Science.gov

Sample records for dynamic random walks

  1. Continuity and Anomalous Fluctuations in Random Walks in Dynamic Random Environments: Numerics, Phase Diagrams and Conjectures

    NASA Astrophysics Data System (ADS)

    Avena, L.; Thomann, P.

    2012-07-01

    We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on the asymptotic speeds and the scaling limits of such random walks. We observe different behaviors depending on the dynamics of the underlying random environment and the ratio between the jump rate of the random walk and the one of the environment. We compare our data with well known results for static random environment. We observe that the non-diffusive regime known so far only for the static case can occur in the dynamical setup too. Such anomalous fluctuations give rise to a new phase diagram. Further we discuss possible consequences for more general static and dynamic random environments.

  2. Dynamic decoupling in the presence of 1D random walk

    NASA Astrophysics Data System (ADS)

    Chakrabarti, Arnab; Chakraborty, Ipsita; Bhattacharyya, Rangeet

    2016-05-01

    In the recent past, many dynamic decoupling sequences have been proposed for the suppression of decoherence of spins connected to thermal baths of various natures. Dynamic decoupling schemes for suppressing decoherence due to Gaussian diffusion have also been developed. In this work, we study the relative performances of dynamic decoupling schemes in the presence of a non-stationary Gaussian noise such as a 1D random walk. Frequency domain analysis is not suitable to determine the performances of various dynamic decoupling schemes in suppressing decoherence due to such a process. Thus, in this work, we follow a time domain calculation to arrive at the following conclusions: in the presence of such a noise, we show that (i) the traditional Carr–Purcell–Meiboom–Gill (CPMG) sequence outperforms Uhrig’s dynamic decoupling scheme, (ii) CPMG remains the optimal sequence for suppression of decoherence due to random walk in the presence of an external field gradient. Later, the theoretical predictions are experimentally verified by using nuclear magnetic resonance spectroscopy on spin 1/2 particles diffusing in a liquid medium.

  3. Quantum random walks without walking

    SciTech Connect

    Manouchehri, K.; Wang, J. B.

    2009-12-15

    Quantum random walks have received much interest due to their nonintuitive dynamics, which may hold the key to a new generation of quantum algorithms. What remains a major challenge is a physical realization that is experimentally viable and not limited to special connectivity criteria. We present a scheme for walking on arbitrarily complex graphs, which can be realized using a variety of quantum systems such as a Bose-Einstein condensate trapped inside an optical lattice. This scheme is particularly elegant since the walker is not required to physically step between the nodes; only flipping coins is sufficient.

  4. Random Walks on Random Graphs

    NASA Astrophysics Data System (ADS)

    Cooper, Colin; Frieze, Alan

    The aim of this article is to discuss some of the notions and applications of random walks on finite graphs, especially as they apply to random graphs. In this section we give some basic definitions, in Section 2 we review applications of random walks in computer science, and in Section 3 we focus on walks in random graphs.

  5. Random walks on networks

    NASA Astrophysics Data System (ADS)

    Donnelly, Isaac

    Random walks on lattices are a well used model for diffusion on continuum. They have been to model subdiffusive systems, systems with forcing and reactions as well as a combination of the three. We extend the traditional random walk framework to the network to obtain novel results. As an example due to the small graph diameter, the early time behaviour of subdiffusive dynamics dominates the observed system which has implications for models of the brain or airline networks. I would like to thank the Australian American Fulbright Association.

  6. Relativistic Weierstrass random walks.

    PubMed

    Saa, Alberto; Venegeroles, Roberto

    2010-08-01

    The Weierstrass random walk is a paradigmatic Markov chain giving rise to a Lévy-type superdiffusive behavior. It is well known that special relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time t{c} delimiting two qualitative distinct dynamical regimes: the (nonrelativistic) superdiffusive Lévy flights, for tt{c} . Implications of this crossover between different diffusion regimes are discussed for some explicit examples. The study of such an explicit and simple Markov chain can shed some light on several results obtained in much more involved contexts. PMID:20866862

  7. Correlated random walks caused by dynamical wavefunction collapse

    NASA Astrophysics Data System (ADS)

    Bedingham, D. J.; Ulbricht, H.

    2015-08-01

    Wavefunction collapse models modify Schrödinger’s equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a dynamical process. This provides a basis for the resolution of the quantum measurement problem. An additional generic consequence of the collapse mechanism is that it causes particles to exhibit a tiny random diffusive motion. Here it is shown that for the continuous spontaneous localization (CSL) model—one of the most well developed collapse models—the diffusions of two sufficiently nearby particles are positively correlated. An experimental test of this effect is proposed in which random displacements of pairs of free nanoparticles are measured after they have been simultaneously released from nearby traps. The experiment must be carried out at sufficiently low temperature and pressure in order for the collapse effects to dominate over the ambient environmental noise. It is argued that these constraints can be satisfied by current technologies for a large region of the viable parameter space of the CSL model. The effect disappears as the separation between particles exceeds the CSL length scale. The test therefore provides a means of bounding this length scale.

  8. Correlated random walks caused by dynamical wavefunction collapse.

    PubMed

    Bedingham, D J; Ulbricht, H

    2015-01-01

    Wavefunction collapse models modify Schrödinger's equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a dynamical process. This provides a basis for the resolution of the quantum measurement problem. An additional generic consequence of the collapse mechanism is that it causes particles to exhibit a tiny random diffusive motion. Here it is shown that for the continuous spontaneous localization (CSL) model—one of the most well developed collapse models—the diffusions of two sufficiently nearby particles are positively correlated. An experimental test of this effect is proposed in which random displacements of pairs of free nanoparticles are measured after they have been simultaneously released from nearby traps. The experiment must be carried out at sufficiently low temperature and pressure in order for the collapse effects to dominate over the ambient environmental noise. It is argued that these constraints can be satisfied by current technologies for a large region of the viable parameter space of the CSL model. The effect disappears as the separation between particles exceeds the CSL length scale. The test therefore provides a means of bounding this length scale. PMID:26303388

  9. Coarse-graining complex dynamics: Continuous Time Random Walks vs. Record Dynamics

    NASA Astrophysics Data System (ADS)

    Sibani, Paolo

    2013-02-01

    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.

  10. The adaptive dynamic community detection algorithm based on the non-homogeneous random walking

    NASA Astrophysics Data System (ADS)

    Xin, Yu; Xie, Zhi-Qiang; Yang, Jing

    2016-05-01

    With the changing of the habit and custom, people's social activity tends to be changeable. It is required to have a community evolution analyzing method to mine the dynamic information in social network. For that, we design the random walking possibility function and the topology gain function to calculate the global influence matrix of the nodes. By the analysis of the global influence matrix, the clustering directions of the nodes can be obtained, thus the NRW (Non-Homogeneous Random Walk) method for detecting the static overlapping communities can be established. We design the ANRW (Adaptive Non-Homogeneous Random Walk) method via adapting the nodes impacted by the dynamic events based on the NRW. The ANRW combines the local community detection with dynamic adaptive adjustment to decrease the computational cost for ANRW. Furthermore, the ANRW treats the node as the calculating unity, thus the running manner of the ANRW is suitable to the parallel computing, which could meet the requirement of large dataset mining. Finally, by the experiment analysis, the efficiency of ANRW on dynamic community detection is verified.

  11. Random-walk enzymes

    NASA Astrophysics Data System (ADS)

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-09-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C →U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics.

  12. Random-walk enzymes

    PubMed Central

    Mak, Chi H.; Pham, Phuong; Afif, Samir A.; Goodman, Myron F.

    2015-01-01

    Enzymes that rely on random walk to search for substrate targets in a heterogeneously dispersed medium can leave behind complex spatial profiles of their catalyzed conversions. The catalytic signatures of these random-walk enzymes are the result of two coupled stochastic processes: scanning and catalysis. Here we develop analytical models to understand the conversion profiles produced by these enzymes, comparing an intrusive model, in which scanning and catalysis are tightly coupled, against a loosely coupled passive model. Diagrammatic theory and path-integral solutions of these models revealed clearly distinct predictions. Comparison to experimental data from catalyzed deaminations deposited on single-stranded DNA by the enzyme activation-induced deoxycytidine deaminase (AID) demonstrates that catalysis and diffusion are strongly intertwined, where the chemical conversions give rise to new stochastic trajectories that were absent if the substrate DNA was homogeneous. The C → U deamination profiles in both analytical predictions and experiments exhibit a strong contextual dependence, where the conversion rate of each target site is strongly contingent on the identities of other surrounding targets, with the intrusive model showing an excellent fit to the data. These methods can be applied to deduce sequence-dependent catalytic signatures of other DNA modification enzymes, with potential applications to cancer, gene regulation, and epigenetics. PMID:26465508

  13. Distribution of dynamical quantities in the contact process, random walks, and quantum spin chains in random environments.

    PubMed

    Juhász, Róbert

    2014-03-01

    We study the distribution of dynamical quantities in various one-dimensional disordered models, the critical behavior of which is described by an infinite randomness fixed point. In the disordered contact process, the survival probability P(t) is found to show multiscaling in the critical point, meaning that P(t)=t-δ, where the (environment and time-dependent) exponent δ has a universal limit distribution when t→∞. The limit distribution is determined by the strong disorder renormalization group method analytically in the end point of a semi-infinite lattice, where it is found to be exponential, while, in the infinite system, conjectures on its limiting behaviors for small and large δ, which are based on numerical results, are formulated. By the same method, the survival probability in the problem of random walks in random environments is also shown to exhibit multiscaling with an exponential limit distribution. In addition to this, the (imaginary-time) spin-spin autocorrelation function of the random transverse-field Ising chain is found to have a form similar to that of survival probability of the contact process at the level of the renormalization approach. Consequently, a relationship between the corresponding limit distributions in the two problems can be established. Finally, the distribution of the spontaneous magnetization in this model is also discussed. PMID:24730791

  14. Dynamic polarization random walk model and fishbone-like instability for self-organized critical systems

    NASA Astrophysics Data System (ADS)

    Milovanov, Alexander V.

    2011-04-01

    We study the phenomenon of self-organized criticality (SOC) as a transport problem for electrically charged particles. A model for SOC based on the idea of a dynamic polarization response with random walks of the charge carriers gives critical exponents consistent with the results of numerical simulations of the traditional 'sandpile' SOC models, and stability properties, associated with the scaling of the control parameter versus distance to criticality. Relaxations of a supercritical system to SOC are stretched-exponential similar to the typically observed properties of non-Debye relaxation in disordered amorphous dielectrics. Overdriving the system near self-organized criticality is shown to have a destabilizing effect on the SOC state. This instability of the critical state constitutes a fascinating nonlinear system in which SOC and nonlocal properties can appear on an equal footing. The instability cycle is qualitatively similar to the internal kink ('fishbone') mode in a magnetically confined toroidal plasma where beams of energetic particles are injected at high power, and has serious implications for the functioning of complex systems. Theoretical analyses, presented here, are the basis for addressing the various patterns of self-organized critical behavior in connection with the strength of the driving. The results of this work also suggest a type of mixed behavior in which the typical multi-scale features due to SOC can coexist along with the global or coherent features as a consequence of the instability present. An example of this coexistence is speculated for the solar wind-magnetosphere interaction.

  15. Epidemic spreading driven by biased random walks

    NASA Astrophysics Data System (ADS)

    Pu, Cunlai; Li, Siyuan; Yang, Jian

    2015-08-01

    Random walk is one of the basic mechanisms of many network-related applications. In this paper, we study the dynamics of epidemic spreading driven by biased random walks in complex networks. In our epidemic model, infected nodes send out infection packets by biased random walks to their neighbor nodes, and this causes the infection of susceptible nodes that receive the packets. Infected nodes recover from the infection at a constant rate λ, and will not be infected again after recovery. We obtain the largest instantaneous number of infected nodes and the largest number of ever-infected nodes respectively, by tuning the parameter α of the biased random walks. Simulation results on model and real-world networks show that spread of the epidemic becomes intense and widespread with increase of either delivery capacity of infected nodes, average node degree, or homogeneity of node degree distribution.

  16. A random walk approach to quantum algorithms.

    PubMed

    Kendon, Vivien M

    2006-12-15

    The development of quantum algorithms based on quantum versions of random walks is placed in the context of the emerging field of quantum computing. Constructing a suitable quantum version of a random walk is not trivial; pure quantum dynamics is deterministic, so randomness only enters during the measurement phase, i.e. when converting the quantum information into classical information. The outcome of a quantum random walk is very different from the corresponding classical random walk owing to the interference between the different possible paths. The upshot is that quantum walkers find themselves further from their starting point than a classical walker on average, and this forms the basis of a quantum speed up, which can be exploited to solve problems faster. Surprisingly, the effect of making the walk slightly less than perfectly quantum can optimize the properties of the quantum walk for algorithmic applications. Looking to the future, even with a small quantum computer available, the development of quantum walk algorithms might proceed more rapidly than it has, especially for solving real problems. PMID:17090467

  17. Dynamics of technological evolution: Random walk model for the research enterprise

    PubMed Central

    Montroll, Elliott W.; Shuler, Kurt E.

    1979-01-01

    Technological evolution is a consequence of a sequence of replacements. The development of a new technology generally follows from model testing of the basic ideas on a small scale. Traditional technologies such as aerodynamics and naval architecture involved feasibility experiments on systems characterized by only one or two dimensionless constants. Technologies of the “future” such as magnetically confined fusion depend upon many coupled dimensionless constants. Research and development is modeled and analyzed in terms of random walks in appropriate dimensionless constant space. PMID:16592727

  18. Rare events statistics of random walks on networks: localisation and other dynamical phase transitions

    NASA Astrophysics Data System (ADS)

    De Bacco, Caterina; Guggiola, Alberto; Kühn, Reimer; Paga, Pierre

    2016-05-01

    Rare event statistics for random walks on complex networks are investigated using the large deviation formalism. Within this formalism, rare events are realised as typical events in a suitably deformed path-ensemble, and their statistics can be studied in terms of spectral properties of a deformed Markov transition matrix. We observe two different types of phase transition in such systems: (i) rare events which are singled out for sufficiently large values of the deformation parameter may correspond to localised modes of the deformed transition matrix; (ii) ‘mode-switching transitions’ may occur as the deformation parameter is varied. Details depend on the nature of the observable for which the rare event statistics is studied, as well as on the underlying graph ensemble. In the present paper we report results on rare events statistics for path averages of random walks in Erdős–Rényi and scale free networks. Large deviation rate functions and localisation properties are studied numerically. For observables of the type considered here, we also derive an analytical approximation for the Legendre transform of the large deviation rate function, which is valid in the large connectivity limit. It is found to agree well with simulations.

  19. On Convergent Probability of a Random Walk

    ERIC Educational Resources Information Center

    Lee, Y.-F.; Ching, W.-K.

    2006-01-01

    This note introduces an interesting random walk on a straight path with cards of random numbers. The method of recurrent relations is used to obtain the convergent probability of the random walk with different initial positions.

  20. Random walks along the streets and canals in compact cities: Spectral analysis, dynamical modularity, information, and statistical mechanics

    NASA Astrophysics Data System (ADS)

    Volchenkov, D.; Blanchard, Ph.

