Related papers: Continuous time random walk concepts applied to ex…
Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…
Given a sequence $(\mathfrak{X}_i, \mathscr{K}_i)_{i=1}^\infty$ of Markov chains, the cut-off phenomenon describes a period of transition to stationarity which is asymptotically lower order than the mixing time. We study mixing times and…
Dense active matter, in the fluid or amorphous-solid form, has generated intense interest as a model for the dynamics inside living cells and multicellular systems. An extension of the random first-order transition theory (RFOT) to include…
We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…
We consider the steepest entropy ascent (SEA) ansatz to describe the non-linear thermodynamic evolution of a quantum system. Recently this principle has been dubbed the fourth law of thermodynamics (Beretta Gian Paolo. 2020 The fourth law…
Initially developed in the framework of quantum stochastic calculus, the main equations of quantum stochastic filtering were later on derived as the limits of Markov models of discrete measurements under appropriate scaling. In many…
The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…
We study the dynamics of a radioactive species flowing through a porous material, within the Continuous-Time Random Walk (CTRW) approach to the modelling of stochastic transport processes. Emphasis is given to the case where radioactive…
In this paper we study controlled continuous time random walks (CTRWs) and heuristically derive pay-off function dynamic programming (DP) equations which turn in the limit of standard scaling to fractional Hamilton Jacobi Bellman type…
We compare predictions from two familiar models of the metastable supercooled liquid respectively constructed with thermodynamic and dynamic approach. In the so called density functional theory (DFT) the free energy $F[\rho]$ of the liquid…
We perform lengthy molecular dynamics simulations of the SPC/E model of water to investigate the dynamics under pressure at many temperatures and compare with experimental measurements. We calculate the isochrones of the diffusion constant…
We study the speed of convergence of the Swendsen-Wang (SW) dynamics for the $q$-state ferromagnetic Potts model on the $n$-vertex complete graph, known as the mean-field model. The SW dynamics was introduced as an attractive alternative to…
Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…
A fluctuation theorem is examined for the first-passage time of a biomolecular machine (e.g., a motor protein or an enzyme) in a nonequilibrium steady-state. For such machines in which the driven, observable process is coupled to a hidden…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We derive a mode-coupling theory for the slow dynamics of fluids confined in disordered porous media represented by spherical particles randomly placed in space. Its equations display the usual nonlinear structure met in this theoretical…
We apply the Continuous Time Random Walk (CTRW) framework, introduced in finance by Scalas et al., to the analysis of the probability distribution of time intervals between two consecutive trades in the case of BTP futures prices traded at…
We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…
We present an extensive treatment of the generalized mode-coupling theory (GMCT) of the glass transition, which seeks to describe the dynamics of glass-forming liquids using only static structural information as input. This theory amounts…
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are…