This collection of articles gives a nice overview of the fast growing field of diffusion and transport. The area of non-Browman statistical mechanics has many extensions into other fields like biology, ecology, geophysics etc. These tutorial lectures address e.g. Lévy flights and walks, diffusion on metal surfaces or in superconductors, classical diffusion, biased and anomalous diffusion, chemical reaction diffusion, aging in glassy systems, diffusion in soft matter and in nonsymmetric potentials, and also new problems like diffusive processes in econophysics and in biology.

Lecture Notes in Physics Vol. 519 (1999).

• Legal notice:
  

  Copyright (c) Pielaszek Research, all rights reserved.
  The above materials, including auxiliary resources, are subject to Publisher's copyright and the Author(s) intellectual rights. Without limiting Author(s) rights under respective Copyright Transfer Agreement, no part of the above documents may be reproduced without the express written permission of Pielaszek Research, the Publisher. Express permission from the Author(s) is required to use the above materials for academic purposes, such as lectures or scientific presentations.
  In every case, proper references including Author(s) name(s) and URL of this webpage: https://science24.com/paper/32015 must be provided.

1. Is Implied Volatility based mostly on recent price activity?
2. Inter-transaction times and long memory of financial time series
3. q - Ising model on a duplex and a partially duplex clique
4. Conformity in numbers: How to validate social agent-based models
5. Intraday correlation structure for high frequency financial data
6. Analysis of times between events by methods of statistical physics
7. Fractional Market Model and its Verification on the Warsaw Stock Exchange
8. Bose-Einstein condensation shown by Monte Carlo simulation
9. Remarks on the possible universal mechanism of the non-linear long-term autocorrelations in financial time-series
10. Random walk on a linear chain with a quenched distribution of jump lengths
11. Modified Fermi-Dirac Statistics of Fermionic Lattice Gas by the Back-Jump Correlations
12. Thermal neutron scattering from the hydrogen-metal systems in terms of general multi-sublattice jump diffusion model - II: Remarks on hydrogen diffusion in the α-phase of Nb-H
13. Simple molecular mechanisms of heat transfer: Debye relaxation versus power-law
14. Stock market context of the Lévy walks with varying velocity
15. Tracer diffusion on two coupled lines: The long-time tail of the velocity autocorrelation function compared to the mode-coupling prediction
16. Distribution for Fermionic Discrete Lattice Gas within the Canonical Ensemble
17. Monte Carlo Simulations of Lattice Gases Exhibiting Quantum Statistical Distributions
18. Modeling of super-extreme events: An application to the hierarchical Weierstrass-Mandelbrot Continuous-time Random Walk
19. Biased random walk on a biased random walk
20. Possible origin of the non-linear long-term autocorrelations within the Gaussian regime
21. Applications of statistical mechanics to non-brownian random motion
22. Real-time numerical simulation of the Carnot cycle
23. Quantum statistics and discreteness. Differences between the canonical and grand canonical ensembles for a fermionic lattice gas
24. Tracer diffusion in honey-comb lattice correlations over several consecutive jumps
25. Spatio–temporal coupling in the continuous-time Lévy flights
26. Determination of the chemical diffusion coefficient by Monte Carlo simulation of the center-of-mass propagation
27. Tracer Diffusion in Concentrated Lattice Gas Models. Rectangular Lattices with Anisotropic Jump Rates
28. Study of the non-linear autocorrelations within the Gaussian regime
29. Anomalous transport and diffusion versus extreme value theory
30. Diffusion in concentrated lattice gases: Intermediate incoherent dynamical scattering function for tagged particles on a square lattice
31. Modeling of income distribution in the European Union with the Fokker-Planck equation
32. Susceptibility and transport coefficient in a transient state on a one-dimensional lattice. I. Extended linear response and diffusion
33. Report on Foundation and Organization of Econophysics Graduate Courses at Faculty of Physics of University of Warsaw and Department of Physics and Astronomy of the Wrocław University
34. Dynamic structural and topological phase transitions on the Warsaw Stock Exchange: A phenomenological approach
35. Higher-order analysis within Weierstrass hierarchical walks
36. Correlated hopping in honeycomb lattice: tracer diffusion coefficient at arbitrary lattice gas concentration
37. Diffusion in one-dimensional bosonic lattice gas
