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We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic…

统计力学 · 物理学 2017-01-18 H. Safdari , A. G. Cherstvy , A. V. Chechkin , A. Bodrova , R. Metzler

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

概率论 · 数学 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

统计力学 · 物理学 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…

软凝聚态物质 · 物理学 2019-09-04 Hidde Derk Vuijk , Joseph Michael Brader , Abhinav Sharma

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

软凝聚态物质 · 物理学 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

统计力学 · 物理学 2016-10-05 A. G. Cherstvy , R. Metzler

Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…

统计力学 · 物理学 2023-02-22 Xudong Wang , Yao Chen

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

统计力学 · 物理学 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…

定量方法 · 定量生物学 2015-06-05 Hédi Soula , Bertrand Caré , Guillaume Beslon , Hugues Berry

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

数学物理 · 物理学 2011-05-06 Michela Ottobre

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

统计力学 · 物理学 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

Scaled Brownian motion (SBM) is widely used to model anomalous diffusion of passive tracers in complex and biological systems. It is a highly non-stationary process governed by the Langevin equation for Brownian motion, however, with a…

统计力学 · 物理学 2015-06-23 H. Safdari , A. V. Chechkin , G. R. Jafari , R. Metzler

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

统计力学 · 物理学 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

统计力学 · 物理学 2022-01-05 Yao Chen , Xudong Wang

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

量子物理 · 物理学 2019-12-03 Pedro J. Colmenares

The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…

统计力学 · 物理学 2020-04-22 J. Spiechowicz , J. Luczka

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

统计力学 · 物理学 2009-08-13 Golan Bel , Ilya Nemenman

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

统计力学 · 物理学 2020-10-28 Oded Farago

We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits…

统计力学 · 物理学 2015-03-30 Anna Bodrova , Aleksei V. Chechkin , Andrey G. Cherstvy , Ralf Metzler
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