Berlin 2008 – scientific programme

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DY: Fachverband Dynamik und Statistische Physik

DY 30: Nonlinear stochastic systems

DY 30.4: Talk

Friday, February 29, 2008, 11:00–11:15, MA 001

Asymptotic continuous-time random walks models for deterministic diffusion — •Markus Niemann and Holger Kantz — Max-Planck-Institut fuer Physik komplexer Systeme, Dresden

Continuous-time random walks (CTRW) are often used to model anomalous diffusion. We set up a general description of a (possibly) space-time coupled version of a CTRW with continuous "virtual time". We identify the self-affine ones which emerge as long time limits. For a certain class of deterministic maps we identify the components of such CTRWs from the probabilistic behavior of these maps. In particular, we include classes with non-normalizable ergodic measure. Hence, we obtain a stochastic model for the long time behavior. This setup is exemplified analytically and numerically in a Manneville-Pomeau like setting. Depending on the ranges of the parameter we obtain sub- and superdiffusion.