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Relevant bibliographies by topics / Subdiffusive continuous time random walk

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Academic literature on the topic 'Subdiffusive continuous time random walk'

Author: Grafiati

Published: 4 June 2021

Last updated: 15 February 2022

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Journal articles on the topic "Subdiffusive continuous time random walk"

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FA, KWOK SAU, and K. G. WANG. "INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK." International Journal of Modern Physics B 27, no. 12 (2013): 1330006. http://dx.doi.org/10.1142/s0217979213300065.

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The continuous-time random walk (CTRW) model is a useful tool for the description of diffusion in nonequilibrium systems, which is broadly applied in nature and life sciences, e.g., from biophysics to geosciences. In particular, the integro-differential equations for diffusion and diffusion-advection are derived asymptotically from the decoupled CTRW model and a generalized Chapmann–Kolmogorov equation, with generic waiting time probability density function (PDF) and external force. The advantage of the integro-differential equations is that they can be used to investigate the entire diffusion

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Magdziarz, Marcin, Władysław Szczotka, and Piotr Żebrowski. "Asymptotic behaviour of random walks with correlated temporal structure." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 469, no. 2159 (2013): 20130419. http://dx.doi.org/10.1098/rspa.2013.0419.

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We introduce a continuous-time random walk process with correlated temporal structure. The dependence between consecutive waiting times is generated by weighted sums of independent random variables combined with a reflecting boundary condition. The weights are determined by the memory kernel, which belongs to the broad class of regularly varying functions. We derive the corresponding diffusion limit and prove its subdiffusive character. Analysing the set of corresponding coupled Langevin equations, we verify the speed of relaxation, Einstein relations, equilibrium distributions, ageing and erg

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Pozzoli, Gaia, Mattia Radice, Manuele Onofri, and Roberto Artuso. "A Continuous-Time Random Walk Extension of the Gillis Model." Entropy 22, no. 12 (2020): 1431. http://dx.doi.org/10.3390/e22121431.

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We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum

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Kim, Hyun-Joo. "Time-average based on scaling law in anomalous diffusions." Modern Physics Letters B 29, no. 13 (2015): 1550059. http://dx.doi.org/10.1142/s0217984915500591.

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To solve the obscureness in measurement brought about from the weak ergodicity breaking appeared in anomalous diffusions, we have suggested the time-averaged mean squared displacement (MSD) [Formula: see text] with an integral interval depending linearly on the lag time τ. For the continuous time random walk describing a subdiffusive behavior, we have found that [Formula: see text] like that of the ensemble-averaged MSD, which makes it be possible to measure the proper exponent values through time-average in experiments like a single molecule tracking. Also, we have found that it has originate

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Walczak, Andrzej. "Patient treatment prediction by continuous time random walk inside complex system." MATEC Web of Conferences 210 (2018): 02006. http://dx.doi.org/10.1051/matecconf/201821002006.

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Stochastic resonance model for medical patient condition is proposed. Approach has been generalized by means of fractional Fokker-Planck equation and subdiffusion processes. Nonadditive entropy method has been used to achieve nonlinear fractional Fokker-Planck equation. We proved that duration of an unchanged patient situation can be estimated and fulfills rules for “fat tail” probability distribution. We also proved that probability of patient staying in an unchanged condition behaves the same. Formal rules were built on concept of similarity between real patient condition and potential well

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Albers, T., and G. Radons. "Subdiffusive continuous time random walks and weak ergodicity breaking analyzed with the distribution of generalized diffusivities." EPL (Europhysics Letters) 102, no. 4 (2013): 40006. http://dx.doi.org/10.1209/0295-5075/102/40006.

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Li, Shu-Nan, and Bing-Yang Cao. "Fractional-order heat conduction models from generalized Boltzmann transport equation." Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 378, no. 2172 (2020): 20190280. http://dx.doi.org/10.1098/rsta.2019.0280.

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The relationship between fractional-order heat conduction models and Boltzmann transport equations (BTEs) lacks a detailed investigation. In this paper, the continuity, constitutive and governing equations of heat conduction are derived based on fractional-order phonon BTEs. The underlying microscopic regimes of the generalized Cattaneo equation are thereafter presented. The effective thermal conductivity κ eff converges in the subdiffusive regime and diverges in the superdiffusive regime. A connection between the divergence and mean-square displacement 〈|Δ x | 2 〉 ∼ t γ is established, namely

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Shi, Long, and Aiguo Xiao. "Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion." Advances in Mathematical Physics 2017 (2017): 1–7. http://dx.doi.org/10.1155/2017/7246865.

