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The behavior of spins undergoing Lamor precession in the presence of time varying fields is of interest to many research fields. The frequency shifts and relaxation resulting from these fields are related to their power spectrum and can be…

统计力学 · 物理学 2024-01-26 Thomas Rao , Robert Golub

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

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

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

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 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

We study a fluctuation relation representing a nonequilibrium equality indicating that the ratio between the distribution of trajectories obtained by exchanging the initial and final positions is characterized by free energy differences for…

统计力学 · 物理学 2023-12-27 Kazuhiko Seki

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

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

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

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 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

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

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

统计金融 · 定量金融 2020-04-14 Jarosław Klamut , Tomasz Gubiec

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

The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a…

概率论 · 数学 2011-04-21 Rudolf Gorenflo , Francesco Mainardi

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

The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…

概率论 · 数学 2022-03-10 Vassili N. Kolokoltsov

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
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