    2007-02-01

    Different models of random walks on the dual graphs of compact urban structures are considered. Analysis of access times between streets helps to detect the city modularity. The statistical mechanics approach to the ensembles of lazy random walkers is developed. The complexity of city modularity can be measured by an informationlike parameter which plays the role of an individual fingerprint of Genius loci. Global structural properties of a city can be characterized by the thermodynamic parameters calculated in the random walk problem.

  1. Random walks on generalized Koch networks

    NASA Astrophysics Data System (ADS)

    Sun, Weigang

    2013-10-01

    For deterministically growing networks, it is a theoretical challenge to determine the topological properties and dynamical processes. In this paper, we study random walks on generalized Koch networks with features that include an initial state that is a globally connected network to r nodes. In each step, every existing node produces m complete graphs. We then obtain the analytical expressions for first passage time (FPT), average return time (ART), i.e. the average of FPTs for random walks from node i to return to the starting point i for the first time, and average sending time (AST), defined as the average of FPTs from a hub node to all other nodes, excluding the hub itself with regard to network parameters m and r. For this family of Koch networks, the ART of the new emerging nodes is identical and increases with the parameters m or r. In addition, the AST of our networks grows with network size N as N ln N and also increases with parameter m. The results obtained in this paper are the generalizations of random walks for the original Koch network.

  2. Brownian Optimal Stopping and Random Walks

    SciTech Connect

    Lamberton, D.

    2002-06-05

    One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk.

  3. Random recursive trees and the elephant random walk

    NASA Astrophysics Data System (ADS)

    Kürsten, Rüdiger

    2016-03-01

    One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process.

  4. A scaling law for random walks on networks.

    PubMed

    Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-01-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

  5. A scaling law for random walks on networks

    PubMed Central

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-01-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

  6. A scaling law for random walks on networks

    NASA Astrophysics Data System (ADS)

    Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

    2014-10-01

    The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

  7. Correlated random walk on lattices. II. Tracer diffusion through a two-component dynamic background

    NASA Astrophysics Data System (ADS)

    Tahir-Kheli, R. A.

    1983-06-01

    A detailed calculation of frequency- and wave-vector-dependent correlation functions for an arbitrary tracer diffusing in a regular crystal against a background of hopping classical particles has recently been given by Tahir-Kheli and Elliott

    [Phys. Rev. B 27, 844 (1983)]
    . Here we present an important generalization of this work to a system with a dynamic background consisting of two arbitrary species of particles. In particular, the generalization includes a system where the tracer concentration itself is finite while an arbitrary concentration of other atoms is also present in the dynamic stream. The theory is exact to the leading nontrivial order in particle concentration xA and xB. In the intermediate-concentration regime, the theory incorporates dominant fluctuations from the mean field. The present model can serve to usefully describe incoherent neutron scattering in metal-hydride interstitial solutions such as MAxABxB with A,B≡H, D, and T and M≡Pd and Ti. Moreover, it can be used to treat tracer diffusion dynamics in nonstoichiometric metal oxides and, somewhat more simplistically, ionic conduction in the superionic state.

  8. Limit Theorem and Applications of the Pauli Open Quantum Random Walk on Z

    NASA Astrophysics Data System (ADS)

    Ampadu, Clement

    2013-04-01

    Following the recent talk in the ``Workshop of Quantum Dynamics and Quantum Walks'' held at Okazaki Conference Center, Okazaki, Japan. This talk clarifies the relationship between the convergent behavior of the Pauli quantum walk on the line, and the open quantum random walk obtained from the Pauli quantum walk.

  9. Excited Random Walk in One Dimension

    NASA Astrophysics Data System (ADS)

    Antal, Tibor

    2005-03-01

    We study the k-excited random walk, in which each site initially contains k cookies, and a random walk that is at a site that contains at least one cookie eats a cookie and then hops to the right with probability p and to the left with probability q=1-p. If the walk hops from an empty site, there is no bias. For the 1-excited walk on the half-line (each site initially contains one cookie), the probability of first returning to the starting point at time t scales as t-1-q. We also derive the probability distribution of the position of the leftmost uneaten cookie in the large time limit. For the infinite line, the probability distribution of the position of the 1-excited walk has an unusual anomaly at the origin and the distributions of positions for the leftmost and rightmost uneaten cookie develop a power-law singularity at the origin. The 2-excited walk on the infinite line exhibits peculiar features in the regime p>3/4, where the walk is transient, including a mean displacement that grows as t^ν, with ν>12 dependent on p, and a breakdown of scaling for the probability distribution of the walk.

  10. Steering random walks with kicked ultracold atoms

    NASA Astrophysics Data System (ADS)

    Weiß, Marcel; Groiseau, Caspar; Lam, W. K.; Burioni, Raffaella; Vezzani, Alessandro; Summy, Gil S.; Wimberger, Sandro

    2015-09-01

    The kicking sequence of the atom-optics kicked rotor at quantum resonance can be interpreted as a quantum random walk in momentum space. We show how such a walk can become the basis for nontrivial classical walks by applying a random sequence of intensities and phases of the kicking lattice chosen according to a probability distribution. This distribution converts on average into the final momentum distribution of the kicked atoms. In particular, it is shown that a power-law distribution for the kicking strengths results in a Lévy walk in momentum space and in a power law with the same exponent in the averaged momentum distribution. Furthermore, we investigate the stability of our predictions in the context of a realistic experiment with Bose-Einstein condensates.

  11. The excited random walk in one dimension

    NASA Astrophysics Data System (ADS)

    Antal, T.; Redner, S.

    2005-03-01

    We study the excited random walk, in which a walk that is at a site that contains cookies eats one cookie and then hops to the right with probability p and to the left with probability q = 1 - p. If the walk hops onto an empty site, there is no bias. For the 1-excited walk on the half-line (one cookie initially at each site), the probability of first returning to the starting point at time t scales as t-(2-p). Although the average return time to the origin is infinite for all p, the walk eats, on average, only a finite number of cookies until this first return when p < 1/2. For the infinite line, the probability distribution for the 1-excited walk has an unusual anomaly at the origin. The positions of the leftmost and rightmost uneaten cookies can be accurately estimated by probabilistic arguments and their corresponding distributions have power-law singularities. The 2-excited walk on the infinite line exhibits peculiar features in the regime p > 3/4, where the walk is transient, including a mean displacement that grows as tν, with \

  12. Mesoscopic description of random walks on combs.

    PubMed

    Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

    2015-12-01

    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 continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations. PMID:26764637

  13. Mesoscopic description of random walks on combs

    NASA Astrophysics Data System (ADS)

    Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner

    2015-12-01

    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 continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

  14. Sunspot random walk and 22-year variation

    NASA Astrophysics Data System (ADS)

    Love, Jeffrey J.; Rigler, E. Joshua

    2012-05-01

    We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter log-normal random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.

  15. Sunspot random walk and 22-year variation

    USGS Publications Warehouse

    Love, Jeffrey J.; Rigler, E. Joshua

    2012-01-01

    We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.

  16. Quantum stochastic walks: A generalization of classical random walks and quantum walks

    NASA Astrophysics Data System (ADS)

    Whitfield, James D.; Rodríguez-Rosario, César A.; Aspuru-Guzik, Alán

    2010-02-01

    We introduce the quantum stochastic walk (QSW), which determines the evolution of a generalized quantum-mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical, and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases but also includes more general probability distributions. As an example, we study the QSW on a line and the glued tree of depth three to observe the behavior of the QW-to-CRW transition.

  17. Quantum Random Walks with General Particle States

    NASA Astrophysics Data System (ADS)

    Belton, Alexander C. R.

    2014-06-01

    A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This unifies and extends previous work on repeated-interactions models, including that of Attal and Pautrat (Ann Henri Poincaré 7:59-104 2006) and Belton (J Lond Math Soc 81:412-434, 2010; Commun Math Phys 300:317-329, 2010). When the random-walk generator acts by ampliation and either multiplication or conjugation by a unitary operator, it is shown that the quantum stochastic cocycle which arises in the limit is driven by a unitary process.

  18. Mean first return time for random walks on weighted networks

    NASA Astrophysics Data System (ADS)

    Jing, Xing-Li; Ling, Xiang; Long, Jiancheng; Shi, Qing; Hu, Mao-Bin

    2015-11-01

    Random walks on complex networks are of great importance to understand various types of phenomena in real world. In this paper, two types of biased random walks on nonassortative weighted networks are studied: edge-weight-based random walks and node-strength-based random walks, both of which are extended from the normal random walk model. Exact expressions for stationary distribution and mean first return time (MFRT) are derived and examined by simulation. The results will be helpful for understanding the influences of weights on the behavior of random walks.

  19. Random Walk Method for Potential Problems

    NASA Technical Reports Server (NTRS)

    Krishnamurthy, T.; Raju, I. S.

    2002-01-01

    A local Random Walk Method (RWM) for potential problems governed by Lapalace's and Paragon's equations is developed for two- and three-dimensional problems. The RWM is implemented and demonstrated in a multiprocessor parallel environment on a Beowulf cluster of computers. A speed gain of 16 is achieved as the number of processors is increased from 1 to 23.

  20. A Random Walk on a Circular Path

    ERIC Educational Resources Information Center

    Ching, W.-K.; Lee, M. S.

    2005-01-01

    This short note introduces an interesting random walk on a circular path with cards of numbers. By using high school probability theory, it is proved that under some assumptions on the number of cards, the probability that a walker will return to a fixed position will tend to one as the length of the circular path tends to infinity.

  1. Quantum stochastic walks: A generalization of classical random walks and quantum walks

    NASA Astrophysics Data System (ADS)

    Aspuru-Guzik, Alan

    2010-03-01

    We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases, but also includes more general probability distributions. As an example, we study the QSW on a line, the QW to CRW transition and transitions to genearlized QSWs that go beyond the CRW and QW. QSWs provide a new framework to the study of quantum algorithms as well as of quantum walks with environmental effects.

  2. Random walks in directed modular networks

    NASA Astrophysics Data System (ADS)

    Comin, Cesar H.; Viana, Mateus P.; Antiqueira, Lucas; Costa, Luciano da F.

    2014-12-01

    Because diffusion typically involves symmetric interactions, scant attention has been focused on studying asymmetric cases. However, important networked systems underlain by diffusion (e.g. cortical networks and WWW) are inherently directed. In the case of undirected diffusion, it can be shown that the steady-state probability of the random walk dynamics is fully correlated with the degree, which no longer holds for directed networks. We investigate the relationship between such probability and the inward node degree, which we call efficiency, in modular networks. Our findings show that the efficiency of a given community depends mostly on the balance between its ingoing and outgoing connections. In addition, we derive analytical expressions to show that the internal degree of the nodes does not play a crucial role in their efficiency, when considering the Erdős-Rényi and Barabási-Albert models. The results are illustrated with respect to the macaque cortical network, providing subsidies for improving transportation and communication systems.

  3. Walking dynamics are symmetric (enough)

    PubMed Central

    Ankaralı, M. Mert; Sefati, Shahin; Madhav, Manu S.; Long, Andrew; Bastian, Amy J.; Cowan, Noah J.

    2015-01-01

    Many biological phenomena such as locomotion, circadian cycles and breathing are rhythmic in nature and can be modelled as rhythmic dynamical systems. Dynamical systems modelling often involves neglecting certain characteristics of a physical system as a modelling convenience. For example, human locomotion is frequently treated as symmetric about the sagittal plane. In this work, we test this assumption by examining human walking dynamics around the steady state (limit-cycle). Here, we adapt statistical cross-validation in order to examine whether there are statistically significant asymmetries and, even if so, test the consequences of assuming bilateral symmetry anyway. Indeed, we identify significant asymmetries in the dynamics of human walking, but nevertheless show that ignoring these asymmetries results in a more consistent and predictive model. In general, neglecting evident characteristics of a system can be more than a modelling convenience—it can produce a better model.

  4. Random walk centrality in interconnected multilayer networks

    NASA Astrophysics Data System (ADS)

    Solé-Ribalta, Albert; De Domenico, Manlio; Gómez, Sergio; Arenas, Alex

    2016-06-01

    Real-world complex systems exhibit multiple levels of relationships. In many cases they require to be modeled as interconnected multilayer networks, characterizing interactions of several types simultaneously. It is of crucial importance in many fields, from economics to biology and from urban planning to social sciences, to identify the most (or the less) influent nodes in a network using centrality measures. However, defining the centrality of actors in interconnected complex networks is not trivial. In this paper, we rely on the tensorial formalism recently proposed to characterize and investigate this kind of complex topologies, and extend two well known random walk centrality measures, the random walk betweenness and closeness centrality, to interconnected multilayer networks. For each of the measures we provide analytical expressions that completely agree with numerically results.

  5. A Random Walk Picture of Basketball

    NASA Astrophysics Data System (ADS)

    Gabel, Alan; Redner, Sidney

    2012-02-01

    We analyze NBA basketball play-by-play data and found that scoring is well described by a weakly-biased, anti-persistent, continuous-time random walk. The time between successive scoring events follows an exponential distribution, with little memory between events. We account for a wide variety of statistical properties of scoring, such as the distribution of the score difference between opponents and the fraction of game time that one team is in the lead.

  6. Quantum walk coherences on a dynamical percolation graph

    NASA Astrophysics Data System (ADS)

    Elster, Fabian; Barkhofen, Sonja; Nitsche, Thomas; Novotný, Jaroslav; Gábris, Aurél; Jex, Igor; Silberhorn, Christine

    2015-08-01

    Coherent evolution governs the behaviour of all quantum systems, but in nature it is often subjected to influence of a classical environment. For analysing quantum transport phenomena quantum walks emerge as suitable model systems. In particular, quantum walks on percolation structures constitute an attractive platform for studying open system dynamics of random media. Here, we present an implementation of quantum walks differing from the previous experiments by achieving dynamical control of the underlying graph structure. We demonstrate the evolution of an optical time-multiplexed quantum walk over six double steps, revealing the intricate interplay between the internal and external degrees of freedom. The observation of clear non-Markovian signatures in the coin space testifies the high coherence of the implementation and the extraordinary degree of control of all system parameters. Our work is the proof-of-principle experiment of a quantum walk on a dynamical percolation graph, paving the way towards complex simulation of quantum transport in random media.

  7. An Analysis of Random-Walk Cuckoo Hashing

    NASA Astrophysics Data System (ADS)

    Frieze, Alan; Melsted, Páll; Mitzenmacher, Michael

    In this paper, we provide a polylogarithmic bound that holds with high probability on the insertion time for cuckoo hashing under the random-walk insertion method. Cuckoo hashing provides a useful methodology for building practical, high-performance hash tables. The essential idea of cuckoo hashing is to combine the power of schemes that allow multiple hash locations for an item with the power to dynamically change the location of an item among its possible locations. Previous work on the case where the number of choices is larger than two has required a breadth-first search analysis, which is both inefficient in practice and currently has only a polynomial high probability upper bound on the insertion time. Here we significantly advance the state of the art by proving a polylogarithmic bound on the more efficient random-walk method, where items repeatedly kick out random blocking items until a free location for an item is found.

  8. Generalized ruin problems and asynchronous random walks

    NASA Astrophysics Data System (ADS)

    Abad, E.

