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Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…

统计力学 · 物理学 2016-07-08 J. P. Taylor-King , R. Klages , S. Fedotov , R. A. Van Gorder

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

概率论 · 数学 2022-03-10 Vassili N. Kolokoltsov

Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…

chao-dyn · 物理学 2008-02-03 Z. Kaufmann

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…

统计力学 · 物理学 2007-05-23 M. Wilkinson , B. Mehlig

Traditionally, time-development of the mean square displacement has been employed to determine the diffusion coefficient from the trajectories of single particles. However, this approach is sensitive to the noise and the motion blur upon…

统计力学 · 物理学 2020-08-31 Masanori Mishima

This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…

动力系统 · 数学 2011-10-18 Tapio Simula , Mikko Stenlund

We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…

统计力学 · 物理学 2017-06-21 Hardi Veermäe , Marco Patriarca

Two-dimensional networks of ordered quantum dots beyond the percolation threshold are studied, as typical example of conducting nanostructures with quenched random disorder. Theory predicts anomalous diffusion with stretched-exponential…

统计力学 · 物理学 2016-01-06 Fabrizio Cleri

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…

统计力学 · 物理学 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…

概率论 · 数学 2026-03-10 Piotr Śniady

We study the dynamics of a particle moving in one-dimensional Lorentz lattice-gas where particle performs mainly three different kinds of motion {\it viz} ballistic motion, diffusion and confinement. There are two different types of…

软凝聚态物质 · 物理学 2021-07-15 Sameer Kumar , Shradha Mishra

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

统计力学 · 物理学 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

概率论 · 数学 2019-12-12 Samuel Herrmann , Nicolas Massin

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

经典分析与常微分方程 · 数学 2007-05-23 Sabir Umarov , Stanly Steinberg

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

统计力学 · 物理学 2009-11-07 Eli Barkai

The Lorentz gas is one of the simplest, most widely used models to study the transport properties of rarified gases in matter. It describes the dynamics of a cloud of non-interacting point particles in an infinite array of fixed spherical…

动力系统 · 数学 2015-09-03 Jens Marklof

The nonlinear climbing sine map is a nonhyperbolic dynamical system exhibiting both normal and anomalous diffusion under variation of a control parameter. We show that on a suitable coarse scale this map generates an oscillating…

混沌动力学 · 物理学 2007-05-23 N. Korabel , R. Klages

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

软凝聚态物质 · 物理学 2010-11-22 Janne Juntunen , Juha Merikoski

We investigate dynamically and statistically diffusive motion in a Klein-Gordon particle chain in the presence of disorder. In particular, we examine a low energy (subdiffusive) and a higher energy (self-trapping) case and verify that…

混沌动力学 · 物理学 2015-06-18 Ch. G. Antonopoulos , T. Bountis , Ch. Skokos , L. Drossos

Single-molecule localization microscopy allows practitioners to locate and track labeled molecules in biological systems. When extracting diffusion coefficients from the resulting trajectories, it is common practice to perform a linear fit…

生物物理 · 物理学 2024-06-19 Jakob Tómas Bullerjahn , Gerhard Hummer