38. Structural and topological phase transitions on the German Stock Exchange 
39. Hierarchical spatio-temporal coupling in fractional wanderings. (I) Continuous-time Weierstrass flights
40. Thermal neutron scattering from a hydrogen-metal system in terms of a general multi-sublattice jump diffusion model—I: Theory
41. Random walk on a random walk
42. Diffusion in concentrated lattice gases. VI. Tracer diffusion on two coupled linear chains
43. Comparative Analysis of Income Distributions in the European Union and the United States
44. Excess Noise for Driven Diffusive Systems
45. Diffusion in concentrated lattice gases. III. Tracer diffusion on a one-dimensional lattice
46. Chemical diffusion in the lattice gas of non-interacting particles
47. Diffusion in concentrated lattice gases. Self-diffusion of noninteracting particles in three-dimensional lattices
48. Diffusion in concentrated lattice gases. II. Particles with attractive nearest-neighbor interaction on three-dimensional lattices
49. Mean square displacement of a tracer particle in a hard-core lattice gas
50. Diffusion in concentrated lattice gases IV. Diffusion coefficient of tracer particle with different jump rate
51. Diffusion in concentrated lattice gases. V. Particles with repulsive nearest-neighbor interaction on the face-centered-cubic lattice
52. Stochastic simulations of time series within Weierstrass–Mandelbrot walks
53. Income distribution in the European Union versus in the United States
54. Universality of market superstatistics
55. Dynamic bifurcations on financial markets
56. Two faces of word-of-mouth: understanding the impact of social interactions on demand curves for innovative products
57. Agent-based modeling of the intention-behavior gap: The case of dynamic electricity tariffs
58. The diamond model of social response within an agent-based approach.
59. Income and wealth distribution of Norwegian households
60. Higher-order phase transitions on financial markets
61. Temporal condensation and dynamic λ-transition within the complex network: an application to real-life market evolution
62. Backward jump continuous-time random walk: An application to market trading
63. Universality of market superstatistics. Superscaling
64. Rozmowa o Ekonofizycje - Akademickie Radio Kampus
65. Modeling of large claims in a non-life insurance company
66. Correlations and dependencies in high-frequency stock market data
67. Continuous-Time Random Walk models with memory. An application to description of market dynamics
68. Superextreme Events and Their Impact on Characteristics of Time Series
69. The role of driving parameters of the three-state Ising model on the stability of the reconstruction of financial market phenomena
70. Analysis of leptokurtosis in model distributions and simulated noises
71. Application of the MST technique to the analysis of cross-correlations in the Warsaw Stock Exchang.
72. Modelling of annual European Union household incomes by using an equilibrium solution of the threshold Fokker-Planck equation
73. Catastrophic bifurcations on financial markets
74. Asymmetric noises on a stock exchange.
75. Influence of super-extreme events on a Weierstrass-Mandelbrot Continuous-Time Random Walk
76. Non-Gaussian statistics on the Forex
77. Backward jump Continuous-Time Random Walk on a stock market. What is the true origin of the autocorrelation on the market?
78. Study of  households' income  in Poland and European Union by using the statistical physics approach
79. The non-gaussian continuous-time random walk analisys of the option dynamics
80. Share price movements as non-independent continuous-time random walk
81. Problem of rare events in modelling of the financial state of insurance company
82. Study of households' income in Poland by using the statistical physics approach
83. News from application of the Mittag-Leffler function to house and financial markets
84. Anomalous left-sided multifractal structure of intertransation time-intervals and the possible third-order phase transition on financial market
85. Model of the fractional viscoelastic market
86. Interacting agent model describing some evolution of economic entities under varying spatio-temporal economic conditions.
87. Multifractality within the continuous-time random walk in financial markets
88. Fractional Market Model and its verification on stock markets of small size
89. Econophysics on Faculty of Physics at Warsaw University
90. Dynamics of the Warsaw Stock Exchange index as analysed by the fractional relaxation equation
91. Non-linear long-term autocorrelations present in empirical and synthetic high-frequency financial time-series. Possibility of risk classification