Related papers: Bayesian Modeling of Long-Term Dynamics in Indian …
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…
We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded…
We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…
In this paper, we present a comprehensive analysis of extreme temperature patterns using emerging statistical machine learning techniques. Our research focuses on exploring and comparing the effectiveness of various statistical models for…
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…
Accurate short-range prediction of extreme air temperature events remains a fundamental challenge in operational climate-risk management. We present Multi-Modal Weather State Transition Model with Anomaly-Driven Recurrent Attention Network…
Projections of storm surge return levels are a basic requirement for effective management of coastal risks. A common approach to estimate hazards posed by extreme sea levels is to use a statistical model, which may use a time series of a…
In this work, we proposes a CO2-temperature network model that links multi-zone mass transport and thermal dynamics through shared latent drivers, airflow and occupancy. The thermal component is formulated as a resistance-capacitance (RC)…
We present a study on the spatio-temporal pattern underlying the climate dynamics in various locations spread over India, including the Himalayan region, coastal region, central and northeastern parts of India. We try to capture the…
Climate is known for being characterised by strong non-linearity and chaotic behaviour. Nevertheless, few studies in climate science adopt statistical methods specifically designed for non-stationary or non-linear systems. Here we show how…
Default values for many model parameters in Numerical Weather Prediction models are typically adopted based on theoretical or experimental investigations by scheme designers. Short-range forecasts are substantially affected by the…
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects: (i) the derivation of the price…
In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theory. For instance, the monthly maxima of the fire weather…
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…
While the fat tailed jump size and the waiting time distributions characterizing individual human trajectories strongly suggest the relevance of the continuous time random walk (CTRW) models of human mobility, no one seriously believes that…
Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
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…
Expanding media are typical in many different fields, e.g. in Biology and Cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties. Here, we focus on such…
Understanding the dynamics of climate extreme is important in its prediction and modeling. In this study, linear trends in percentile, threshold, absolute, and duration based temperature and precipitation extremes indicator were obtained…