Published June 1, 2007
| Version v1
Journal article
Superdiffusion of a random walk driven by an ergodic Markov process with switching
Creators
- 1. School of Mathematics, University of Manchester, Manchester M60 1QD (United Kingdom)
- 2. Ural State University, Lenin Str. 51, 620083 Ekaterinburg (Russian Federation)
- 3. Department of Mathematics, University of Leicester, Leicester LE1 7RH (United Kingdom)
Description
We propose a Markov model with an ergodic two-component switching mechanism that dynamically generates anomalous diffusion. The first component plays the role of a hidden parameter. The second one is the switching component generating the superdiffusion of a random walker and is itself non-Markovian. The model is studied numerically using the Monte Carlo technique
Additional details
Identifiers
- DOI
- 10.1088/1751-8113/40/22/001;
- PII
- S1751-8113(07)45496-8;
Publishing Information
- Journal Title
- Journal of Physics. A, Mathematical and Theoretical (Online)
- Journal Volume
- 40
- Journal Issue
- 22
- Journal Page Range
- p. 5769-5782
- ISSN
- 1751-8121
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 38072489
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- DIFFUSION; GRAPH THEORY; MARKOV PROCESS; MONTE CARLO METHOD; RANDOMNESS
- Descriptors DEC
- CALCULATION METHODS; MATHEMATICS; STOCHASTIC PROCESSES