Related papers: Continuous time random walks and the Cauchy proble…
We consider a supercritical catalytic branching random walk (CBRW) on a multidimensional lattice Z^d (d is positive integer). The main subject of study is the behavior of particles cloud in space and time. For CBRW on an integer line,…
We study the spatial critical points of the solutions $u=u(x,t)$ of the fractional heat equation. For the Cauchy problem, we show that the origin $0$ satisfies $\nabla_x u(0,t) = 0$ for $t>0$ if and only if the initial data satisfy a…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…
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…
The parabolic Anderson problem is the Cauchy problem for the heat equation $\partial_t u(t,z)=\Delta u(t,z)+\xi(z) u(t,z)$ on $(0,\infty)\times {\mathbb Z}^d$ with random potential $(\xi(z) \colon z\in {\mathbb Z}^d)$. We consider…
We show that anomalous diffusion can result when the steps of a random walk are not statistically independent. We present an algorithm that counts all the possible paths of particles diffusing on random graphs with arbitrary degree…
For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…
Two models are first presented, of one-dimensional discrete-time quantum walk (DTQW) with temporal noise on the internal degree of freedom (i.e., the coin): (i) a model with both a coin-flip and a phase-flip channel, and (ii) a model with…
We will investigate a random mass splitting model and the closely related random walk in a random environment (RWRE). The heat kernel for the RWRE at time t is the mass splitting distribution at t. We prove a quenched invariance principle…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
The onset of the Rayleigh-Benard instability in a horizontal fluid layer is investigated by assuming the fluid as a binary mixture and the concentration buoyancy as the driving force. The focus of this study is on the anomalous diffusion…
The Fast Diffusion Equation (FDE) $u_t= \Delta u^m$, with $m\in (0,1)$, is an important model for singular nonlinear (density dependent) diffusive phenomena. Here, we focus on the Cauchy-Dirichlet problem posed on smooth bounded Euclidean…
We consider the random Cauchy problem for the fully nonlocal telegraph equation of power type with the general $(\mathcal{PC}^{\ast})$ type kernel $(a,b)$. This equation can effectively characterize high-frequency signal transmission in…
The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far…
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects: (i) the derivation of the price…
Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…
We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…
We propose and study a conformal field theory (CFT) model with random position-dependent velocity that, as we argue, naturally emerges as an effective description of heat transport in one-dimensional quantum many-body systems with certain…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…