The Unequal Twins - Probability Distributions Aren't Everything

It is the common lore to assume that knowing the equation for the probability distribution function (PDF) of a stochastic model as a function of time tells the whole picture defining all other characteristics of the model. We show that this is not the case by comparing two exactly solvable models of anomalous diffusion due to geometric constraints: The comb model and the random walk on a random walk (RWRW). We show that though the two models have exactly the same PDFs, they differ in other respects, like their first passage time (FPT) distributions, their autocorrelation functions and their aging properties

From deterministic dynamics to kinetic phenomena

We investigate a one-dimenisonal Hamiltonian system that describes a system of particles interacting through short-range repulsive potentials. Depending on the particle mean energy, $\epsilon$, the system demonstrates a spectrum of kinetic regimes, characterized by their transport properties ranging from ballistic motion to localized oscillations through anomalous diffusion regimes. We etsablish relationships between the observed kinetic regimes and the "thermodynamic" states of the system. The nature of heat conduction in the proposed model is discussed.Comment: 4 pages, 4 figure

Dynamical heat channels

We consider heat conduction in a 1D dynamical channel. The channel consists of a group of noninteracting particles, which move between two heat baths according to some dynamical process. We show that the essential thermodynamic properties of the heat channel can be evaluated from the diffusion properties of the underlying particles. Emphasis is put on the conduction under anomalous diffusion conditions. \\{\bf PACS number}: 05.40.+j, 05.45.ac, 05.60.cdComment: 4 figure

Molecular motor with a build-in escapement device

We study dynamics of a classical particle in a one-dimensional potential, which is composed of two periodic components, that are time-independent, have equal amplitudes and periodicities. One of them is externally driven by a random force and thus performs a diffusive-type motion with respect to the other. We demonstrate that here, under certain conditions, the particle may move unidirectionally with a constant velocity, despite the fact that the random force averages out to zero. We show that the physical mechanism underlying such a phenomenon resembles the work of an escapement-type device in watches; upon reaching certain level, random fluctuations exercise a locking function creating the points of irreversibility in particle's trajectories such that the particle gets uncompensated displacements. Repeated (randomly) in each cycle, this process ultimately results in a random ballistic-type motion. In the overdamped limit, we work out simple analytical estimates for the particle's terminal velocity. Our analytical results are in a very good agreement with the Monte Carlo data.Comment: 7 pages, 4 figure

L\'evy walks

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The L\'{e}vy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and behavioral science demonstrate that this particular type of random walks provides significant insight into complex transport phenomena. This review provides a self-consistent introduction to L\'{e}vy walks, surveys their existing applications, including latest advances, and outlines further perspectives.Comment: 50 page

Probing anomalous relaxation by coherent multidimensional optical spectroscopy

We propose to study the origin of algebraic decay of two-point correlation functions observed in glasses, proteins, and quantum dots by their nonlinear response to sequences of ultrafast laser pulses. Power-law spectral singularities and temporal relaxation in two-dimensional correlation spectroscopy (2DCS) signals are predicted for a continuous time random walk model of stochastic spectral jumps in a two level system with a power-law distribution of waiting times $\psi (t)\sim t^{-\alpha -1}$. Spectroscopic signatures of stationary ensembles for $1<\alpha <2$ and aging effects in nonstationary ensembles with $0<\alpha <1$ are identified