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相关论文: Continuous Time Random Walks (CTRWs): Simulation o…

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Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

机器学习 · 计算机科学 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

概率论 · 数学 2016-07-20 Boris Baeumer , Peter Straka

A novel version of the Continuous-Time Random Walk (CTRW) model with memory is developed. This memory means the dependence between arbitrary number of successive jumps of the process, while waiting times between jumps are considered as…

数据分析、统计与概率 · 物理学 2016-12-16 Tomasz Gubiec , Ryszard Kutner

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

统计力学 · 物理学 2024-09-24 Chunyan Li , Haiwen Liu , X. C. Xie

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…

统计力学 · 物理学 2014-01-21 Paolo Sibani

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

概率论 · 数学 2016-11-29 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

统计力学 · 物理学 2009-11-11 Golan Bel , Eli Barkai

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

概率论 · 数学 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

The foundations of the fractional diffusion equation are investigated based on coupled and decoupled continuous time random walks (CTRW). For this aim we find an exact solution of the decoupled CTRW, in terms of an infinite sum of stable…

统计力学 · 物理学 2009-11-07 Eli Barkai

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…

统计力学 · 物理学 2009-11-10 Ewa Gudowska-Nowak , Kinga Bochenek , Agnieszka Jurlewicz , Karina Weron

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…

统计力学 · 物理学 2015-06-24 Brian Berkowitz , Joseph Klafter , Ralf Metzler , Harvey Scher

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

统计力学 · 物理学 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…

We define a correlated random walk (CRW) induced from the time evolution matrix (the Grover matrix) of the Grover walk on a graph $G$, and present a formula for the characteristic polynomial of the transition probability matrix of this CRW…

概率论 · 数学 2020-12-21 Takashi Komatsu , Norio Konno , Iwao Sato

Continuous time quantum walks (CTQW) do not necessarily perform better than their classical counterparts, the continuous time random walks (CTRW). For one special graph, where a recent analysis showed that in a particular direction of…

量子物理 · 物理学 2009-11-10 Oliver Muelken , Alexander Blumen

The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

无序系统与神经网络 · 物理学 2009-11-13 Gerardo Aquino , Paolo Grgolini , Bruce J. West

In this paper, we consider a spectral analysis of the Correlated Random Walk (CRW) on the path. We apply an analytical method for the Quantum Walk to CRW. For the isospectral coin cases, we obtain all of the eigenvalues and the…

概率论 · 数学 2023-11-01 Yusuke Ide , Akihiro Narimatsu

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…

概率论 · 数学 2011-10-04 Meredith N. Burr

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

统计力学 · 物理学 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L\'{e}vy walk, in which the…

统计力学 · 物理学 2020-03-20 Tian Zhou , Pengbo Xu , Weihua Deng