    2005-07-01

    We consider a gambling game with two different kinds of trials and compute the duration of the game (averaged over all possible initial capitals of the players) by a mapping of the problem to a 1D lattice walk of two particles reacting upon encounter. The relative frequency of the trials is governed by the synchronicity parameter p of the random walk. The duration of the game is given by the mean time to reaction, which turns out to display a different behavior for even and odd lattices, i.e. this quantity is monotonic in p for odd lattices and non-monotonic for even lattices. In the game picture, this implies that the players minimize the duration of the game by restricting themselves to one type of trial if their joint capital is odd, otherwise a non-symmetric mixture of both trials is needed.

  9. Statistical Modeling of Robotic Random Walks on Different Terrain

    NASA Astrophysics Data System (ADS)

    Naylor, Austin; Kinnaman, Laura

    Issues of public safety, especially with crowd dynamics and pedestrian movement, have been modeled by physicists using methods from statistical mechanics over the last few years. Complex decision making of humans moving on different terrains can be modeled using random walks (RW) and correlated random walks (CRW). The effect of different terrains, such as a constant increasing slope, on RW and CRW was explored. LEGO robots were programmed to make RW and CRW with uniform step sizes. Level ground tests demonstrated that the robots had the expected step size distribution and correlation angles (for CRW). The mean square displacement was calculated for each RW and CRW on different terrains and matched expected trends. The step size distribution was determined to change based on the terrain; theoretical predictions for the step size distribution were made for various simple terrains. It's Dr. Laura Kinnaman, not sure where to put the Prefix.

  10. A generalized model via random walks for information filtering

    NASA Astrophysics Data System (ADS)

    Ren, Zhuo-Ming; Kong, Yixiu; Shang, Ming-Sheng; Zhang, Yi-Cheng

    2016-08-01

    There could exist a simple general mechanism lurking beneath collaborative filtering and interdisciplinary physics approaches which have been successfully applied to online E-commerce platforms. Motivated by this idea, we propose a generalized model employing the dynamics of the random walk in the bipartite networks. Taking into account the degree information, the proposed generalized model could deduce the collaborative filtering, interdisciplinary physics approaches and even the enormous expansion of them. Furthermore, we analyze the generalized model with single and hybrid of degree information on the process of random walk in bipartite networks, and propose a possible strategy by using the hybrid degree information for different popular objects to toward promising precision of the recommendation.

  11. The subtle nature of financial random walks

    NASA Astrophysics Data System (ADS)

    Bouchaud, Jean-Philippe

    2005-06-01

    We first review the most important "stylized facts" of financial time series, that turn out to be, to a large extent, universal. We then recall how the multifractal random walk of Bacry, Muzy, and Delour generalizes the standard model of financial price changes and accounts in an elegant way for many of their empirical properties. In a second part, we provide empirical evidence for a very subtle compensation mechanism that underlies the random nature of price changes. This compensation drives the market close to a critical point, that may explain the sensitivity of financial markets to small perturbations, and their propensity to enter bubbles and crashes. We argue that the resulting unpredictability of price changes is very far from the neoclassical view that markets are informationally efficient.

  12. The Not-so-Random Drunkard's Walk

    ERIC Educational Resources Information Center

    Ehrhardt, George

    2013-01-01

    This dataset contains the results of a quasi-experiment, testing Karl Pearson's "drunkard's walk" analogy for an abstract random walk. Inspired by the alternate hypothesis that drunkards stumble to the side of their dominant hand, it includes data on intoxicated test subjects walking a 10' line. Variables include: the…

  13. The random walk of a low-Reynolds-number swimmer

    NASA Astrophysics Data System (ADS)

    Rafaï, Salima; Garcia, Michaël; Berti, Stefano; Peyla, Philippe

    2010-11-01

    Swimming at a micrometer scale demands particular strategies. Indeed when inertia is negligible as compared to viscous forces (i.e. Reynolds number Re is lower than unity), hydrodynamics equations are reversible in time. To achieve propulsion a low Reynolds number, swimmers must then deform in a way that is not invariant under time reversal. Here we investigate the dispersal properties of self propelled organisms by means of microscopy and cell tracking. Our system of interest is the microalga Chlamydomonas Reinhardtii, a motile single celled green alga about 10 micrometers in diameter that swims with two flagellae. In the case of dilute suspensions, we show that tracked trajectories are well modelled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlations are lost and a standard random walk caracterizes the trajectories. Moreover, high speed imaging enables us to show how speed fluctuations at very short times affect the statistical description of the dynamics. Finally we show how drag forces modify the characteristics of this particular random walk.

  14. Random walk with priorities in communicationlike networks

    NASA Astrophysics Data System (ADS)

    Bastas, Nikolaos; Maragakis, Michalis; Argyrakis, Panos; ben-Avraham, Daniel; Havlin, Shlomo; Carmi, Shai

    2013-08-01

    We study a model for a random walk of two classes of particles (A and B). Where both species are present in the same site, the motion of A's takes precedence over that of B's. The model was originally proposed and analyzed in Maragakis [Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.77.020103 77, 020103(R) (2008)]; here we provide additional results. We solve analytically the diffusion coefficients of the two species in lattices for a number of protocols. In networks, we find that the probability of a B particle to be free decreases exponentially with the node degree. In scale-free networks, this leads to localization of the B's at the hubs and arrest of their motion. To remedy this, we investigate several strategies to avoid trapping of the B's, including moving an A instead of the hindered B, allowing a trapped B to hop with a small probability, biased walk toward non-hub nodes, and limiting the capacity of nodes. We obtain analytic results for lattices and networks, and we discuss the advantages and shortcomings of the possible strategies.

  15. Self-Attractive Random Walks: The Case of Critical Drifts

    NASA Astrophysics Data System (ADS)

    Ioffe, Dmitry; Velenik, Yvan

    2012-07-01

    Self-attractive random walks (polymers) undergo a phase transition in terms of the applied drift (force): If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We show that, in any dimension d ≥ 2, this transition is of first order. In fact, we prove that the walk is already ballistic at critical drifts, and establish the corresponding LLN and CLT.

  16. Homogeneous Superpixels from Markov Random Walks

    NASA Astrophysics Data System (ADS)

    Perbet, Frank; Stenger, Björn; Maki, Atsuto

    This paper presents a novel algorithm to generate homogeneous superpixels from Markov random walks. We exploit Markov clustering (MCL) as the methodology, a generic graph clustering method based on stochastic flow circulation. In particular, we introduce a graph pruning strategy called compact pruning in order to capture intrinsic local image structure. The resulting superpixels are homogeneous, i.e. uniform in size and compact in shape. The original MCL algorithm does not scale well to a graph of an image due to the square computation of the Markov matrix which is necessary for circulating the flow. The proposed pruning scheme has the advantages of faster computation, smaller memory footprint, and straightforward parallel implementation. Through comparisons with other recent techniques, we show that the proposed algorithm achieves state-of-the-art performance.

  17. Random walks on the mental number line.

    PubMed

    Shaki, Samuel; Fischer, Martin H

    2014-01-01

    The direction of influence between conceptual and motor activation, and its relevance for real-life activities, is still unclear. Here, we use the frequently reported association between small/large numbers and left/right space to investigate this issue during walking. We asked healthy adults to generate random numbers as they made lateral turns and found that (1) lateral turn decisions are predicted by the last few numbers generated prior to turning; (2) the intention to turn left/right makes small/large numbers more accessible; and (3) magnitude but not order of auditorily presented numbers influences the listener's turn selection. Our findings document a bidirectional influence between conceptual and motor activation and point to a hierarchically organized conceptual-motor activation. PMID:24091774

  18. Random walk with an exponentially varying step

    NASA Astrophysics Data System (ADS)

    de La Torre, A. C.; Maltz, A.; Mártin, H. O.; Catuogno, P.; García-Mata, I.

    2000-12-01

    A random walk with exponentially varying step, modeling damped or amplified diffusion, is studied. Each step is equal to the previous one multiplied by a step factor s (01/s relating different processes. For s<1/2 and s>2, the process is retrodictive (i.e., every final position can be reached by a unique path) and the set of all possible final points after infinite steps is fractal. For step factors in the interval [1/2,2], some cases result in smooth density distributions, other cases present overlapping self-similarity and there are values of the step factor for which the distribution is singular without a density function.

  19. Relaxed random walk model coupled with ecological niche modeling unravel the dispersal dynamics of a Neotropical savanna tree species in the deeper Quaternary

    PubMed Central

    Collevatti, Rosane G.; Terribile, Levi C.; Rabelo, Suelen G.; Lima-Ribeiro, Matheus S.

    2015-01-01

    Understanding the dispersal routes of Neotropical savanna tree species is an essential step to unravel the effects of past climate change on genetic patterns, species distribution and population demography. Here we reconstruct the demographic history and dispersal dynamics of the Neotropical savanna tree species Tabebuia aurea to understand the effects of Quaternary climate change on its current spatial patterns of genetic diversity. We sampled 285 individuals from 21 populations throughout Brazilian savannas and sequenced all individuals for three chloroplast intergenic spacers and ITS nrDNA. We analyzed data using a multi-model inference framework by coupling the relaxed random walk model (RRW), ecological niche modeling (ENM) and statistical phylogeography. The most recent common ancestor of T. aurea lineages dated from ~4.0 ± 2.5 Ma. T. aurea lineages cyclically dispersed from the West toward the Central-West Brazil, and from the Southeast toward the East and Northeast Brazil, following the paleodistribution dynamics shown by the ENMs through the last glacial cycle. A historical refugium through time may have allowed dispersal of lineages among populations of Central Brazil, overlapping with population expansion during interglacial periods and the diversification of new lineages. Range and population expansion through the Quaternary were, respectively, the most frequent prediction from ENMs and the most likely demographic scenario from coalescent simulations. Consistent phylogeographic patterns among multiple modeling inferences indicate a promising approach, allowing us to understand how cyclical climate changes through the Quaternary drove complex population dynamics and the current patterns of species distribution and genetic diversity. PMID:26379681

  20. FRACTAL DIMENSION RESULTS FOR CONTINUOUS TIME RANDOM WALKS

    PubMed Central

    Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin

    2013-01-01

    Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion. PMID:23482421

  1. Glass transition and random walks on complex energy landscapes.

    PubMed

    Baronchelli, Andrea; Barrat, Alain; Pastor-Satorras, Romualdo

    2009-08-01

    We present a simple mathematical model of glassy dynamics seen as a random walk in a directed weighted network of minima taken as a representation of the energy landscape. Our approach gives a broader perspective to previous studies focusing on particular examples of energy landscapes obtained by sampling energy minima and saddles of small systems. We point out how the relation between the energies of the minima and their number of neighbors should be studied in connection with the network's global topology and show how the tools developed in complex network theory can be put to use in this context. PMID:19792062

  2. Universal order statistics of random walks.

    PubMed

    Schehr, Grégory; Majumdar, Satya N

    2012-01-27

    We study analytically the order statistics of a time series generated by the positions of a symmetric random walk of n steps with step lengths of finite variance σ(2). We show that the statistics of the gap d(k,n) = M(k,n)-M(k+1,n) between the kth and the (k+1)th maximum of the time series becomes stationary, i.e., independent of n as n → ∞ and exhibits a rich, universal behavior. The mean stationary gap exhibits a universal algebraic decay for large k, ~d(k,∞)-/σ 1/sqrt[2πk], independent of the details of the jump distribution. Moreover, the probability density (pdf) of the stationary gap exhibits scaling, Pr(d(k,∞) = δ) ~/= (sqrt[k]/σ)P(δsqrt[k]/σ), in the regime δ~ (d(k,∞)). The scaling function P(x) is universal and has an unexpected power law tail, P(x) ~ x(-4) for large x. For δ> (d(k,∞)) the scaling breaks down and the pdf gets cut off in a nonuniversal way. Consequently, the moments of the gap exhibit an unusual multiscaling behavior. PMID:22400820

  3. Record statistics for multiple random walks.

    PubMed

    Wergen, Gregor; Majumdar, Satya N; Schehr, Grégory

    2012-07-01

    We study the statistics of the number of records R(n,N) for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a random length drawn independently from a symmetric and continuous distribution. We consider two cases: (I) when the variance σ(2) of the jump distribution is finite and (II) when σ(2) is divergent as in the case of Lévy flights with index 0<μ<2. In both cases we find that the mean record number R(n,N) grows universally as ~α(N) sqrt[n] for large n, but with a very different behavior of the amplitude α(N) for N>1 in the two cases. We find that for large N, α(N) ≈ 2sqrt[lnN] independently of σ(2) in case I. In contrast, in case II, the amplitude approaches to an N-independent constant for large N, α(N) ≈ 4/sqrt[π], independently of 0<μ<2. For finite σ(2) we argue-and this is confirmed by our numerical simulations-that the full distribution of (R(n,N)/sqrt[n]-2sqrt[lnN])sqrt[lnN] converges to a Gumbel law as n → ∞ and N → ∞. In case II, our numerical simulations indicate that the distribution of R(n,N)/sqrt[n] converges, for n → ∞ and N → ∞, to a universal nontrivial distribution independently of μ. We discuss the applications of our results to the study of the record statistics of 366 daily stock prices from the Standard & Poor's 500 index. PMID:23005380

  4. Noninteracting multiparticle quantum random walks applied to the graph isomorphism problem for strongly regular graphs

    NASA Astrophysics Data System (ADS)

    Rudinger, Kenneth; Gamble, John King; Wellons, Mark; Bach, Eric; Friesen, Mark; Joynt, Robert; Coppersmith, S. N.

    2012-08-01

    We investigate the quantum dynamics of particles on graphs (“quantum random walks”), with the aim of developing quantum algorithms for determining if two graphs are isomorphic (related to each other by a relabeling of vertices). We focus on quantum random walks of multiple noninteracting particles on strongly regular graphs (SRGs), a class of graphs with high symmetry that is known to have pairs of graphs that are hard to distinguish. Previous work has already demonstrated analytically that two-particle noninteracting quantum walks cannot distinguish nonisomorphic SRGs of the same family. Here, we demonstrate numerically that three-particle noninteracting quantum walks have significant, but not universal, distinguishing power for pairs of SRGs, proving a fundamental difference between the distinguishing power of two-particle and three-particle noninteracting walks. We show analytically why this distinguishing power is possible, whereas it is forbidden for two-particle noninteracting walks. Based on sampling of SRGs with up to 64 vertices, we find no difference in the distinguishing power of bosonic and fermionic walks. In addition, we find that the four-fermion noninteracting walk has greater distinguishing power than the three-particle walk on SRGs, showing that increasing the particle number increases the distinguishing power. However, we also show analytically that no noninteracting walk with a fixed number of particles can distinguish all SRGs, thus demonstrating a potential fundamental difference in the distinguishing power of interacting versus noninteracting walks.

  5. Scaling random walks on arbitrary sets

    NASA Astrophysics Data System (ADS)

    Harris, Simon C.; Williams, David; Sibson, Robin

    1999-01-01

    Let I be a countably infinite set of points in [open face R] which we can write as I={ui: i[set membership][open face Z]}, with uirandom-walk, when repeatedly rescaled suitably in space and time, looks more and more like a Brownian motion. In this paper we explore the convergence properties of the Markov chain Y on the set I under suitable space-time scalings. Later, we consider some cases when the set I consists of the points of a renewal process and the jump rates assigned to each state in I are perhaps also randomly chosen.This work sprang from a question asked by one of us (Sibson) about ‘driftless nearest-neighbour’ Markov chains on countable subsets I of [open face R]d, work of Sibson [7] and of Christ, Friedberg and Lee [2] having identified examples of such chains in terms of the Dirichlet tessellation associated with I. Amongst methods which can be brought to bear on this d-dimensional problem is the theory of Dirichlet forms. There are potential problems in doing this because we wish I to be random (for example, a realization of a Poisson point process), we do not wish to impose artificial boundedness conditions which would clearly make things work for certain deterministic sets I. In the 1-dimensional case discussed here and in the following paper by Harris, much simpler techniques (where we embed the Markov chain in a Brownian motion using local time) work very effectively; and it is these, rather than the theory of Dirichlet forms, that we use.

