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We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A {\bf 41}, 3407 (1990)]. A discussion of the supersymmetric…

High Energy Physics - Theory · Physics 2009-10-28 Haret C. Rosu , Marco Reyes

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…

Statistical Mechanics · Physics 2024-06-26 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

Cauchy's formula was originally established for random straight paths crossing a body $B \subset \mathbb{R}^{n}$ and basically relates the average chord length through $B$ to the ratio between the volume and the surface of the body itself.…

Statistical Mechanics · Physics 2014-09-03 Alain Mazzolo , Clélia de Mulatier , Andrea Zoia

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

We derive the continuous-time limit of discrete quantum walks with topological phases. We show the existence of a continuous-time limit that preserves their topological phases. We consider both simple-step and split-step walks, and derive…

Quantum Physics · Physics 2016-11-23 Radhakrishnan Balu , Daniel Castillo , George Siopsis , Christian Weedbrook

We analyse the mixing profile of a random walk on a dynamic random permutation, focusing on the regime where the walk evolves much faster than the permutation. Two types of dynamics generated by random transpositions are considered: one…

Probability · Mathematics 2025-04-28 Luca Avena , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

Random walks are studied on disordered cellular networks in 2-and 3-dimensional spaces with arbitrary curvature. The coefficients of the evolution equation are calculated in term of the structural properties of the cellular system. The…

Disordered Systems and Neural Networks · Physics 2009-10-28 Tomaso Aste

Many disordered systems show a superdiffusive dynamics, intermediate between the diffusive one, typical of a classical stochastic process, and the so called ballistic behaviour, which is generally expected for the spreading in a quantum…

In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…

Optimization and Control · Mathematics 2024-08-21 Getachew K. Befekadu

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…

Statistical Mechanics · Physics 2018-02-07 Denis S. Grebenkov , Liubov Tupikina

Motivated by queueing applications, we consider a certain class of two-dimensional random walks for which their invariant measure is written as a linear combination of a finite number of product-form terms. In this work, we investigate…

Probability · Mathematics 2023-04-18 Ivo J. B. F. Adan , Ioannis Dimitriou

A class of discrete time random walks has recently been introduced to provide a stochastic process based numerical scheme for solving fractional order partial differential equations, including the fractional subdiffusion equation. Here we…

Numerical Analysis · Mathematics 2018-08-01 J. A. Nichols , B. I. Henry , C. N. Angstmann

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We investigate the directed random walk on hierarchic trees. Two cases are investigated: random variables on deterministic trees with a continuous branching, and random variables on the trees constructed trough the random branching process.…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

We consider similarity solutions of the generalized convection-diffusion-reaction equation with both space- and time-dependent convection, diffusion and reaction terms. By introducing the similarity variable, the reaction-diffusion equation…

Mathematical Physics · Physics 2019-05-01 C. -L. Ho , C. -M. Yang

Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…

Statistical Mechanics · Physics 2015-05-14 Anatoly B. Kolomeisky

Deterministically aperiodic sequences are an intermediary between periodic sequences and completely random sequences. Materials which are translationally periodic have Bloch-like extended states, while random media exhibit Anderson…

Quantum Physics · Physics 2017-07-12 C. V. Ambarish , N. Lo Gullo , Th. Busch , L. Dell'Anna , C. M. Chandrashekar

Analytic solution is given in the steady state limit for the system of Master equations describing a random walk on one-dimensional periodic lattices with arbitrary hopping rates containing one mobile, directional impurity (defect bond).…

Statistical Mechanics · Physics 2009-10-28 Z. Toroczkai , R. K. P. Zia
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