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Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

Statistical Mechanics · Physics 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…

Statistical Mechanics · Physics 2023-08-01 Adrian Pacheco-Pozo , Igor M. Sokolov

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

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai

A ubiquitous observation in crowded cell membranes is that molecular transport does not follow Fickian diffusion but exhibits subdiffusion. The microscopic origin of such a behaviour is not understood and highly debated. Here we discuss the…

Soft Condensed Matter · Physics 2011-02-15 Felix Höfling , Karl-Ulrich Bamberg , Thomas Franosch

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

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

Probability · Mathematics 2022-03-10 Vassili N. Kolokoltsov

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…

Statistical Mechanics · Physics 2017-09-27 F. Le Vot , E. Abad , S. B. Yuste

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

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…

Statistical Mechanics · Physics 2018-09-13 Trifce Sandev , Weihua Deng , Pengbo Xu

The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…

Data Analysis, Statistics and Probability · Physics 2017-01-04 Rafał Połoczański , Agnieszka Wyłomańska , Janusz Gajda , Monika Maciejewska , Andrzej Szczurek

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 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, $P_t$,…

Statistical Mechanics · Physics 2017-01-19 Shahar Amitai , Raphael Blumenfeld

The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…

Statistical Mechanics · Physics 2015-07-03 Andrea Cairoli , Adrian Baule

The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…

Fluid Dynamics · Physics 2024-03-12 Xiangnan Yu , Marco Dentz , HongGuang Sun , Yong Zhang

A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…

Statistical Mechanics · Physics 2019-10-09 Yunyun Li , Fabio Marchesoni , Debajyoti Debnath , Pulak K. Ghosh

The diffusion of macromolecules in cells and in complex fluids is often found to deviate from simple Fickian diffusion. One explanation offered for this behavior is that molecular crowding renders diffusion anomalous, where the mean-squared…

Soft Condensed Matter · Physics 2016-05-18 Daniel S. Banks , Charmaine Tressler , Robert D. Peters , Felix Höfling , Cécile Fradin
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