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Clustered continuous-time random walks: diffusion and relaxation consequences.

Karina Weron1, Aleksander Stanislavsky, Agnieszka Jurlewicz

  • 1Institute of Physics, Wrocław University of Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland.

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Summary
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We introduce clustered continuous-time random walks (CTRWs) with coupled waiting times and jumps. These CTRWs model two power-law relaxations using fractional diffusion equations, explaining experimental observations.

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Area of Science:

  • Physics
  • Mathematics
  • Statistical Mechanics

Background:

  • Continuous-time random walks (CTRWs) are fundamental models for anomalous diffusion.
  • Existing CTRW models often assume independent jumps and waiting times.

Purpose of the Study:

  • To introduce a novel CTRW model with clustered jumps and coupled waiting times.
  • To analyze the scaling limits and fractional diffusion equations governing these clustered CTRWs.
  • To demonstrate the model's ability to capture experimentally observed two power-law relaxation patterns.

Main Methods:

  • Development of a new class of CTRWs with clustered jumps.
  • Mathematical analysis of scaling limits, identifying them as time-changed processes.
  • Derivation of fractional diffusion equations based on coupling dependencies.

Main Results:

  • The scaling limits of the proposed CTRWs are shown to be time-changed processes.
  • Two distinct fractional diffusion equations arise, depending on the coupling of waiting times to preceding or following jumps.
  • These equations successfully model diverse two power-law relaxation patterns observed in experiments.

Conclusions:

  • Clustered jumps and coupled waiting times in CTRWs provide a unified framework for understanding complex relaxation dynamics.
  • The derived fractional diffusion equations offer powerful tools for analyzing experimental data with power-law behaviors.
  • The model parameters directly relate to observable exponents and frequencies in relaxation phenomena.