scholarly journals Continuous Time Random Walk, Mittag-Leffler Waiting Time and Fractional Diffusion: Mathematical Aspects

2008 ◽  
pp. 93-127 ◽  
Author(s):  
Rudolf Gorenflo ◽  
Francesco Mainardi
Keyword(s):  
Random Walk ◽  
Waiting Time ◽  
Continuous Time ◽  
Fractional Diffusion ◽  
Continuous Time Random Walk

CONTINUOUS TIME RANDOM WALK AND TIME FRACTIONAL DIFFUSION: A NUMERICAL COMPARISON BETWEEN THE FUNDAMENTAL SOLUTIONS

2005 ◽  
Vol 05 (02) ◽  
pp. L291-L297 ◽  
Author(s):  
FRANCESCO MAINARDI ◽  
ALESSANDRO VIVOLI ◽  
RUDOLF GORENFLO
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Fundamental Solutions ◽  
Fractional Diffusion ◽  
Continuous Time Random Walk ◽  
Diffusion Limit ◽  
Numerical Comparison ◽  
Time Fractional Diffusion Equation ◽  
Quality Of Approximation

We consider the basic models for anomalous transport provided by the integral equation for continuous time random walk (CTRW) and by the time fractional diffusion equation to which the previous equation is known to reduce in the diffusion limit. We compare the corresponding fundamental solutions of these equations, in order to investigate numerically the increasing quality of approximation with advancing time.

scholarly journals A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time

2014 ◽  
Vol 2014 ◽  
pp. 1-4 ◽  
Author(s):  
Long Shi ◽  
Zuguo Yu ◽  
Zhi Mao ◽  
Aiguo Xiao
Keyword(s):  
Random Walk ◽  
Probability Density Function ◽  
Laplace Transform ◽  
Probability Density ◽  
Density Function ◽  
Waiting Time ◽  
Continuous Time ◽  
Dimensional Space ◽  
Continuous Time Random Walk ◽  
Random Walk Model

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density functionP(x,t)of finding the walker at positionxat timetis completely determined by the Laplace transform of the probability density functionφ(t)of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

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