Continuous-Time Random Walks
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Related Articles from SNS
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
arXiv:2605.31471v1 Announce Type: cross Abstract: We investigate uniform weak convergence rates for probabilistic numerical methods applied to backward time-fractional diffusion equations whose dynamics are driven by diffusions with possibly unbounded coefficients, such as the Geometric Brownian Motion. The fractional structure is represented through a random time-change by the inverse of a stable subordinator. To approximate the underlying fractional dynamics, we combine discrete Markov...
Decomposition of Anomalous Diffusion in two-state random walks
arXiv:2606.00149v1 Announce Type: cross Abstract: Two-state stochastic models, where motion alternates between distinct dynamical modes, are widely observed in complex systems. Here we study the Two-State Random Walk (TSRW), which switches between a continuous-time random walk (CTRW) rest state and a standard L'evy walk (LW) motion state, each with power-law distributed sojourn times. Using anomalous diffusion decomposition, we show that TSRWs exhibit a generic coexistence of Joseph...
Decomposition of Anomalous Diffusion in two-state random walks
Announce Type: replace-cross Abstract: Two-state stochastic models, where motion alternates between distinct dynamical modes, are widely observed in complex systems. Here we study the Two-State Random Walk (TSRW), which switches between a continuous-time random walk (CTRW) rest state and a standard L'evy walk (LW) motion state, each with power-law distributed sojourn times.