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We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated. In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse α-stable subordinator. We compute the mean square displacement of the proposed process and show that the process exhibits subdiffusion when 0<α<1/3, normal diffusion when α=1/3, and superdiffusion when 1/3<α<1. The time-averaged mean square displacement is also employed to show weak ergodicity breaking occurring in the proposed process. An exte

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Iomin, Alexander, Vicenç Méndez, and Werner Horsthemke. "Comb Model: Non-Markovian versus Markovian." Fractal and Fractional 3, no. 4 (2019): 54. http://dx.doi.org/10.3390/fractalfract3040054.

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Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study two generalizations of comb models and present a generic method to obtain their transport properties. The first is a continuous time random walk on a many dimensional m + n comb, where m and n are the dimensions of the backbone and branches, respectively. We observe subdiffusion, ultra-slow diffusion and random localization as a function of n. The second deals with a quantum particle in the 1 + 1 comb. It turns out that

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Favard, Cyril. "Numerical Simulation and FRAP Experiments Show That the Plasma Membrane Binding Protein PH-EFA6 Does Not Exhibit Anomalous Subdiffusion in Cells." Biomolecules 8, no. 3 (2018): 90. http://dx.doi.org/10.3390/biom8030090.

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The fluorescence recovery after photobleaching (FRAP) technique has been used for decades to measure movements of molecules in two-dimension (2D). Data obtained by FRAP experiments in cell plasma membranes are assumed to be described through a means of two parameters, a diffusion coefficient, D (as defined in a pure Brownian model) and a mobile fraction, M. Nevertheless, it has also been shown that recoveries can be nicely fit using anomalous subdiffusion. Fluorescence recovery after photobleaching (FRAP) at variable radii has been developed using the Brownian diffusion model to access geometr

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Dissertations / Theses on the topic "Subdiffusive continuous time random walk"

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Albers, Tony. "Weak nonergodicity in anomalous diffusion processes." Doctoral thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-214327.

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Anomale Diffusion ist ein weitverbreiteter Transportmechanismus, welcher für gewöhnlich mit ensemble-basierten Methoden experimentell untersucht wird. Motiviert durch den Fortschritt in der Einzelteilchenverfolgung, wo typischerweise Zeitmittelwerte bestimmt werden, entsteht die Frage nach der Ergodizität. Stimmen ensemble-gemittelte Größen und zeitgemittelte Größen überein, und wenn nicht, wie unterscheiden sie sich? In dieser Arbeit studieren wir verschiedene stochastische Modelle für anomale Diffusion bezüglich ihres ergodischen oder nicht-ergodischen Verhaltens hinsichtlich der mittleren q

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Gubiec, Tomasz, and Ryszard Kutner. "Two-step memory within Continuous Time Random Walk." Universitätsbibliothek Leipzig, 2015. http://nbn-resolving.de/urn:nbn:de:bsz:15-qucosa-183316.

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Gubiec, Tomasz, and Ryszard Kutner. "Two-step memory within Continuous Time Random Walk." Diffusion fundamentals 20 (2013) 64, S. 1, 2013. https://ul.qucosa.de/id/qucosa%3A13643.

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Chang, Qiang. "Continuous-time random-walk simulation of surface kinetics." The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1166592142.

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Li, Chao. "Option pricing with generalized continuous time random walk models." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23202.

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The pricing of options is one of the key problems in mathematical finance. In recent years, pricing models that are based on the continuous time random walk (CTRW), an anomalous diffusive random walk model widely used in physics, have been introduced. In this thesis, we investigate the pricing of European call options with CTRW and generalized CTRW models within the Black-Scholes framework. Here, the non-Markovian character of the underlying pricing model is manifest in Black-Scholes PDEs with fractional time derivatives containing memory terms. The inclusion of non-zero interest rates leads t

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Niemann, Markus. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk." Wuppertal Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.

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Niemann, Markus [Verfasser]. "From Anomalous Deterministic Diffusion to the Continuous-Time Random Walk / Markus Niemann." Wuppertal : Universitätsbibliothek Wuppertal, 2010. http://d-nb.info/1000127621/34.

