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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 usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…

Data Analysis, Statistics and Probability · Physics 2008-09-29 Miquel Montero , Jaume Masoliver

Random walk spaces are a general framework for the study of PDEs. They include as particular cases locally finite weighted connected graphs and nonlocal settings involving symmetric integrable kernels on $\mathbb{R}^N$. We are interested in…

Analysis of PDEs · Mathematics 2025-03-18 W. Górny , J. M. Mazón , J. Toledo

In the Cauchy problem of general relativity one considers initial data that satisfies certain constraints. The evolution equations guarantee that the evolved variables will satisfy the constraints at later instants of time. This is only…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Gioel Calabrese , Jorge Pullin , Oscar Reula , Olivier Sarbach , Manuel Tiglio

Understanding how biological and synthetic systems achieve robust function in noisy environments remains a fundamental challenge across the physical and life sciences. To connect robust behavior with non-trivial topological features present…

Statistical Mechanics · Physics 2026-02-13 Saeed Osat , Ellen Meyberg , Jakob Metson , Thomas Speck

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…

Statistical Mechanics · Physics 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli

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

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 prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random…

Probability · Mathematics 2014-04-11 Luca Avena , Erwin Bolthausen , Christine Ritzmann

The continuous time random walks (CTRWs) are typically defned in the way that their trajectories are discontinuous step fuctions. This may be a unwellcome feature from the point of view of application of theese processes to model certain…

Probability · Mathematics 2017-11-08 Piotr Zebrowski , Marcin Magdziarz

An attempt is made to find a comprehensive mathematical framework in which to investigate the problems of well-posedness and asymptotic analysis for fully nonlinear evolutionary game theoretic models. The model should be rich enough to…

Dynamical Systems · Mathematics 2012-02-17 John Cleveland , Azmy S. Ackleh

A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is…

Disordered Systems and Neural Networks · Physics 2009-11-10 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi

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…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

We present a detailed analysis of continuous time quantum walks (CTQW) with both position and transition defects defined at a single point in the line. Analytical solutions of both traveling waves or bound states are obtained, which provide…

Quantum Physics · Physics 2015-09-08 Zhi-Jian Li , J. B. Wang

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 study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…

Dynamical evolution of systems with sparse Hamiltonians can always be recognized as continuous time quantum walks (CTQWs) on graphs. In this paper, we analyze the short time asymptotics of CTQWs. In recent studies, it was shown that for the…

Quantum Physics · Physics 2019-12-25 Balázs Endre Szigeti , Gábor Homa , Zoltán Zimborás , Norbert Barankai

In this paper we study the behavior of a continuous time random walk (CTRW) on a stationary and ergodic time varying dynamic graph. We establish conditions under which the CTRW is a stationary and ergodic process. In general, the stationary…

Social and Information Networks · Computer Science 2012-12-04 Daniel Figueiredo , Philippe Nain , Bruno Ribeiro , Edmundo de Souza e Silva , Don Towsley

This paper studies the well-posedness of a class of nonlocal parabolic partial differential equations (PDEs), or equivalently equilibrium Hamilton-Jacobi-Bellman equations, which has a strong tie with the characterization of the equilibrium…

Analysis of PDEs · Mathematics 2026-05-12 Qian Lei , Chi Seng Pun

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun