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This thesis explores a central question: how does memory affect the way random walkers explore space? By analyzing various non-Markovian models, where past behavior directly influences future dynamics, we uncover new mechanisms and…

Statistical Mechanics · Physics 2025-07-30 Julien Brémont

Using molecular simulations, we identify microscopic relaxation events of individual particles in ageing structural glasses, and determine the full distribution of relaxation times. We find that the memory of the waiting time $t_w$ elapsed…

Soft Condensed Matter · Physics 2015-05-13 Mya Warren , Joerg Rottler

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…

Probability · Mathematics 2015-10-06 Ofer Busani

We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…

Fluid Dynamics · Physics 2016-11-30 Marco Dentz , Peter K. Kang , Alessandro Comolli , Tanguy Le Borgne , Daniel R. Lester

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 $t_1>0$…

Statistical Mechanics · Physics 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

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…

Statistical Mechanics · Physics 2014-01-21 Paolo Sibani

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…

Statistical Mechanics · Physics 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

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

We consider the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker-Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions…

Statistical Mechanics · Physics 2009-11-07 I. M. Sokolov , A. Blumen , J. Klafter

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…

Statistical Mechanics · Physics 2008-05-17 A. Zoia

Aging is a ubiquitous relaxation dynamic in disordered materials. It ensues after a rapid quench from an equilibrium "fluid" state into a non-equilibrium, history-dependent jammed state. We propose a physically motivated description that…

Soft Condensed Matter · Physics 2018-08-29 Stefan Boettcher , Dominic M. Robe , Paolo Sibani

Many complex and disordered systems fail to reach equilibrium after they have been quenched or perturbed. Instead, they sluggishly relax toward equilibrium at an ever-slowing, history-dependent rate, a process termed physical aging. The…

Soft Condensed Matter · Physics 2023-12-12 Dor Shohat , Yaniv Friedman , Yoav Lahini

We investigate aging continuous time random walks (ACTRW), introduced by Monthus and Bouchaud [{\em J. Phys. A} {\bf 29}, 3847 (1996)]. Statistical behaviors of the displacement of the random walker ${\bf r}={\bf r}(t) - {\bf r}(0)$ in the…

Statistical Mechanics · Physics 2009-11-07 Eli Barkai , Yuan-Chung Cheng

Aging refers to the property of two-time correlation functions to decay very slowly on (at least) two time scales. This phenomenon has gained recent attention due to experimental observations of the history dependent relaxation behavior in…

Popular Physics · Physics 2008-02-03 Stefan Boettcher

Ergodicity breaking and aging effects are fundamental challenges in out-of-equilibrium systems. Various mechanisms have been proposed to understand the non-ergodic and aging phenomena, possibly related to observations in systems ranging…

Disordered Systems and Neural Networks · Physics 2025-04-18 Chunyan Li , Qingyang Feng , Tianjie Zhou , Haiwen Liu , X. C. Xie

Recently, different numerical studies of coarsening in disordered systems have shown the existence of a crossover from an initial, transient, power-law domain growth to a slower, presumably logarithmic, growth. However, due to the very slow…

Statistical Mechanics · Physics 2013-04-01 Nasrin Afzal , Michel Pleimling

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

Charge transport processes in disordered complex media are accompanied by anomalously slow relaxation for which usually a broad distribution of relaxation times is adopted. To account for those properties of the environment, a standard…

Statistical Mechanics · Physics 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

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…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry
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