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The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

统计力学 · 物理学 2026-03-10 M. Süzen

We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…

统计力学 · 物理学 2011-11-15 Aleksander Stanislavsky , Karina Weron , Aleksander Weron

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

统计力学 · 物理学 2022-08-31 Przemyslaw Chelminiak

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 fundamental models of epidemiology describe the progression of an infectious disease through a population using compartmentalized differential equations, but do not incorporate population-level heterogeneity in infection susceptibility.…

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

统计力学 · 物理学 2009-11-10 I. M. Sokolov , J. Klafter

We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…

无序系统与神经网络 · 物理学 2015-06-12 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

We present new connections among anomalous diffusion (AD), normal diffusion (ND) and the Central Limit Theorem. This is done by defining a point transformation to a new position variable, which we postulate to be Cartesian, motivated by…

数学物理 · 物理学 2018-01-08 Donald J. Kouri , Nikhil N. Pandya , Cameron L. Williams , Bernhard G. Bodmann , Jie Yao

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

统计力学 · 物理学 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

It is experimentally known that virus exhibits stochastic motion in cytoplasm of a living cell in the free form as well as the form being contained in the endosome and the exponent of anomalous diffusion of the virus fluctuates depending on…

生物物理 · 物理学 2015-06-22 Yuichi Itto

We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…

统计力学 · 物理学 2009-11-11 Malay Bandyopadhyay , Sushanta Dattagupta , Monamie Sanyal

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…

统计力学 · 物理学 2020-03-20 Xudong Wang , Yao Chen , Weihua Deng

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…

统计力学 · 物理学 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…

统计力学 · 物理学 2009-11-11 S. B. Yuste , Katja Lindenberg

We discuss the combined effects of overdamped motion in a quenched random potential and diffusion, in one dimension, in the limit where the diffusion coefficient is small. Our analysis considers the statistics of the mean first-passage time…

统计力学 · 物理学 2020-08-19 Michael Wilkinson , Marc Pradas , Gerhard Kling

We report a new accelerated diffusion phenomenon that is produced by a one-dimensional ran- dom walk in which the flight probability to one of the two directions (i.e., bias) oscillates dynam- ically in periodic, quasiperiodic, and chaotic…

混沌动力学 · 物理学 2016-01-15 Song-Ju Kim , Makoto Naruse , Masashi Aono , Hirokazu Hori , Takuma Akimoto

Sub-diffusion in biological systems is conventionally treated as anomalous, requiring fractional derivatives, heavy-tailed waiting times, or fitted memory kernels. We argue that this anomaly is an artifact of an incomplete phase space.…

统计力学 · 物理学 2026-05-19 Patrick BarAvi

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

统计力学 · 物理学 2020-05-06 Takuma Akimoto , Keiji Saito

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

统计力学 · 物理学 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…

统计力学 · 物理学 2015-05-19 Ran Guo , Jiulin Du