Related papers: Continuous-time random-walk model for anomalous di…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
Levy flights are random walks in which the probability distribution of the step sizes is fat-tailed. Levy spatial diffusion has been observed for a collection of ultra-cold Rb atoms and single Mg+ ions in an optical lattice. Using the…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…
We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…
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…
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…
Continuous-time random walks (CTRW) play important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on stationary-state dynamics. We present a new theoretical approach,…
We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…
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…
Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
A generalized persistent random walk (GPRW) model to study anomalous particle diffusion influenced by angular heterogeneity is presented. Consider the motion of a particle is composed of many consecutive straight line segments. At the end…
The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
Continuous-time random walks (CTRWs) with drift and position-dependent jumps provide a general framework for describing a wide range of natural and engineered systems. We analyze the stochastic differential equation associated with this…