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  • Search: person:"da Silva, M.A.A."
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Anomalous diffusion 1 Brownian motion 1 Dynamical Monte Carlo 1 Epidemic 1 Markovian process 1 Memory correlations 1 Non-Markovian processes 1 Random processes 1 Random walk 1 SIRS model 1 Stochastic processes 1 non-Markovian 1
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Article 3
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da Silva, M.A.A. 3 Cressoni, J.C. 2 Viswanathan, G.M. 2 Aiello, O.E. 1
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Physica A: Statistical Mechanics and its Applications 3
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RePEc 3
Showing 1 - 3 of 3
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A two-dimensional non-Markovian random walk leading to anomalous diffusion
da Silva, M.A.A.; Viswanathan, G.M.; Cressoni, J.C. - In: Physica A: Statistical Mechanics and its Applications 421 (2015) C, pp. 522-532
Exact solutions are rare for non-Markovian random walk models even in 1D, and much more so in 2D. Here we propose a 2D genuinely non-Markovian random walk model with a very rich phase diagram, such that the motion in each dimension can belong to one of 3 categories: (i) subdiffusive, (ii)...
Persistent link: https://www.econbiz.de/10011194076
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Discrete-time non-Markovian random walks: The effect of memory limitations on scaling
da Silva, M.A.A.; Cressoni, J.C.; Viswanathan, G.M. - In: Physica A: Statistical Mechanics and its Applications 364 (2006) C, pp. 70-78
An important class of random walks includes those in which the random increment at time step t depends on the complete history of the process. We consider a recently proposed discrete-time non-Markovian random walk process characterized by a memory parameter p. We numerically calculate the first...
Persistent link: https://www.econbiz.de/10010589123
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New approach to dynamical Monte Carlo methods: application to an epidemic model
Aiello, O.E.; da Silva, M.A.A. - In: Physica A: Statistical Mechanics and its Applications 327 (2003) 3, pp. 525-534
In this work we introduce a new approach to dynamical Monte Carlo methods to simulate Markovian processes. We apply this approach to formulate and study an epidemic generalized SIRS model. The results are in excellent agreement with the forth order Runge–Kutta Method in a region of...
Persistent link: https://www.econbiz.de/10010589618
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