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The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…

Data Analysis, Statistics and Probability · Physics 2017-01-04 Rafał Połoczański , Agnieszka Wyłomańska , Janusz Gajda , Monika Maciejewska , Andrzej Szczurek

Brownian motion is a well-known model for normal diffusion, but not all physical phenomena behave according to a Brownian motion. Many phenomena exhibit irregular diffusive behavior, called anomalous diffusion. Examples of anomalous…

Probability · Mathematics 2011-10-04 Meredith N. Burr

We consider crossovers with respect to the weak convergence theorems from a discrete-time quantum walk (DTQW). We show that a continuous-time quantum walk (CTQW) and discrete- and continuous-time random walks can be expressed as DTQWs in…

Quantum Physics · Physics 2023-06-30 Kota Chisaki , Norio Konno , Etsuo Segawa , Yutaka Shikano

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…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional…

Probability · Mathematics 2022-05-03 Vassili N. Kolokoltsov

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…

Statistical Mechanics · Physics 2009-07-01 I. M. Sokolov , E. Heinsalu , P. Hanggi , I. Goychuk

The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…

Chaotic Dynamics · Physics 2007-10-29 H. Isliker

Complex fluids subjected to localized microscopic energy inputs, typical of active microrheology setups, exhibit poorly understood nonequilibrium behaviors because of the intricate self-organization of their mesoscopic constituents. In this…

Statistical Mechanics · Physics 2025-12-15 Danilo Forastiere , Emanuele Locatelli , Gianmaria Falasco , Enzo Orlandini , Marco Baiesi

We study motion of tagged particles in a harmonic chain of active particles. We consider three models of active particle dynamics - run and tumble particle, active Ornstein-Uhlenbeck particle and active Brownian particle. We investigate the…

Statistical Mechanics · Physics 2022-02-14 Prashant Singh , Anupam Kundu

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…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Katja Lindenberg

We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…

Soft Condensed Matter · Physics 2017-01-04 Sebastian Leitmann , Thomas Franosch

We study the causes of anomalous dispersion in Darcy-scale porous media characterized by spatially heterogeneous hydraulic properties. Spatial variability in hydraulic conductivity leads to spatial variability in the flow properties through…

Fluid Dynamics · Physics 2017-11-22 Alessandro Comolli , Marco Dentz

We present a new approach to response around arbitrary out-of-equilibrium states in the form of a fluctuation-response inequality (FRI). We study the response of an observable to a perturbation of the underlying stochastic dynamics. We find…

Statistical Mechanics · Physics 2019-10-22 Andreas Dechant , Shin-ichi Sasa

We show that for a weakly dense subset of the domain of attraction of a positive stable random variable of index $0<\alpha<1$($DOA\left(\alpha\right))$ the functional stable convergence is a time-changed renewal convergence of distribution…

Probability · Mathematics 2017-09-12 Ofer Busani

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

Recent findings suggest that processes such as the electronic energy transfer through the photosynthetic antenna display quantal features, aspects known from the dynamics of charge carriers along polymer backbones. Hence, in modeling energy…

Quantum Physics · Physics 2015-05-13 Elena Agliari , Oliver Muelken , Alexander Blumen

We study a lattice model describing the non-equilibrium dynamics emerging from the pulling of a tracer particle through a disordered medium occupied by randomly placed obstacles. The model is considered in a restricted geometry pertinent…

Statistical Mechanics · Physics 2026-03-09 A. Squarcini , A. Tinti , P. Illien , O. Bénichou , T. Franosch

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

We study heterogeneous traffic dynamics by introducing quenched disorders in all the parameters of Newell's car-following model. Specifically, we consider randomness in the free-flow speed, the jam density, and the backward wave speed. The…

Physics and Society · Physics 2020-05-27 A. Sai Venkata Ramana , Saif Eddin Jabari

Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…

Fluid Dynamics · Physics 2020-12-02 Juan J. Hidalgo , Insa Neuweiler , Marco Dentz