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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.…

统计力学 · 物理学 2015-06-12 Hamid Teimouri , Anatoly B. Kolomeisky

The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…

无序系统与神经网络 · 物理学 2016-11-23 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi , Marco Raberto

We study out of equilibrium dynamics and aging for a particle diffusing in one dimensional environments, such as the random force Sinai model, as a toy model for low dimensional systems. We study fluctuations of two times $(t_w, t)$…

统计力学 · 物理学 2009-10-30 Laurent Laloux , Pierre Le Doussal

We develop the idea of non-Markovian CTRW (continuous time random walk) approximation to the evolution of interacting particle systems, which leads to a general class of fractional kinetic measure-valued evolutions with variable order. We…

概率论 · 数学 2022-06-07 Vassili N. Kolokoltsov , Marianna S. Troeva

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…

无序系统与神经网络 · 物理学 2009-11-10 Enrico Scalas , Rudolf Gorenflo , Francesco Mainardi

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…

数据分析、统计与概率 · 物理学 2008-09-29 Miquel Montero , Jaume Masoliver

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…

统计力学 · 物理学 2017-09-27 F. Le Vot , E. Abad , S. B. Yuste

We introduce a model, in which a particle performs a continuous time random walk (CTRW) coupled to an environment with Ising dynamics. The particle shows locally varying diffusivity determined by the geometrical properties of the underlying…

Fractional extensions of the cable equation have been proposed in the literature to describe transmembrane potential in spiny dendrites. The anomalous behavior has been related in the literature to the geometrical properties of the system,…

神经元与认知 · 定量生物学 2018-08-22 Silvia Vitali , Francesco Mainardi , Gastone Castellani

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

Continuous Time Random Walk(CTRW) is a model where particle's jumps in space are coupled with waiting times before each jump. A Continuous Time Random Walk Limit(CTRWL) is obtained by a limit procedure on a CTRW and can be used to model…

概率论 · 数学 2016-02-12 Ofer Busani

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…

概率论 · 数学 2014-07-25 Mark M. Meerschaert , Peter Straka

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…

概率论 · 数学 2017-08-24 Nikolai N. Leonenko , Ivan Papić , Alla Sikorskii , Nenad Šuvak

The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…

统计力学 · 物理学 2016-06-15 Christopher M. Swank , Alexander K. Petukhov , Robert Golub

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…

统计力学 · 物理学 2014-09-24 Igor Goychuk

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…

统计力学 · 物理学 2010-03-01 Massimiliano Esposito , Katja Lindenberg

The time distribution of relaxation events in an aging system is investigated via molecular dynamics simulations. The focus is on the distribution functions of the first passage time, $p_1(\Delta t)$, and the persistence time, $p(\tau)$. In…

无序系统与神经网络 · 物理学 2015-09-15 Nima H. Siboni , Dierk Raabe , Fathollah Varnik

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly…

统计力学 · 物理学 2015-05-13 A. V. Chechkin , M. Hofmann , I. M. Sokolov

Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of…

统计力学 · 物理学 2014-12-24 Henning Kruesemann , Aljaz Godec , Ralf Metzler

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…

统计力学 · 物理学 2011-12-15 Shovan Dutta , Subhankar Ray , J. Shamanna