Coarse-graining complex dynamics: Continuous Time Random Walks vs. Record Dynamics
FKF, University of Southern Denmark - Campusvej 55, DK5230, Odense M, Denmark, EU
Received: 23 September 2012
Accepted: 21 January 2013
Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical of complex dynamics is provided by a fat-tailed distribution of the waiting time between consecutive jumps. We first argue that CTRW are inadequate to describe macroscopic relaxation processes for three reasons: macroscopic variables are not self-averaging, memory effects require an all-knowing observer, and different mechanisms whereby the jumps affect macroscopic variables all produce identical long-time relaxation behaviors. Hence, CTRW shed no light on the link between microscopic and macroscopic dynamics. We then highlight how a more recent approach, Record Dynamics (RD), provides a viable alternative, based on a very different set of physical ideas: while CTRW make use of a renewal process involving identical traps of infinite size, RD embodies a dynamical entrenchment into a hierarchy of traps which are finite in size and possess different degrees of meta-stability. We show in particular how RD produces the stretched exponential, power-law and logarithmic relaxation behaviors ubiquitous in complex dynamics, together with the sub-diffusive time dependence of the Mean Square Displacement characteristic of single particles moving in a complex environment.
PACS: 02.50.Ey – Stochastic processes / 89.75.Da – Systems obeying scaling laws / 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion
© EPLA, 2013