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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

This paper reviews recent advances in continuous-time quantum walks (CTQW) and their application to transport in various systems. The introduction gives a brief survey of the historical background of CTQW. After a short outline of the…

量子物理 · 物理学 2015-05-27 Oliver Muelken , Alexander Blumen

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

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 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

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

A continuous time random walk (CTRW) is a random walk in which both spatial changes represented by jumps and waiting times between the jumps are random. The CTRW is coupled if a jump and its preceding or following waiting time are dependent…

概率论 · 数学 2016-03-14 Adam Barczyk , Peter Kern

Discrete-time quantum walks (DTQWs) in random artificial electric and gravitational fields are studied analytically and numerically. The analytical computations are carried by a new method which allows a direct exact analytical…

量子物理 · 物理学 2017-04-25 G. Di Molfetta , F. Debbasch

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…

统计金融 · 定量金融 2009-07-17 Javier Villarroel , Miquel Montero

We develop a continuous time random walk (CTRW) approach for the evolution of Lagrangian velocities in steady heterogeneous flows based on a stochastic relaxation process for the streamwise particle velocities. This approach describes…

流体动力学 · 物理学 2016-11-30 Marco Dentz , Peter K. Kang , Alessandro Comolli , Tanguy Le Borgne , Daniel R. Lester

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 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…

It is proved that the distributions of scaling limits of Continuous Time Random Walks (CTRWs) solve integro-differential equations akin to Fokker-Planck Equations for diffusion processes. In contrast to previous such results, it is not…

概率论 · 数学 2016-07-20 Boris Baeumer , Peter Straka

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 the linear response of systems modelled by continuous-time random walks (CTRW) and by fractional Fokker-Planck equations under the influence of time-dependent external fields. We calculate the corresponding response functions…

统计力学 · 物理学 2009-11-07 I. M. Sokolov , A. Blumen , J. Klafter

We introduce a heterogeneous continuous time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded…

统计力学 · 物理学 2018-02-07 Denis S. Grebenkov , Liubov Tupikina

Quantum walk is one of the main tools for quantum algorithms. Defined by analogy to classical random walk, a quantum walk is a time-homogeneous quantum process on a graph. Both random and quantum walks can be defined either in continuous or…

量子物理 · 物理学 2010-01-10 Andrew M. Childs

Algebraic random walks (ARW) and quantum mechanical random walks (QRW) are investigated and related. Based on minimal data provided by the underlying bialgebras of functions defined on e. g the real line R, the abelian finite group Z_N, and…

量子物理 · 物理学 2007-05-23 Demosthenes Ellinas

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

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