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Related papers: Heterogeneous continuous time random walks

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We investigate a diffusion process in heterogeneous media where particles stochastically reset to their initial positions at a constant rate. The heterogeneous media is modeled using a spatial-dependent diffusion coefficient with a…

Statistical Mechanics · Physics 2022-01-17 M. K. Lenzi , E. K. Lenzi , L. M. S. Guilherme , L. R. Evangelista , H. V. Ribeiro

We study a random walk infiltration (RWI) model, in homogeneous and in fractal media, with localized sources at their boundaries. The particles released at a source, which is maintained at a constant density, execute unbiased random walks…

Statistical Mechanics · Physics 2019-04-11 Fabio D. A. Aarao Reis , Vaughan R. Voller

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

We study the existence of monotone heteroclinic traveling waves for a general Fisher-Burgers equation with nonlinear and possibly density-dependent diffusion. Such a model arises, for instance, in physical phenomena where a saturation…

Analysis of PDEs · Mathematics 2017-02-14 Maurizion Garrione , Marta Strani

We introduce a discrete-time quantum random walk (QRW) framework for spatial epidemic modelling on a two-dimensional square lattice and compare its dynamics to classical random-walk SIR models. In our model, each infected site spawns a…

Quantum Physics · Physics 2025-09-15 Sayan Manna , Nikhil Kowshik , Sudebkumar Prasant Pal

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…

Statistical Mechanics · Physics 2021-10-25 Gaia Pozzoli , Mattia Radice , Manuele Onofri , Roberto Artuso

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…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…

Statistical Mechanics · Physics 2021-08-05 Guillaume Barraquand , Pierre Le Doussal

It is possible to discuss the propagation of an electronic current through certain layered nanostructures modeling them as a collection of random one-dimensional interfaces, through which a coherent signal can be transmitted or reflected…

Statistical Mechanics · Physics 2009-11-07 Gabriel A. Cwilich

We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…

Statistical Mechanics · Physics 2017-06-21 Hardi Veermäe , Marco Patriarca

Heterogeneous media constitute random disordered environments where transport is drastically hindered. Employing extensive molecular dynamics simulations, we investigate the spatio-temporal dynamics of tracer particles in the Lorentz model…

Statistical Mechanics · Physics 2013-02-14 Markus Spanner , Simon K. Schnyder , Felix Höfling , Thomas Voigtmann , Thomas Franosch

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

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…

Disordered Systems and Neural Networks · Physics 2016-11-23 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi , Marco Raberto

Active walker models have proved to be extremely effective in understanding the evolution of a large class of systems in biology like ant trail formation and pedestrian trails. We propose a simple model of a random walker which modifies its…

Biological Physics · Physics 2023-01-18 Subhashree Subhrasmita Khuntia , Abhishek Chaudhuri , Debasish Chaudhuri

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…

Statistical Mechanics · Physics 2012-09-11 V. Zaburdaev , S. Denisov , P. Hanggi

We consider a heterogeneous diffusion equation and its corresponding generalization to the Cattaneo-Vernotte equation. It is derived by a combination of the continuity equation and the constitutive relation in various stochastic…

Mathematical Physics · Physics 2026-05-14 K. Górska , A. Horzela , D. Jankov Maširević , T. Pietrzak , 1T. K. Pogány , T. Sandev

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault

We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval $T$ where at each time step the walker waits a random time $\tau$, before performing a jump drawn from a symmetric continuous probability distribution…

Statistical Mechanics · Physics 2016-04-15 Philippe Mounaix , Gregory Schehr , Satya N. Majumdar

Interactive programming environments are powerful tools for promoting innovative network thinking, teaching science of complexity, and exploring emergent phenomena. This paper reports on our recent development of the deterministic random…

Multiagent Systems · Computer Science 2023-07-18 Ayan Chatterjee , Qingtao Cao , Amirhossein Sajadi , Babak Ravandi