Showing 1 - 10 of 80
Small-scale models in the form of random walks, combining Gaussian jumps, advection by mean flow field and possibly very long sorbing durations, correspond to experimental data in many porous media, in the laboratory and in the field. Within this frame-work, solutes are observed in two phases,...
Persistent link: https://www.econbiz.de/10010749401
We investigate the influence of a weak uniform bias on chaotic diffusion generated by iterated one-dimensional maps which, in the absence of the bias, lead to subdiffusion.
Persistent link: https://www.econbiz.de/10010599491
Many authors have documented that it is challenging to explain exchange rate fluctuations with macroeconomic fundamentals: a random walk forecasts future exchange rates better than existing macroeconomic models. This paper applies newly developed tests for nested model that are robust to the...
Persistent link: https://www.econbiz.de/10009475539
We analyze a semi-infinite one-dimensional random walk process with a biased motion that is incremental in one direction and long-range in the other. On a network with a fixed hierarchy of long-range jumps, we find with exact renormalization group calculations that there is a dynamical...
Persistent link: https://www.econbiz.de/10011193983
Graph clustering has been an essential part in many methods and thus its accuracy has a significant effect on many applications. In addition, exponential growth of real-world graphs such as social networks, biological networks and electrical circuits demands clustering algorithms with...
Persistent link: https://www.econbiz.de/10010871970
The relation between diffusion and conductivity is established for a case of diffusing particle moved by means of Levy hops. It is shown that due to an unusual character of the Levy flight a particle velocity depends on electrical field in nonlinear way in arbitrary weak fields. A nonlinear...
Persistent link: https://www.econbiz.de/10010872033
We present a variety of models of random walk, discrete in space and time, suitable for simulating random variables whose probability density obeys a space–time fractional diffusion equation.
Persistent link: https://www.econbiz.de/10010872139
We report some experimental results for quasi-two-dimensional electrocrystallization of copper under magnetic fields. Such results are theoretically investigated by large scale simulations of a DLA-like model in which random walkers can move along circular vortices enhanced by the Lorentz force....
Persistent link: https://www.econbiz.de/10010872456
In the framework of the one-dimensional fractal time random walk (FTRW) relaxation model, we rigorously show that the frequency domain response takes, in both nonbiased and biased walks, the only possible Cole-Cole form. The underlying reason for this is the specific form of the relaxation...
Persistent link: https://www.econbiz.de/10010872734
Empirical data for stock and stock-indexes returns that is available for international markets as well as for the Russian stock market is introduced and discussed. Random walk process with a specific law of an elementary independent increment (jump) in some random walk space is proposed for a...
Persistent link: https://www.econbiz.de/10010873065