Dynamics of Annealed Systems under External Fields: CTRW and the Fractional Fokker-Planck Equations

Localization and universal fluctuations in ultraslow diffusion processes

We study ultraslow diffusion processes with logarithmic mean squared displacement (MSD) $\langle x^2(t)\rangle\simeq\log^γt$. Comparison of annealed continuous time random walks (CTRWs) with logarithmic waiting time distribution $ψ(τ)\simeq1/(τ\log^{1+γ}τ)$ and Sinai diffusion in quenched random landscapes shows striking similarities, despite their very different physical nature. In particular, they exhibit a weakly non-ergodic disparity of the time and ensemble averaged MSDs. Remarkably, for the CTRW we observe that the fluctuations of time averages become universal with an exponential suppre…

Ageing first passage time density in continuous time random walks and quenched energy landscapes

We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function $ψ(t) \simeq t^{-1-α}$) ($0\le α\le 2$). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time $t_a$, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs describe systems su…

Continuous Time Random Walk with time-dependent jump probability : A Direct Probabilistic Approach

We investigate the dynamics of a particle executing a general Continuous Time Random Walk (CTRW) in three dimensions under the influence of arbitrary time-varying external fields. Contrary to the general approach in recent works, our method invokes neither the Fractional Fokker-Planck equation (FFPE) nor the Stochastic Langevin Equation (SLE). Rather, we use rigorous probability arguments to derive the general expression for moments of all orders of the position probability density of the random walker for arbitrary waiting time density and jump probability density. Closed form expression for …

Sample-dependent first-passage time distribution in a disordered medium

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT) distribution in a given sample that enables detailed comparison of the two problems. For a system of finite size, the number and spatial arrangement of deep traps yield significant sample-to-sample variations in the FPT statistics. Numerical simulations of a quenched trap model with power-law sojourn times confirm the existence of two characteristic time sca…

Fractional time random walk subdiffusion and anomalous transport with finite mean residence times: faster, not slower

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and FFPE description which is featured by finite mean residence times (MRTs) in any spatial domain of finite size. Transient subdiffusive transport can occur on a very large time scale $τ_c$ which can greatly exceed mean residence time in any trap, $τ_c\gg <τ>$, and even not being related to it. Asymptotically, on a macroscale transport becomes normal for $t\gg…

介观理论中的 flocking 与 anti-alignment 复制

Mesoscopic theory of flocking with alignment and antialignment copying

本文研究了集体运动的随机模型，通过成对对齐或反对齐复制互动更新个体方向，推导了精确的介观描述，并验证了竞争性复制规则和内在噪声对集体动态的影响。