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

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We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

This paper derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer…

Fluid Dynamics · Physics 2016-11-28 Marco Dentz , Peter K. Kang , Tanguy le Borgne

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 analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…

The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…

Quantum Physics · Physics 2013-05-29 Alex D. Gottlieb

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 this paper, we are concerned with the Cauchy problem for the reaction-diffusion equation with time-dependent absorption $u_{t}-\Delta_{\mathbb{H}}u=- k(t)u^p$ posed on $\mathbb{H}^n$, driven by the Heisenberg Laplacian and supplemented…

Analysis of PDEs · Mathematics 2025-04-22 Ahmad Z. Fino

The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…

Soft Condensed Matter · Physics 2015-07-28 Zeinab Sadjadi , M. Reza Shaebani , Heiko Rieger , Ludger Santen

We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg

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

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…

Mathematical Physics · Physics 2015-12-04 Giada Basile , Alessia Nota , Mario Pulvirenti

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

It is shown that if the initial condition of the Cauchy problem for the diffusion equation on a general infinite countable ultrametric space is spherically symmetric with respect to some point, then this problem has an exact analytical…

Mathematical Physics · Physics 2024-08-05 A. Kh. Bikulov , A. P. Zubarev

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

We study one-dimensional discrete as well as continuous time random walks, either with a fixed number of steps (for discrete time) $n$ or on a fixed time interval $T$ (for continuous time). In both cases, we focus on symmetric probability…

Statistical Mechanics · Physics 2017-04-03 Philippe Mounaix , Gregory Schehr

We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…

Statistical Mechanics · Physics 2009-11-07 A. V. Chechkin , R. Gorenflo , I. M. Sokolov

Discrete-time quantum walks (DTQWs) in random artificial electric and gravitational fields are studied analytically and numerically. The analytical computations are carried by a new method which allows a direct exact analytical…

Quantum Physics · Physics 2017-04-25 G. Di Molfetta , F. Debbasch
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