Continuous time random walk with jump length correlated with waiting time

被引：24

作者：

Liu, Jian ^{[1
]}

Bao, Jing-Dong ^{[1
]}

机构：

[1] Beijing Normal Univ, Dept Phys, Beijing 100875, Peoples R China

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2013年 / 392卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Coupled CTRW; Power law distribution; Gaussian-like distribution; Competition; ANOMALOUS DIFFUSION; TRANSPORT; LATTICES; RELAXATION; TURBULENCE; DYNAMICS;

D O I：

10.1016/j.physa.2012.10.019

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

A coupled continuous time random walk (CTRW) model is proposed, in which the jump length of a walker is correlated with waiting time. The power law distribution is chosen as the probability density function of waiting time and the Gaussian-like distribution as the probability density function of jump length. Normal diffusion, subdiffusion and superdiffusion can be realized within the present model. It is shown that the competition between long-tailed distribution and correlation of jump length and waiting time will lead to different diffusive behavior. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：612 / 617

页数：6

共 50 条

[1] Continuous time random walk with jump length correlated with waiting time (vol 392, pg 612, 2013)
Liu, Jian
Bao, Jing-Dong
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 558
[2] A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time
Shi, Long
Yu, Zuguo
Mao, Zhi
Xiao, Aiguo
[J]. SCIENTIFIC WORLD JOURNAL, 2014,
[3] Correlated continuous time random walk with time averaged waiting time
Lv, Longjin
Ren, Fu-Yao
Wang, Jun
Xiao, Jianbin
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2015, 422 : 101 - 106
[4] Continuous-time random walk with correlated waiting times
Chechkin, Aleksei V.
Hofmann, Michael
Sokolov, Igor M.
[J]. PHYSICAL REVIEW E, 2009, 80 (03):
[5] Effective Jump Length of Coupled Continuous Time Random Walk
Liu Jian
Bao Jing-Dong
[J]. CHINESE PHYSICS LETTERS, 2013, 30 (02)
[6] Continuous time random walk with generic waiting time and external force
Fa, Kwok Sau
Wang, K. G.
[J]. PHYSICAL REVIEW E, 2010, 81 (05):
[7] Correlated continuous time random walk and option pricing
Lv, Longjin
Xiao, Jianbin
Fan, Liangzhong
Ren, Fuyao
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2016, 447 : 100 - 107
[8] Asymmetric space–time correlated continuous-time random walk
Ping Zhu
Yuhang Hu
Jian Liu
[J]. The European Physical Journal B, 2023, 96
[9] Uncoupled continuous-time random walk: finite jump length probability density function
Fa, Kwok Sau
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2012, 45 (19)
[10] A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions
Cleland, J. D.
Williams, M. A. K.
[J]. JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2023, 56 (01)

← 1 2 3 4 5 →