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Continuous Time Random Walk(CTRW) is a model where particle's jumps in space are coupled with waiting times before each jump. A Continuous Time Random Walk Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to model…

Probability · Mathematics 2016-02-12 Ofer Busani

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

Many theoretical treatments of transport in heterogeneous Darcy flows consider advection only. When local-scale dispersion is neglected, flux-weighting persists over time; mean Lagrangian and Eulerian flow velocity distributions relate…

Fluid Dynamics · Physics 2024-07-25 Lian Zhou , Scott K. Hansen

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

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

Soft Condensed Matter · Physics 2015-06-25 Alexei Vazquez , Oscar Sotolongo Costa , Francois Brouers

The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social and economic sciences.…

Statistical Mechanics · Physics 2015-06-12 Hamid Teimouri , Anatoly B. Kolomeisky

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…

Statistical Mechanics · Physics 2015-08-11 Alexandre Bovet

We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random…

Statistical Mechanics · Physics 2015-04-08 Henning Krusemann , Aljaz Godec , Ralf Metzler

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

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 this paper, we consider multi-dimensional birth and death chains and continuous time quantum walks (CTQW) related to them. For CTQW related to our forms of multi-dimensional birth and death chains, we obtain the time scaled independence…

Quantum Physics · Physics 2024-08-21 Yusuke Ide , Norio Konno , Akihiro Narimatsu

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

Statistical Mechanics · Physics 2015-05-27 S. I. Denisov , Yu. S Bystrik

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

We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a…

Statistical Mechanics · Physics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

In an attempt to extend the mode coupling theory (MCT) to lower temperatures, an Unified theory was proposed which within the MCT framework incorporated the activated dynamics via the random first order transition theory (RFOT). Here we…

Soft Condensed Matter · Physics 2020-01-08 Manoj Kumar Nandi , Sarika Maitra Bhattacharyya

The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given for a class of stochastic integrals driven by a CTRW, that…

Statistical Mechanics · Physics 2013-03-19 Guido Germano , Mauro Politi , Enrico Scalas , René L. Schilling

Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in…

Statistical Mechanics · Physics 2015-12-03 Michael Manhart , Willow Kion-Crosby , Alexandre V. Morozov

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

In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…

Probability · Mathematics 2017-10-11 Costantino Ricciuti , Bruno Toaldo

For the first time, the diffusion phase diagram in highly confined colloidal systems, predicted by Continuous Time Random Walk (CTRW), is experimentally obtained. Temporal and spatial fractional exponents, $\alpha$ and $\mu$, introduced…

Disordered Systems and Neural Networks · Physics 2015-05-27 M. Palombo , A. Gabrielli , S. De Santis , C. Cametti , G. Ruocco , S. Capuani