Non-linear continuous time random walk models

Helena Stage () and Sergei Fedotov
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Helena Stage: School of Mathematics, The University of Manchester
Sergei Fedotov: School of Mathematics, The University of Manchester

The European Physical Journal B: Condensed Matter and Complex Systems, 2017, vol. 90, issue 11, 1-11

Abstract: Abstract A standard assumption of continuous time random walk (CTRW) processes is that there are no interactions between the random walkers, such that we obtain the celebrated linear fractional equation either for the probability density function of the walker at a certain position and time, or the mean number of walkers. The question arises how one can extend this equation to the non-linear case, where the random walkers interact. The aim of this work is to take into account this interaction under a mean-field approximation where the statistical properties of the random walker depend on the mean number of walkers. The implementation of these non-linear effects within the CTRW integral equations or fractional equations poses difficulties, leading to the alternative methodology we present in this work. We are concerned with non-linear effects which may either inhibit anomalous effects or induce them where they otherwise would not arise. Inhibition of these effects corresponds to a decrease in the waiting times of the random walkers, be this due to overcrowding, competition between walkers or an inherent carrying capacity of the system. Conversely, induced anomalous effects present longer waiting times and are consistent with symbiotic, collaborative or social walkers, or indirect pinpointing of favourable regions by their attractiveness.

Date: 2017
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DOI: 10.1140/epjb/e2017-80400-5

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