  6. Nonlocal operators, parabolic-type equations, and ultrametric random walks

    SciTech Connect

    Chacón-Cortes, L. F. Zúñiga-Galindo, W. A.

    2013-11-15

    In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.

  7. Critical exponents of random XX and XY chains: Exact results via random walks

    NASA Astrophysics Data System (ADS)

    Rieger, H.; Juhász, R.; Iglói, F.

    2000-01-01

    We study random XY and (dimerized) XX spin-1/2 quantum spin chains at their quantum phase transition driven by the anisotropy and dimerization, respectively. Using exact expressions for magnetization, correlation functions and energy gap, obtained by the free fermion technique, the critical and off-critical (Griffiths-McCoy) singularities are related to persistence properties of random walks. In this way we determine exactly the decay exponents for surface and bulk transverse and longitudinal correlations, correlation length exponent and dynamical exponent.

  8. On time scale invariance of random walks in confined space.

    PubMed

    Bearup, Daniel; Petrovskii, Sergei

    2015-02-21

    Animal movement is often modelled on an individual level using simulated random walks. In such applications it is preferable that the properties of these random walks remain consistent when the choice of time is changed (time scale invariance). While this property is well understood in unbounded space, it has not been studied in detail for random walks in a confined domain. In this work we undertake an investigation of time scale invariance of the drift and diffusion rates of Brownian random walks subject to one of four simple boundary conditions. We find that time scale invariance is lost when the boundary condition is non-conservative, that is when movement (or individuals) is discarded due to boundary encounters. Where possible analytical results are used to describe the limits of the time scaling process, numerical results are then used to characterise the intermediate behaviour. PMID:25481837

  9. Record statistics of financial time series and geometric random walks

    NASA Astrophysics Data System (ADS)

    Sabir, Behlool; Santhanam, M. S.

    2014-09-01

    The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lying in the range 1.5≤α≤1.8. Further, the longest record ages follow the Fréchet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that obtained from empirical stock data.

  10. Record statistics of financial time series and geometric random walks.

    PubMed

    Sabir, Behlool; Santhanam, M S

    2014-09-01

    The study of record statistics of correlated series in physics, such as random walks, is gaining momentum, and several analytical results have been obtained in the past few years. In this work, we study the record statistics of correlated empirical data for which random walk models have relevance. We obtain results for the records statistics of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lying in the range 1.5≤α≤1.8. Further, the longest record ages follow the Fréchet distribution of extreme value theory. The records statistics of geometric random walk series is in good agreement with that obtained from empirical stock data. PMID:25314414

  11. Mussels realize Weierstrassian Lévy walks as composite correlated random walks

    PubMed Central

    Reynolds, Andy M.

    2014-01-01

    Composite correlated random walks (CCRW) have been posited as a potential replacement for Lévy walks and it has also been suggested that CCRWs have been mistaken for Lévy walks. Here I test an alternative, emerging hypothesis: namely that some organisms approximate Lévy walks as an innate CCRW. It is shown that the tri-modal CCRW found to describe accurately the movement patterns of mussels (Mytilus edulis) during spatial pattern formation in mussel beds can be regarded as being the first three levels in a hierarchy of nested movement patterns which if extended indefinitely would correspond to a Lévy walk whose characteristic (power-law) exponent is tuned to nearly minimize the time required to form patterned beds. The mussels realise this Lévy walk to good approximation across a biologically meaningful range of scales. This demonstrates that the CCRW not only describes mussel movement patterns, it explains them. PMID:24637423

  12. The melting phenomenon in random-walk model of DNA

    SciTech Connect

    Hayrapetyan, G. N.; Mamasakhlisov, E. Sh.; Papoyan, Vl. V.; Poghosyan, S. S.

    2012-10-15

    The melting phenomenon in a double-stranded homopolypeptide is considered. The relative distance between the corresponding monomers of two polymer chains is modeled by the two-dimensional random walk on the square lattice. Returns of the random walk to the origin describe the formation of hydrogen bonds between complementary units. To take into account the two competing interactions of monomers inside the chains, we obtain a completely denatured state at finite temperature T{sub c}.

  13. The Einstein Relation for RandomWalks on Graphs

    NASA Astrophysics Data System (ADS)

    Telcs, András

    2006-05-01

    This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic framework for the study of (sub-) diffusive behavior of the random walks on weighted graphs.

  14. The Einstein Relation for Random Walks on Graphs

    NASA Astrophysics Data System (ADS)

    Telcs, András

    2006-02-01

    This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic framework for the study of (sub-) diffusive behavior of the random walks on weighted graphs.

  15. Convergence of a random walk method for the Burgers equation

    SciTech Connect

    Roberts, S.

    1985-10-01

    In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.

  16. Quantum walk coherences on a dynamical percolation graph

    PubMed Central

    Elster, Fabian; Barkhofen, Sonja; Nitsche, Thomas; Novotný, Jaroslav; Gábris, Aurél; Jex, Igor; Silberhorn, Christine

    2015-01-01

    Coherent evolution governs the behaviour of all quantum systems, but in nature it is often subjected to influence of a classical environment. For analysing quantum transport phenomena quantum walks emerge as suitable model systems. In particular, quantum walks on percolation structures constitute an attractive platform for studying open system dynamics of random media. Here, we present an implementation of quantum walks differing from the previous experiments by achieving dynamical control of the underlying graph structure. We demonstrate the evolution of an optical time-multiplexed quantum walk over six double steps, revealing the intricate interplay between the internal and external degrees of freedom. The observation of clear non-Markovian signatures in the coin space testifies the high coherence of the implementation and the extraordinary degree of control of all system parameters. Our work is the proof-of-principle experiment of a quantum walk on a dynamical percolation graph, paving the way towards complex simulation of quantum transport in random media. PMID:26311434

  17. Searching method through biased random walks on complex networks.

    PubMed

    Lee, Sungmin; Yook, Soon-Hyung; Kim, Yup

    2009-07-01

    Information search is closely related to the first-passage property of diffusing particle. The physical properties of diffusing particle is affected by the topological structure of the underlying network. Thus, the interplay between dynamical process and network topology is important to study information search on complex networks. Designing an efficient method has been one of main interests in information search. Both reducing the network traffic and decreasing the searching time have been two essential factors for designing efficient method. Here we propose an efficient method based on biased random walks. Numerical simulations show that the average searching time of the suggested model is more efficient than other well-known models. For a practical interest, we demonstrate how the suggested model can be applied to the peer-to-peer system. PMID:19658839

  18. A New Random Walk for Replica Detection in WSNs.

    PubMed

    Aalsalem, Mohammed Y; Khan, Wazir Zada; Saad, N M; Hossain, Md Shohrab; Atiquzzaman, Mohammed; Khan, Muhammad Khurram

    2016-01-01

    Wireless Sensor Networks (WSNs) are vulnerable to Node Replication attacks or Clone attacks. Among all the existing clone detection protocols in WSNs, RAWL shows the most promising results by employing Simple Random Walk (SRW). More recently, RAND outperforms RAWL by incorporating Network Division with SRW. Both RAND and RAWL have used SRW for random selection of witness nodes which is problematic because of frequently revisiting the previously passed nodes that leads to longer delays, high expenditures of energy with lower probability that witness nodes intersect. To circumvent this problem, we propose to employ a new kind of constrained random walk, namely Single Stage Memory Random Walk and present a distributed technique called SSRWND (Single Stage Memory Random Walk with Network Division). In SSRWND, single stage memory random walk is combined with network division aiming to decrease the communication and memory costs while keeping the detection probability higher. Through intensive simulations it is verified that SSRWND guarantees higher witness node security with moderate communication and memory overheads. SSRWND is expedient for security oriented application fields of WSNs like military and medical. PMID:27409082

  19. A New Random Walk for Replica Detection in WSNs

    PubMed Central

    Aalsalem, Mohammed Y.; Saad, N. M.; Hossain, Md. Shohrab; Atiquzzaman, Mohammed; Khan, Muhammad Khurram

    2016-01-01

    Wireless Sensor Networks (WSNs) are vulnerable to Node Replication attacks or Clone attacks. Among all the existing clone detection protocols in WSNs, RAWL shows the most promising results by employing Simple Random Walk (SRW). More recently, RAND outperforms RAWL by incorporating Network Division with SRW. Both RAND and RAWL have used SRW for random selection of witness nodes which is problematic because of frequently revisiting the previously passed nodes that leads to longer delays, high expenditures of energy with lower probability that witness nodes intersect. To circumvent this problem, we propose to employ a new kind of constrained random walk, namely Single Stage Memory Random Walk and present a distributed technique called SSRWND (Single Stage Memory Random Walk with Network Division). In SSRWND, single stage memory random walk is combined with network division aiming to decrease the communication and memory costs while keeping the detection probability higher. Through intensive simulations it is verified that SSRWND guarantees higher witness node security with moderate communication and memory overheads. SSRWND is expedient for security oriented application fields of WSNs like military and medical. PMID:27409082

  20. A New Family of Solvable Pearson-Dirichlet Random Walks

    NASA Astrophysics Data System (ADS)

    Le Caër, Gérard

    2011-07-01

    An n-step Pearson-Gamma random walk in ℝ d starts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has a shape parameter q>0. Constrained random walks of n steps in ℝ d are obtained from the latter walks by imposing that the sum of the step lengths is equal to a fixed value. Simple closed-form expressions were obtained in particular for the distribution of the endpoint of such constrained walks for any d≥ d 0 and any n≥2 when q is either q = d/2 - 1 ( d 0=3) or q= d-1 ( d 0=2) (Le Caër in J. Stat. Phys. 140:728-751, 2010). When the total walk length is chosen, without loss of generality, to be equal to 1, then the constrained step lengths have a Dirichlet distribution whose parameters are all equal to q and the associated walk is thus named a Pearson-Dirichlet random walk. The density of the endpoint position of a n-step planar walk of this type ( n≥2), with q= d=2, was shown recently to be a weighted mixture of 1+ floor( n/2) endpoint densities of planar Pearson-Dirichlet walks with q=1 (Beghin and Orsingher in Stochastics 82:201-229, 2010). The previous result is generalized to any walk space dimension and any number of steps n≥2 when the parameter of the Pearson-Dirichlet random walk is q= d>1. We rely on the connection between an unconstrained random walk and a constrained one, which have both the same n and the same q= d, to obtain a closed-form expression of the endpoint density. The latter is a weighted mixture of 1+ floor( n/2) densities with simple forms, equivalently expressed as a product of a power and a Gauss hypergeometric function. The weights are products of factors which depends both on d and n and Bessel numbers independent of d.

  1. Fast Kalman Filter for Random Walk Forecast model

    NASA Astrophysics Data System (ADS)

    Saibaba, A.; Kitanidis, P. K.

    2013-12-01

    Kalman filtering is a fundamental tool in statistical time series analysis to understand the dynamics of large systems for which limited, noisy observations are available. However, standard implementations of the Kalman filter are prohibitive because they require O(N^2) in memory and O(N^3) in computational cost, where N is the dimension of the state variable. In this work, we focus our attention on the Random walk forecast model which assumes the state transition matrix to be the identity matrix. This model is frequently adopted when the data is acquired at a timescale that is faster than the dynamics of the state variables and there is considerable uncertainty as to the physics governing the state evolution. We derive an efficient representation for the a priori and a posteriori estimate covariance matrices as a weighted sum of two contributions - the process noise covariance matrix and a low rank term which contains eigenvectors from a generalized eigenvalue problem, which combines information from the noise covariance matrix and the data. We describe an efficient algorithm to update the weights of the above terms and the computation of eigenmodes of the generalized eigenvalue problem (GEP). The resulting algorithm for the Kalman filter with Random walk forecast model scales as O(N) or O(N log N), both in memory and computational cost. This opens up the possibility of real-time adaptive experimental design and optimal control in systems of much larger dimension than was previously feasible. For a small number of measurements (~ 300 - 400), this procedure can be made numerically exact. However, as the number of measurements increase, for several choices of measurement operators and noise covariance matrices, the spectrum of the (GEP) decays rapidly and we are justified in only retaining the dominant eigenmodes. We discuss tradeoffs between accuracy and computational cost. The resulting algorithms are applied to an example application from ray-based travel time

  2. Quantum random walks do not need a coin toss

    SciTech Connect

    Patel, Apoorva; Raghunathan, K.S.; Rungta, Pranaw

    2005-03-01

    Classical randomized algorithms use a coin toss instruction to explore different evolutionary branches of a problem. Quantum algorithms, on the other hand, can explore multiple evolutionary branches by mere superposition of states. Discrete quantum random walks, studied in the literature, have nonetheless used both superposition and a quantum coin toss instruction. This is not necessary, and a discrete quantum random walk without a quantum coin toss instruction is defined and analyzed here. Our construction eliminates quantum entanglement between the coin and the position degrees of freedom from the algorithm, and the results match those obtained with a quantum coin toss instruction.

  3. Propagators of random walks on comb lattices of arbitrary dimension

    NASA Astrophysics Data System (ADS)

    Illien, Pierre; Bénichou, Olivier

    2016-07-01

    We study diffusion on comb lattices of arbitrary dimension. Relying on the loopless structure of these lattices and using first-passage properties, we obtain exact and explicit formulae for the Laplace transforms of the propagators associated to nearest-neighbour random walks in both cases where either the first or the last point of the random walk is on the backbone of the lattice, and where the two extremities are arbitrarily chosen. As an application, we compute the mean-square displacement of a random walker on a comb of arbitrary dimension. We also propose an alternative and consistent approach of the problem using a master equation description, and obtain simple and generic expressions of the propagators. This method is more general and is extended to study the propagators of random walks on more complex comb-like structures. In particular, we study the case of a two-dimensional comb lattice with teeth of finite length.

  4. Algebraic area enclosed by random walks on a lattice

    NASA Astrophysics Data System (ADS)

    Desbois, Jean

    2015-10-01

    We compute the moments ≤ft<{A}2k\\right> of the area enclosed by an N-steps random walk on a 2D lattice. We consider separately the cases where the walk comes back to the origin or not. We also compute, for both cases, the characteristic function ≤ft<{{{e}}}{{i} B A}\\right> at order 1/{N}2.

  5. A discrete time random walk model for anomalous diffusion

    NASA Astrophysics Data System (ADS)

    Angstmann, C. N.; Donnelly, I. C.; Henry, B. I.; Nichols, J. A.

