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Related papers: Heterogeneous continuous time random walks

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Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…

Computational Physics · Physics 2018-08-01 Amir H. Delgoshaie , Patrick Jenny , Hamdi A. Tchelepi

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

We show that the generalized diffusion coefficient of a subdiffusive intermittent map is a fractal function of control parameters. A modified continuous time random walk theory yields its coarse functional form and correctly describes a…

Chaotic Dynamics · Physics 2015-06-26 N. Korabel , A. V. Chechkin , R. Klages , I. M. Sokolov , V. Yu. Gonchar

We show that the dynamics of supercooled liquids, analyzed from computer simulations of the binary mixture Lennard-Jones system, can be described in terms of a continuous time random walk (CTRW). The required discretization comes from…

Disordered Systems and Neural Networks · Physics 2008-02-26 Oliver Rubner , Andreas Heuer

Random matrix theory (RMT) universality is the defining property of quantum mechanical chaotic systems, and can be probed by observables like the spectral form factor (SFF). In this paper, we describe systematic deviations from RMT…

Statistical Mechanics · Physics 2025-01-15 Rahel L. Baumgartner , Luca V. Delacrétaz , Pranjal Nayak , Julian Sonner

A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Probability · Mathematics 2017-08-31 Xinwei Bai , Jasper Goseling

We formulate the generalized master equation for a class of continuous time random walks in the presence of a prescribed deterministic evolution between successive transitions. This formulation is exemplified by means of an…

Statistical Mechanics · Physics 2009-11-13 S. Eule , R. Friedrich , F. Jenko , I. M. Sokolov

The equations of motion in a macroscopically inhomogeneous porous medium saturated by a fluid are derived. As a first verification of the validity of these equations, a two-layer rigid frame porous system considered as one single porous…

This paper studies long range random walks on ${\mathbb{Z}_q}^d$. $X_{t+1} = X_t + Z_t \mod q$, with $(Z_t)$ independent and identically distributed. Multiple entries of $Z_t$ can be non-zero in a transition. An emphasis is on finding the…

Probability · Mathematics 2025-10-28 Robert Griffiths , Shuhei Mano

We consider random walkers that deform the medium as they move, enabling a faster motion in regions which have been recently visited. This induces an effective attraction between walkers mediated by the medium, which can be regarded as a…

Statistical Mechanics · Physics 2021-07-29 Carlos Lajusticia-Costan , Silvia N. Santalla , Javier Rodríguez-Laguna , Elka Korutcheva

In this work we study a generalization of the standard random walk, an homotopic random walk (HRW), using a deformed translation unitary step that arises from a homotopy of the position-dependent masses associated to the Tsallis and…

Mathematical Physics · Physics 2025-02-21 Ignacio S Gomez , Daniel Rocha de Jesus , Ronaldo Thibes

The phenomenon of spatial clustering induced by death and reproduction in a population of anomalously diffusing individuals is studied analytically. The possibility of social behaviors affecting the migration strategies has been taken into…

Populations and Evolution · Quantitative Biology 2015-05-30 Piero Olla

We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point…

Statistical Mechanics · Physics 2009-11-13 E. Barkai , I. M. Sokolov

In this work we present a method for the statistical analysis of continually monitored data arising in a recurrent diseases problem. The model enables individual level inference in the presence of time transience and population…

Applications · Statistics 2014-11-19 Madhuchhanda Bhattacharjee , Elja Arjas

Experimental studies of the diffusion of biomolecules in the environment of biological cells are routinely confronted with multiple sources of stochasticity, whose identification renders the detailed data analysis of single molecule…

Statistical Mechanics · Physics 2015-06-15 Jae-Hyung Jeon , Eli Barkai , R. Metzler

How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , O. Benichou , V. Tejedor , R. Voituriez , J. Klafter

Heterogeneous diffusion processes occur in many different fields such as transport in living cells or diffusion in porous media. A characterization of the transport parameters of such processes can be achieved by ensemble-based methods,…

Data Analysis, Statistics and Probability · Physics 2011-10-17 Michael Bauer , Rustem Valiullin , Günter Radons , Jörg Kärger

An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…

Disordered Systems and Neural Networks · Physics 2009-11-13 Paul E. Parris , Julián Candia , V. M. Kenkre

Biased lattice random walks (BLRW) are used to model random motion with drift in a variety of empirical situations in engineering and natural systems such as phototaxis, chemotaxis or gravitaxis. When motion is also affected by the presence…

Statistical Mechanics · Physics 2020-12-24 Seeralan Sarvaharman , Luca Giuggioli

Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…

Statistical Mechanics · Physics 2014-08-05 Jacopo Bertolotti
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