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Статті в журналах з теми "Continuous Time Random Walk (CTRW)"
FA, KWOK SAU, and K. G. WANG. "INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK." International Journal of Modern Physics B 27, no. 12 (April 29, 2013): 1330006. http://dx.doi.org/10.1142/s0217979213300065.
Повний текст джерелаFA, KWOK SAU. "CONTINUOUS-TIME FINANCE AND THE WAITING TIME DISTRIBUTION: MULTIPLE CHARACTERISTIC TIMES." Modern Physics Letters B 26, no. 23 (August 13, 2012): 1250151. http://dx.doi.org/10.1142/s0217984912501515.
Повний текст джерелаJara, M., and T. Komorowski. "Limit theorems for some continuous-time random walks." Advances in Applied Probability 43, no. 3 (September 2011): 782–813. http://dx.doi.org/10.1239/aap/1316792670.
Повний текст джерелаJara, M., and T. Komorowski. "Limit theorems for some continuous-time random walks." Advances in Applied Probability 43, no. 03 (September 2011): 782–813. http://dx.doi.org/10.1017/s0001867800005140.
Повний текст джерелаAGLIARI, ELENA, OLIVER MÜLKEN, and ALEXANDER BLUMEN. "CONTINUOUS-TIME QUANTUM WALKS AND TRAPPING." International Journal of Bifurcation and Chaos 20, no. 02 (February 2010): 271–79. http://dx.doi.org/10.1142/s0218127410025715.
Повний текст джерелаWeron, Karina, Aleksander Stanislavsky, Agnieszka Jurlewicz, Mark M. Meerschaert, and Hans-Peter Scheffler. "Clustered continuous-time random walks: diffusion and relaxation consequences." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, no. 2142 (February 2012): 1615–28. http://dx.doi.org/10.1098/rspa.2011.0697.
Повний текст джерелаMAINARDI, FRANCESCO, ALESSANDRO VIVOLI, and RUDOLF GORENFLO. "CONTINUOUS TIME RANDOM WALK AND TIME FRACTIONAL DIFFUSION: A NUMERICAL COMPARISON BETWEEN THE FUNDAMENTAL SOLUTIONS." Fluctuation and Noise Letters 05, no. 02 (June 2005): L291—L297. http://dx.doi.org/10.1142/s0219477505002677.
Повний текст джерелаKolokoltsov, Vassili. "CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control." Fractional Calculus and Applied Analysis 25, no. 1 (February 2022): 128–65. http://dx.doi.org/10.1007/s13540-021-00002-2.
Повний текст джерелаAbdel-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, no. 1 (February 25, 2019): 60–77. http://dx.doi.org/10.1515/fca-2019-0004.
Повний текст джерелаKlamut, Jarosław, and Tomasz Gubiec. "Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering." Entropy 23, no. 12 (November 26, 2021): 1576. http://dx.doi.org/10.3390/e23121576.
Повний текст джерелаДисертації з теми "Continuous Time Random Walk (CTRW)"
Gubiec, Tomasz, and Ryszard Kutner. "Two-step memory within Continuous Time Random Walk." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-183316.
Повний текст джерелаGubiec, Tomasz, and 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.
Повний текст джерелаChang, Qiang. "Continuous-time random-walk simulation of surface kinetics." The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1166592142.
Повний текст джерелаLi, 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.
Повний текст джерелаNiemann, Markus. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk." Wuppertal Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.
Повний текст джерелаNiemann, Markus [Verfasser]. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk / Markus Niemann." Wuppertal : Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.
Повний текст джерелаHelfferich, Julian [Verfasser], and 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.
Повний текст джерелаAllen, Andrew. "A Random Walk Version of Robbins' Problem." Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1404568/.
Повний текст джерелаPöschke, 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.
Повний текст джерелаIn 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.
Повний текст джерелаThe 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
Частини книг з теми "Continuous Time Random Walk (CTRW)"
Jin, Bangti. "Continuous Time Random Walk." In Fractional Differential Equations, 3–18. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76043-4_1.
Повний текст джерелаSchinazi, Rinaldo B. "Continuous Time Branching Random Walk." In Classical and Spatial Stochastic Processes, 135–52. Boston, MA: Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1582-0_6.
Повний текст джерелаGrigolini, Paolo. "The Continuous-Time Random Walk Versus the Generalized Master Equation." In 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.
