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A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

Probability · Mathematics 2016-03-14 Adam Barczyk , Peter Kern

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

It has been alleged in several papers that the so called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since…

Statistical Mechanics · Physics 2012-03-01 Sergey A. Rukolaine , Alexander M. Samsonov

Temporal networks model how the interaction between elements in a complex system evolve over time. Just like complex systems display collective dynamics, here we interpret temporal networks as trajectories performing a collective motion in…

Social and Information Networks · Computer Science 2022-10-18 Lucas Lacasa , Jorge P. Rodriguez , Victor M. Eguiluz

The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…

Chaotic Dynamics · Physics 2007-10-29 H. Isliker

Continuous-time quantum walks (CTQWs) on static graphs provide efficient methods for search and sampling as well as a model for universal quantum computation. We consider an extension of CTQWs to the case of dynamic graphs, in which an…

Quantum Physics · Physics 2019-07-17 Rebekah Herrman , Travis Humble

Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…

Probability · Mathematics 2017-08-24 Nikolai N. Leonenko , Ivan Papić , Alla Sikorskii , Nenad Šuvak

Branching processes are used to model diverse social and physical scenarios, from extinction of family names to nuclear fission. However, for a better description of natural phenomena, such as viral epidemics in cellular tissues, animal…

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

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

Statistical Mechanics · Physics 2015-05-27 S. I. Denisov , Yu. S Bystrik

Random walks constitute a fundamental mechanism for a large set of dynamics taking place on networks. In this article, we study random walks on weighted networks with an arbitrary degree distribution, where the weight of an edge between two…

Statistical Mechanics · Physics 2013-01-17 Zhongzhi Zhang , Tong Shan , Guanrong Chen

Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…

Soft Condensed Matter · Physics 2007-05-23 Ophir Flomenbom , Joseph Klafter

The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…

Statistical Mechanics · Physics 2016-06-15 Christopher M. Swank , Alexander K. Petukhov , Robert Golub

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

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

Continuous Time Random Walks (CTRWs) are jump processes with random waiting times between jumps. We study scaling limits for CTRWs where the distribution of jumps and waiting times is coupled and varies in space and time. Such processes…

Probability · Mathematics 2015-01-06 Peter Straka

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

In the study of dynamical processes on networks, there has been intense focus on network structure -- i.e., the arrangement of edges and their associated weights -- but the effects of the temporal patterns of edges remains poorly…

Physics and Society · Physics 2015-06-16 Till Hoffmann , Mason A. Porter , Renaud Lambiotte

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

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