Clustered continuous-time random walks: diffusion and relaxation consequences.
We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies.
Institute of Physics, Wrocław University of Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland.
Karina
K
Weron
Aleksander
A
Stanislavsky
Agnieszka
A
Jurlewicz
Mark M
MM
Meerschaert
Hans-Peter
HP
Scheffler