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In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…

统计力学 · 物理学 2014-03-20 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao

We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…

统计力学 · 物理学 2011-12-30 S. I. Denisov , S. B. Yuste , Yu. S. Bystrik , H. Kantz , K. Lindenberg

Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and…

统计力学 · 物理学 2010-12-30 Bartlomiej Dybiec

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

Continuous time random walk models with decoupled waiting time density are studied. When the spatial one jump probability density belongs to the Levy distribution type and the total time transition is exponential a generalized…

统计力学 · 物理学 2009-10-31 C. Budde , D. Prato , M. R=E9

We propose an analytical method to determine the shape of density profiles in the asymptotic long time limit for a broad class of coupled continuous time random walks which operate in the ballistic regime. In particular, we show that…

统计力学 · 物理学 2015-06-23 D. Froemberg , M. Schmiedeberg , E. Barkai , V. Zaburdaev

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

统计力学 · 物理学 2024-03-01 Guoxing Lin , Shaokun Zheng

We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…

统计力学 · 物理学 2018-10-17 F. Le Vot , S. B. Yuste

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

统计力学 · 物理学 2011-05-02 S. I. Denisov , H. Kantz

In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…

统计力学 · 物理学 2015-05-19 Kwok Sau Fa , K. G. Wang

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

概率论 · 数学 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

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

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

统计力学 · 物理学 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

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

Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…

统计力学 · 物理学 2010-11-24 S. I. Denisov , H. Kantz

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

概率论 · 数学 2014-09-16 Sabir Umarov

This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…

物理与社会 · 物理学 2020-01-29 Alfonso Allen-Perkins , Roberto F. S. Andrade

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

统计力学 · 物理学 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

统计力学 · 物理学 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

Anomalous (or non-Fickian) diffusion has been widely found in fluid reactive transport and the traditional advection diffusion reaction equation based on Fickian diffusion is proved to be inadequate to predict this anomalous transport of…

统计力学 · 物理学 2018-09-26 Hong Zhang , Guo-Hua Li
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