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We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

Statistical Mechanics · Physics 2008-08-25 A. I. Shushin

The continuous time random walks (CTRWs) are typically defned in the way that their trajectories are discontinuous step fuctions. This may be a unwellcome feature from the point of view of application of theese processes to model certain…

Probability · Mathematics 2017-11-08 Piotr Zebrowski , Marcin Magdziarz

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

Some specific features and extensions of the continuous time random walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR CTRW…

Statistical Mechanics · Physics 2009-11-13 A. I. Shushin

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

This thesis explores a central question: how does memory affect the way random walkers explore space? By analyzing various non-Markovian models, where past behavior directly influences future dynamics, we uncover new mechanisms and…

Statistical Mechanics · Physics 2025-07-30 Julien Brémont

In this paper, we consider continuous-time quantum walks (CTQWs) on one-dimension ring lattice of N nodes in which every node is connected to its 2m nearest neighbors (m on either side). In the framework of the Bloch function ansatz, we…

Quantum Physics · Physics 2009-11-13 Xinping Xu , Feng Liu

Fractional extensions of the cable equation have been proposed in the literature to describe transmembrane potential in spiny dendrites. The anomalous behavior has been related in the literature to the geometrical properties of the system,…

Neurons and Cognition · Quantitative Biology 2018-08-22 Silvia Vitali , Francesco Mainardi , Gastone Castellani

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

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

It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

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…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

In this work we study a generalization of the standard random walk, an homotopic random walk (HRW), using a deformed translation unitary step that arises from a homotopy of the position-dependent masses associated to the Tsallis and…

Mathematical Physics · Physics 2025-02-21 Ignacio S Gomez , Daniel Rocha de Jesus , Ronaldo Thibes

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas

Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…

Condensed Matter · Physics 2016-08-31 Shahar Hod

We consider a particular Branching Random Walk in Random Environment (BRWRE) on $\sN_0$ started with one particle at the origin. Particles reproduce according to an offspring distribution (which depends on the location) and move either one…

Probability · Mathematics 2009-12-01 Christian Bartsch , Nina Gantert , Michael Kochler

Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…

Probability · Mathematics 2019-06-10 L. V. Bogachev

We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for active system, moving within an arbitrary external potential. Using backward Fokker-Planck equations, we derive the differential equation satisfied…

Statistical Mechanics · Physics 2025-01-27 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…

Probability · Mathematics 2014-04-16 Nina Gantert , Michael Kochler , Francoise Pene
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