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Helfferich, Julian [Verfasser], and Alexander [Akademischer Betreuer] Blumen. "Glass dynamics in the continuous-time random walk framework = Glasdynamik als Zufallsprozess." Freiburg : Universität, 2015. http://d-nb.info/1125885513/34.

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Allen, Andrew. "A Random Walk Version of Robbins' Problem." Thesis, University of North Texas, 2018. https://digital.library.unt.edu/ark:/67531/metadc1404568/.

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Robbins' problem is an optimal stopping problem where one seeks to minimize the expected rank of their observations among all observations. We examine random walk analogs to Robbins' problem in both discrete and continuous time. In discrete time, we consider full information and relative ranks versions of this problem. For three step walks, we give the optimal stopping rule and the expected rank for both versions. We also give asymptotic upper bounds for the expected rank in discrete time. Finally, we give upper and lower bounds for the expected rank in continuous time, and we show that the ex

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Puyguiraud, Alexandre. "Upscaling transport in heterogeneous media : from pore to Darcy scale through Continuous Time Random Walks." Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTG016/document.

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Les mécanismes responsables du transport hydrodynamique anormal (non-Fickéen) peuvent être rattachés à la complexité de la géométrie du milieu à l'échelle des pores. Dans cette thèse, nous étudions la dynamique des vitesses de particules à l'échelle des pores. À l'aide de simulations de suivi de particules effectuées sur un échantillon numérisé de grès de Berea, nous présentons une analyse détaillée de l'évolution Lagrangienne et Eulérienne et de leur dépendance aux conditions initiales. Le long de leur ligne de courant, la vitesse des particules montre un signal intermittent complexe, alors q

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Book chapters on the topic "Subdiffusive continuous time random walk"

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Jin, Bangti. "Continuous Time Random Walk." In Fractional Differential Equations. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-76043-4_1.

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Schinazi, Rinaldo B. "Continuous Time Branching Random Walk." In Classical and Spatial Stochastic Processes. Birkhäuser Boston, 1999. http://dx.doi.org/10.1007/978-1-4612-1582-0_6.

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Grigolini, Paolo. "The Continuous-Time Random Walk Versus the Generalized Master Equation." In Fractals, Diffusion, and Relaxation in Disordered Complex Systems. John Wiley & Sons, Inc., 2005. http://dx.doi.org/10.1002/0471790265.ch5.

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Gorenflo, Rudolf, and Francesco Mainardi. "Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk." In Processes with Long-Range Correlations. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/3-540-44832-2_8.

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Sposini, Vittoria, Silvia Vitali, Paolo Paradisi, and Gianni Pagnini. "Fractional Diffusion and Medium Heterogeneity: The Case of the Continuous Time Random Walk." In SEMA SIMAI Springer Series. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-69236-0_14.

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"Continuous Time Random Walk model." In Langevin and Fokker–Planck Equations and their Generalizations. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813228412_0006.

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"Quantum Continuous Time Random Walk Model." In Diffusion. CRC Press, 2013. http://dx.doi.org/10.1201/b16008-18.

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Fallahgoul, Hasan A., Sergio M. Focardi, and Frank J. Fabozzi. "Continuous-Time Random Walk and Fractional Calculus." In Fractional Calculus and Fractional Processes with Applications to Financial Economics. Elsevier, 2017. http://dx.doi.org/10.1016/b978-0-12-804248-9.50007-3.

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LLEBOT, J. E., J. CASAS-VAZQUEZ, and J. M. RUBI. "FLICKER NOISE IN A CONTINUOUS TIME RANDOM WALK MODEL." In Noise in Physical Systems and 1/f Noise 1985. Elsevier, 1986. http://dx.doi.org/10.1016/b978-0-444-86992-0.50082-5.

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"Uncoupled Continuous Time Random Walk model and its solution." In Langevin and Fokker–Planck Equations and their Generalizations. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813228412_0007.

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Conference papers on the topic "Subdiffusive continuous time random walk"

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Capes, H., M. Christova, D. Boland, et al. "Modeling of Line Shapes using Continuous Time Random Walk Theory." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: Proceedings of the 2nd International Conference. AIP, 2010. http://dx.doi.org/10.1063/1.3526606.

