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We show that anomalous diffusion arises in two different models for the motion of randomly forced and weakly damped particles: one is a generalisation of the Ornstein-Uhlenbeck process with a random force which depends on position as well…

Chaotic Dynamics · Physics 2013-03-05 Vlad Bezuglyy , Michael Wilkinson , Bernhard Mehlig

Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

Statistical Mechanics · Physics 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

We propose two nonlinear random walk models which are suitable for the analysis of both chemotaxis and anomalous transport. We derive the balance equations for the population density for the case when the transition rate for a random walk…

Statistical Mechanics · Physics 2010-10-22 Sergei Fedotov

We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…

Statistical Mechanics · Physics 2011-10-27 Rudolf Friedrich , Stephan Eule

We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…

Analysis of PDEs · Mathematics 2019-06-11 Zaihui Gan , Fang-Hua Lin , Jiajun Tong

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

Probability · Mathematics 2007-05-23 S R S Varadhan

The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…

Data Analysis, Statistics and Probability · Physics 2017-01-04 Rafał Połoczański , Agnieszka Wyłomańska , Janusz Gajda , Monika Maciejewska , Andrzej Szczurek

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

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

This study unveils the time-space transforms underlying anomalous diffusion process. Based on this finding, we present the two hypotheses concerning the effect of fractal time-space fabric on physical behaviors and accordingly derive…

Mathematical Physics · Physics 2015-06-26 W Chen

We develop a new class of path transformations for one-dimensional diffusions that are tailored to alter their long-run behaviour from transient to recurrent or vice versa. This immediately leads to a formula for the distribution of the…

Probability · Mathematics 2018-02-02 Umut Çetin

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

In recent years, research and development in nanoscale science and technology have grown significantly, with electrical transport playing a key role. A natural challenge for its description is to shed light on anomalous behaviours observed…

Populations and Evolution · Quantitative Biology 2025-04-10 Sara Bernardi , Paolo Begnamino , Marco Pizzi , Lamberto Rondoni

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

Subdiffusive fractional equations are not structurally stable with respect to spatial perturbations to the anomalous exponent (Phys. Rev. E 85, 031132 (2012)). The question arises of applicability of these fractional equations to model real…

Statistical Mechanics · Physics 2015-06-11 Sergei Fedotov , Steven Falconer

This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…

Statistical Mechanics · Physics 2019-05-28 Maike A. F. dos Santos

We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…

Statistical Mechanics · Physics 2015-05-27 H. V. Ribeiro , E. K. Lenzi , R. S. Mendes , P. A. Santoro

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

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…

The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…

Classical Physics · Physics 2013-06-27 Billy D. Jones