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Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…

Statistical Mechanics · Physics 2017-01-19 Shahar Amitai , Raphael Blumenfeld

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…

Statistical Mechanics · Physics 2018-01-09 G. Muñoz-Gil , C. Charalambous , M. A. García-March , M. F. García-Parajo , C. Manzo , M. Lewenstein , A. Celi

In this paper we deal with anomalous diffusions induced by Continuous Time Random Walks - CTRW in $\mathbb{R}^n$. A particle moves in $\mathbb{R}^n$ in such a way that the probability density function $u(\cdot,t)$ of finding it in region…

Analysis of PDEs · Mathematics 2016-05-27 Hugo Aimar , Gastón Beltritti , Ivana Gómez

Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…

Statistical Mechanics · Physics 2011-12-06 Shai Carmi , Eli Barkai

In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…

Statistical Mechanics · Physics 2015-05-19 Kwok Sau Fa , K. G. Wang

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…

Statistical Mechanics · Physics 2018-09-13 Trifce Sandev , Weihua Deng , Pengbo Xu

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…

Analysis of PDEs · Mathematics 2015-03-31 Hugues Berry , Thomas Lepoutre , Álvaro Mateos González

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

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…

Statistical Mechanics · Physics 2015-05-13 A. V. Chechkin , M. Hofmann , I. M. Sokolov

The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…

Mathematical Physics · Physics 2015-06-09 M. N. Ovchinnikov

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…

Biological Physics · Physics 2016-01-15 Matteo Gori , Irene Donato , Elena Floriani , Ilaria Nardecchia , Marco Pettini

The basic conceptual picture and theoretical basis for development of transport equations in porous media are examined. The general form of the governing equations is derived for conservative chemical transport in heterogeneous geological…

Statistical Mechanics · Physics 2015-06-24 Brian Berkowitz , Joseph Klafter , Ralf Metzler , Harvey Scher

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz