Uncoupled continuous-time random walk model: Analytical and numerical solutions

作者：Fa Kwok Sau^*

来源：Physical Review E, 2014, 89(5): 052141.

DOI：10.1103/PhysRevE.89.052141

Solutions for the continuous-time random walk (CTRW) model are known in few cases. In this work, the uncoupled CTRW model is investigated analytically and numerically. In particular, the probability density PDF) and n-moment are obtained and analyzed. Exponential and Gaussian functions are used for the jump length PDF, whereas the Mittag-Leffler function and a combination of exponential and power-laws function is used for the waiting time PDF. The exponential and Gaussian jump length PDFs have finite jump length variances and they give the same second moment; however, their distribution functions present different behaviors near the origin. The combination of exponential and power-law function for the waiting time PDF can generate a crossover from anomalous regime to normal regime. Moreover, the parameter of the exponential jump length PDF does not change the behavior of the n-moment for all time intervals, and for the Gaussian jump length PDF the n-moment also indicates a similar behavior.

• 出版日期2014-5-28