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Many theoretical treatments of transport in heterogeneous Darcy flows consider advection only. When local-scale dispersion is neglected, flux-weighting persists over time; mean Lagrangian and Eulerian flow velocity distributions relate…

Fluid Dynamics · Physics 2024-07-25 Lian Zhou , Scott K. Hansen

We address the description of solutes flow with trapping processes in porous media. Starting from a small-scale model for tracer particles trajectories, we derive the corresponding governing equations for the concentration of the mobile and…

Statistical Mechanics · Physics 2010-01-18 Marie-Christine Néel , Andrea Zoia , Maminirina Joelson

This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the…

Quantum Physics · Physics 2015-05-27 Oliver Muelken , Alexander Blumen

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…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

Statistical Finance · Quantitative Finance 2009-07-17 Javier Villarroel , Miquel Montero

We study analytically, in one dimension, the survival probability $P_{s}(t)$ up to time $t$ of an immobile target surrounded by mutually noninteracting traps each performing a continuous-time random walk (CTRW) in continuous space. We…

Statistical Mechanics · Physics 2012-06-13 Jasper Franke , Satya N. Majumdar

Solute transport in fluid-particle systems is a fundamental process in numerous scientific and engineering disciplines. The simulation of it necessitates the consideration of solid particles with intricate shapes and sizes. To address this…

Computational Engineering, Finance, and Science · Computer Science 2023-08-10 Yifeng Zhao , Pei Zhang , Stan Z. Li , S. A. Galindo-Torres

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps.…

Probability · Mathematics 2021-11-29 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the L\'evy walk. The hierarchical spatial-temporal coupling, combined with…

Statistical Mechanics · Physics 2019-09-13 Tomasz Gubiec , Jarosław Klamut , Ryszard Kutner

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…

Statistical Mechanics · Physics 2009-11-13 A. I. Shushin

Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…

Fluid Dynamics · Physics 2020-12-02 Juan J. Hidalgo , Insa Neuweiler , Marco Dentz

Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…

Social and Information Networks · Computer Science 2018-03-09 Yuan Lin , Zhongzhi Zhang

We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…

Statistical Mechanics · Physics 2018-08-01 Sabeeha Hasnain , Upendra Harbola , Pradipta Bandyopadhyay

Nonlinear, spatially localized structures of traveling convection rolls are investigated in quantitative detail as a function of Rayleigh number for two different Soret coupling strengths (separation ratios) with Lewis and Prandtl numbers…

patt-sol · Physics 2009-10-28 W. Barten , M. Luecke , M. Kamps , R. Schmitz

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,…

Statistical Mechanics · Physics 2016-06-15 Christopher M. Swank , Alexander K. Petukhov , Robert Golub

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…

Probability · Mathematics 2014-09-16 Sabir Umarov

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…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Tomasz Gubiec , Ryszard Kutner

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we…

Statistical Finance · Quantitative Finance 2019-05-01 Jarosław Klamut , Tomasz Gubiec

In this paper we deal with anomalous diffusions induced by Continuous Time Random Walks - CTRW in $\mathbb{R}^n$. A particle moves in $\mathbb{R}^n$ in such a way that the probability density function $u(\cdot,t)$ of finding it in region…

Analysis of PDEs · Mathematics 2016-05-27 Hugo Aimar , Gastón Beltritti , Ivana Gómez

This paper is concerned with a non-homogeneous in space and non-local in time random walk model for anomalous subdiffusive transport of cells. Starting with a Markov model involving a structured probability density function, we derive the…

Statistical Mechanics · Physics 2013-02-21 S. Fedotov , A. O. Ivanov , A. Y. Zubarev