Related papers: Turbulent pair dispersion as a continuous-time ran…
For more than a century lattice random walks have been employed ubiquitously, both as a theoretical laboratory to develop intuition about more complex stochastic processes and as a tool to interpret a vast array of empirical observations.…
The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…
We analyze random walk through fractal environments, embedded in 3-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight…
We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…
We are studying the motion of a random walker in two and three dimensional continuum with uniformly distributed jump-length. This is different from conventional Lavy flight. In 2D and 3D continuum, a random walker can move in any direction,…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
Statistical properties of the pair dispersion of Lagrangian particles (tracers) in incompressible turbulent flows provide insights into transport and mixing. We explore the same in transonic to supersonic compressible turbulence of an…
We consider the single-file dynamics of $N$ identical random walkers moving with diffusivity $D$ in one dimension (walkers bounce off each other when attempting to overtake). Additionally, we require that the separation between neighboring…
We consider a random walk among a Poisson system of moving traps on ${\mathbb Z}$. In earlier work [DGRS12], the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random…
For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…
Many geophysical and astrophysical phenomena are driven by turbulent fluid dynamics, containing behaviors separated by tens of orders of magnitude in scale. While direct simulations have made large strides toward understanding geophysical…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
Particle pair (relative) diffusion in a field of homogeneous turbulence with generalised power-law energy spectra, $E(k)\sim k^{-p}$ for $1< p\le 3$ and $k_1\le k\le k_\eta$ with $k_\eta/k_1=10^6$, is investigated numerically using…
Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…
Quantum random walk in a two-dimensional lattice with randomly distributed traps is investigated. Distributions of quantum walkers are evaluated dynamically for the cases of Hadamard, Fourier, and Grover coins, and quantum to classical…
We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
Time scales of turbulent strain activity, denoted as the strain persistence times of first and second order, are obtained from time-dependent expectation values and correlation functions of lagrangian rate-of-strain eigenvalues taken in…