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It is a well known fact that subdiffusion equations in terms of fractional derivatives can be obtained from Continuous Time Random Walk (CTRW) models with long-tailed waiting time distributions. Over the last years various authors have…

Biological Physics · Physics 2010-06-15 S. B. Yuste , E. Abad , K. Lindenberg

Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…

Biological Physics · Physics 2016-01-15 Matteo Gori , Irene Donato , Elena Floriani , Ilaria Nardecchia , Marco Pettini

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a…

Probability · Mathematics 2011-04-21 Rudolf Gorenflo , Francesco Mainardi

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

Inference of detailed vehicle trajectories is crucial for applications such as traffic flow modeling, energy consumption estimation, and traffic flow optimization. Static sensors can provide only aggregated information, posing challenges in…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Yifan Zhang , Anastasios Kouvelas , Michail A. Makridis

We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval $T$ where at each time step the walker waits a random time $\tau$, before performing a jump drawn from a symmetric continuous probability distribution…

Statistical Mechanics · Physics 2016-04-15 Philippe Mounaix , Gregory Schehr , Satya N. Majumdar

It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…

Probability · Mathematics 2026-01-05 Arup Bose , Pradeep Vishwakarma

We study the transport of a passive tracer particle in a steady strongly mixing flow with a nonzero mean velocity. We show that there exists a probability measure under which the particle Lagrangian velocity process is stationary. This…

Probability · Mathematics 2007-05-23 Tomasz Komorowski , Grzegorz Krupa

As most mathematically justifiable Lagrangian coherent structure detection methods rely on spatial derivatives, their applicability to sparse trajectory data has been limited. For experimental fluid dynamicists and natural scientists…

Fluid Dynamics · Physics 2024-11-20 Nikolas O. Aksamit , Alex P. Encinas-Bartos , George Haller , David E. Rival

We have developed a new experimental technique to measure the Lagrangian velocity of tracer particles in a turbulent flow, based on ultrasonic Doppler tracking. This method yields a direct access to the velocity of a single particule at a…

Fluid Dynamics · Physics 2009-11-07 N. Mordant , P. Metz , O. Michel , J. -F. Pinton

We study a general continuous-time random walk (CTRW), by including non-Markovian cases and L\'evy flights, under complete stochastic resetting to the initial position with an arbitrary law, which can be power-lawed as well as Poissonian.…

Statistical Mechanics · Physics 2025-07-11 Fausto Colantoni , Gianni Pagnini

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

By tracking tracer particles at high speeds and for long times, we study the geometric statistics of Lagrangian trajectories in an intensely turbulent laboratory flow. In particular, we consider the distinction between the displacement of…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Nicholas T. Ouellette , Eberhard Bodenschatz , Haitao Xu

One of the most remarkable features of known nonstationary solutions to the incompressible Euler equations is the phenomenon known as the Taylor hypothesis, which predicts that coarse scale averages of the velocity carry the fine scale…

Analysis of PDEs · Mathematics 2022-08-15 Philip Isett

In this paper, we develop a universal method that identifies the (non-local) governing evolution equations for Continuous Time Random Walks' (CTRWs) limit processes. Given one of these processes, our method provides the form of a non-local…

Probability · Mathematics 2025-05-21 Ivan Biočić , Bruno Toaldo

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be…

Fluid Dynamics · Physics 2017-09-13 Peter Kang , Marco Dentz , Tanguy Le Borgne , Seunghak Lee , Ruben Juanes

Understanding how biological and synthetic systems achieve robust function in noisy environments remains a fundamental challenge across the physical and life sciences. To connect robust behavior with non-trivial topological features present…

Statistical Mechanics · Physics 2026-02-13 Saeed Osat , Ellen Meyberg , Jakob Metson , Thomas Speck

We investigate the Lagrangian properties of homogeneous, stratified turbulence at different Brunt-V\"ais\"al\"a frequencies.We show increasing vertical confinement of trajectories with increasing stratification strength highlighting the…

Fluid Dynamics · Physics 2025-03-31 Arun Kumar Varanasi

The effects of spatial confinements and smooth cutoffs of the waiting time distribution in continuous-time random walks (CTRWs) are studied analytically. We also investigate dependences of ergodic properties on initial ensembles (i.e.,…

Statistical Mechanics · Physics 2013-03-27 Tomoshige Miyaguchi , Takuma Akimoto
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