    2015-07-01

    The continuous time random walk, introduced in the physics literature by Montroll and Weiss, has been widely used to model anomalous diffusion in external force fields. One of the features of this model is that the governing equations for the evolution of the probability density function, in the diffusion limit, can generally be simplified using fractional calculus. This has in turn led to intensive research efforts over the past decade to develop robust numerical methods for the governing equations, represented as fractional partial differential equations. Here we introduce a discrete time random walk that can also be used to model anomalous diffusion in an external force field. The governing evolution equations for the probability density function share the continuous time random walk diffusion limit. Thus the discrete time random walk provides a novel numerical method for solving anomalous diffusion equations in the diffusion limit, including the fractional Fokker-Planck equation. This method has the clear advantage that the discretisation of the diffusion limit equation, which is necessary for numerical analysis, is itself a well defined physical process. Some examples using the discrete time random walk to provide numerical solutions of the probability density function for anomalous subdiffusion, including forcing, are provided.

  6. Visual Tracking via Random Walks on Graph Model.

    PubMed

    Li, Xiaoli; Han, Zhifeng; Wang, Lijun; Lu, Huchuan

    2016-09-01

    In this paper, we formulate visual tracking as random walks on graph models with nodes representing superpixels and edges denoting relationships between superpixels. We integrate two novel graphs with the theory of Markov random walks, resulting in two Markov chains. First, an ergodic Markov chain is enforced to globally search for the candidate nodes with similar features to the template nodes. Second, an absorbing Markov chain is utilized to model the temporal coherence between consecutive frames. The final confidence map is generated by a structural model which combines both appearance similarity measurement derived by the random walks and internal spatial layout demonstrated by different target parts. The effectiveness of the proposed Markov chains as well as the structural model is evaluated both qualitatively and quantitatively. Experimental results on challenging sequences show that the proposed tracking algorithm performs favorably against state-of-the-art methods. PMID:26292358

  7. Image segmentation using random-walks on the histogram

    NASA Astrophysics Data System (ADS)

    Morin, Jean-Philippe; Desrosiers, Christian; Duong, Luc

    2012-02-01

    This document presents a novel method for the problem of image segmentation, based on random-walks. This method shares similarities with the Mean-shift algorithm, as it finds the modes of the intensity histogram of images. However, unlike Mean-shift, our proposed method is stochastic and also provides class membership probabilities. Also, unlike other random-walk based methods, our approach does not require any form of user interaction, and can scale to very large images. To illustrate the usefulness, efficiency and scalability of our method, we test it on the task of segmenting anatomical structures present in cardiac CT and brain MRI images.

  8. Non-Gaussian propagator for elephant random walks

    NASA Astrophysics Data System (ADS)

    da Silva, M. A. A.; Cressoni, J. C.; Schütz, Gunter M.; Viswanathan, G. M.; Trimper, Steffen

    2013-08-01

    For almost a decade the consensus has held that the random walk propagator for the elephant random walk (ERW) model is a Gaussian. Here we present strong numerical evidence that the propagator is, in general, non-Gaussian and, in fact, non-Lévy. Motivated by this surprising finding, we seek a second, non-Gaussian solution to the associated Fokker-Planck equation. We prove mathematically, by calculating the skewness, that the ERW Fokker-Planck equation has a non-Gaussian propagator for the superdiffusive regime. Finally, we discuss some unusual aspects of the propagator in the context of higher order terms needed in the Fokker-Planck equation.

  9. A family of random walks with generalized Dirichlet steps

    SciTech Connect

    De Gregorio, Alessandro

    2014-02-15

    We analyze a class of continuous time random walks in R{sup d},d≥2, with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes of orientation, we provide the analytic form of the probability density function of the position (X{sub {sub d}}(t),t>0) reached, at time t > 0, by the random motion. In particular, we analyze the case of random walks with two steps. In general, it is a hard task to obtain the explicit probability distributions for the process (X{sub {sub d}}(t),t>0). Nevertheless, for suitable values for the basic parameters of the generalized Dirichlet probability distribution, we are able to derive the explicit conditional density functions of (X{sub {sub d}}(t),t>0). Furthermore, in some cases, by exploiting the fractional Poisson process, the unconditional probability distributions of the random walk are obtained. This paper extends in a more general setting, the random walks with Dirichlet displacements introduced in some previous papers.

  10. Computer Challenges: Random Walks in the Classroom.

    ERIC Educational Resources Information Center

    Gamble, Andy

    1982-01-01

    Discusses a short computer program used in teaching the random (RND) function in the BASIC programming language. Focuses on the mathematical concepts involved in the program related to elementary probability. (JN)

  11. Ranking Competitors Using Degree-Neutralized Random Walks

    PubMed Central

    Shin, Seungkyu; Ahnert, Sebastian E.; Park, Juyong

    2014-01-01

    Competition is ubiquitous in many complex biological, social, and technological systems, playing an integral role in the evolutionary dynamics of the systems. It is often useful to determine the dominance hierarchy or the rankings of the components of the system that compete for survival and success based on the outcomes of the competitions between them. Here we propose a ranking method based on the random walk on the network representing the competitors as nodes and competitions as directed edges with asymmetric weights. We use the edge weights and node degrees to define the gradient on each edge that guides the random walker towards the weaker (or the stronger) node, which enables us to interpret the steady-state occupancy as the measure of the node's weakness (or strength) that is free of unwarranted degree-induced bias. We apply our method to two real-world competition networks and explore the issues of ranking stabilization and prediction accuracy, finding that our method outperforms other methods including the baseline win–loss differential method in sparse networks. PMID:25517977

  12. A connection between a system of random walks and rumor transmission

    NASA Astrophysics Data System (ADS)

    Lebensztayn, E.; Rodriguez, P. M.

    2013-12-01

    We establish a relationship between the phenomenon of rumor transmission on a population and a probabilistic model of interacting particles on the complete graph. More precisely, we consider variations of the Maki-Thompson epidemic model and the “frog model” of random walks, which were introduced in the scientific literature independently and in different contexts. We analyze the Markov chains which describe these models, and show a coupling between them. Our connection shows how the propagation of a rumor in a closed homogeneously mixing population can be described by a system of random walks on the complete graph. Additionally, we discuss further applications of the random walk model which are relevant to the modeling of different biological dynamics.

  13. Random walk of a swimmer in a low-Reynolds-number medium

    NASA Astrophysics Data System (ADS)

    Garcia, Michaël; Berti, Stefano; Peyla, Philippe; Rafaï, Salima

    2011-03-01

    Swimming at a micrometer scale demands particular strategies. When inertia is negligible compared to viscous forces, hydrodynamics equations are reversible in time. To achieve propulsion, microswimmers must therefore deform in a way that is not invariant under time reversal. Here, we investigate dispersal properties of the microalga Chlamydomonas reinhardtii by means of microscopy and cell tracking. We show that tracked trajectories are well modeled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlation is lost and a standard random walk characterizes the trajectories. Moreover, high-speed imaging enables us to show how the back-and-forth motion of flagella at very short times affects the statistical description of the dynamics. Finally, we show how drag forces modify the characteristics of this particular random walk.

  14. Adaptive importance sampling of random walks on continuous state spaces

    SciTech Connect

    Baggerly, K.; Cox, D.; Picard, R.

    1998-11-01

    The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material.

  15. One-Dimensional Random Walks with One-Step Memory

    NASA Astrophysics Data System (ADS)

    Piaskowski, Kevin; Nolan, Michael

    2016-03-01

    Formalized studies of random walks have been done dating back to the early 20th century. Since then, well-defined conclusions have been drawn, specifically in the case of one and two-dimensional random walks. An important theorem was formulated by George Polya in 1912. He stated that for a one or two-dimensional lattice random walk with infinite number of steps, N, the probability that the walker will return to its point of origin is unity. The work done in this particular research explores Polya's theorem for one-dimensional random walks that are non-isotropic and have the property of one-step memory, i.e. the probability of moving in any direction is non-symmetric and dependent on the previous step. The key mathematical construct used in this research is that of a generating function. This helps compute the return probability for an infinite N. An explicit form of the generating function was devised and used to calculate return probabilities for finite N. Return probabilities for various memory parameters were explored analytically and via simulations. Currently, further analysis is being done to try and find a relationship between memory parameters and number of steps, N.

  16. Inference of random walk models to describe leukocyte migration

    NASA Astrophysics Data System (ADS)

    Jones, Phoebe J. M.; Sim, Aaron; Taylor, Harriet B.; Bugeon, Laurence; Dallman, Magaret J.; Pereira, Bernard; Stumpf, Michael P. H.; Liepe, Juliane

    2015-12-01

    While the majority of cells in an organism are static and remain relatively immobile in their tissue, migrating cells occur commonly during developmental processes and are crucial for a functioning immune response. The mode of migration has been described in terms of various types of random walks. To understand the details of the migratory behaviour we rely on mathematical models and their calibration to experimental data. Here we propose an approximate Bayesian inference scheme to calibrate a class of random walk models characterized by a specific, parametric particle re-orientation mechanism to observed trajectory data. We elaborate the concept of transition matrices (TMs) to detect random walk patterns and determine a statistic to quantify these TM to make them applicable for inference schemes. We apply the developed pipeline to in vivo trajectory data of macrophages and neutrophils, extracted from zebrafish that had undergone tail transection. We find that macrophage and neutrophils exhibit very distinct biased persistent random walk patterns, where the strengths of the persistence and bias are spatio-temporally regulated. Furthermore, the movement of macrophages is far less persistent than that of neutrophils in response to wounding.

  17. Solving the accuracy-diversity dilemma via directed random walks

    NASA Astrophysics Data System (ADS)

    Liu, Jian-Guo; Shi, Kerui; Guo, Qiang

    2012-01-01

    Random walks have been successfully used to measure user or object similarities in collaborative filtering (CF) recommender systems, which is of high accuracy but low diversity. A key challenge of a CF system is that the reliably accurate results are obtained with the help of peers' recommendation, but the most useful individual recommendations are hard to be found among diverse niche objects. In this paper we investigate the direction effect of the random walk on user similarity measurements and find that the user similarity, calculated by directed random walks, is reverse to the initial node's degree. Since the ratio of small-degree users to large-degree users is very large in real data sets, the large-degree users' selections are recommended extensively by traditional CF algorithms. By tuning the user similarity direction from neighbors to the target user, we introduce a new algorithm specifically to address the challenge of diversity of CF and show how it can be used to solve the accuracy-diversity dilemma. Without relying on any context-specific information, we are able to obtain accurate and diverse recommendations, which outperforms the state-of-the-art CF methods. This work suggests that the random-walk direction is an important factor to improve the personalized recommendation performance.

  18. Averaging in SU(2) open quantum random walk

    NASA Astrophysics Data System (ADS)

    Clement, Ampadu

    2014-03-01

    We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT.

  19. A continuous time random walk approach to magnetic disaccommodation

    NASA Astrophysics Data System (ADS)

    Castro, J.; Rivas, J.

    1994-02-01

    We extend the Dietze theory for the diffusion after-effect to the case where the defects perform a continuous time random walk. Using a waiting time density of the fractional exponential type ψ( t) = (1- n) vt- ne- vt1- n a temporal dependence of a fractional power type t1- n at short times is reported.

  20. Inference of random walk models to describe leukocyte migration.

    PubMed

    Jones, Phoebe J M; Sim, Aaron; Taylor, Harriet B; Bugeon, Laurence; Dallman, Magaret J; Pereira, Bernard; Stumpf, Michael P H; Liepe, Juliane

    2015-12-01

    While the majority of cells in an organism are static and remain relatively immobile in their tissue, migrating cells occur commonly during developmental processes and are crucial for a functioning immune response. The mode of migration has been described in terms of various types of random walks. To understand the details of the migratory behaviour we rely on mathematical models and their calibration to experimental data. Here we propose an approximate Bayesian inference scheme to calibrate a class of random walk models characterized by a specific, parametric particle re-orientation mechanism to observed trajectory data. We elaborate the concept of transition matrices (TMs) to detect random walk patterns and determine a statistic to quantify these TM to make them applicable for inference schemes. We apply the developed pipeline to in vivo trajectory data of macrophages and neutrophils, extracted from zebrafish that had undergone tail transection. We find that macrophage and neutrophils exhibit very distinct biased persistent random walk patterns, where the strengths of the persistence and bias are spatio-temporally regulated. Furthermore, the movement of macrophages is far less persistent than that of neutrophils in response to wounding. PMID:26403334

  1. Solving the accuracy-diversity dilemma via directed random walks.

    PubMed

    Liu, Jian-Guo; Shi, Kerui; Guo, Qiang

    2012-01-01

    Random walks have been successfully used to measure user or object similarities in collaborative filtering (CF) recommender systems, which is of high accuracy but low diversity. A key challenge of a CF system is that the reliably accurate results are obtained with the help of peers' recommendation, but the most useful individual recommendations are hard to be found among diverse niche objects. In this paper we investigate the direction effect of the random walk on user similarity measurements and find that the user similarity, calculated by directed random walks, is reverse to the initial node's degree. Since the ratio of small-degree users to large-degree users is very large in real data sets, the large-degree users' selections are recommended extensively by traditional CF algorithms. By tuning the user similarity direction from neighbors to the target user, we introduce a new algorithm specifically to address the challenge of diversity of CF and show how it can be used to solve the accuracy-diversity dilemma. Without relying on any context-specific information, we are able to obtain accurate and diverse recommendations, which outperforms the state-of-the-art CF methods. This work suggests that the random-walk direction is an important factor to improve the personalized recommendation performance. PMID:22400636

  2. Amnestically Induced Persistence in Random Walks

    NASA Astrophysics Data System (ADS)

    Cressoni, J. C.; da Silva, Marco Antonio Alves; Viswanathan, G. M.

    2007-02-01

    We study how the Hurst exponent α depends on the fraction f of the total time t remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker’s position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral and psychological symptoms of Alzheimer’s disease and other dementias.

  3. HESS Opinions "A random walk on water"

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-10-01

    According to the traditional notion of randomness and uncertainty, natural phenomena are separated into two mutually exclusive components, random (or stochastic) and deterministic. Within this dichotomous logic, the deterministic part supposedly represents cause-effect relationships and, thus, is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). We argue that such views should be reconsidered by admitting that uncertainty is an intrinsic property of nature, that causality implies dependence of natural processes in time, thus suggesting predictability, but even the tiniest uncertainty (e.g., in initial conditions) may result in unpredictability after a certain time horizon. On these premises it is possible to shape a consistent stochastic representation of natural processes, in which predictability (suggested by deterministic laws) and unpredictability (randomness) coexist and are not separable or additive components. Deciding which of the two dominates is simply a matter of specifying the time horizon of the prediction. Long horizons of prediction are inevitably associated with high uncertainty, whose quantification relies on understanding the long-term stochastic properties of the processes.

  4. HESS Opinions "A random walk on water"

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2010-03-01

    According to the traditional notion of randomness and uncertainty, natural phenomena are separated into two mutually exclusive components, random (or stochastic) and deterministic. Within this dichotomous logic, the deterministic part supposedly represents cause-effect relationships and, thus, is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Here I argue that such views should be reconsidered by admitting that uncertainty is an intrinsic property of nature, that causality implies dependence of natural processes in time, thus suggesting predictability, but even the tiniest uncertainty (e.g. in initial conditions) may result in unpredictability after a certain time horizon. On these premises it is possible to shape a consistent stochastic representation of natural processes, in which predictability (suggested by deterministic laws) and unpredictability (randomness) coexist and are not separable or additive components. Deciding which of the two dominates is simply a matter of specifying the time horizon and scale of the prediction. Long horizons of prediction are inevitably associated with high uncertainty, whose quantification relies on the long-term stochastic properties of the processes.

