscillator and a free quantum Brownian particle. A main finding is that…

Quantum Physics · Physics 2007-05-23 Peter Hänggi , Gert-Ludwig Ingold

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

In this work we propose a simple example of a one-dimensional thermodynamic system where non-interacting particles are allowed to move over the $[0,1]$ interval, which are influenced by a potential with a fractal structure. We prove that…

Statistical Mechanics · Physics 2019-03-19 Cesar Maldonado , Raul Salgado Garcia

We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…

Statistical Mechanics · Physics 2015-04-16 Sergei Fedotov , Nickolay Korabel

We study finite-temperature magnetization transport in a one-dimensional anisotropic Heisenberg model, focusing in particular on the gapped phase. Using numerical simulations by two different methods, a propagation of localized wavepackets…

Strongly Correlated Electrons · Physics 2011-11-30 Simon Jesenko , Marko Znidaric

We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…

Mathematical Physics · Physics 2015-05-13 W. De Roeck , J. Frohlich , A. Pizzo