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We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

统计力学 · 物理学 2009-11-11 Tobias Prager , Lutz Schimansky-Geier

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

A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…

斑图形成与孤子 · 物理学 2014-09-11 D. del-Castillo-Negrete

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

偏微分方程分析 · 数学 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

统计力学 · 物理学 2015-06-19 Hiroshi Miki

The fluctuation-dissipation relation is calculated for a class of stochastic models obeying a master equation. The transition rates are assumed to obey detailed balance also in the presence of a field. It is shown that in general the linear…

统计力学 · 物理学 2016-08-31 Gregor Diezemann

We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…

统计力学 · 物理学 2022-04-06 Sascha Kaldasch , Andreas Engel

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

概率论 · 数学 2020-04-30 Jorge Littin

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

概率论 · 数学 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

统计力学 · 物理学 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…

统计力学 · 物理学 2017-08-18 A. V. Nazarenko , V. Blavatska

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

概率论 · 数学 2026-05-06 Naohiro Yoshida

Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…

统计力学 · 物理学 2017-11-01 C. N. Angstmann , B. I. Henry , A. V. McGann

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

In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provide integro-differential (backward and forward) equations of…

概率论 · 数学 2017-10-11 Costantino Ricciuti , Bruno Toaldo

Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…

经典物理 · 物理学 2017-06-30 Boris Maryshev , Alain Cartalade , Christelle Latrille , Marie-Christine Néel

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps.…

概率论 · 数学 2021-11-29 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

统计力学 · 物理学 2009-10-31 F. Igloi , L. Turban , H. Rieger

Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…

统计力学 · 物理学 2009-07-01 I. M. Sokolov , E. Heinsalu , P. Hanggi , I. Goychuk

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

统计力学 · 物理学 2019-11-01 Thomas Vojta , Sarah Skinner , Ralf Metzler