  5. Homogeneous Open Quantum Random Walks on a Lattice

    NASA Astrophysics Data System (ADS)

    Carbone, Raffaella; Pautrat, Yan

    2015-09-01

    We study open quantum random walks (OQRWs) for which the underlying graph is a lattice, and the generators of the walk are homogeneous in space. Using the results recently obtained in Carbone and Pautrat (Ann Henri Poincaré, 2015), we study the quantum trajectory associated with the OQRW, which is described by a position process and a state process. We obtain a central limit theorem and a large deviation principle for the position process. We study in detail the case of homogeneous OQRWs on the lattice , with internal space.

  6. Quantum decomposition of random walk on Cayley graph of finite group

    NASA Astrophysics Data System (ADS)

    Kang, Yuanbao

    2016-09-01

    In the paper, A quantum decomposition (QD, for short) of random walk on Cayley graph of finite group is introduced, which contains two cases. One is QD of quantum random walk operator (QRWO, for short), another is QD of Quantum random walk state (QRWS, for short). Using these findings, I finally obtain some applications for quantum random walk (QRW, for short), which are of interest in the study of QRW, highlighting the role played by QRWO and QRWS.

  7. Perturbation spreading in many-particle systems: a random walk approach.

    PubMed

    Zaburdaev, V; Denisov, S; Hänggi, P

    2011-05-01

    The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk where a single particle is traveling through an active, fluctuating medium. Employing two archetype ergodic many-particle systems, namely, (i) a hard-point gas composed of two unequal masses and (ii) a Fermi-Pasta-Ulam chain, we demonstrate that the corresponding perturbation profiles coincide with the diffusion profiles of the single-particle Lévy walk approach. The parameters of the random walk can be related through elementary algebraic expressions to the physical parameters of the corresponding test many-body systems. PMID:21635077

  8. Perturbation Spreading in Many-Particle Systems: A Random Walk Approach

    NASA Astrophysics Data System (ADS)

    Zaburdaev, V.; Denisov, S.; Hänggi, P.

    2011-05-01

    The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk where a single particle is traveling through an active, fluctuating medium. Employing two archetype ergodic many-particle systems, namely, (i) a hard-point gas composed of two unequal masses and (ii) a Fermi-Pasta-Ulam chain, we demonstrate that the corresponding perturbation profiles coincide with the diffusion profiles of the single-particle Lévy walk approach. The parameters of the random walk can be related through elementary algebraic expressions to the physical parameters of the corresponding test many-body systems.

  9. Quantum random walk of a Bose-Einstein condensate in momentum space

    NASA Astrophysics Data System (ADS)

    Summy, Gil; Wimberger, Sandro

    2016-02-01

    Each step in a quantum random walk is typically understood to have two basic components: a "coin toss" which produces a random superposition of two states, and a displacement which moves each component of the superposition by different amounts. Here we suggest the realization of a walk in momentum space with a spinor Bose-Einstein condensate subject to a quantum ratchet realized with a pulsed, off-resonant optical lattice. By an appropriate choice of the lattice detuning, we show how the atomic momentum can be entangled with the internal spin states of the atoms. For the coin toss, we propose to use a microwave pulse to mix these internal states. We present experimental results showing an optimized quantum ratchet, and through a series of simulations, demonstrate how our proposal gives extraordinary control of the quantum walk. This should allow for the investigation of possible biases, and classical-to-quantum dynamics in the presence of natural and engineered noise.

  10. Correlated biased random walk with latency in one and two dimensions: Asserting patterned and unpredictable movement

    NASA Astrophysics Data System (ADS)

    Rodriguez-Horta, E.; Estevez-Rams, E.; Lora-Serrano, R.; Fernández, B. Aragón

    2016-09-01

    The correlated biased random walk with latency in one and two dimensions is discussed with regard to the portion of irreducible random movement and structured movement. It is shown how a quantitative analysis can be carried out by using computational mechanics. The stochastic matrix for both dynamics are reported. Latency introduces new states in the finite state machine description of the system in both dimensions, allowing for a full nearest neighbor coordination in the two dimensional case. Complexity analysis is used to characterize the movement, independently of the set of control parameters, making it suitable for the discussion of other random walk models. The complexity map of the system dynamics is reported for the two dimensional case.

  11. Magnetic random-walk representation for scalar QED and the triviality problem

    SciTech Connect

    Broda, B. )

    1989-12-18

    A random-walk representation for continuum scalar quantum electrodynamics in the Feynman gauge is derived. The triviality problem of scalar QED is formulated in terms of the triviality of magnetic random-walk interactions. The average partition function {ital z} of a pair of magnetic random walks is shown to be equal to 1 for {ital D}{ge}4.

  12. Dynamical and thermodynamical control of Open Quantum Walks

    NASA Astrophysics Data System (ADS)

    Petruccione, Francesco; Sinayskiy, Ilya

    2014-03-01

    Over the last few years dynamical properties and limit distributions of Open Quantum Walks (OQWs), quantum walks driven by dissipation, have been intensely studied [S. Attal et. al. J. Stat. Phys. 147, Issue 4, 832 (2012)]. For some particular cases of OQWs central limit theorems have been proven [S. Attal, N. Guillotin, C. Sabot, ``Central Limit Theorems for Open Quantum Random Walks,'' to appear in Annales Henri Poincaré]. However, only recently the connection between the rich dynamical behavior of OQWs and the corresponding microscopic system-environment models has been established. The microscopic derivation of an OQW as a reduced system dynamics on a 2-nodes graph [I. Sinayskiy, F. Petruccione, Open Syst. Inf. Dyn. 20, 1340007 (2013)] and its generalization to arbitrary graphs allow to explain the dependance of the dynamical behavior of the OQW on the temperature and coupling to the environment. For thermal environments we observe Gaussian behaviour, whereas at zero temperature population trapping and ``soliton''-like behaviour are possible. Physical realizations of OQWs in quantum optical setups will be also presented. This work is based on research supported by the South African Research Chair Initiative of the Department of Science and Technology and National Research Foundation.

  13. Reheating-volume measure for random-walk inflation

    NASA Astrophysics Data System (ADS)

    Winitzki, Sergei

    2008-09-01

    The recently proposed “reheating-volume” (RV) measure promises to solve the long-standing problem of extracting probabilistic predictions from cosmological multiverse scenarios involving eternal inflation. I give a detailed description of the new measure and its applications to generic models of eternal inflation of random-walk type. For those models I derive a general formula for RV-regulated probability distributions that is suitable for numerical computations. I show that the results of the RV cutoff in random-walk type models are always gauge invariant and independent of the initial conditions at the beginning of inflation. In a toy model where equal-time cutoffs lead to the “youngness paradox,” the RV cutoff yields unbiased results that are distinct from previously proposed measures.

  14. Aggregation is the key to succeed in random walks.

    PubMed

    Hernandez-Suarez, Carlos M

    2016-09-01

    In a random walk (RW) in Z an individual starts at 0 and moves at discrete unitary steps to the right or left with respective probabilities p and 1-p. Assuming p > 1/2 and finite a, a > 1, the probability that state a will be reached before -a is Q(a, p) where Q(a, p) > p. Here we introduce the cooperative random walk (CRW) involving two individuals that move independently according to a RW each but dedicate a fraction of time θ to approach the other one unit. This simple strategy seems to be effective in increasing the expected number of individuals arriving to a first. We conjecture that this is a possible underlying mechanism for efficient animal migration under noisy conditions. PMID:27404210

  15. Reheating-volume measure for random-walk inflation

    SciTech Connect

    Winitzki, Sergei

    2008-09-15

    The recently proposed 'reheating-volume' (RV) measure promises to solve the long-standing problem of extracting probabilistic predictions from cosmological multiverse scenarios involving eternal inflation. I give a detailed description of the new measure and its applications to generic models of eternal inflation of random-walk type. For those models I derive a general formula for RV-regulated probability distributions that is suitable for numerical computations. I show that the results of the RV cutoff in random-walk type models are always gauge invariant and independent of the initial conditions at the beginning of inflation. In a toy model where equal-time cutoffs lead to the 'youngness paradox', the RV cutoff yields unbiased results that are distinct from previously proposed measures.

  16. Neuron branch detection and description using random walk.

    PubMed

    Kim, Hee Chang; Genovesio, Auguste

    2009-01-01

    The morphological studies of neuron structures are of great interests for biologists. However, manually detecting dendrites structures is very labor intensive, therefore unfeasible in studies that involve a large number of images. In this paper, we propose an automated neuron detection and description method. The proposed method uses ratios of probability maps from random walk sessions to detect initial seed-points and minimal cost path integrals with Delaunay triangulations. PMID:19964495

  17. A Random Walk Phenomenon under an Interesting Stopping Rule

    ERIC Educational Resources Information Center

    Chakraborty, S.

    2007-01-01

    In the simple one-dimensional random walk setup, a path is described as follows. Toss a coin. If the result is head, score +1 and move one step forward; otherwise score -1 and move one step backward. One is interested to know the position after a given number of steps. In this paper, once again a coin-tossing experiment is carried out. But this…

  18. A random walk in physical biology

    NASA Astrophysics Data System (ADS)

    Peterson, Eric Lee

    proteins such as the MscL mechanosensitive channel. The findings of the analytical studies were confirmed by a Monte Carlo Markov Chain simulation using the fully two-dimensional potentials between two model proteins in a membrane.Living systems present us with beautiful and intricate structures, from the helices and sheets of a folded protein to the dynamic morphology of cellular organelles and the self-organization of proteins in a biomembrane and a synergy of theoretical and it in silico approaches should enable us to build and refine models of in vivo biological data.

  19. Improving Motor Control in Walking: A Randomized Clinical Trial in Older Adults with Subclinical Walking Difficulty

    PubMed Central

    Brach, Jennifer S.; Lowry, Kristin; Perera, Subashan; Hornyak, Victoria; Wert, David; Studenski, Stephanie A.; VanSwearingen, Jessie M.

    2016-01-01

    Objective The objective was to test the proposed mechanism of action of a task-specific motor learning intervention by examining its effect on measures of the motor control of gait. Design Single blinded randomized clinical trial. Setting University research laboratory. Participants Forty older adults 65 years of age and older, with gait speed >1.0 m/s and impaired motor skill (Figure of 8 walk time > 8 secs). Interventions The two interventions included a task-oriented motor learning and a standard exercise program. Both interventions lasted 12 weeks, with twice weekly one hour physical therapist supervised sessions. Main Outcome Measures Two measure of the motor control of gait, gait variability and smoothness of walking, were assessed pre and post intervention by assessors masked to treatment arm. Results Of 40 randomized subjects; 38 completed the trial (mean age 77.1±6.0 years). Motor control group improved more than standard group in double support time variability (0.13 vs. 0.05 m/s; adjusted difference, AD=0.006, p=0.03). Smoothness of walking in the anterior/posterior direction improved more in motor control than standard for all conditions (usual: AD=0.53, p=0.05; narrow: AD=0.56, p=0.01; dual task: AD=0.57, p=0.04). Conclusions Among older adults with subclinical walking difficulty, there is initial evidence that task-oriented motor learning exercise results in gains in the motor control of walking, while standard exercise does not. Task-oriented motor learning exercise is a promising intervention for improving timing and coordination deficits related to mobility difficulties in older adults, and needs to be evaluated in a definitive larger trial. PMID:25448244

  20. Random Walks in Social Networks and their Applications: A Survey

    NASA Astrophysics Data System (ADS)

    Sarkar, Purnamrita; Moore, Andrew W.

    A wide variety of interesting real world applications, e.g. friend suggestion in social networks, keyword search in databases, web-spam detection etc. can be framed as ranking entities in a graph. In order to obtain ranking we need a graph-theoretic measure of similarity. Ideally this should capture the information hidden in the graph structure. For example, two entities are similar, if there are lots of short paths between them. Random walks have proven to be a simple, yet powerful mathematical tool for extracting information from the ensemble of paths between entities in a graph. Since real world graphs are enormous and complex, ranking using random walks is still an active area of research. The research in this area spans from new applications to novel algorithms and mathematical analysis, bringing together ideas from different branches of statistics, mathematics and computer science. In this book chapter, we describe different random walk based proximity measures, their applications, and existing algorithms for computing them.

  1. Random walk of microswimmers: puller and pusher cases

    NASA Astrophysics Data System (ADS)

    Rafai, Salima; Peyla, Philippe; Dyfcom Team

    2014-11-01

    Swimming at a micrometer scale demands particular strategies. Indeed when inertia is negligible as compared to viscous forces (i.e. Reynolds number Re is lower than unity), hydrodynamics equations are reversible in time. To achieve propulsion a low Reynolds number, swimmers must then deform in a way that is not invariant under time reversal. Here we investigate the dispersal properties of self propelled organisms by means of microscopy and cell tracking. Our systems of interest are, on the one hand, the microalga Chlamydomonas Reinhardtii, a puller-type swimmer and on the other hand, Lingulodinium polyedrum, a pusher. Both are quasi-spherical single celled alga. In the case of dilute suspensions, we show that tracked trajectories are well modelled by a correlated random walk. This process is based on short time correlations in the direction of movement called persistence. At longer times, correlations are lost and a standard random walk characterizes the trajectories. Finally we show how drag forces modify the characteristics of this particular random walk.

  2. Asymptotic behaviour of random walks with correlated temporal structure

    PubMed Central

    Magdziarz, Marcin; Szczotka, Władysław; Żebrowski, Piotr

    2013-01-01

    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 ergodicity breaking. PMID:24204190

  3. Holey random walks: optics of heterogeneous turbid composites.

    PubMed

    Svensson, Tomas; Vynck, Kevin; Grisi, Marco; Savo, Romolo; Burresi, Matteo; Wiersma, Diederik S

    2013-02-01

    We present a probabilistic theory of random walks in turbid media with nonscattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics, and void spacings can be analytically predicted. The theory is validated using Monte Carlo simulations of light transport in heterogeneous systems in the form of random sphere packings and good agreement is found. The role of step correlations is discussed and differences between unbounded and bounded systems are investigated. Our results are relevant to the optics of heterogeneous systems in general and represent an important step forward in the understanding of media with strong (fractal) heterogeneity in particular. PMID:23496473

  4. Social Aggregation in Pea Aphids: Experiment and Random Walk Modeling

    PubMed Central

    Nilsen, Christa; Paige, John; Warner, Olivia; Mayhew, Benjamin; Sutley, Ryan; Lam, Matthew; Bernoff, Andrew J.; Topaz, Chad M.

    2013-01-01

    From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control. PMID:24376691

  5. Social aggregation in pea aphids: experiment and random walk modeling.

    PubMed

    Nilsen, Christa; Paige, John; Warner, Olivia; Mayhew, Benjamin; Sutley, Ryan; Lam, Matthew; Bernoff, Andrew J; Topaz, Chad M

    2013-01-01

    From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control. PMID:24376691

  6. Influence of weight heterogeneity on random walks in scale-free networks

    NASA Astrophysics Data System (ADS)

    Li, Ling; Guan, Jihong; Qi, Zhaohui

    2016-07-01

    Many systems are best described by weighted networks, in which the weights of the edges are heterogeneous. In this paper, we focus on random walks in weighted network, investigating the impacts of weight heterogeneity on the behavior of random walks. We study random walks in a family of weighted scale-free tree-like networks with power-law weight distribution. We concentrate on three cases of random walk problems: with a trap located at a hub node, a leaf adjacent to a hub node, and a farthest leaf node from a hub. For all these cases, we calculate analytically the global mean first passage time (GMFPT) measuring the efficiency of random walk, as well as the leading scaling of GMFPT. We find a significant decrease in the dominating scaling of GMFPT compared with the corresponding binary networks in all three random walk problems, which implies that weight heterogeneity has a significant influence on random walks in scale-free networks.

