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The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise to a process with clear…

Mathematical Physics · Physics 2011-11-30 Miquel Montero

We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random…

Statistical Mechanics · Physics 2015-04-08 Henning Krusemann , Aljaz Godec , Ralf Metzler

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

Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…

Statistical Mechanics · Physics 2026-03-25 Marco Bianucci , Mauro Bologna , Riccardo Mannella

We present an analytical approach to study simple symmetric random walks (RWs) on a crossing geometry consisting of a plane square lattice crossed by $n_l$ number of lines that all meet each other at a single point (the origin) on the…

Statistical Mechanics · Physics 2019-09-02 Reza Sepehrinia , Abbas Ali Saberi , Hor Dashti-Naserabadi

We investigate aging continuous time random walks (ACTRW), introduced by Monthus and Bouchaud [{\em J. Phys. A} {\bf 29}, 3847 (1996)]. Statistical behaviors of the displacement of the random walker ${\bf r}={\bf r}(t) - {\bf r}(0)$ in the…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai , Yuan-Chung Cheng

In this article, we present new random walk methods to solve flow and transport problems in unsaturated/saturated porous media, including coupled flow and transport processes in soils, heterogeneous systems modeled through random hydraulic…

Numerical Analysis · Mathematics 2021-05-14 Nicolae Suciu , Davide Illiano , Alexander Prechtel , Florin A. Radu

The proliferation and migration dichotomy of the tumor cell invasion is examined within a two-component continuous time random walk (CTRW) model. The balance equations for the cancer cells of two phenotypes with random switching between…

Cell Behavior · Quantitative Biology 2009-11-13 Sergei Fedotov , Alexander Iomin

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

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

Let $(\xi_k,\eta_k)_{k\in\mathbb{N}}$ be independent identically distributed random vectors with arbitrarily dependent positive components. We call a (globally) perturbed random walk a random sequence $T:=(T_k)_{k\in\mathbb{N}}$ defined by…

Probability · Mathematics 2021-05-07 Alexander Iksanov , Bohdan Rashytov , Igor Samoilenko

For the first time, the diffusion phase diagram in highly confined colloidal systems, predicted by Continuous Time Random Walk (CTRW), is experimentally obtained. Temporal and spatial fractional exponents, $\alpha$ and $\mu$, introduced…

Disordered Systems and Neural Networks · Physics 2015-05-27 M. Palombo , A. Gabrielli , S. De Santis , C. Cametti , G. Ruocco , S. Capuani

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

Statistics Theory · Mathematics 2007-06-13 Keiji Nagai , Cun-Hui Zhang

Chemical master equation plays an important role to describe the time evolution of homogeneous chemical system. In addition to the reaction process, it is also accompanied by physical diffusion of the reactants in complex system that is…

Chemical Physics · Physics 2025-03-06 Hong Zhang , Guohua Li

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

Probability · Mathematics 2023-11-01 Yusuke Ide , Akihiro Narimatsu

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

Statistical Mechanics · Physics 2024-09-24 Chunyan Li , Haiwen Liu , X. C. Xie

We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…

Statistical Mechanics · Physics 2022-01-05 Gaia Pozzoli , Benjamin De Bruyne

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

Statistics Theory · Mathematics 2007-06-13 Dong-Yun Kim , Michael Woodroofe

We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk (CTRW) scheme and independent resetting events generated uniformly in time according…

Statistical Mechanics · Physics 2019-05-22 Łukasz Kuśmierz , Ewa Gudowska-Nowak

This paper derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer…

Fluid Dynamics · Physics 2016-11-28 Marco Dentz , Peter K. Kang , Tanguy le Borgne