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We introduce a diffusion model for energetically inhomogeneous systems. A random walker moves on a spin-S Ising configuration, which generates the energy landscape on the lattice through the nearest-neighbors interaction. The underlying energetic environment is also made dynamic by properly coupling the walker with the spin lattice. In fact, while the walker hops across nearest-neighbor sites, it can flip the pertaining spins, realizing a diffusive dynamics for the Ising system. As a result, the walk is biased towards high energy regions, namely the boundaries between clusters. Besides, the coupling introduced involves, with respect the ordinary diffusion laws, interesting corrections depending on either the temperature and the spin magnitude. In particular, they provide a further signature of the phase-transition occurring on the magnetic lattice.
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With the purpose of explaining recent experimental findings, we study the distribution $A(lambda)$ of distances $lambda$ traversed by a block that slides on an inclined plane and stops due to friction. A simple model in which the friction coefficient $mu$ is a random function of position is considered. The problem of finding $A(lambda)$ is equivalent to a First-Passage-Time problem for a one-dimensional random walk with nonzero drift, whose exact solution is well-known. From the exact solution of this problem we conclude that: a) for inclination angles $theta$ less than $theta_c=tan(av{mu})$ the average traversed distance $av{lambda}$ is finite, and diverges when $theta to theta_c^{-}$ as $av{lambda} sim (theta_c-theta)^{-1}$; b) at the critical angle a power-law distribution of slidings is obtained: $A(lambda) sim lambda^{-3/2}$. Our analytical results are confirmed by numerical simulation, and are in partial agreement with the reported experimental results. We discuss the possible reasons for the remaining discrepancies.
We analyze a variant of the Desai-Zwanzig model [J. Stat. Phys. {bf 19}1-24 (1978)]. In particular, we study stationary states of the mean field limit for a system of weakly interacting diffusions moving in a multi-well potential energy landscape, coupled via a Curie-Weiss type (quadratic) interaction potential. The location and depth of the local minima of the potential are either deterministic or random. We characterize the structure and nature of bifurcations and phase transitions for this system, by means of extensive numerical simulations and of analytical calculations for an explicitly solvable model. Our numerical experiments are based on Monte Carlo simulations, the numerical solution of the time-dependent nonlinear Fokker-Planck (McKean-Vlasov equation), the minimization of the free energy functional and a continuation algorithm for the stationary solutions.
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L{e}vy walk, in which the particles are stochastically reset to a given position with a resetting rate $r$. The mean squared displacements of the CTRW and L{e}vy walks with stochastic resetting are calculated, uncovering that the stochastic resetting always makes the CTRW process localized and L{e}vy walk diffuse slower. The asymptotic behaviors of the probability density function of Levy walk with stochastic resetting are carefully analyzed under different scales of $x$, and a striking influence of stochastic resetting is observed.
We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatio-temporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.
We give a simplified proof for the equivalence of loop-erased random walks to a lattice model containing two complex fermions, and one complex boson. This equivalence works on an arbitrary directed graph. Specifying to the $d$-dimensional hypercubic lattice, at large scales this theory reduces to a scalar $phi^4$-type theory with two complex fermions, and one complex boson. While the path integral for the fermions is the Berezin integral, for the bosonic field we can either use a complex field $phi(x)in mathbb C$ (standard formulation) or a nilpotent one satisfying $phi(x)^2 =0$. We discuss basic properties of the latter formulation, which has distinct advantages in the lattice model.
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