Related papers: CTRW approximations for fractional equations with …
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
The basic conceptual picture and theoretical basis for development of transport equations in porous media are examined. The general form of the governing equations is derived for conservative chemical transport in heterogeneous geological…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
A correlated Gaussian random walk(CGRW) model is proposed as a simple model of animal dispersal. The general features of CGRW is described. We will discuss how from this single model a number of different kinds of correlated random walk can…
Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…
Diffusion coefficients are essential microphysics input for modeling white dwarf evolution, as they impact phase separation at crystallization and sedimentary heat sources. Present schemes for computing diffusion coefficients are accurate…
A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
The fractional diffusion-wave equation (FDWE) is a recent generalization of diffusion and wave equations via time and space fractional derivatives. The equation underlies Levy random walk and fractional Brownian motion and is foremost…
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…
In this paper, we consider an age-structured jump model that arises as a description of continuous time random walks with infinite mean waiting time between jumps. We prove that under a suitable rescaling, this equation converges in the…
The theory of diffusion seeks to describe the motion of particles in a chaotic environment. Classical theory models individual particles as independent random walkers, effectively forgetting that particles evolve together in the same…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
The dynamics of a subdiffusive continuous time random walker in an inhomogeneous environment is analyzed. In each microscopic jump, a random time is drawn from a waiting time probability density function (WT-PDF) that decays as a power law:…
We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…
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…
The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…