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Stochastic diffusion : from Markov to non-Markov modeling
2009
journal article
article
Journal
Acta Physica Polonica. B
Author
Gudowska-Nowak Ewa
Dybiec Bartłomiej
Góra Paweł
Zygadło Ryszard
Volume
40
Number
5
Title of volume
XXI Marian Smoluchowski Symposium on Statistical Physics
Pages
1263-1270
ISSN
0587-4254
eISSN
1509-5770
Access date
2018-04-13
Language
English
Journal language
English
Abstract in English
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.
Affiliation
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
dc.abstract.en | 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. | pl |
dc.affiliation | Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego | pl |
dc.contributor.author | Gudowska-Nowak, Ewa - 128235 | pl |
dc.contributor.author | Dybiec, Bartłomiej - 102110 | pl |
dc.contributor.author | Góra, Paweł - 100071 | pl |
dc.contributor.author | Zygadło, Ryszard | pl |
dc.date.accession | 2018-04-13 | pl |
dc.date.accessioned | 2018-04-13T12:14:06Z | |
dc.date.available | 2018-04-13T12:14:06Z | |
dc.date.issued | 2009 | pl |
dc.date.openaccess | 0 | |
dc.description.accesstime | w momencie opublikowania | |
dc.description.number | 5 | pl |
dc.description.physical | 1263-1270 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 40 | pl |
dc.identifier.eissn | 1509-5770 | pl |
dc.identifier.issn | 0587-4254 | pl |
dc.identifier.project | ROD UJ / P | pl |
dc.identifier.uri | https://ruj.uj.edu.pl/xmlui/handle/item/53408 | |
dc.identifier.weblink | http://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=40&page=1263 | pl |
dc.language | eng | pl |
dc.language.container | eng | pl |
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.subtype | Article | pl |
dc.title | Stochastic diffusion : from Markov to non-Markov modeling | pl |
dc.title.journal | Acta Physica Polonica. B | pl |
dc.title.volume | XXI Marian Smoluchowski Symposium on Statistical Physics | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |
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
No affiliation
Gudowska-Nowak, Ewa
Dybiec, Bartłomiej
Góra, Paweł
Zygadło, Ryszard
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