相关论文: Random walks with thermalizing collisions in bound…
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that…
The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…
The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…
The transition between ballistic and diffusive motion poses difficult problems in several fields of physics. In this work we show how to calculate the spectra of the correlation functions between fields of arbitrary spatial dependence as…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…
The signature for a non-Fermi liquid behavior near a quantum phase transition has been observed in thermal and transport properties of many metallic systems at low temperatures. In the present work we consider specific examples of itinerant…
Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…
Space-time correlation functions constitute a useful instrument from the research toolkit of continuous-media and many-body physics. We adopt here this concept for single-particle random walks and demonstrate that the corresponding…
In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…
A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…
There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…
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…
This is the third in a series of papers in which we consider one-dimensional Random Walk in Cooling Random Environment (RWCRE). The latter is obtained by starting from one-dimensional Random Walk in Random Environment (RWRE) and resampling…
Recent observations from {\em RHESSI} have revealed that the number of non-thermal electrons in the coronal part of a flaring loop can exceed the number of electrons required to explain the hard X-ray-emitting footpoints of the same flaring…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
In this work we propose a model to describe the statistical fluctuations of the self-driven objects (species A) walking against an opposite crowd (species B) in order to simulate the regime characterized by stop-and-go waves in the context…
Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…
We study magnetic fluctuations in a system of interacting spins on a lattice at high temperatures and in the presence of a spatially varying magnetic field. Starting from a microscopic Hamiltonian we derive effective equations of motion for…
We show that for particles performing Brownian motion in a frozen array of scatterers long-time correlations emerge in the mean-square displacement. Defining the velocity autocorrelation function (VACF) via the second time-derivative of the…