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In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the L\'evy walk. The hierarchical spatial-temporal coupling, combined with…

Statistical Mechanics · Physics 2019-09-13 Tomasz Gubiec , Jarosław Klamut , Ryszard Kutner

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

Probability · Mathematics 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

A 3D copepod trajectory is recorded in the laboratory, using 2 digital cameras. The copepod undergoes a very structured type of trajectory, with successive moves displaying intermittent amplitudes. We perform a statistical analysis of this…

Disordered Systems and Neural Networks · Physics 2007-05-23 Francois G. Schmitt , Laurent Seuront

We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) $\langle x^2(t)\rangle\simeq\log^{\gamma}t$. Comparison of annealed continuous time random walks (CTRWs) with logarithmic waiting time distribution…

Statistical Mechanics · Physics 2014-12-24 Aljaz Godec , Aleksei V. Chechkin , Eli Barkai , Holger Kantz , Ralf Metzler

Random walks (RW) of particles adsorbed in the internal walls of porous deposits produced by ballistic-type growth models are studied. The particles start at the external surface of the deposits and enter their pores, in order to simulate…

Statistical Mechanics · Physics 2015-06-17 F. D. A. Aarao Reis , Dung di Caprio

The diffusion of macromolecules in cells and in complex fluids is often found to deviate from simple Fickian diffusion. One explanation offered for this behavior is that molecular crowding renders diffusion anomalous, where the mean-squared…

Soft Condensed Matter · Physics 2016-05-18 Daniel S. Banks , Charmaine Tressler , Robert D. Peters , Felix Höfling , Cécile Fradin

In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…

Statistical Mechanics · Physics 2014-05-08 Chai Hok Eab , S. C. Lim

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

Statistical Mechanics · Physics 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

Time-resolved scattering experiments enable imaging of materials at the molecular scale with femtosecond time resolution. However, in disordered media they provide access to just one radial dimension thus limiting the study of orientational…

Wave propagation in complex media is a universal problem spanning optics, acoustics, mechanics, and condensed matter physics. While disorder usually causes strong scattering, recent theory predicts that a special class of correlated…

Soft Condensed Matter · Physics 2026-02-10 Angélique Campaniello , Rémi Carminati , Marcel Filoche , Emmanuel Fort

Wave propagation in time-varying media has attracted significant attention for its innovative potential to control wave-matter interactions and to develop versatile active materials. While most research has focused on electromagnetic waves,…

Disordered Systems and Neural Networks · Physics 2025-01-22 Seulong Kim , Kihong Kim

The review is concerned with the nonlinear Schr\"odinger equation (NLSE) in the presence of disorder. Disorder leads to localization in the form of the localized Anderson modes (AM), while nonlinearity is responsible for the interaction…

Chaotic Dynamics · Physics 2016-07-05 A. Iomin

We present a hybrid approach to groundwater transport modeling, "CTRW-on-a-streamline", that allows continuous-time random walk (CTRW) particle tracking on large-scale, explicitly-delineated heterogeneous groundwater velocity fields. The…

Computational Physics · Physics 2020-12-02 Scott K. Hansen , Brian Berkowitz

In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type…

Optimization and Control · Mathematics 2012-04-05 V. Kolokoltsov , M. Veretennikova

We present a unified elucidation for the role temporal coherence properties of x-rays in surface x-ray standing wave analysis, under total external reflection condition. Analytical formulas have been derived that provide a direct relation…

Mesoscale and Nanoscale Physics · Physics 2014-06-16 M K Tiwari , Gangadhar Das

We study the time delay of reflected and transmitted waves in 1D disordered media with high transmission. Highly transparent and translucent random media are found in nature or can be synthetically produced. We perform numerical simulations…

Disordered Systems and Neural Networks · Physics 2022-11-30 Luis A. Razo-López , J. A. Méndez-Bermúdez , Victor A. Gopar