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We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…

Statistical Mechanics · Physics 2013-11-28 Hernán Larralde

We study a random walk model in which the jumping probability to a site is dependent on the number of previous visits to the site, as a model of the mobility with memory. To this end we introduce two parameters called the memory parameter…

Physics and Society · Physics 2016-11-11 Jeehye Choi , Jang-Il Sohn , K. -I. Goh , I. -M. Kim

We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…

Statistical Mechanics · Physics 2021-07-29 Carlos Lajusticia-Costan , Silvia N. Santalla , Javier Rodríguez-Laguna , Elka Korutcheva

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

Mesoscale and Nanoscale Physics · Physics 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…

Probability · Mathematics 2016-11-01 L. Avena , O. Blondel , A. Faggionato

In this work we study analytically and numerically the transport properties of non-interacting active particles moving on a $d$-dimensional disordered media. The disorder in the space is modeled by means of a set of non-overlapping…

Statistical Mechanics · Physics 2022-07-20 R. Salgado-García

The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…

Statistical Mechanics · Physics 2021-07-01 Cecile Monthus

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

Statistical Mechanics · Physics 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Sabir Umarov , Stanly Steinberg

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…

Statistical Mechanics · Physics 2009-10-31 R. K. P. Zia , Z. Toroczkai

A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…

Soft Condensed Matter · Physics 2015-12-08 Pulak K. Ghosh , Yunyun Li , Giampiero Marchegiani , Fabio Marchesoni

In network embedding, random walks play a fundamental role in preserving network structures. However, random walk based embedding methods have two limitations. First, random walk methods are fragile when the sampling frequency or the number…

Machine Learning · Computer Science 2018-05-14 Yong Shi , Minglong Lei , Peng Zhang , Lingfeng Niu

Human close-range proximity interactions are the key determinant for spreading processes like knowledge diffusion, norm adoption, and infectious disease transmission. These dynamical processes can be modeled with time-respecting paths on…

Physics and Society · Physics 2026-05-28 Silvia Guerrini , Ciro Cattuto , Lorenzo Dall'Amico

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

Diffusion models are a class of generative models that learn to synthesize samples by inverting a diffusion process that gradually maps data into noise. While these models have enjoyed great success recently, a full theoretical…

Machine Learning · Computer Science 2023-09-22 Raja Marjieh , Ilia Sucholutsky , Thomas A. Langlois , Nori Jacoby , Thomas L. Griffiths

Pathways of diffusion observed in real-world systems often require stochastic processes going beyond first-order Markov models, as implicitly assumed in network theory. In this work, we focus on second-order Markov models, and derive an…

Physics and Society · Physics 2014-01-03 Renaud Lambiotte , Vsevolod Salnikov , Martin Rosvall

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda