Related papers: Multi-phase long-term autocorrelated diffusion: St…
In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…
Brownian motion is widely used as a paradigmatic model of diffusion in equilibrium media throughout the physical, chemical, and biological sciences. However, many real world systems, particularly biological ones, are intrinsically…
We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…
A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…
Let $(\{X_i(t)\}_{i\in \mathbb{Z}^d})_{t\geq 0}$ be the system of interacting diffusions on $[0,\infty)$ defined by the following collection of coupled stochastic differential equations: \begin{eqnarray}dX_i(t)=\sum\limits_{j\in…
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…
The discrete-time quantum walk (QW) is a quantum version of the random walk (RW) and has been widely investigated for the last two decades. Some remarkable properties of QW are well known. For example, QW has a ballistic spreading, i.e., QW…
We study the transport properties of continuous-time quantum walks (CTQW) over finite two-dimensional structures with a given number of randomly placed bonds and with different aspect ratios (AR). Here, we focus on the transport from, say,…
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…
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…
Self-avoiding random walks on graphs can be seen as walkers interacting with their own past history. This letter considers a complementary class of dynamics: Mutual future avoiding random walks (MFARWs), where stochastically driven walkers…
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…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
As written by statistician George Box "All models are wrong, but some are useful", standard diffusion derivation or Feynman path ensembles use nonphysical infinite velocity/kinetic energy nowhere differentiable trajectories - what seems…
The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…
The elephant random walk (ERW) is a microscopic, one-dimensional, discrete-time, non-Markovian random walk, which can lead to anomalous diffusion due to memory effects. In this study, I propose a multi-dimensional generalization in which…
L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…
We demonstrate carrier-phase optical two-way time-frequency transfer (carrier-phase OTWTFT) through the two-way exchange of frequency comb pulses. Carrier-phase OTWTFT achieves frequency comparisons with a residual instability of…
Many phenomena in solid-state physics can be understood in terms of their topological properties. Recently, controlled protocols of quantum walks are proving to be effective simulators of such phenomena. Here we report the realization of a…
The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…