首次通过时间过程和从属SLE
First passage time processes and subordinated SLE
摘要:
本文研究了二维自相似曲线上反常扩散的首次穿越时间过程。导出了弹道运动、分数布朗运动和从属游动在不同分形曲线(环擦除随机游动、调和探测器和渗流锋)上的均方位移和平均首次通过时间的标度性质。我们还定义了自然参数化从属Schramm-Loewner演化(NS-SLE)作为一种数学工具,可以模拟分形曲线上的扩散。用数值方法得到了NS-SLE的均方位移和平均首次通过时间的标度性质。
英文摘要:
We study the first passage time processes of anomalous diffusion on self similar curves in two dimensions. The scaling properties of the mean square displacement and mean first passage time of the ballistic motion, fractional Brownian motion and subordinated walk on different fractal curves (loop erased random walk, harmonic explorer and percolation front) are derived. We also define natural parametrized subordinated Schramm Loewner evolution (NS-SLE) as a mathematical tool that can model diffusion on fractal curves. The scaling properties of the mean square displacement and mean first passage time for NS-SLE are obtained by numerical means.
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