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We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through…

Fluid Dynamics · Physics 2017-11-22 Alessandro Comolli , Marco Dentz

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

We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…

Disordered Systems and Neural Networks · Physics 2015-06-12 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

Computational Physics · Physics 2018-08-20 Gurtek Gill , Peter Straka

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

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

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

Statistical Mechanics · Physics 2010-11-24 S. I. Denisov , H. Kantz

We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…

Statistical Mechanics · Physics 2018-01-09 G. Muñoz-Gil , C. Charalambous , M. A. García-March , M. F. García-Parajo , C. Manzo , M. Lewenstein , A. Celi

The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…

Statistical Mechanics · Physics 2009-11-11 R. Arevalo , A. Garcimartin , D. Maza

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

Statistical Mechanics · Physics 2015-05-14 E. Abad , S. B. Yuste , Katja Lindenberg

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

We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…

Statistical Mechanics · Physics 2011-10-27 Rudolf Friedrich , Stephan Eule

Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…

Soft Condensed Matter · Physics 2007-05-23 Ophir Flomenbom , Joseph Klafter

A continuous time random walk (CTRW) model with waiting times following the Levy-stable distribution with exponential cut-off in equilibrium is a simple theoretical model giving rise to normal, yet non-Gaussian diffusion. The distribution…

Data Analysis, Statistics and Probability · Physics 2017-05-31 S. M. J. Khadem , I. M. Sokolov

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

Statistical Mechanics · Physics 2017-12-05 Liang Luo , Lei-Han Tang

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

Statistical Mechanics · Physics 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…

Statistical Mechanics · Physics 2011-12-06 Shai Carmi , Eli Barkai

Random walks (RW) of particles adsorbed in the internal walls of porous deposits produced by ballistic-type growth models are studied. The particles start at the external surface of the deposits and enter their pores, in order to simulate…

Statistical Mechanics · Physics 2015-06-17 F. D. A. Aarao Reis , Dung di Caprio

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

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…

Statistical Mechanics · Physics 2015-05-14 Vincent Tejedor , Ralf Metzler