Non-Markovian random walk and nonlinear reaction-transport equations.

Non-Markovian random walk and nonlinear reaction-transport equations.

Mon, 01/03/2010
15:45 		Sergei Fedotov (Manchester) Stochastic Analysis Seminar Add to calendar Eagle House
Non-Markovian random walk and nonlinear reaction-transport equations.
The main aim is to incorporate the nonlinear term into non-Markovian Master equations for a continuous time random walk (CTRW) with non-exponential waiting time distributions. We derive new nonlinear evolution equations for the mesoscopic density of reacting particles corresponding to CTRW with arbitrary jump and waiting time distributions. We apply these equations to the problem of front propagation in the reaction-transport systems of KPP-type. We find an explicit expression for the speed of a propagating front in the case of subdiffusive transport.