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We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…

Statistical Mechanics · Physics 2013-09-19 James F. Lutsko , Jean Pierre Boon

We investigate the multi-chain version of the Chemical Master Equation, when there are transitions between different states inside the long chains, as well as transitions between (a few) different chains. In the discrete version, such a…

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

We generalize Einstein's master equation for random walk processes by considering that the probability for a particle at position $r$ to make a jump of length $j$ lattice sites, $P_j(r)$ is a functional of the particle distribution function…

Statistical Mechanics · Physics 2009-11-13 J. P. Boon , J. F. Lutsko

Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…

Statistical Mechanics · Physics 2017-11-01 C. N. Angstmann , B. I. Henry , A. V. McGann

A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is…

Disordered Systems and Neural Networks · Physics 2009-11-10 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi

In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…

Statistical Mechanics · Physics 2009-11-13 Ivan Calvo , B. A. Carreras , R. Sanchez , B. Ph. van Milligen

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

We present a continuous time generalization of a random walk with complete memory of its history [Phys. Rev. E 70, 045101(R) (2004)] and derive exact expressions for the first four moments of the distribution of displacement when the number…

Statistical Mechanics · Physics 2007-05-23 Francis N. C. Paraan , J. P. Esguerra

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which…

Statistical Mechanics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

Statistical Mechanics · Physics 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

Statistical Mechanics · Physics 2009-11-07 Igor M. Sokolov , Ralf Metzler

In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…

Analysis of PDEs · Mathematics 2026-01-14 Hugues Berry , Pierre Gabriel , Thomas Lepoutre , Nathan Quiblier

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…

Statistical Mechanics · Physics 2011-10-27 Rudolf Friedrich , Stephan Eule

We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…

Statistical Mechanics · Physics 2009-11-13 F. Sagues , V. P. Shkilev , I. M. Sokolov

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

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,…

Probability · Mathematics 2019-01-01 Bálint Tóth

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

Statistical Mechanics · Physics 2017-07-04 Jordan M. Horowitz