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Related papers: Diffusion regimes in Levy flights with trapping

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We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…

Disordered Systems and Neural Networks · Physics 2009-11-07 E. M. Bertin , J. -P. Bouchaud

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…

Statistical Mechanics · Physics 2016-09-05 Massimo Pica Ciamarra , Antonio Piscitelli

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…

Probability · Mathematics 2011-11-09 Brice Franke

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

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 investigate the impact of external periodic potentials on superdiffusive random walks known as Levy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random…

Statistical Mechanics · Physics 2009-11-07 D. Brockmann , T. Geisel

We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…

Optimization and Control · Mathematics 2016-09-13 Masahiko Egami , Tadao Oryu

We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…

Statistical Mechanics · Physics 2009-10-31 E. Barkai , V. Fleurov , J. Klafter

We study the quantum walk subjected to measurements with a L\'evy waiting-time distribution. We find that the system has a sub-ballistic behavior instead of a diffusive one. We obtain an analytical expression for the exponent of the power…

Quantum Physics · Physics 2009-11-13 Alejandro Romanelli

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

Statistical Mechanics · Physics 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

Human mobility has been empirically observed to exhibit Levy flight characteristics and behaviour with power-law distributed jump size. The fundamental mechanisms behind this behaviour has not yet been fully explained. In this paper, we…

Physics and Society · Physics 2015-02-03 Kai Zhao , Mirco Musolesi , Pan Hui , Weixiong Rao , Sasu Tarkoma

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

Statistical Mechanics · Physics 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…

Soft Condensed Matter · Physics 2009-11-10 Andrew D. Rutenberg , Andrew J. Richardson , Claire J. Montgomery

Let $V$ be a two sided random walk and let $X$ denote a real valued diffusion process with generator ${1/2}e^{V([x])}\frac{d}{dx}(e^{-V([x])}\frac{d}{dx})$. This process is known to be the continuous equivalent of the one dimensional random…

Probability · Mathematics 2007-05-23 Arvind Singh

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

Statistical Mechanics · Physics 2020-04-15 Xudong Wang , Yao Chen , Weihua Deng
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