Continuous-time random walks at all times.

نویسنده

  • Anatoly B Kolomeisky
چکیده

Continuous-time random walks (CTRW) play an important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on dynamics at long times. We present a new theoretical approach, based on generalized master equations picture, which allowed us to obtain explicit expressions for Laplace transforms for all dynamic quantities for different CTRW models. This theoretical method leads to the effective description of CTRW at all times. Specific calculations are performed for homogeneous, periodic models and for CTRW with irreversible detachments. The approach to stationary states for CTRW is analyzed. Our results are also used to analyze generalized fluctuations theorem.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Correlated continuous time random walks

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy-tailed jumps, and the time-fractional version codes heavy-tailedwaiting times. This paper develops scaling limits and governing equations in the case of correla...

متن کامل

ar X iv : 0 80 9 . 16 12 v 1 [ m at h . PR ] 9 S ep 2 00 8 CORRELATED CONTINUOUS TIME RANDOM WALKS

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. This paper develops scaling limits and governing equations in the case of correl...

متن کامل

Generalized Continuous - Time Random Walks ( Ctrw ) , Subordination by Hitting times and Fractional Dynamics ∗

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 dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times ...

متن کامل

Limit Theorems for Continuous Time Random Walks with Slowly Varying Waiting Times

Continuous time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. When the time between particle jumps has a slowly varying probability tail, the resulting plume disperses at a slowly varying rate. The limiting stochastic process is useful for modeling ultraslow diffusion in physics.

متن کامل

Fractal Dimension Results for Continuous Time Random Walks.

Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • The Journal of chemical physics

دوره 131 23  شماره 

صفحات  -

تاریخ انتشار 2009