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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

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

统计力学 · 物理学 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

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

Continuous Time Random Walks (CTRWs) are jump processes with random waiting times between jumps. We study scaling limits for CTRWs where the distribution of jumps and waiting times is coupled and varies in space and time. Such processes…

概率论 · 数学 2015-01-06 Peter Straka

The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…

流体动力学 · 物理学 2024-03-12 Xiangnan Yu , Marco Dentz , HongGuang Sun , Yong Zhang

In classical diffusion, particle step-sizes have a Gaussian distribution. However, in superdiffusion, they have power-law tails, with transport dominated by rare, long L\'evy flights. Similarly, if the time interval between scattering…

高能天体物理现象 · 物理学 2025-10-08 Naixin Liang , Siang Peng Oh

Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through action of the…

统计力学 · 物理学 2015-06-17 Johannes HP Schulz , Aleksei V Chechkin , Ralf Metzler

We consider the dynamics of a separable Continuous Time Random Walk (CTRW) when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid…

统计力学 · 物理学 2020-08-26 F. Le Vot , E. Abad , R. Metzler , S. B. Yuste

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…

流体动力学 · 物理学 2017-11-22 Alessandro Comolli , Marco Dentz

Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation by animals and also in human mobility. One way to create such regimes are L\'evy flights, where the walkers…

物理与社会 · 物理学 2017-02-22 Sarah de Nigris , Timoteo Carletti , Renaud Lambiotte

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…

概率论 · 数学 2022-05-03 Vassili N. Kolokoltsov

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

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 demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

统计力学 · 物理学 2015-05-14 Vincent Tejedor , Ralf Metzler

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…

统计力学 · 物理学 2008-05-17 A. Zoia

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…

统计力学 · 物理学 2018-09-13 Trifce Sandev , Weihua Deng , Pengbo Xu

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…

概率论 · 数学 2010-05-14 Peter Straka , Bruce Ian Henry

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 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…

混沌动力学 · 物理学 2007-10-29 H. Isliker

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…

统计力学 · 物理学 2015-06-25 Rudolf Gorenflo , Francesco Mainardi , Alessandro Vivoli
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