Related papers: Continuous Time Random Walks for the Evolution of …
We show that the dynamics of supercooled liquids, analyzed from computer simulations of the binary mixture Lennard-Jones system, can be described in terms of a continuous time random walk (CTRW). The required discretization comes from…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…
Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of discrete measurements under appropriate scaling. In many…
In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various applications as well its promising perspectives in different…
A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…
In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L\'{e}vy walk, in which the…
Some specific features and extensions of the continuous time random walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR CTRW…
Lagrangian acceleration statistics in a fully developed turbulent channel flow at $Re_\tau = 1440$ are investigated, based on tracer particle tracking in experiments and direct numerical simulations. The evolution with wall distance of the…
Expanding media are typical in many different fields, e.g. in Biology and Cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties. Here, we focus on such…
Recent findings suggest that processes such as the electronic energy transfer through the photosynthetic antenna display quantal features, aspects known from the dynamics of charge carriers along polymer backbones. Hence, in modeling energy…
Characterizing hydrodynamic transport in fractured rocks is essential for carbon storage and geothermal energy production. Multiscale heterogeneities lead to anomalous solute transport, with breakthrough-curve (BTC) tailing and nonlinear…
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…
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 continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…
Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…
We explore the transport mechanisms of heat in two- and three-dimensional turbulent convection flows by means of the long-term evolution of Lagrangian coherent sets. They are obtained from the spectral clustering of trajectories of massless…
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…