Related papers: Two-time scale subordination in physical processes…
We derive a general pattern of the nonexponential, two-power-law relaxation from the compound subordination theory of random processes applied to anomalous diffusion. The subordination approach is based on a coupling between the very large…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…
In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
The interrelation of dynamic processes active on separated time-scales in glasses and viscous liquids is investigated using a model displaying two time-scale bifurcations both between fast and secondary relaxation and between secondary and…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
The non-exponential relaxation is shown to result from subordination by inverse tempered \alpha-stable processes. The main feature of tempered \alpha-stable processes is a finiteness of their moments, and the class of random processes…
Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…
Aggregation processes with an arbitrary number of conserved quantities are investigated. On the mean-field level, an exact solution for the size distribution is obtained. The asymptotic form of this solution exhibits nontrivial ``double''…
Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss…
We describe the random motion of a particle immersed in a thermally fluctuating medium and harmonically trapped at a certain distance from a wall. The medium, modeled by a Gaussian field with a tunable correlation length $\xi$, is linearly…
This article is devoted to some time-changed stochastic models based on multivariate stable processes. The considered models have several advantages in comparison with classical time-changed Brownian motions - for instance, it turns out…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
We derive expressions for the dispersion for two classes of random variables in Markov processes. Random variables like current and activity pertain to the first class, which is composed by random variables that change whenever a jump in…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
This paper focuses on studying the long-time dynamics of the subordination process for a range of linear evolution equations, with a special emphasis on the fractional heat equation. By treating inverse subordinators as random time…
We are interested in the rate of convergence of a subordinate Markov process to its invariant measure. Given a subordinator and the corresponding Bernstein function (Laplace exponent) we characterize the convergence rate of the subordinate…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…