相关论文: Exploring the Gillis model: a discrete approach to…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
The experiments of Leptos et al. [Phys. Rev. Lett. 103, 198103 (2009)] show that the displacements of small particles affected by swimming microorganisms achieve a non-Gaussian distribution, which nevertheless scales diffusively -- the…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…
We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
Recently discrete dynamical models of walking droplet dynamics have allowed for fast numerical simulations of their horizontal chaotic motion and consequently the long-time statistical distribution of the droplet position. We develop a…
We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…
Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
The "double diffusivity" model was proposed in the late 1970s, and reworked in the early 1980s, as a continuum counterpart to existing discrete models of diffusion corresponding to high diffusivity paths, such as grain boundaries and…
The mechanism of diffusing diffusivity predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the mean-squared displacement (MSD) grows linearly with time.…