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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

The cable model is widely used in several fields of science to describe the propagation of signals. A relevant medical and biological example is the anomalous subdiffusion in spiny neuronal dendrites observed in several studies of the last…

生物物理 · 物理学 2017-06-28 Silvia Vitali , Francesco Mainardi

Continuous-time random walk (CTRW) is a model of anomalous sub-diffusion in which particles are immobilized for random times between successive jumps. A power-law distribution of the waiting times, $\psi(\tau) \tau^{-(1+\alpha)}$, leads to…

统计力学 · 物理学 2011-12-06 Shai Carmi , Eli Barkai

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 propose an extension of the cable equation by introducing a Caputo time fractional derivative. The fundamental solutions of the most common boundary problems are derived analitically via Laplace Transform, and result be written in terms…

生物物理 · 物理学 2017-05-19 Silvia Vitali , Gastone Castellani , Francesco Mainardi

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

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

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

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

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

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

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

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 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

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…

Different experimental studies have reported anomalous diffusion in brain tissues and notably this anomalous diffusion is expressed through fractional derivatives. Axons are important to understand neurodegenerative diseases such as…

神经元与认知 · 定量生物学 2017-09-27 Erick J. López-Sánchez , Juan M. Romero , Huitzilin Yépez-Martínez

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

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…

数学物理 · 物理学 2008-03-20 Nicholas W. Watkins , Daniel Credgington , Raul Sanchez , Sandra C. Chapman

We consider continuous time random walks (CTRW) and discuss situations pertinent to aging. These correspond to the case when the initial state of the system is known not at preparation (at $t=0$) but at the later instant of time $t_1>0$…

统计力学 · 物理学 2007-10-16 V. Yu. Zaburdaev , I. M. Sokolov

For the first time, the diffusion phase diagram in highly confined colloidal systems, predicted by Continuous Time Random Walk (CTRW), is experimentally obtained. Temporal and spatial fractional exponents, $\alpha$ and $\mu$, introduced…

无序系统与神经网络 · 物理学 2015-05-27 M. Palombo , A. Gabrielli , S. De Santis , C. Cametti , G. Ruocco , S. Capuani
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