Continuous-time random walk: exact solutions for the probability density function and first two moments

Fat, Joni Continuous-time random walk: exact solutions for the probability density function and first two moments. Continuous-time random walk: exact solutions for the probability density function and first two moments.

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Abstract

We consider decoupled continuous time random walk model with finite characteristic waiting time and approximate jump length variance. We take the waiting time probability distribution given by a combination of exponential and Mittag-Leffler function. Using this waiting time probability distribution we investigate diffusion behaviors for all the time. We obtain exact solutions for the first two moments and probability distribution for force-free and linear force cases. Due to the finite characteristic waiting time and jump length variance the model presents, for the force- free case, normal diffusive behavior in the long-time limit. Further, the model can describe anomalous behavior at the intermediate times.

Item Type: Article
Subjects: Artikel
Penelitian > Fakultas Ekonomi
Divisions: Fakultas Teknik > Teknik Elektro
Depositing User: Puskom untar untar
Date Deposited: 30 Aug 2021 10:18
Last Modified: 30 Aug 2021 10:49
URI: http://repository.untar.ac.id/id/eprint/32335

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