Literatura académica sobre el tema "Continuous Time Random Walk (CTRW)"
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Artículos de revistas sobre el tema "Continuous Time Random Walk (CTRW)"
FA, KWOK SAU y K. G. WANG. "INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK". International Journal of Modern Physics B 27, n.º 12 (29 de abril de 2013): 1330006. http://dx.doi.org/10.1142/s0217979213300065.
Texto completoFA, KWOK SAU. "CONTINUOUS-TIME FINANCE AND THE WAITING TIME DISTRIBUTION: MULTIPLE CHARACTERISTIC TIMES". Modern Physics Letters B 26, n.º 23 (13 de agosto de 2012): 1250151. http://dx.doi.org/10.1142/s0217984912501515.
Texto completoJara, M. y T. Komorowski. "Limit theorems for some continuous-time random walks". Advances in Applied Probability 43, n.º 3 (septiembre de 2011): 782–813. http://dx.doi.org/10.1239/aap/1316792670.
Texto completoJara, M. y T. Komorowski. "Limit theorems for some continuous-time random walks". Advances in Applied Probability 43, n.º 03 (septiembre de 2011): 782–813. http://dx.doi.org/10.1017/s0001867800005140.
Texto completoAGLIARI, ELENA, OLIVER MÜLKEN y ALEXANDER BLUMEN. "CONTINUOUS-TIME QUANTUM WALKS AND TRAPPING". International Journal of Bifurcation and Chaos 20, n.º 02 (febrero de 2010): 271–79. http://dx.doi.org/10.1142/s0218127410025715.
Texto completoWeron, Karina, Aleksander Stanislavsky, Agnieszka Jurlewicz, Mark M. Meerschaert y Hans-Peter Scheffler. "Clustered continuous-time random walks: diffusion and relaxation consequences". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, n.º 2142 (febrero de 2012): 1615–28. http://dx.doi.org/10.1098/rspa.2011.0697.
Texto completoMAINARDI, FRANCESCO, ALESSANDRO VIVOLI y RUDOLF GORENFLO. "CONTINUOUS TIME RANDOM WALK AND TIME FRACTIONAL DIFFUSION: A NUMERICAL COMPARISON BETWEEN THE FUNDAMENTAL SOLUTIONS". Fluctuation and Noise Letters 05, n.º 02 (junio de 2005): L291—L297. http://dx.doi.org/10.1142/s0219477505002677.
Texto completoKolokoltsov, Vassili. "CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control". Fractional Calculus and Applied Analysis 25, n.º 1 (febrero de 2022): 128–65. http://dx.doi.org/10.1007/s13540-021-00002-2.
Texto completoAbdel-Rehim, Enstar A. "From power laws to fractional diffusion processes with and without external forces, the non direct way". Fractional Calculus and Applied Analysis 22, n.º 1 (25 de febrero de 2019): 60–77. http://dx.doi.org/10.1515/fca-2019-0004.
Texto completoKlamut, Jarosław y Tomasz Gubiec. "Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering". Entropy 23, n.º 12 (26 de noviembre de 2021): 1576. http://dx.doi.org/10.3390/e23121576.
Texto completoTesis sobre el tema "Continuous Time Random Walk (CTRW)"
Gubiec, Tomasz y Ryszard Kutner. "Two-step memory within Continuous Time Random Walk". Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-183316.
Texto completoGubiec, Tomasz y Ryszard Kutner. "Two-step memory within Continuous Time Random Walk". Diffusion fundamentals 20 (2013) 64, S. 1, 2013. https://ul.qucosa.de/id/qucosa%3A13643.
Texto completoChang, Qiang. "Continuous-time random-walk simulation of surface kinetics". The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1166592142.
Texto completoLi, Chao. "Option pricing with generalized continuous time random walk models". Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23202.
Texto completoNiemann, Markus. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk". Wuppertal Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.
Texto completoNiemann, Markus [Verfasser]. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk / Markus Niemann". Wuppertal : Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.
Texto completoHelfferich, Julian [Verfasser] y Alexander [Akademischer Betreuer] Blumen. "Glass dynamics in the continuous-time random walk framework = Glasdynamik als Zufallsprozess". Freiburg : Universität, 2015. http://d-nb.info/1125885513/34.
Texto completoAllen, Andrew. "A Random Walk Version of Robbins' Problem". Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1404568/.
Texto completoPöschke, Patrick. "Influence of Molecular Diffusion on the Transport of Passive Tracers in 2D Laminar Flows". Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19526.
