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Related papers: Continuous time random walks and the Cauchy proble…

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Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

We study the angular process related to random walks in the Euclidean and in the non-Euclidean space where steps are Cauchy distributed. This leads to different types of non-linear transformations of Cauchy random variables which preserve…

Probability · Mathematics 2011-07-26 Valemtina Cammarota , Enzo Orsingher

We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…

Statistical Mechanics · Physics 2015-05-14 Sergei Fedotov

In the present study examines the statistical structure of the generated randomized density of the normal distribution and the Cauchy distribution. The study put the allegation that a randomized probability density of the normal…

Analysis of PDEs · Mathematics 2017-03-21 Oleg Yaremko , Alexander Abuzov , Dina Khotsyan

We consider solutions of a scalar reaction-diffusion equation of the ignition type with a random, stationary and ergodic reaction rate. We show that solutions of the Cauchy problem spread with a deterministic rate in the long time limit. We…

Analysis of PDEs · Mathematics 2007-10-10 James Nolen , Lenya Ryzhik

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

Cauchy's formula was originally established for random straight paths crossing a body $B \subset \mathbb{R}^{n}$ and basically relates the average chord length through $B$ to the ratio between the volume and the surface of the body itself.…

Statistical Mechanics · Physics 2014-09-03 Alain Mazzolo , Clélia de Mulatier , Andrea Zoia

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

Statistical Mechanics · Physics 2017-12-05 Liang Luo , Lei-Han Tang

We investigate aging continuous time random walks (ACTRW), introduced by Monthus and Bouchaud [{\em J. Phys. A} {\bf 29}, 3847 (1996)]. Statistical behaviors of the displacement of the random walker ${\bf r}={\bf r}(t) - {\bf r}(0)$ in the…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai , Yuan-Chung Cheng

In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…

Probability · Mathematics 2017-10-11 Costantino Ricciuti , Bruno Toaldo

We study the Cauchy problem in the hyperbolic space for the heat equation with a Fisher-KPP type forcing term. Depending on the relative strength of diffusion, measured by the infimum of the spectrum of the Laplace-Beltrami operator, as…

Analysis of PDEs · Mathematics 2026-05-07 María del Mar González , Irene Gonzálvez , Fernando Quirós

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous…

Probability · Mathematics 2021-09-21 Kutsenko Vladimir , Elena Yarovaya

The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…

Statistical Mechanics · Physics 2025-04-02 Jacob Hass , Hindy Drillick , Ivan Corwin , Eric Corwin

Consider the surface quasi-geostrophic equation with random diffusion, white in time. We show global existence and uniqueness in high probability for the associated Cauchy problem satisfying a Gevrey type bound. This article is inspired by…

Analysis of PDEs · Mathematics 2018-06-12 Tristan Buckmaster , Andrea Nahmod , Gigliola Staffilani , Klaus Widmayer

We discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

Statistical Mechanics · Physics 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point…

Statistical Mechanics · Physics 2009-11-13 E. Barkai , I. M. Sokolov

We investigate in this paper propagation phenomena for the heterogeneous reaction-diffusion equation $\partial_t u -\Delta u = f(t,u)$, $x\in R^N$, $t\in\R$, where f=f(t,u) is a KPP monostable nonlinearity which depends in a general way on…

Analysis of PDEs · Mathematics 2011-05-03 Grégoire Nadin , Luca Rossi