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We study the stochastic behavior of heterogeneous diffusion processes with the power-law dependence $D(x)\sim|x|^{\alpha}$ of the generalized diffusion coefficient encompassing sub- and superdiffusive anomalous diffusion. Based on…

统计力学 · 物理学 2014-12-24 Andrey G. Cherstvy , Ralf Metzler

There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…

统计力学 · 物理学 2017-10-25 Tomoshige Miyaguchi

We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) $\langle x^2(t)\rangle\simeq\log^{\gamma}t$. Comparison of annealed continuous time random walks (CTRWs) with logarithmic waiting time distribution…

统计力学 · 物理学 2014-12-24 Aljaz Godec , Aleksei V. Chechkin , Eli Barkai , Holger Kantz , Ralf Metzler

The mean-squared displacement (MSD) is an averaged quantity widely used to assess anomalous diffusion. In many cases, such as molecular motors with finite processivity, dynamics of the system of interest produce trajectories of varying…

统计力学 · 物理学 2020-10-07 Chapin S. Korosec , David A. Sivak , Nancy R. Forde

We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^{\alpha}t^{\beta}$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of…

统计力学 · 物理学 2015-02-06 Andrey G. Cherstvy , Ralf Metzler

Through the analysis of unbiased random walks on fractal trees and continuous time random walks, we show that even if a process is characterized by a mean square displacement (MSD) growing linearly with time (standard behaviour) its…

统计力学 · 物理学 2014-06-16 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani

Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…

统计力学 · 物理学 2026-05-26 Qiyuan Shi , Shuo Wei , Youjin Deng , Ming Li

We consider the time dependent dispersion properties of overdamped tracer particles diffusing in a one dimensional periodic potential under the influence of an additional constant tilting force $F$. The system is studied in the region where…

统计力学 · 物理学 2017-02-01 T. Guérin , D. S. Dean

Universal behavior is a typical emergent feature of critical systems. A paramount model of the non-equilibrium critical behavior is the directed bond percolation process that exhibits an active- to-absorbing state phase transition in the…

统计力学 · 物理学 2018-02-16 J. Honkonen , T. Lučivjanský , V. Škultéty

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

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

We study the universal nature of global fluctuations in the critical regime of the spherical model by evaluating the exact distribution of the magnetization and its absolute value in the thermodynamical limit, in the presence of a conjugate…

统计力学 · 物理学 2015-06-11 Jean-Yves Fortin , Sophie Mantelli

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

统计力学 · 物理学 2016-12-28 Adrian A. Budini

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…

统计力学 · 物理学 2023-01-04 Yann Lanoiselée , Aleksander Stanislavsky , Davide Calebiro , Aleksander Weron

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

The distribution of masses of clusters smaller than the infinite cluster is evaluated at the percolation threshold. The clusters are ranked according to their masses and the distribution $P(M/L^D,r)$ of the scaled masses M for any rank r…

无序系统与神经网络 · 物理学 2009-10-31 Parongama Sen

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

In this paper we propose a novel method to study critical systems numerically by a combined collective-mode algorithm and Renormalization Group on the lattice. This method is an improved version of MCRG in the sense that it has all the…

统计力学 · 物理学 2009-12-03 G. Palma , D. Zambrano

Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…

统计力学 · 物理学 2026-03-18 Dan Shafir , Stanislav Burov

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

统计力学 · 物理学 2019-11-05 Denis S. Grebenkov
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