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相关论文: Aging Continuous Time Random Walks

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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

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

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

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 study continuous time random walks (CTRW) with power law distribution of waiting times under resetting which brings the walker back to the origin, with a power-law distribution of times between the resetting events. Two situations are…

统计力学 · 物理学 2020-07-01 Anna S. Bodrova , Igor M. Sokolov

Continuous Time Random Walks (CTRWs) are jump processes with random waiting times between jumps. We study scaling limits for CTRWs where the distribution of jumps and waiting times is coupled and varies in space and time. Such processes…

概率论 · 数学 2015-01-06 Peter Straka

Using molecular simulations, we identify microscopic relaxation events of individual particles in ageing structural glasses, and determine the full distribution of relaxation times. We find that the memory of the waiting time $t_w$ elapsed…

软凝聚态物质 · 物理学 2015-05-13 Mya Warren , Joerg Rottler

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 (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

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 discuss large deviation properties of continuous-time random walks (CTRW) and present a general expression for the large deviation rate in CTRW in terms of the corresponding rates for the distributions of steps' lengths and waiting…

统计力学 · 物理学 2021-04-14 Adrian Pacheco-Pozo , Igor M. Sokolov

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 discuss the problem of the equivalence between Continuous Time Random Walk (CTRW) and Generalized Master Equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended…

统计力学 · 物理学 2009-11-10 Paolo Allegrini , Gerardo Aquino , Paolo Grigolini , Luigi Palatella , Angelo Rosa

We consider the linear response of a system modelled by continuous-time random walks (CTRW) to an external field pulse of rectangular shape. We calculate the corresponding response function explicitely and show that it exhibits aging, i.e.…

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

Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical…

统计力学 · 物理学 2014-01-21 Paolo Sibani

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

统计力学 · 物理学 2017-05-31 Itzhak Fouxon , Markus Holzner

Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between…

数据分析、统计与概率 · 物理学 2008-12-10 Mark M. Meerschaert , Enrico Scalas

The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…

统计力学 · 物理学 2016-06-15 Christopher M. Swank , Alexander K. Petukhov , Robert Golub

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

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

统计力学 · 物理学 2009-11-11 Golan Bel , Eli Barkai