Related papers: Continuous time random walks and the Cauchy proble…
This paper is devoted to a statistical analysis of the fluctuations of velocity and acceleration produced by a random distribution of point vortices in two-dimensional turbulence. We show that the velocity probability density function…
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in…
Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…
We show that anomalous diffusion arises in two different models for the motion of randomly forced and weakly damped particles: one is a generalisation of the Ornstein-Uhlenbeck process with a random force which depends on position as well…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent…
We investigate a novel quantum random walk (QRW) model, possibly useful in quantum algorithm implementation, that achieves a quadratically faster diffusion rate compared to its classical counterpart. We evaluate its asymptotic behavior…
This paper concerns the study and resolution of wave equations in the space of Schwartz distributions. Wave phenomena are widespread in many branches of physics and chemistry, such as optics, gravitation, quantum mechanics, chemical waves…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…
The Semi-Markov property of Continuous Time Random Walks (CTRWs) and their limit processes is utilized, and the probability distributions of the bivariate Markov process $(X(t),V(t))$ are calculated: $X(t)$ is a CTRW limit and $V(t)$ a…
A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic…
Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…
We consider the Cauchy problem for the heat diffusion equation in the whole Euclidean space consisting of two media with different constant conductivities. The large time behavior of temperature, the solution of the problem, is studied when…
In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…
We investigate fine global properties of nonnegative, integrable solutions to the Cauchy problem for the Fast Diffusion Equation with weights (WFDE) $u_t=|x|^\gamma\mathrm{div}\left(|x|^{-\beta}\nabla u^m\right)$ posed on…