Texto completoIn this thesis, we consider the advection-diffusion-(reaction) problem for passive tracer particles suspended in two-dimensional laminar flow patterns with small thermal noise. The deterministic flow comprises cells in the shape of either squares or cat’s eyes. Rotational motion occurs inside them. Some of the flows consist of sinusoidal regions of straight forward motion. All systems are either periodic or are bounded by walls. One examined family of flows continuously interpolates between arrays of eddies and shear flows. We analyse extensive numerical simulations, which confirm previous theoretical predictions as well as reveal new phenomena. Without noise, particles are trapped forever in single building blocks of the flow. Adding small thermal noise, leads to largely enhanced normal diffusion for long times and several kinds of diffusion for intermediate times. Using continuous time random walk models, we derive analytical expressions in accordance with numerical results, ranging from subdiffusive to superballistic anomalous diffusion for intermediate times depending on parameters, initial conditions and aging time. We clearly see, that some of the previous predictions are only true for particles starting at the separatrix of the flow - the only case considered in depth in the past - and that the system might show a vastly different behavior in other situations, including an oscillatory one, when starting in the center of an eddy after a certain aging time. Furthermore, simulations reveal that particle reactions occur more frequently at positions where the velocity of the flow changes the most, resulting in slow particles being hit by faster ones following them. The extensive numerical simulations performed for this thesis had to be done now that we have the computational means to do so. Machines are powerful tools in order to gain a deeper and more detailed insight into the dynamics of many complicated dynamical and stochastic systems.
Puyguiraud, Alexandre. "Upscaling transport in heterogeneous media : from pore to Darcy scale through Continuous Time Random Walks". Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTG016/document.
Texto completoThe mechanisms responsible for anomalous (non-Fickian) hydrodynamictransport can be traced back to the complexity of the medium geometry atthe pore-scale. In this thesis, we investigate the dynamics of pore-scaleparticle velocities. Using particle tracking simulations performed on adigitized Berea sandstone sample, we present a detailed analysis of theevolution of the Lagrangian and Eulerian evolution and their dependenceon the initial conditions. The particles experience a complexintermittent temporal velocity signal along their streamline while theirspatial velocity series exhibit regular fluctuations. The spatialvelocity distribution of the particles converges quickly to thesteady-state. These results lead naturally to Markov processes for theprediction of these velocity series.These processes, together with the tortuosity and the velocitycorrelation distance that are properties of the medium, allow theparameterization of a continuous time random walk (CTRW) for theupscaling of the transport. The model, like any upscaled model, relieson the definition of a representative elementary volume (REV). We showthat an REV based on the velocity statistics allows defining a pertinentsupport for modeling pre-asymptotic to asymptotic hydrodynamictransport at Darcy scale using, for instance, CTRW, thus overcomingthe limitations associated with the Fickian advection dispersionequation. Finally, we investigate the impact of pore-scale heterogeneityon a bimolecular reaction and explore a methodology for the predictionof the mixing volume and the chemical mass produced
Capítulos de libros sobre el tema "Continuous Time Random Walk (CTRW)"
Jin, Bangti. "Continuous Time Random Walk". En Fractional Differential Equations, 3–18. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76043-4_1.
Texto completoSchinazi, Rinaldo B. "Continuous Time Branching Random Walk". En Classical and Spatial Stochastic Processes, 135–52. Boston, MA: Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1582-0_6.
Texto completoGrigolini, Paolo. "The Continuous-Time Random Walk Versus the Generalized Master Equation". En Fractals, Diffusion, and Relaxation in Disordered Complex Systems, 357–474. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2005. http://dx.doi.org/10.1002/0471790265.ch5.
Texto completoGorenflo, Rudolf y Francesco Mainardi. "Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk". En Processes with Long-Range Correlations, 148–66. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/3-540-44832-2_8.
Texto completoHadian Rasanan, Amir Hosein, Mohammad Mahdi Moayeri, Jamal Amani Rad y Kourosh Parand. "From Continuous Time Random Walk Models to Human Decision-Making Modelling". En Mathematical Methods in Dynamical Systems, 239–72. Boca Raton: CRC Press, 2023. http://dx.doi.org/10.1201/9781003328032-9.
Texto completoSposini, Vittoria, Silvia Vitali, Paolo Paradisi y Gianni Pagnini. "Fractional Diffusion and Medium Heterogeneity: The Case of the Continuous Time Random Walk". En SEMA SIMAI Springer Series, 275–86. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69236-0_14.
