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Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

统计力学 · 物理学 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai

We study a class of random walk, the stored-energy-driven L\'evy flight (SEDLF), whose jump length is determined by a stored energy during a trapped state. The SEDLF is a continuous-time random walk with jump lengths being coupled with the…

统计力学 · 物理学 2013-06-26 Takuma Akimoto , Tomoshige Miyaguchi

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

软凝聚态物质 · 物理学 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

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…

统计力学 · 物理学 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

We study the distribution of the area under the normalized excursion of a spectrally positive stable L{\'e}vy process L, as well as the area under its meander, and under L conditioned to stay positive. Our results involve a special case of…

概率论 · 数学 2020-09-04 Christophe Profeta

A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…

生物物理 · 物理学 2017-01-26 Felix Thiel , Lutz Schimansky-Geier , Igor M. Sokolov

The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far…

统计力学 · 物理学 2009-11-11 P. Cipriani , S. Denisov , A. Politi

The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

统计力学 · 物理学 2019-01-23 Yao Chen , Xudong Wang , Weihua Deng

Infiltration of anomalously diffusing particles from one material to another through a biased interface is studied using continuous time random walk and Levy walk approaches. Subdiffusion in both systems may lead to a net drift from one…

统计力学 · 物理学 2011-11-03 Nickolay Korabel , Eli Barkai

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We study fixed-length bridge paths -- half-space excursions that start and end at a planar boundary -- for three-dimensional random walks with Henyey-Greenstein scattering angles and exponentially distributed step lengths, using Monte Carlo…

统计力学 · 物理学 2026-03-12 Claude Zeller

The propagation of light that undergoes multiple-scattering by resonant atomic vapor can be described as a L\'evy flight. L\'evy flight is a random walk with heavy tailed step-size (r) distribution, decaying asymptotically as $P(r)\sim…

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

统计力学 · 物理学 2009-10-31 F. Igloi , L. Turban , H. Rieger

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

统计力学 · 物理学 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

The diffusion process near low order synchro-betatron resonances driven by beam-beam interactions at a crossing angle is investigated. Macroscopic observables such as beam emittance, lifetime and beam profiles are calculated. These are…

加速器物理 · 物理学 2015-06-05 Tanaji Sen

The Weierstrass random walk is a paradigmatic Markov chain giving rise to a L\'evy-type superdiffusive behavior. It is well known that Special Relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive…

统计力学 · 物理学 2010-08-30 Alberto Saa , Roberto Venegeroles

Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored.…

统计力学 · 物理学 2022-01-05 Tian Zhou , Pengbo Xu , Weihua Deng

L\'evy flights and L\'evy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities are discontinuity versus continuity of their trajectories and…

统计力学 · 物理学 2017-05-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak , Eli Barkai , Alexander A. Dubkov

We consider a continuous-time random walk which is defined as an interpolation of a random walk on a point process on the real line. The distances between neighboring points of the point process are i.i.d. random variables in the normal…

概率论 · 数学 2020-01-08 Alessandra Bianchi , Marco Lenci , Françoise Pène