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The dynamic spatial redistribution of individuals is a key driving force of various spatiotemporal phenomena on geographical scales. It can synchronise populations of interacting species, stabilise them, and diversify gene pools [1-3].…

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

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

The experiments of Leptos et al. [Phys. Rev. Lett. 103, 198103 (2009)] show that the displacements of small particles affected by swimming microorganisms achieve a non-Gaussian distribution, which nevertheless scales diffusively -- the…

Soft Condensed Matter · Physics 2017-10-26 Jean-Luc Thiffeault

There are various cases of animal movement where behaviour broadly switches between two modes of operation, corresponding to a long distance movement state and a resting or local movement state. Here a mathematical description of this…

Quantitative Methods · Quantitative Biology 2014-08-01 Jake P. Taylor-King , Emiel van Loon , Gabriel Rosser , S. Jon Chapman

We study the heartbeat activity of healthy individuals at rest and during exercise. We focus on correlation properties of the intervals formed by successive peaks in the pulse wave and find significant scaling differences between rest and…

Statistical Mechanics · Physics 2009-11-07 Roman Karasik , Nir Sapir , Yosef Ashkenazy , Plamen Ch. Ivanov , Itzhak Dvir , Peretz Lavie , Shlomo Havlin

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where…

Statistical Mechanics · Physics 2009-11-07 Nicola Scafetta , Paolo Grigolini

We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). Scaling properties of time series of the axial flow velocity averaged over a cardiac beat interval may be…

Biological Physics · Physics 2015-06-26 Miroslaw Latka , Marta Glaubic-Latka , Dariusz Latka , Bruce J. West

We report on the dynamics of a model frictional system submitted to minute external perturbations. The system consists of a chain of sliders connected through elastic springs that rest on an incline. By introducing cyclic expansions and…

Classical Physics · Physics 2015-06-03 Baptiste Blanc , Luis A. Pugnaloni , Jean-Christophe Géminard

In this work, we have studied simple models that can be solved analytically to illustrate various fluctuation theorems. These fluctuation theorems provide symmetries individually to the distributions of physical quantities like the…

Statistical Mechanics · Physics 2015-05-20 Mamata Sahoo , Sourabh Lahiri , A. M. Jayannavar

A 3D copepod trajectory is recorded in the laboratory, using 2 digital cameras. The copepod undergoes a very structured type of trajectory, with successive moves displaying intermittent amplitudes. We perform a statistical analysis of this…

Disordered Systems and Neural Networks · Physics 2007-05-23 Francois G. Schmitt , Laurent Seuront

This paper proposes an approach estimating a gait abnormality index based on skeletal information provided by a depth camera. Differently from related works where the extraction of hand-crafted features is required to describe gait…

Computer Vision and Pattern Recognition · Computer Science 2019-08-21 Trong Nguyen Nguyen , Huu Hung Huynh , Jean Meunier

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

We analyze the waiting time distribution of time distances $\tau$ between two nearest-neighbor flares. This analysis is based on the joint use of two distinct techniques. The first is the direct evaluation of the distribution function…

Statistical Mechanics · Physics 2009-11-07 Paolo Grigolini , Deborah Leddon , Nicola Scafetta

We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…

Probability · Mathematics 2020-10-09 Guillaume Barraquand , Mark Rychnovsky

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…

Statistical Finance · Quantitative Finance 2009-11-13 Gabriele La Spada , J. Doyne Farmer , Fabrizio Lillo

We study the time until first occurrence, the first-passage time, of rare density fluctuations in diffusive systems. We approach the problem using a model consisting of many independent random walkers on a lattice. The existence of spatial…

Statistical Mechanics · Physics 2008-05-16 David P. Sanders , Hernán Larralde

We investigate the spatio-temporal quantity of coherence for turbulent velocity fluctuations at spatial distances of the order or larger than the integral length scale $l_{0}$. Using controlled laboratory experiments, an exponential decay…

Fluid Dynamics · Physics 2022-01-19 G. Prabhudesai , S. Perrard , F. Pétrélis , S. Fauve

We consider a cluster growth model on the d-dimensional lattice, called internal diffusion limited aggregation (internal DLA). In this model, random walks start at the origin, one at a time, and stop moving when reaching a site not occupied…

Probability · Mathematics 2013-06-03 Amine Asselah , Alexandre Gaudilliere