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Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…

Plasma Physics · Physics 2009-11-07 S. A. Trigger

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…

Probability · Mathematics 2017-06-19 Dang H. Nguyen , George Yin

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

Statistical Mechanics · Physics 2023-09-11 Haroldo V. Ribeiro , Angel A. Tateishi , Ervin K. Lenzi , Richard L. Magin , Matjaz Perc

The experiments conducted by various scientific groups indicate that, in dense two-dimensional systems of elongated particles subjected to vibration, the pattern formation is possible. Computer simulations have evidenced that the random…

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…

Probability · Mathematics 2012-07-03 Reinhard Höpfner , Eva Löcherbach , Michèle Thieullen

This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…

Probability · Mathematics 2015-09-16 Enrico Bibbona , Laura Sacerdote , Emiliano Torre

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

Traditional theories of the NMR autocorrelation function for intramolecular dipole pairs assume single-exponential decay, yet the calculated autocorrelation of realistic systems display a rich, multi-exponential behavior resulting in…

Recent advances in transport properties measurements of disordered materials and lattice simulations, using superconducting qubits, have rekindled interest in Anderson localization, motivating our study of highly disordered quantum…

Quantum Physics · Physics 2024-06-03 Ilia Tutunnikov , Jianshu Cao

A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…

Mesoscale and Nanoscale Physics · Physics 2014-07-24 Samuel Robert Vaccaro

Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…

Probability · Mathematics 2020-12-29 Lea Popovic , Liam Peuckert

We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…

Statistical Mechanics · Physics 2009-11-07 Makoto Katori , Hideki Tanemura

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…

Statistical Mechanics · Physics 2016-02-23 Xavier Durang , Jean-Yves Fortin , Malte Henkel

The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…

Soft Condensed Matter · Physics 2024-05-29 Amit Federbush , Amit Moscovich , Yohai Bar-Sinai

Motivated by experiments on sheared suspensions that show a transition between ordered and disordered phases, we here study the long-time behavior of a sheared and overdamped 2-d system of particles interacting by repulsive forces. As a…

Soft Condensed Matter · Physics 2016-01-06 Jens C. Pfeifer , Tobias Bischoff , Georg Ehlers , Bruno Eckhardt

The two--dimensional diffusive dynamics of test particles in a random electromagnetic field is studied. The synthetic electromagnetic fluctuations are generated through randomly placed magnetised ``clouds'' oscillating with a frequency…

Statistical Mechanics · Physics 2007-06-01 Silvia Perri , Fabio Lepreti , Vincenzo Carbone , Angelo Vulpiani

Two dimensional stochastic time model of scrape-off layer (SOL) turbulent transport is studied. Instability arisen in the system with respect to the stochastic perturbations of both either density or vorticity reveals itself in the strong…

Plasma Physics · Physics 2009-11-10 D. Volchenkov , R. Lima