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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…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…

Chaotic Dynamics · Physics 2007-10-29 H. Isliker

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

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

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

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

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

Random walks in random environments (RWRE) model transport in quenched disorder, incorporating spatial heterogeneity, trapping, random drift, and random geometry. This paper summarizes discrete and continuous time formulations, identifies…

Statistical Mechanics · Physics 2026-05-14 Hazel Brookfield , Wei Zhou , Ian Weatherby

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,…

Statistical Mechanics · Physics 2015-05-14 Anatoly B. Kolomeisky

We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive…

Statistical Mechanics · Physics 2008-05-17 A. Zoia

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

Daily, are reported systems in nature that present anomalous diffusion phenomena due to irregularities of medium, traps or reactions process. In this scenario, the diffusion with traps or localised--reactions emerge through various…

Statistical Mechanics · Physics 2019-05-01 Maike A. F. dos Santos

The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise to a process with clear…

Mathematical Physics · Physics 2011-11-30 Miquel Montero

A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

Probability · Mathematics 2016-03-14 Adam Barczyk , Peter Kern

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…

Quantum Physics · Physics 2015-05-13 Elena Agliari , Oliver Muelken , Alexander Blumen

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

Movements of molecular motors on cytoskeletal filaments are described by directed walks on a line. Detachment from this line is allowed to occur with a small probability. Motion in the surrounding fluid is described by symmetric random…

Statistical Mechanics · Physics 2007-05-23 Theo M. Nieuwenhuizen , Stefan Klumpp , Reinhard Lipowsky

This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…

Metric Geometry · Mathematics 2022-09-05 Christian Léonard

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…

Optimization and Control · Mathematics 2012-04-05 V. Kolokoltsov , M. Veretennikova

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

Statistical Mechanics · Physics 2017-05-31 Itzhak Fouxon , Markus Holzner
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