Повний текст джерелаGorenflo, Rudolf, and Francesco Mainardi. "Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk." In Processes with Long-Range Correlations, 148–66. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/3-540-44832-2_8.
Повний текст джерелаHadian Rasanan, Amir Hosein, Mohammad Mahdi Moayeri, Jamal Amani Rad, and Kourosh Parand. "From Continuous Time Random Walk Models to Human Decision-Making Modelling." In Mathematical Methods in Dynamical Systems, 239–72. Boca Raton: CRC Press, 2023. http://dx.doi.org/10.1201/9781003328032-9.
Повний текст джерелаSposini, Vittoria, Silvia Vitali, Paolo Paradisi, and Gianni Pagnini. "Fractional Diffusion and Medium Heterogeneity: The Case of the Continuous Time Random Walk." In SEMA SIMAI Springer Series, 275–86. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69236-0_14.
Повний текст джерелаCaffarelli, Luis, and Luis Silvestre. "Hölder Regularity for Generalized Master Equations with Rough Kernels." In Advances in Analysis, edited by Charles Fefferman, Alexandru D. Ionescu, D. H. Phong, Stephen Wainger, Charles Fefferman, Alexandru D. Ionescu, D. H. Phong, and Stephen Wainger. Princeton University Press, 2014. http://dx.doi.org/10.23943/princeton/9780691159416.003.0004.
Повний текст джерела"Continuous Time Random Walk model." In Langevin and Fokker–Planck Equations and their Generalizations, 117–35. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813228412_0006.
Повний текст джерела"Quantum Continuous Time Random Walk Model." In Diffusion, 243–54. CRC Press, 2013. http://dx.doi.org/10.1201/b16008-18.
Повний текст джерелаFallahgoul, Hasan A., Sergio M. Focardi, and Frank J. Fabozzi. "Continuous-Time Random Walk and Fractional Calculus." In 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.
Повний текст джерелаТези доповідей конференцій з теми "Continuous Time Random Walk (CTRW)"
Cui, Jie, HongGuang Sun, Ailian Chang, and Xu Zhang. "A Matlab Toolbox for Particle Transport Simulation in Fractal Media." In 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.
Повний текст джерелаCapes, 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." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: Proceedings of the 2nd International Conference. AIP, 2010. http://dx.doi.org/10.1063/1.3526606.
Повний текст джерелаGORENFLO, R., F. MAINARDI, and A. VIVOLI. "SUBORDINATION IN FRACTIONAL DIFFUSION PROCESSES VIA CONTINUOUS TIME RANDOM WALK." In Proceedings of the 5th International ISAAC Congress. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789812835635_0043.
Повний текст джерелаKang, Kang, Elsayed Abdelfatah, Maysam Pournik, Bor Jier Shiau, and Jeffrey Harwell. "Multiscale Modeling of Carbonate Acidizing Using Continuous Time Random Walk Approach." In SPE Kuwait Oil & Gas Show and Conference. Society of Petroleum Engineers, 2017. http://dx.doi.org/10.2118/187541-ms.
Повний текст джерелаCapes, 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." In 20TH INTERNATIONAL CONFERENCE ON SPECTRAL LINE SHAPES. AIP, 2010. http://dx.doi.org/10.1063/1.3517538.
Повний текст джерелаPaekivi, S., R. Mankin, and A. Rekker. "Interspike interval distribution for a continuous-time random walk model of neurons in the diffusion limit." In 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.
Повний текст джерелаPackwood, Daniel M. "Phase relaxation in slowly changing environments: Evaluation of the Kubo-Anderson model for a continuous-time random walk." In 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.
Повний текст джерелаWang, Yan. "Accelerating Stochastic Dynamics Simulation With Continuous-Time Quantum Walks." In 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.
Повний текст джерелаVadgama, Nikul, Marios Kapsis, Peter Forsyth, Matthew McGilvray, and David R. H. Gillespie. "Development and Validation of a Continuous Random Walk Model for Particle Tracking in Accelerating Flows." In ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-16026.
Повний текст джерелаForsyth, Peter, David R. H. Gillespie, Matthew McGilvray, and Vincent Galoul. "Validation and Assessment of the Continuous Random Walk Model for Particle Deposition in Gas Turbine Engines." In ASME Turbo Expo 2016: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/gt2016-57332.
Повний текст джерела