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Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of…

Statistical Mechanics · Physics 2014-12-24 Henning Kruesemann , Aljaz Godec , Ralf Metzler

Using molecular simulations, we identify microscopic relaxation events of individual particles in ageing structural glasses, and determine the full distribution of relaxation times. We find that the memory of the waiting time $t_w$ elapsed…

Soft Condensed Matter · Physics 2015-05-13 Mya Warren , Joerg Rottler

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 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

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

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

Statistical Mechanics · Physics 2024-09-24 Chunyan Li , Haiwen Liu , X. C. Xie

We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive…

Statistical Mechanics · Physics 2008-05-17 A. Zoia

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

Statistical Mechanics · Physics 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

The time distribution of relaxation events in an aging system is investigated via molecular dynamics simulations. The focus is on the distribution functions of the first passage time, $p_1(\Delta t)$, and the persistence time, $p(\tau)$. In…

Disordered Systems and Neural Networks · Physics 2015-09-15 Nima H. Siboni , Dierk Raabe , Fathollah Varnik

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

Statistical Mechanics · Physics 2015-05-27 S. I. Denisov , Yu. S Bystrik

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…

Statistical Mechanics · Physics 2015-12-03 Michael Manhart , Willow Kion-Crosby , Alexandre V. Morozov

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…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical…

Statistical Mechanics · Physics 2014-01-21 Paolo Sibani

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…

Analysis of PDEs · Mathematics 2015-03-31 Hugues Berry , Thomas Lepoutre , Álvaro Mateos González

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…

Statistical Mechanics · Physics 2016-07-20 G. Gill , P. Straka

Aging in an attraction-driven colloidal glass is studied by computer simulations. The system is equilibrated without attraction and instantaneously ``quenched'', at constant colloid volume fraction, to one of two states beyond the glass…

Soft Condensed Matter · Physics 2015-06-25 Antonio M. Puertas , Matthias Fuchs , Michael E. Cates

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…

Probability · Mathematics 2015-10-06 Ofer Busani

The versatility of renewal theory is owed to its abstract formulation. Renewals can be interpreted as steps of a random walk, switching events in two-state models, domain crossings of a random motion, etc. We here discuss a renewal process…

Statistical Mechanics · Physics 2014-03-03 Johannes H. P. Schulz , Eli Barkai , Ralf Metzler
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