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Continuous time random walks model anomalous diffusion. Coupling allows the magnitude of particle jumps to depend on the waiting time between jumps. Governing equations for the long-time scaling limits of these models are found to have fractional powers of coupled space and time differential operators. Explicit solutions and scaling properties are presented for these equations, which can be used to model flow in porous media and other physical systems.

Continuous-time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. A physically realistic rescaling uses two different time scales for the mean waiting time and the deviation from the mean. This paper derives the scaling limits for such processes. These limit processes are governed by fractional partial differential equations that may be useful in physics. A transfer theorem for weak convergence of finite-dimensional distributions of stochastic processes is also obtained.

Continuous-time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. A physically realistic rescaling uses two different time scales for the mean waiting time and the deviation from the mean. This paper derives the scaling limits for such processes. These limit processes are governed by fractional partial differential equations that may be useful in physics. A transfer theorem for weak convergence of finite-dimensional distributions of stochastic processes is also obtained.

No abstract