Continuous-time random walks on bounded domains

Nathanial Burch1, R B Lehoucq

  • 1Department of Mathematics, Colorado State University, Fort Collins, Colorado 80523-1874, USA. burch@math.colostate.edu

Summary

This study introduces a generalized master equation for continuous-time random walks in bounded domains. Numerical solutions accurately model anomalous diffusion, offering a powerful research tool.

Related Concept Videos

BIBO stability of continuous and discrete -time systems01:24

BIBO stability of continuous and discrete -time systems

System stability is a fundamental concept in signal processing, often assessed using convolution. For a system to be considered bounded-input bounded-output (BIBO) stable, any bounded input signal must produce a bounded output signal. A bounded input signal is one where the modulus does not exceed a certain constant at any point in time.
To determine the BIBO stability, the convolution integral is utilized when a bounded continuous-time input is applied to a Linear Time-Invariant (LTI) system.
Random Variables01:09

Random Variables

A random variable is a single numerical value that indicates the outcome of a procedure. The concept of random variables is fundamental to the probability theory and was introduced by a Russian mathematician, Pafnuty Chebyshev, in the mid-nineteenth century.
Uppercase letters such as X or Y denote a random variable. Lowercase letters like x or y denote the value of a random variable. If X is a random variable, then X is written in words, and x is given as a number.
For example, let X = the...
Applications of Integration to Probability Density Functions01:27

Applications of Integration to Probability Density Functions

Continuous probability distributions are used to model random variables that can take on any real value within a specified range. These variables do not take on isolated or countable values but rather exist on a continuum. For example, the height of an individual can be measured with increasing precision—such as 163.5 or 165.25 centimeters—demonstrating that height is a continuous random variable.The behavior of such variables is described using a probability density function (PDF), which...
Basic Continuous Time Signals01:22

Basic Continuous Time Signals

Basic continuous-time signals include the unit step function, unit impulse function, and unit ramp function, collectively referred to as singularity functions. Singularity functions are characterized by discontinuities or discontinuous derivatives.
The unit step function, denoted u(t), is zero for negative time values and one for positive time values, exhibiting a discontinuity at t=0. This function often represents abrupt changes, such as the step voltage introduced when turning a car's...
Limits with Oscillating Discontinuities01:19

Limits with Oscillating Discontinuities

An oscillating discontinuity is a type of discontinuity in which a function’s values fluctuate infinitely often as the input approaches a particular point. Unlike jump discontinuities, where the function suddenly shifts between two values, or infinite discontinuities, where the function diverges without bound, an oscillating discontinuity arises from rapid back-and-forth variation. Because the function never stabilizes toward a single value, no finite limit exists at that point.One of the most...
Piecewise-Defined Functions01:28

Piecewise-Defined Functions

Piecewise defined functions are mathematical models where different expressions define a function over distinct intervals of the domain. These functions are useful for representing systems with varying behaviors depending on input values.For example, the function:  uses a linear rule for inputs less than or equal to –1 and a quadratic rule for values greater than –1. Although it has two formulas, it still defines a single function.Another common type is the absolute value function, given...