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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

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable…

概率论 · 数学 2015-10-06 Ofer Busani

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 investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method…

统计力学 · 物理学 2011-12-15 Shovan Dutta , Subhankar Ray , J. Shamanna

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

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

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

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

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

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent $\beta(x) \in (0,1)$ varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix…

统计力学 · 物理学 2018-03-13 Peter Straka

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

统计力学 · 物理学 2024-09-24 Chunyan Li , Haiwen Liu , X. C. Xie

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

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

Linear theory of stationary response in thermal systems subjected to external perturbations requires to find equilibrium correlation function of the responding system variable in the absence of external perturbations. Studies of the…

统计力学 · 物理学 2014-09-24 Igor Goychuk

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

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

We analyze the effect of time dependent external field on non-Markovian migration described by the continuous time random walk (CTRW) approach. The rigorous method of treating the problem is proposed which is based on the Markovian…

统计力学 · 物理学 2008-08-25 A. I. Shushin

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

Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…

统计力学 · 物理学 2009-11-11 Eli Barkai

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
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