  7. History dependent quantum random walks as quantum lattice gas automata

    NASA Astrophysics Data System (ADS)

    Shakeel, Asif; Meyer, David A.; Love, Peter J.

    2014-12-01

    Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.

  8. History dependent quantum random walks as quantum lattice gas automata

    SciTech Connect

    Shakeel, Asif E-mail: dmeyer@math.ucsd.edu Love, Peter J. E-mail: dmeyer@math.ucsd.edu; Meyer, David A. E-mail: dmeyer@math.ucsd.edu

    2014-12-15

    Quantum Random Walks (QRW) were first defined as one-particle sectors of Quantum Lattice Gas Automata (QLGA). Recently, they have been generalized to include history dependence, either on previous coin (internal, i.e., spin or velocity) states or on previous position states. These models have the goal of studying the transition to classicality, or more generally, changes in the performance of quantum walks in algorithmic applications. We show that several history dependent QRW can be identified as one-particle sectors of QLGA. This provides a unifying conceptual framework for these models in which the extra degrees of freedom required to store the history information arise naturally as geometrical degrees of freedom on the lattice.

  9. Flow Intermittency, Dispersion, and Correlated Continuous Time Random Walks in Porous Media

    SciTech Connect

    de Anna, Pietro; Le Borgne, Tanguy; Dentz, Marco; Tartakovsky, Alexandre M.; Bolster, Diogo; Davy, Philippe

    2013-05-01

    We study the intermittency of fluid velocities in porous media and its relation to anomalous dispersion. Lagrangian velocities measured at equidistant points along streamlines are shown to form a spatial Markov process. As a consequence of this remarkable property, the dispersion of fluid particles can be described by a continuous time random walk with correlated temporal increments. This new dynamical picture of intermittency provides a direct link between the microscale flow, its intermittent properties, and non-Fickian dispersion.

  10. Cauchy's formulas for random walks in bounded domains

    SciTech Connect

    Mazzolo, Alain Zoia, Andrea

    2014-08-01

    Cauchy's formula was originally established for random straight paths crossing a body B⊂R{sup n} and basically relates the average chord length through B to the ratio between the volume and the surface of the body itself. The original statement was later extended in the context of transport theory so as to cover the stochastic paths of Pearson random walks with exponentially distributed flight lengths traversing a bounded domain. Some heuristic arguments suggest that Cauchy's formula may also hold true for Pearson random walks with arbitrarily distributed flight lengths. For such a broad class of stochastic processes, we rigorously derive a generalized Cauchy's formula for the average length traveled by the walkers in the body, and show that this quantity depends indeed only on the ratio between the volume and the surface, provided that some constraints are imposed on the entrance step of the walker in B. Similar results are also obtained for the average number of collisions performed by the walker in B.

  11. First Passage Time for Random Walks in Heterogeneous Networks

    NASA Astrophysics Data System (ADS)

    Hwang, S.; Lee, D.-S.; Kahng, B.

    2012-08-01

    The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous networks, is not yet fully understood. Here, we study, both analytically and numerically, the scaling behavior of the FPT distribution to a given target node, averaged over all starting nodes. We find that random walks arrive quickly at a local hub, and therefore, the FPT distribution shows a crossover with respect to time from fast decay behavior (induced from the attractive effect to the hub) to slow decay behavior (caused by the exploring of the entire system). Moreover, the mean FPT is independent of the degree of the target node in the case of compact exploration. These theoretical results justify the necessity of using a random jump protocol (empirically used in search engines) and provide guidelines for designing an effective network to make information quickly accessible.

  12. Fractional telegrapher's equation from fractional persistent random walks.

    PubMed

    Masoliver, Jaume

    2016-05-01

    We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses. PMID:27300830

  13. KNOTS AND RANDOM WALKS IN VIBRATED GRANULAR CHAINS

    SciTech Connect

    E. BEN-NAIM; ET AL

    2000-08-01

    The authors study experimentally statistical properties of the opening times of knots in vertically vibrated granular chains. Our measurements are in good qualitative and quantitative agreement with a theoretical model involving three random walks interacting via hard core exclusion in one spatial dimension. In particular, the knot survival probability follows a universal scaling function which is independent of the chain length, with a corresponding diffusive characteristic time scale. Both the large-exit-time and the small-exit-time tails of the distribution are suppressed exponentially, and the corresponding decay coefficients are in excellent agreement with the theoretical values.

  14. Fractional telegrapher's equation from fractional persistent random walks

    NASA Astrophysics Data System (ADS)

    Masoliver, Jaume

    2016-05-01

    We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.

  15. Branching-rate expansion around annihilating random walks.

    PubMed

    Benitez, Federico; Wschebor, Nicolás

    2012-07-01

    We present some exact results for branching and annihilating random walks. We compute the nonuniversal threshold value of the annihilation rate for having a phase transition in the simplest reaction-diffusion system belonging to the directed percolation universality class. Also, we show that the accepted scenario for the appearance of a phase transition in the parity conserving universality class must be improved. In order to obtain these results we perform an expansion in the branching rate around pure annihilation, a theory without branching. This expansion is possible because we manage to solve pure annihilation exactly in any dimension. PMID:23005353

  16. Non-equilibrium Phase Transitions: Activated Random Walks at Criticality

    NASA Astrophysics Data System (ADS)

    Cabezas, M.; Rolla, L. T.; Sidoravicius, V.

    2014-06-01

    In this paper we present rigorous results on the critical behavior of the Activated Random Walk model. We conjecture that on a general class of graphs, including , and under general initial conditions, the system at the critical point does not reach an absorbing state. We prove this for the case where the sleep rate is infinite. Moreover, for the one-dimensional asymmetric system, we identify the scaling limit of the flow through the origin at criticality. The case remains largely open, with the exception of the one-dimensional totally-asymmetric case, for which it is known that there is no fixation at criticality.

  17. Random and Directed Walk-Based Top-k Queries in Wireless Sensor Networks

    PubMed Central

    Fu, Jun-Song; Liu, Yun

    2015-01-01

    In wireless sensor networks, filter-based top-k query approaches are the state-of-the-art solutions and have been extensively researched in the literature, however, they are very sensitive to the network parameters, including the size of the network, dynamics of the sensors’ readings and declines in the overall range of all the readings. In this work, a random walk-based top-k query approach called RWTQ and a directed walk-based top-k query approach called DWTQ are proposed. At the beginning of a top-k query, one or several tokens are sent to the specific node(s) in the network by the base station. Then, each token walks in the network independently to record and process the readings in a random or directed way. A strategy of choosing the “right” way in DWTQ is carefully designed for the token(s) to arrive at the high-value regions as soon as possible. When designing the walking strategy for DWTQ, the spatial correlations of the readings are also considered. Theoretical analysis and simulation results indicate that RWTQ and DWTQ both are very robust against these parameters discussed previously. In addition, DWTQ outperforms TAG, FILA and EXTOK in transmission cost, energy consumption and network lifetime. PMID:26016914

  18. Random and directed walk-based top-(k) queries in wireless sensor networks.

    PubMed

    Fu, Jun-Song; Liu, Yun

    2015-01-01

    In wireless sensor networks, filter-based top-  query approaches are the state-of-the-art solutions and have been extensively researched in the literature, however, they are very sensitive to the network parameters, including the size of the network, dynamics of the sensors' readings and declines in the overall range of all the readings. In this work, a random walk-based top-  query approach called RWTQ and a directed walk-based top-  query approach called DWTQ are proposed. At the beginning of a top-  query, one or several tokens are sent to the specific node(s) in the network by the base station. Then, each token walks in the network independently to record and process the readings in a random or directed way. A strategy of choosing the "right" way in DWTQ is carefully designed for the token(s) to arrive at the high-value regions as soon as possible. When designing the walking strategy for DWTQ, the spatial correlations of the readings are also considered. Theoretical analysis and simulation results indicate that RWTQ and DWTQ both are very robust against these parameters discussed previously. In addition, DWTQ outperforms TAG, FILA and EXTOK in transmission cost, energy consumption and network lifetime. PMID:26016914

  19. Combinatorial approximation algorithms for MAXCUT using random walks.

    SciTech Connect

    Seshadhri, Comandur; Kale, Satyen

    2010-11-01

    We give the first combinatorial approximation algorithm for MaxCut that beats the trivial 0.5 factor by a constant. The main partitioning procedure is very intuitive, natural, and easily described. It essentially performs a number of random walks and aggregates the information to provide the partition. We can control the running time to get an approximation factor-running time tradeoff. We show that for any constant b > 1.5, there is an {tilde O}(n{sup b}) algorithm that outputs a (0.5 + {delta})-approximation for MaxCut, where {delta} = {delta}(b) is some positive constant. One of the components of our algorithm is a weak local graph partitioning procedure that may be of independent interest. Given a starting vertex i and a conductance parameter {phi}, unless a random walk of length {ell} = O(log n) starting from i mixes rapidly (in terms of {phi} and {ell}), we can find a cut of conductance at most {phi} close to the vertex. The work done per vertex found in the cut is sublinear in n.

  20. Radio variability and random walk noise properties of four blazars

    SciTech Connect

    Park, Jong-Ho; Trippe, Sascha E-mail: trippe@astro.snu.ac.kr

    2014-04-10

    We present the results of a time series analysis of the long-term radio light curves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the database of the University of Michigan Radio Astronomy Observatory monitoring program which provides densely sampled light curves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5 GHz. Our sources show mostly flat or inverted (spectral indices –0.5 ≲ α ≲ 0) spectra, in agreement with optically thick emission. All light curves show strong variability on all timescales. Analyzing the time lags between the light curves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accordance with the classification of Valtaoja et al. The periodograms (temporal power spectra) of the observed light curves are consistent with random-walk power-law noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars.

  1. Joint clustering of protein interaction networks through Markov random walk

    PubMed Central

    2014-01-01

    Biological networks obtained by high-throughput profiling or human curation are typically noisy. For functional module identification, single network clustering algorithms may not yield accurate and robust results. In order to borrow information across multiple sources to alleviate such problems due to data quality, we propose a new joint network clustering algorithm ASModel in this paper. We construct an integrated network to combine network topological information based on protein-protein interaction (PPI) datasets and homological information introduced by constituent similarity between proteins across networks. A novel random walk strategy on the integrated network is developed for joint network clustering and an optimization problem is formulated by searching for low conductance sets defined on the derived transition matrix of the random walk, which fuses both topology and homology information. The optimization problem of joint clustering is solved by a derived spectral clustering algorithm. Network clustering using several state-of-the-art algorithms has been implemented to both PPI networks within the same species (two yeast PPI networks and two human PPI networks) and those from different species (a yeast PPI network and a human PPI network). Experimental results demonstrate that ASModel outperforms the existing single network clustering algorithms as well as another recent joint clustering algorithm in terms of complex prediction and Gene Ontology (GO) enrichment analysis. PMID:24565376

  2. Joint clustering of protein interaction networks through Markov random walk.

    PubMed

    Wang, Yijie; Qian, Xiaoning

    2014-01-01

    Biological networks obtained by high-throughput profiling or human curation are typically noisy. For functional module identification, single network clustering algorithms may not yield accurate and robust results. In order to borrow information across multiple sources to alleviate such problems due to data quality, we propose a new joint network clustering algorithm ASModel in this paper. We construct an integrated network to combine network topological information based on protein-protein interaction (PPI) datasets and homological information introduced by constituent similarity between proteins across networks. A novel random walk strategy on the integrated network is developed for joint network clustering and an optimization problem is formulated by searching for low conductance sets defined on the derived transition matrix of the random walk, which fuses both topology and homology information. The optimization problem of joint clustering is solved by a derived spectral clustering algorithm. Network clustering using several state-of-the-art algorithms has been implemented to both PPI networks within the same species (two yeast PPI networks and two human PPI networks) and those from different species (a yeast PPI network and a human PPI network). Experimental results demonstrate that ASModel outperforms the existing single network clustering algorithms as well as another recent joint clustering algorithm in terms of complex prediction and Gene Ontology (GO) enrichment analysis. PMID:24565376

  3. Biased and greedy random walks on two-dimensional lattices with quenched randomness: The greedy ant within a disordered environment

    NASA Astrophysics Data System (ADS)

    Mitran, T. L.; Melchert, O.; Hartmann, A. K.

    2013-12-01

    The main characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here the disorder allows for negative edge weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice walks constructed during the numerical simulations were influenced by two parameters: a disorder parameter ρ that controls the amount of negative edge weights on the lattice and a bias strength B that governs the drift of the walkers along a certain lattice direction. The random walks are “greedy” in the sense that the local optimal choice of the walker is to preferentially traverse edges with a negative weight (associated with a net gain of “energy” for the walker). Here, the pivotal observable is the probability that, after termination, a lattice walk exhibits a total negative weight, which is here considered as percolating. The behavior of this observable as function of ρ for different bias strengths B is put under scrutiny. Upon tuning ρ, the probability to find such a feasible lattice walk increases from zero to 1. This is the key feature of the percolation transition in the NWP model. Here, we address the question how well the transition point ρc, resulting from numerically exact and “static” simulations in terms of the NWP model, can be resolved using simple dynamic algorithms that have only local information available, one of the basic questions in the physics of glassy systems.

  4. Biased and greedy random walks on two-dimensional lattices with quenched randomness: the greedy ant within a disordered environment.

    PubMed

    Mitran, T L; Melchert, O; Hartmann, A K

    2013-12-01

    The main characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here the disorder allows for negative edge weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice walks constructed during the numerical simulations were influenced by two parameters: a disorder parameter ρ that controls the amount of negative edge weights on the lattice and a bias strength B that governs the drift of the walkers along a certain lattice direction. The random walks are "greedy" in the sense that the local optimal choice of the walker is to preferentially traverse edges with a negative weight (associated with a net gain of "energy" for the walker). Here, the pivotal observable is the probability that, after termination, a lattice walk exhibits a total negative weight, which is here considered as percolating. The behavior of this observable as function of ρ for different bias strengths B is put under scrutiny. Upon tuning ρ, the probability to find such a feasible lattice walk increases from zero to 1. This is the key feature of the percolation transition in the NWP model. Here, we address the question how well the transition point ρ(c), resulting from numerically exact and "static" simulations in terms of the NWP model, can be resolved using simple dynamic algorithms that have only local information available, one of the basic questions in the physics of glassy systems. PMID:24483380

  5. Random Walks in a One-Dimensional Lévy Random Environment

    NASA Astrophysics Data System (ADS)

    Bianchi, Alessandra; Cristadoro, Giampaolo; Lenci, Marco; Ligabò, Marilena

    2016-04-01

    We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points, whose nearest-neighbor distances are i.i.d. and long-tailed (with finite mean but possibly infinite variance). The motion is a continuous-time, constant-speed interpolation of a symmetric random walk on the marked points. We first study the quenched random walk on the point process, proving the CLT and the convergence of all the accordingly rescaled moments. Then we derive the quenched and annealed CLTs for the continuous-time process.

