Related papers: Continuous time random walk concepts applied to ex…
We develop a new extended version of the mode-coupling theory (MCT) for glass transition, which incorporates activated hopping processes via the dynamical theory originally formulated to describe diffusion-jump processes in crystals. The…
We present a theoretical analysis of the dynamic structure factor (DSF) of a liquid at and below the mode coupling critical temperature $T_c$, by developing a self-consistent theoretical treatment which includes the contributions both from…
A unified treatment of structural relaxation in a deeply supercooled glassy liquid is developed which extends the existing mode coupling theory (MCT) by incorporating the effects of activated events by using the concepts from the random…
Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…
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…
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.…
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…
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…
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…
Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…
Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical…
We consider continuous time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter a, which is set…
Mode coupling theory (MCT) has been successful in explaining the observed sequence of time relaxations in dense fluids. Previous expositions of this theory showing this sequence have required the existence of an ideal glass transition…
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
Some specific features and extensions of the continuous time random walk (CTRW) approach are analyzed in detail within the Markovian representation (MR) and CTRW-based non-Markovian stochastic Liouville equation (SLE). In the MR CTRW…
We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…
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…