Texto completoCaffarelli, Luis y Luis Silvestre. "Hölder Regularity for Generalized Master Equations with Rough Kernels". En Advances in Analysis, editado por Charles Fefferman, Alexandru D. Ionescu, D. H. Phong, Stephen Wainger, Charles Fefferman, Alexandru D. Ionescu, D. H. Phong y Stephen Wainger. Princeton University Press, 2014. http://dx.doi.org/10.23943/princeton/9780691159416.003.0004.
Texto completo"Continuous Time Random Walk model". En Langevin and Fokker–Planck Equations and their Generalizations, 117–35. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813228412_0006.
Texto completo"Quantum Continuous Time Random Walk Model". En Diffusion, 243–54. CRC Press, 2013. http://dx.doi.org/10.1201/b16008-18.
Texto completoFallahgoul, Hasan A., Sergio M. Focardi y Frank J. Fabozzi. "Continuous-Time Random Walk and Fractional Calculus". En Fractional Calculus and Fractional Processes with Applications to Financial Economics, 81–90. Elsevier, 2017. http://dx.doi.org/10.1016/b978-0-12-804248-9.50007-3.
Texto completoActas de conferencias sobre el tema "Continuous Time Random Walk (CTRW)"
Cui, Jie, HongGuang Sun, Ailian Chang y Xu Zhang. "A Matlab Toolbox for Particle Transport Simulation in Fractal Media". En ASME 2015 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/detc2015-47186.
Texto completoCapes, H., M. Christova, D. Boland, A. Bouzaher, F. Catoire, L. Godbert-Mouret, M. Koubiti et al. "Modeling of Line Shapes using Continuous Time Random Walk Theory". En APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: Proceedings of the 2nd International Conference. AIP, 2010. http://dx.doi.org/10.1063/1.3526606.
Texto completoGORENFLO, R., F. MAINARDI y A. VIVOLI. "SUBORDINATION IN FRACTIONAL DIFFUSION PROCESSES VIA CONTINUOUS TIME RANDOM WALK". En Proceedings of the 5th International ISAAC Congress. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789812835635_0043.
Texto completoKang, Kang, Elsayed Abdelfatah, Maysam Pournik, Bor Jier Shiau y Jeffrey Harwell. "Multiscale Modeling of Carbonate Acidizing Using Continuous Time Random Walk Approach". En SPE Kuwait Oil & Gas Show and Conference. Society of Petroleum Engineers, 2017. http://dx.doi.org/10.2118/187541-ms.
Texto completoCapes, H., M. Christova, D. Boland, F. Catoire, L. Godbert-Mouret, M. Koubiti, A. Mekkaoui et al. "Revisiting the Stark Broadening by fluctuating electric fields using the Continuous Time Random Walk Theory". En 20TH INTERNATIONAL CONFERENCE ON SPECTRAL LINE SHAPES. AIP, 2010. http://dx.doi.org/10.1063/1.3517538.
Texto completoPaekivi, S., R. Mankin y A. Rekker. "Interspike interval distribution for a continuous-time random walk model of neurons in the diffusion limit". En APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 10th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’18. Author(s), 2018. http://dx.doi.org/10.1063/1.5064927.
Texto completoPackwood, Daniel M. "Phase relaxation in slowly changing environments: Evaluation of the Kubo-Anderson model for a continuous-time random walk". En 4TH INTERNATIONAL SYMPOSIUM ON SLOW DYNAMICS IN COMPLEX SYSTEMS: Keep Going Tohoku. American Institute of Physics, 2013. http://dx.doi.org/10.1063/1.4794620.
Texto completoWang, Yan. "Accelerating Stochastic Dynamics Simulation With Continuous-Time Quantum Walks". En ASME 2016 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/detc2016-59420.
Texto completoVadgama, Nikul, Marios Kapsis, Peter Forsyth, Matthew McGilvray y David R. H. Gillespie. "Development and Validation of a Continuous Random Walk Model for Particle Tracking in Accelerating Flows". En ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-16026.
Texto completoForsyth, Peter, David R. H. Gillespie, Matthew McGilvray y Vincent Galoul. "Validation and Assessment of the Continuous Random Walk Model for Particle Deposition in Gas Turbine Engines". En ASME Turbo Expo 2016: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/gt2016-57332.
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