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We propose an approach to analysing single trajectories of a particle, which moves randomly on a landscape distinct parts of which result in sufficiently various diffusion coefficients. The method based on the mapping the cumulative sum of…

Biological Physics · Physics 2019-09-04 Eugene B. Postnikov , Igor M. Sokolov

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

Statistical Mechanics · Physics 2024-03-01 Guoxing Lin , Shaokun Zheng

We study a one-dimensional diffusion $X$ in a drifted Brownian potential $W\_\kappa$, with $ 0\textless{}\kappa\textless{}1$, and focus on the behavior of the local times $(\mathcal{L}(t,x),x)$ of $X$ before time $t\textgreater{}0$.In…

Probability · Mathematics 2016-09-08 Pierre Andreoletti , Alexis Devulder , Grégoire Vechambre

We use scattering theoretic methods to prove strong dynamical and exponential localization for one dimensional, continuum, Anderson-type models with singular distributions; in particular the case of a Bernoulli distribution is covered. The…

Mathematical Physics · Physics 2014-12-30 David Damanik , Robert Sims , Günter Stolz

We study the asymptotic position distribution of general quantum walks on a lattice, including walks with a random coin, which is chosen from step to step by a general Markov chain. In the unitary (i.e., non-random) case, we allow any…

Quantum Physics · Physics 2011-04-21 Andre Ahlbrecht , Holger Vogts , Albert H. Werner , Reinhard F. Werner

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

Other Condensed Matter · Physics 2007-05-23 Evzen Subrt , Petr Chvosta

We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

We investigate real-space localization in the few-particle regime of the XXZ spin-$1/2$ chain with a random magnetic field. Our investigation focuses on the time evolution of the spatial variance of non-equilibrium densities, as resulting…

Strongly Correlated Electrons · Physics 2017-04-13 Daniel Schmidtke , Robin Steinigeweg , Jacek Herbrych , Jochen Gemmer

The Fourier-Bessel expansion of a function on a circular disc yields a simple series representation for the end-to-end probability distribution function w(R,phi) encountered in a planar persistent random walk, where the direction taken in a…

Soft Condensed Matter · Physics 2015-06-24 Christian Bracher

We study fluctuations of an ensemble of $N$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a…

Statistical Mechanics · Physics 2026-03-17 Ohad Vilk , Baruch Meerson

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

We use a random pinning procedure to study amorphous order in two glassy spin models. On increasing the concentration of pinned spins at constant temperature, we find a sharp crossover (but no thermodynamic phase transition) from bulk…

Statistical Mechanics · Physics 2015-03-19 Robert L. Jack , Ludovic Berthier

We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…

Condensed Matter · Physics 2016-08-31 Jaime E. Santos , Gunter M. Schutz , Robin B. Stinchcombe

The one-dimensional isotropic quantum Heisenberg spin systems with random couplings and random spin sizes are investigated using a real-space renormalization group scheme. It is demonstrated that these systems belong to a universality class…

Statistical Mechanics · Physics 2009-10-28 E. Westerberg , A. Furusaki , M. Sigrist , P. A. Lee

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

We examine the aggregate behavior of one-dimensional random walks in a model known as (one-dimensional) Internal Diffusion Limited Aggregation. In this model, a sequence of $n$ particles perform random walks on the integers, beginning at…

Combinatorics · Mathematics 2019-02-11 Kiana Mittelstaedt

We study the problem of a random walk on a lattice in which bonds connecting nearest neighbor sites open and close randomly in time, a situation often encountered in fluctuating media. We present a simple renormalization group technique to…

adap-org · Physics 2009-10-22 C. D. Levermore , W. Nadler , D. L. Stein

Two important classes of spatio-temporal patterns, namely, spatio-temporal chaos and self-replicating patterns, for a representative three variable autocatalytic reaction mechanism coupled with diffusion has been studied. The…

chao-dyn · Physics 2015-06-24 Nita Parekh , V. Ravi Kumar , B. D. Kulkarni
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