Related papers: Nonintersecting Paths, Noncolliding Diffusion Proc…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…
A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
We aim to describe a droplet bouncing on a vibrating bath using a simple and highly versatile model inspired from quantum mechanics. Close to the Faraday instability, a long-lived surface wave is created at each bounce, which serves as a…
We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…
Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive L\'{e}vy walk dynamics.…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We investigate the lattice walk performed by a tagged member of an infinite `sea' of particles filling a d-dimensional lattice, in the presence of a Brownian vacancy. Particle-particle exchange is forbidden; the only interaction between…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
In this paper, we introduce a one-dimensional model of particles performing independent random walks, where only pairs of particles can produce offspring ("cooperative branching"), and particles that land on an occupied site merge with the…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…