A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory： the jumping distance and the waiting time, are ...A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory： the jumping distance and the waiting time, are replaced by two new ones： the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement （x^2（t）） - t^a is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0 〈 a 〈 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.展开更多
The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9（t） ～ t^γ, 0 ≤ γ 〈...The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9（t） ～ t^γ, 0 ≤ γ 〈 2, and the probability density function ω（t） of a particle＇s waiting time t follows a power law form for large t： ω（t） ～t^-（1＋α）, 0 〈 α 〈 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent 7 and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.展开更多
A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time...A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.展开更多
This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random ...This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.展开更多
基金supported by the Scientific Research Foundation of Sichuan University for Young Teachers,China (GrantNo. 2009SCU11120)
文摘A generalized continuous time random walk model which is dependent on environmental damping is proposed in which the two key parameters of the usual random walk theory： the jumping distance and the waiting time, are replaced by two new ones： the pulse velocity and the flight time. The anomalous diffusion of a free particle which is characterized by the asymptotical mean square displacement （x^2（t）） - t^a is realized numerically and analysed theoretically, where the value of the power index a is in a region of 0 〈 a 〈 2. Particularly, the damping leads to a sub-diffusion when the impact velocities are drawn from a Gaussian density function and the super-diffusive effect is related to statistical extremes, which are called rare-though-dominant events.
基金Supported by the National Natural Science Foundation of China under Grant Nos 11605003 and 11547231
文摘The generalized master equation for the space-time coupled continuous time random walk is derived analytically, in which the space-time coupling is considered through the correlated function 9（t） ～ t^γ, 0 ≤ γ 〈 2, and the probability density function ω（t） of a particle＇s waiting time t follows a power law form for large t： ω（t） ～t^-（1＋α）, 0 〈 α 〈 1. The results indicate that the expressions of the generalized master equation are determined by the correlation exponent 7 and the long-tailed index α of the waiting time. Moreover, the diffusion results obtained from the generalized master equation are in accordance with the previous known results and the numerical simulation results.
基金Supported in part by the National Natural Science Foundation of China under Grant No.11671115 the Natural Science Foundation of Zhejiang Province under Grant No.LY14A010025
文摘A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.
文摘This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation （FFPE） with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.
