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Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

统计力学 · 物理学 2019-08-02 Galen T. Craven , Abraham Nitzan

Diffusion processes are important in several physical, chemical, biological and human phenomena. Examples include molecular encounters in reactions, cellular signalling, the foraging of animals, the spread of diseases, as well as trends in…

数据分析、统计与概率 · 物理学 2021-06-21 Alessia Gentili , Giorgio Volpe

We study the dynamics of a tracer in a dense mixture of particles connected to different thermostats. Starting from the overdamped Langevin equations that describe the evolution of the system, we derive the expression of the self-diffusion…

软凝聚态物质 · 物理学 2022-12-28 Marie Jardat , Vincent Dahirel , Pierre Illien

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

chao-dyn · 物理学 2008-02-03 R Mannella , P Grigolini , BJ West

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

统计力学 · 物理学 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…

软凝聚态物质 · 物理学 2014-05-22 Richard D. L. Hanes , Michael Schmiedeberg , Stefan U. Egelhaaf

The objective of this article is to highlight certain features of a number of coefficients that appear in models of phenomena of transport in anisotropic porous media, especially the coefficient of dispersion, the 2nd rank tensor D_{ij},…

流体动力学 · 物理学 2009-05-12 Jacob Bear , Leonid G. Fel , Yoram Zimmels

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

软凝聚态物质 · 物理学 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…

无序系统与神经网络 · 物理学 2009-11-10 Sebastian Bustingorry

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

概率论 · 数学 2007-05-23 Liqun Wang , Klaus Pötzelberger

In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…

概率论 · 数学 2025-12-09 Alexis Anagnostakis , Sara Mazzonetto

In the last decade Diffusing Wave Spectroscopy (DWS) has emerged as a powerful tool to study turbid media. In this article we develop the formalism to describe light diffusion in general anisotropic turbid media. We give explicit formulas…

软凝聚态物质 · 物理学 2009-10-28 Holger Stark , Tom C. Lubensky

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

统计力学 · 物理学 2015-05-28 Denis Boyer , David S. Dean

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

统计力学 · 物理学 2020-08-05 Jakub Ślęzak , Stanislav Burov

The unbiased thermal diffusion of an overdamped Brownian particle in a square lattice potential is considered in the presence of an externally applied ac driving. The resulting diffusion matrix exhibits two orthogonal eigenvectors with…

统计力学 · 物理学 2012-03-22 David Speer , Ralf Eichhorn , Peter Reimann

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

量子物理 · 物理学 2023-08-04 W. David Wick

The active Brownian particle (ABP) model describes a swimmer, synthetic or living, whose direction of swimming is a Brownian motion. The swimming is due to a propulsion force, and the fluctuations are typically thermal in origin. We present…

软凝聚态物质 · 物理学 2022-07-18 Jean-Luc Thiffeault , Jiajia Guo

While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…

统计力学 · 物理学 2025-08-07 Ludovico Cademartiri

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

统计力学 · 物理学 2010-12-14 S. L. Narasimhan , A. Baumgaertner

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…