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We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

概率论 · 数学 2019-01-01 Bálint Tóth

Channel-mediated transport is ubiquitous in biology. A series of works by different theoreticians have sought to determine how the diffusive flux through a channel depends on (a) stochastic gating, (b) channel geometry, and (c)…

统计力学 · 物理学 2026-03-17 Sean D Lawley

We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…

定量方法 · 定量生物学 2018-04-18 Yuri Bakhtin

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

介观与纳米尺度物理 · 物理学 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…

计算物理 · 物理学 2015-07-21 H. V. Ribeiro , A. A. Tateishi , L. G. A. Alves , R. S. Zola , E. K. Lenzi

Anomalous diffusion, process in which the mean-squared displacement of system states is a non-linear function of time, is usually identified in real stochastic processes by comparing experimental and theoretical displacements at relatively…

数据分析、统计与概率 · 物理学 2013-05-29 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

数学物理 · 物理学 2011-10-14 Joanna Janczura , Agnieszka Wyłomańska

Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

统计力学 · 物理学 2019-02-20 Stephane Blanco , Fournier Richard

We study the propagation of waves in quasi-one-dimensional finite periodic systems whose classical (ray) dynamics is diffusive. By considering a random matrix model for a chain of $L$ identical chaotic cavities, we show that its average…

无序系统与神经网络 · 物理学 2016-04-26 Felipe Barra , Vincent Pagneux , Jaime Zuñiga

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

偏微分方程分析 · 数学 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj

This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…

概率论 · 数学 2022-05-18 Fabian Germ , István Gyöngy

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

数据分析、统计与概率 · 物理学 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…

The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by "viscoelastic" anomalous diffusion, in which the increments of the motion feature…

统计力学 · 物理学 2020-05-05 Wei Wang , Flavio Seno , Igor M. Sokolov , Aleksei V. Chechkin , Ralf Metzler

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

数学物理 · 物理学 2010-04-20 Francesco Mainardi , Antonio Mura , Gianni Pagnini

`Gating' is a widely observed phenomenon in biochemistry that describes the transition between the activated (or open) and deactivated (or closed) states of an ion-channel, which makes transport through that channel highly selective. In…

统计力学 · 物理学 2023-10-09 Arup Biswas , Arnab Pal , Debasish Mondal , Somrita Ray

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

统计力学 · 物理学 2018-10-17 F. Le Vot , S. B. Yuste

We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…

统计力学 · 物理学 2019-05-22 Aritra Kundu , Cédric Bernardin , Keji Saito , Anupam Kundu , Abhishek Dhar

We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…

无序系统与神经网络 · 物理学 2015-05-14 R. Juhász , F. Iglói

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

概率论 · 数学 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim