Stochastic diffusion : from Markov to non-Markov modeling

2009
journal article
article
dc.abstract.enWe briefly discuss omnipresence of stochastic modeling in physical science by recalling definitions of Markovian diffusion and generally, non-Markovian continuous time random walks (CTRW). If the motion of an idealized system can be described by a sum of independent displacements whose statistic over short time intervals has a well defined variance, the resulting random walk converges to a normal diffusion process. In turn, if formulation of such motion assumes the idea of distribution of waiting times between subsequent steps, the CTRW scenario emerges, which typically violates the Markovian property.pl
dc.affiliationWydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiegopl
dc.contributor.authorGudowska-Nowak, Ewa - 128235 pl
dc.contributor.authorDybiec, Bartłomiej - 102110 pl
dc.contributor.authorGóra, Paweł - 100071 pl
dc.contributor.authorZygadło, Ryszardpl
dc.date.accession2018-04-13pl
dc.date.accessioned2018-04-13T12:14:06Z
dc.date.available2018-04-13T12:14:06Z
dc.date.issued2009pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.number5pl
dc.description.physical1263-1270pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume40pl
dc.identifier.eissn1509-5770pl
dc.identifier.issn0587-4254pl
dc.identifier.projectROD UJ / Ppl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/53408
dc.identifier.weblinkhttp://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=40&page=1263pl
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeotwarte czasopismo
dc.subtypeArticlepl
dc.titleStochastic diffusion : from Markov to non-Markov modelingpl
dc.title.journalActa Physica Polonica. Bpl
dc.title.volumeXXI Marian Smoluchowski Symposium on Statistical Physicspl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
We briefly discuss omnipresence of stochastic modeling in physical science by recalling definitions of Markovian diffusion and generally, non-Markovian continuous time random walks (CTRW). If the motion of an idealized system can be described by a sum of independent displacements whose statistic over short time intervals has a well defined variance, the resulting random walk converges to a normal diffusion process. In turn, if formulation of such motion assumes the idea of distribution of waiting times between subsequent steps, the CTRW scenario emerges, which typically violates the Markovian property.
dc.affiliationpl
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
dc.contributor.authorpl
Gudowska-Nowak, Ewa - 128235
dc.contributor.authorpl
Dybiec, Bartłomiej - 102110
dc.contributor.authorpl
Góra, Paweł - 100071
dc.contributor.authorpl
Zygadło, Ryszard
dc.date.accessionpl
2018-04-13
dc.date.accessioned
2018-04-13T12:14:06Z
dc.date.available
2018-04-13T12:14:06Z
dc.date.issuedpl
2009
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.numberpl
5
dc.description.physicalpl
1263-1270
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
40
dc.identifier.eissnpl
1509-5770
dc.identifier.issnpl
0587-4254
dc.identifier.projectpl
ROD UJ / P
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/53408
dc.identifier.weblinkpl
http://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=40&page=1263
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights*
Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa
dc.rights.licence
CC-BY
dc.rights.uri*
http://creativecommons.org/licenses/by/4.0/legalcode.pl
dc.share.type
otwarte czasopismo
dc.subtypepl
Article
dc.titlepl
Stochastic diffusion : from Markov to non-Markov modeling
dc.title.journalpl
Acta Physica Polonica. B
dc.title.volumepl
XXI Marian Smoluchowski Symposium on Statistical Physics
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations

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