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GORENFLO, R., F. MAINARDI, and A. VIVOLI. "SUBORDINATION IN FRACTIONAL DIFFUSION PROCESSES VIA CONTINUOUS TIME RANDOM WALK." In Proceedings of the 5th International ISAAC Congress. WORLD SCIENTIFIC, 2009. http://dx.doi.org/10.1142/9789812835635_0043.

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Kang, Kang, Elsayed Abdelfatah, Maysam Pournik, Bor Jier Shiau, and Jeffrey Harwell. "Multiscale Modeling of Carbonate Acidizing Using Continuous Time Random Walk Approach." In SPE Kuwait Oil & Gas Show and Conference. Society of Petroleum Engineers, 2017. http://dx.doi.org/10.2118/187541-ms.

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Capes, H., M. Christova, D. Boland, et al. "Revisiting the Stark Broadening by fluctuating electric fields using the Continuous Time Random Walk Theory." In 20TH INTERNATIONAL CONFERENCE ON SPECTRAL LINE SHAPES. AIP, 2010. http://dx.doi.org/10.1063/1.3517538.

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Paekivi, S., R. Mankin, and A. Rekker. "Interspike interval distribution for a continuous-time random walk model of neurons in the diffusion limit." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 10th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’18. Author(s), 2018. http://dx.doi.org/10.1063/1.5064927.

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Packwood, Daniel M. "Phase relaxation in slowly changing environments: Evaluation of the Kubo-Anderson model for a continuous-time random walk." In 4TH INTERNATIONAL SYMPOSIUM ON SLOW DYNAMICS IN COMPLEX SYSTEMS: Keep Going Tohoku. American Institute of Physics, 2013. http://dx.doi.org/10.1063/1.4794620.

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Vadgama, Nikul, Marios Kapsis, Peter Forsyth, Matthew McGilvray, and David R. H. Gillespie. "Development and Validation of a Continuous Random Walk Model for Particle Tracking in Accelerating Flows." In ASME Turbo Expo 2020: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/gt2020-16026.

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Abstract Stochastic particle tracking models coupled to RANS fluid simulations are frequently used to simulate particulate transport and hence predict component damage in gas turbines. In simple flows the Continuous Random Walk (CRW) model has been shown to model particulate motion in the diffusion-impaction regime significantly more accurately than Discrete Random Walk implementations. To date, the CRW model has used turbulent flow statistics determined from DNS in channels and experiments in pipes. Robust extension of the CRW model to accelerating flows modelled using RANS is important to en

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Wang, Yan. "Accelerating Stochastic Dynamics Simulation With Continuous-Time Quantum Walks." In ASME 2016 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/detc2016-59420.

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Stochastic diffusion is a general phenomenon observed in various national and engineering systems. It is typically modeled by either stochastic differential equation (SDE) or Fokker-Planck equation (FPE), which are equivalent approaches. Path integral is an accurate and effective method to solve FPEs. Yet, computational efficiency is the common challenge for path integral and other numerical methods, include time and space complexities. Previously, one-dimensional continuous-time quantum walk was used to simulate diffusion. By combining quantum diffusion and random diffusion, the new approach

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Forsyth, Peter, David R. H. Gillespie, Matthew McGilvray, and Vincent Galoul. "Validation and Assessment of the Continuous Random Walk Model for Particle Deposition in Gas Turbine Engines." In ASME Turbo Expo 2016: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/gt2016-57332.

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Threats to engine integrity and life from deposition of environmental particulates that can reach the turbine cooling systems (i.e. <10 micron) have become increasing important within the aero-engine industry, with an increase of flight paths crossing sandy, tropical storm-infested, or polluted airspaces. This has led to studies in the turbomachinery community investigating environmental particulate deposition, largely applying the Discrete Random Walk (DRW) model in CFD simulations of air paths. However, this model was conceived to model droplet dispersion in bulk flow regimes, and therefo

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Zeng, Caibin, and YangQuan Chen. "Optimal Random Search, Fractional Dynamics and Fractional Calculus." In ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-12734.

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What is the most efficient search strategy for the random located target sites subject to the physical and biological constraints? Previous results suggested the Levy flight is the best option to characterize this optimal problem, however, which ignores the understanding and learning abilities of the searcher agents. In the paper we propose the Continuous Time Random Walk (C-TRW) optimal search framework and find the optimum for both of search length’s and waiting time’s distributions. Based on fractional calculus technique, we further derive its master equation to show the mechanism of such c

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