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The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…

统计力学 · 物理学 2009-10-31 I. M. Sokolov

Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…

统计力学 · 物理学 2016-07-13 Tomoshige Miyaguchi , Takuma Akimoto , Eiji Yamamoto

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

统计力学 · 物理学 2019-11-01 Thomas Vojta , Sarah Skinner , Ralf Metzler

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

统计力学 · 物理学 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…

统计力学 · 物理学 2009-10-31 I. M. Sokolov , J. Klafter , A. Blumen

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

统计力学 · 物理学 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

概率论 · 数学 2022-03-10 Vassili N. Kolokoltsov

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

软凝聚态物质 · 物理学 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

等离子体物理 · 物理学 2009-03-18 F. Sattin

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

统计力学 · 物理学 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

等离子体物理 · 物理学 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged…

统计力学 · 物理学 2015-10-07 Takashi Uneyama , Tomoshige Miyaguchi , Takuma Akimoto

Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the…

统计力学 · 物理学 2015-06-24 R. Hilfer

We consider the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker-Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions…

统计力学 · 物理学 2009-11-07 I. M. Sokolov , A. Blumen , J. Klafter

The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…

生物物理 · 物理学 2020-03-06 Gissell Estrada-Rodriguez , Heiko Gimperlein , Kevin J. Painter , Jakub Stocek

As written by statistician George Box "All models are wrong, but some are useful", standard diffusion derivation or Feynman path ensembles use nonphysical infinite velocity/kinetic energy nowhere differentiable trajectories - what seems…

统计力学 · 物理学 2024-04-23 Jarek Duda

As well known, the generalized Langevin equation with a memory kernel decreasing at large times as an inverse power law of time describes the motion of an anomalously diffusing particle. Here, we focus attention on some new aspects of the…

统计力学 · 物理学 2011-05-27 Noëlle Pottier

The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…

统计力学 · 物理学 2009-11-07 I. M. Sokolov

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

星系天体物理 · 物理学 2015-06-03 Jorge Peñarrubia

New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…

流体动力学 · 物理学 2009-11-07 N. Mordant , J. Delour , E. Leveque , A. Arneodo , J. -F. Pinton