  6. Scaling analysis of random walks with persistence lengths: Application to self-avoiding walks

    NASA Astrophysics Data System (ADS)

    Granzotti, C. R. F.; Martinez, A. S.; da Silva, M. A. A.

    2016-05-01

    We develop an approach for performing scaling analysis of N -step random walks (RWs). The mean square end-to-end distance, , is written in terms of inner persistence lengths (IPLs), which we define by the ensemble averages of dot products between the walker's position and displacement vectors, at the j th step. For RW models statistically invariant under orthogonal transformations, we analytically introduce a relation between and the persistence length, λN, which is defined as the mean end-to-end vector projection in the first step direction. For self-avoiding walks (SAWs) on 2D and 3D lattices we introduce a series expansion for λN, and by Monte Carlo simulations we find that λ∞ is equal to a constant; the scaling corrections for λN can be second- and higher-order corrections to scaling for . Building SAWs with typically 100 steps, we estimate the exponents ν0 and Δ1 from the IPL behavior as function of j . The obtained results are in excellent agreement with those in the literature. This shows that only an ensemble of paths with the same length is sufficient for determining the scaling behavior of , being that the whole information needed is contained in the inner part of the paths.

  7. A random walk method for computing genetic location scores.

    PubMed Central

    Lange, K; Sobel, E

    1991-01-01

    Calculation of location scores is one of the most computationally intensive tasks in modern genetics. Since these scores are crucial in placing disease loci on marker maps, there is ample incentive to pursue such calculations with large numbers of markers. However, in contrast to the simple, standardized pedigrees used in making marker maps, disease pedigrees are often graphically complex and sparsely phenotyped. These complications can present insuperable barriers to exact likelihood calculations with more than a few markers simultaneously. To overcome these barriers we introduce in the present paper a random walk method for computing approximate location scores with large numbers of biallelic markers. Sufficient mathematical theory is developed to explain the method. Feasibility is checked by small-scale simulations for two applications permitting exact calculation of location scores. PMID:1746559

  8. Phase diffusion and random walk interpretation of electromagnetic scattering

    NASA Astrophysics Data System (ADS)

    Bahcivan, Hasan; Hysell, David L.; Kelley, Michael C.

    2003-08-01

    The relaxation behavior of phase observables for different particle diffusion models is found to establish a ground for radioscience interpretations of coherent backscatter spectra. The characteristic function for a random walk process at twice the incident radiation wave number is associated with the complex amplitude of the scattered field from a medium containing refractive index fluctuations. The phase relaxation function can be connected to the evolution of the characteristic function and may describe the average regression of the scattered field from a spontaneous fluctuation undergoing turbulent mixing. This connection holds when we assume that the stochastic description of particle movements based on a diffusion model is valid. The phase relaxation function, when identified as the generalized susceptibility function of the fluctuation dissipation theorem, is related to the spectral density of the scattered field from steady-state fluctuations.

  9. Correlated continuous time random walk and option pricing

    NASA Astrophysics Data System (ADS)

    Lv, Longjin; Xiao, Jianbin; Fan, Liangzhong; Ren, Fuyao

    2016-04-01

    In this paper, we study a correlated continuous time random walk (CCTRW) with averaged waiting time, whose probability density function (PDF) is proved to follow stretched Gaussian distribution. Then, we apply this process into option pricing problem. Supposing the price of the underlying is driven by this CCTRW, we find this model captures the subdiffusive characteristic of financial markets. By using the mean self-financing hedging strategy, we obtain the closed-form pricing formulas for a European option with and without transaction costs, respectively. At last, comparing the obtained model with the classical Black-Scholes model, we find the price obtained in this paper is higher than that obtained from the Black-Scholes model. A empirical analysis is also introduced to confirm the obtained results can fit the real data well.

  10. Maxima of two random walks: universal statistics of lead changes

    NASA Astrophysics Data System (ADS)

    Ben-Naim, E.; Krapivsky, P. L.; Randon-Furling, J.

    2016-05-01

    We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as {π }-1{ln}t in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Lévy flights. We also show that the probability to have at most n lead changes behaves as {t}-1/4{({ln}t)}n for Brownian motion and as {t}-β (μ ){({ln}t)}n for symmetric Lévy flights with index μ. The decay exponent β \\equiv β (μ ) varies continuously with the Lévy index when 0\\lt μ \\lt 2, and remains constant β =1/4 for μ \\gt 2.

  11. Information Filtering via Biased Random Walk on Coupled Social Network

    PubMed Central

    Dong, Qiang; Fu, Yan

    2014-01-01

    The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users' purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users' preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods. PMID:25147867

  12. Information filtering via biased random walk on coupled social network.

    PubMed

    Nie, Da-Cheng; Zhang, Zi-Ke; Dong, Qiang; Sun, Chongjing; Fu, Yan

    2014-01-01

    The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users' purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users' preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods. PMID:25147867

  13. Multifractal analysis and simulation of multifractal random walks

    NASA Astrophysics Data System (ADS)

    Schmitt, Francois G.; Huang, Yongxiang

    2016-04-01

    Multifractal time series, characterized by a scale invariance and large fluctuations at all scales, are found in many fields of natural and applied sciences. They are found i.e. in many geophysical fields, such as atmospheric and oceanic turbulence, hydrology, earth sciences. Here we consider a quite general type of multifractal time series, called multifractal random walk, as non stationary stochastic processes with intermittent stationary increments. We first quickly recall how such time series can be analyzed and characterized, using structure functions and arbitrary order Hilbert spectral analysis. We then discuss the simulation approach. The main object is to provide a stochastic process generating time series having the same multiscale properties We review recent works on this topic, and provide stochastic simulations in order to verify the theoretical predictions. In the lognormal framework we provide a h ‑ μ plane expressing the scale invariant properties of these simulations. The theoretical plane is compared to simulation results.

  14. Asteroid orbits with Gaia using random-walk statistical ranging

    NASA Astrophysics Data System (ADS)

    Muinonen, Karri; Fedorets, Grigori; Pentikäinen, Hanna; Pieniluoma, Tuomo; Oszkiewicz, Dagmara; Granvik, Mikael; Virtanen, Jenni; Tanga, Paolo; Mignard, François; Berthier, Jérôme; Dell`Oro, Aldo; Carry, Benoit; Thuillot, William

    2016-04-01

    We describe statistical inverse methods for the computation of initial asteroid orbits within the data processing and analysis pipeline of the ESA Gaia space mission. Given small numbers of astrometric observations across short time intervals, we put forward a random-walk ranging method, in which the orbital-element phase space is uniformly sampled, up to a limiting χ2-value, with the help of the Markov-chain Monte Carlo technique (MCMC). The sample orbits obtain weights from the a posteriori probability density value and the MCMC rejection rate. For the first time, we apply the method to Gaia astrometry of asteroids. The results are nominal in that the method provides realistic estimates for the orbital uncertainties and meets the efficiency requirements for the daily, short-term processing of unknown objects.

  15. Quantum random walks on congested lattices and the effect of dephasing

    PubMed Central

    Motes, Keith R.; Gilchrist, Alexei; Rohde, Peter P.

    2016-01-01

    We consider quantum random walks on congested lattices and contrast them to classical random walks. Congestion is modelled on lattices that contain static defects which reverse the walker’s direction. We implement a dephasing process after each step which allows us to smoothly interpolate between classical and quantum random walks as well as study the effect of dephasing on the quantum walk. Our key results show that a quantum walker escapes a finite boundary dramatically faster than a classical walker and that this advantage remains in the presence of heavily congested lattices. PMID:26812924

  16. Treadmill Training Improves Overground Walking Economy in Parkinson’s Disease: A Randomized, Controlled Pilot Study

    PubMed Central

    Fernández-del-Olmo, Miguel Angel; Sanchez, Jose Andres; Bello, Olalla; Lopez-Alonso, Virginia; Márquez, Gonzalo; Morenilla, Luis; Castro, Xabier; Giraldez, Manolo; Santos-García, Diego

    2014-01-01

    Gait disturbances are one of the principal and most incapacitating symptoms of Parkinson’s disease (PD). In addition, walking economy is impaired in PD patients and could contribute to excess fatigue in this population. An important number of studies have shown that treadmill training can improve kinematic parameters in PD patients. However, the effects of treadmill and overground walking on the walking economy remain unknown. The goal of this study was to explore the walking economy changes in response to a treadmill and an overground training program, as well as the differences in the walking economy during treadmill and overground walking. Twenty-two mild PD patients were randomly assigned to a treadmill or overground training group. The training program consisted of 5 weeks (3 sessions/week). We evaluated the energy expenditure of overground walking, before and after each of the training programs. The energy expenditure of treadmill walking (before the program) was also evaluated. The treadmill, but not the overground training program, lead to an improvement in the walking economy (the rate of oxygen consumed per distance during overground walking at a preferred speed) in PD patients. In addition, walking on a treadmill required more energy expenditure compared with overground walking at the same speed. This study provides evidence that in mild PD patients, treadmill training is more beneficial compared with that of walking overground, leading to a greater improvement in the walking economy. This finding is of clinical importance for the therapeutic administration of exercise in PD. PMID:25309510

  17. Continuous Time Open Quantum Random Walks and Non-Markovian Lindblad Master Equations

    NASA Astrophysics Data System (ADS)

    Pellegrini, Clément

    2014-02-01

    A new type of quantum random walks, called Open Quantum Random Walks, has been developed and studied in Attal et al. (Open quantum random walks, preprint) and (Central limit theorems for open quantum random walks, preprint). In this article we present a natural continuous time extension of these Open Quantum Random Walks. This continuous time version is obtained by taking a continuous time limit of the discrete time Open Quantum Random Walks. This approximation procedure is based on some adaptation of Repeated Quantum Interactions Theory (Attal and Pautrat in Annales Henri Poincaré Physique Théorique 7:59-104, 2006) coupled with the use of correlated projectors (Breuer in Phys Rev A 75:022103, 2007). The limit evolutions obtained this way give rise to a particular type of quantum master equations. These equations appeared originally in the non-Markovian generalization of the Lindblad theory (Breuer in Phys Rev A 75:022103, 2007). We also investigate the continuous time limits of the quantum trajectories associated with Open Quantum Random Walks. We show that the limit evolutions in this context are described by jump stochastic differential equations. Finally we present a physical example which can be described in terms of Open Quantum Random Walks and their associated continuous time limits.

  18. Bicycling and Walking are Associated with Different Cortical Oscillatory Dynamics

    PubMed Central

    Storzer, Lena; Butz, Markus; Hirschmann, Jan; Abbasi, Omid; Gratkowski, Maciej; Saupe, Dietmar; Schnitzler, Alfons; Dalal, Sarang S.

    2016-01-01

    Although bicycling and walking involve similar complex coordinated movements, surprisingly Parkinson’s patients with freezing of gait typically remain able to bicycle despite severe difficulties in walking. This observation suggests functional differences in the motor networks subserving bicycling and walking. However, a direct comparison of brain activity related to bicycling and walking has never been performed, neither in healthy participants nor in patients. Such a comparison could potentially help elucidating the cortical involvement in motor control and the mechanisms through which bicycling ability may be preserved in patients with freezing of gait. The aim of this study was to contrast the cortical oscillatory dynamics involved in bicycling and walking in healthy participants. To this end, EEG and EMG data of 14 healthy participants were analyzed, who cycled on a stationary bicycle at a slow cadence of 40 revolutions per minute (rpm) and walked at 40 strides per minute (spm), respectively. Relative to walking, bicycling was associated with a stronger power decrease in the high beta band (23–35 Hz) during movement initiation and execution, followed by a stronger beta power increase after movement termination. Walking, on the other hand, was characterized by a stronger and persisting alpha power (8–12 Hz) decrease. Both bicycling and walking exhibited movement cycle-dependent power modulation in the 24–40 Hz range that was correlated with EMG activity. This modulation was significantly stronger in walking. The present findings reveal differential cortical oscillatory dynamics in motor control for two types of complex coordinated motor behavior, i.e., bicycling and walking. Bicycling was associated with a stronger sustained cortical activation as indicated by the stronger high beta power decrease during movement execution and less cortical motor control within the movement cycle. We speculate this to be due to the more continuous nature of bicycling

  19. Infrared dynamics of minimal walking technicolor

    SciTech Connect

    Del Debbio, Luigi; Lucini, Biagio; Patella, Agostino; Pica, Claudio; Rago, Antonio

    2010-07-01

    We study the gauge sector of minimal walking technicolor, which is an SU(2) gauge theory with n{sub f}=2 flavors of Wilson fermions in the adjoint representation. Numerical simulations are performed on lattices N{sub t}xN{sub s}{sup 3}, with N{sub s} ranging from 8 to 16 and N{sub t}=2N{sub s}, at fixed {beta}=2.25, and varying the fermion bare mass m{sub 0}, so that our numerical results cover the full range of fermion masses from the quenched region to the chiral limit. We present results for the string tension and the glueball spectrum. A comparison of mesonic and gluonic observables leads to the conclusion that the infrared dynamics is given by an SU(2) pure Yang-Mills theory with a typical energy scale for the spectrum sliding to zero with the fermion mass. The typical mesonic mass scale is proportional to and much larger than this gluonic scale. Our findings are compatible with a scenario in which the massless theory is conformal in the infrared. An analysis of the scaling of the string tension with the fermion mass toward the massless limit allows us to extract the chiral condensate anomalous dimension {gamma}{sub *}, which is found to be {gamma}{sub *}=0.22{+-}0.06.

  20. Intracellular transport of insulin granules is a subordinated random walk

    PubMed Central

    Tabei, S. M. Ali; Burov, Stanislav; Kim, Hee Y.; Kuznetsov, Andrey; Huynh, Toan; Jureller, Justin; Philipson, Louis H.; Dinner, Aaron R.; Scherer, Norbert F.

    2013-01-01

    We quantitatively analyzed particle tracking data on insulin granules expressing fluorescent fusion proteins in MIN6 cells to better understand the motions contributing to intracellular transport and, more generally, the means for characterizing systems far from equilibrium. Care was taken to ensure that the statistics reflected intrinsic features of the individual granules rather than details of the measurement and overall cell state. We find anomalous diffusion. Interpreting such data conventionally requires assuming that a process is either ergodic with particles working against fluctuating obstacles (fractional Brownian motion) or nonergodic with a broad distribution of dwell times for traps (continuous-time random walk). However, we find that statistical tests based on these two models give conflicting results. We resolve this issue by introducing a subordinated scheme in which particles in cages with random dwell times undergo correlated motions owing to interactions with a fluctuating environment. We relate this picture to the underlying microtubule structure by imaging in the presence of vinblastine. Our results provide a simple physical picture for how diverse pools of insulin granules and, in turn, biphasic secretion could arise. PMID:23479621

  1. Intracellular transport of insulin granules is a subordinated random walk.

    PubMed

    Tabei, S M Ali; Burov, Stanislav; Kim, Hee Y; Kuznetsov, Andrey; Huynh, Toan; Jureller, Justin; Philipson, Louis H; Dinner, Aaron R; Scherer, Norbert F

    2013-03-26

    We quantitatively analyzed particle tracking data on insulin granules expressing fluorescent fusion proteins in MIN6 cells to better understand the motions contributing to intracellular transport and, more generally, the means for characterizing systems far from equilibrium. Care was taken to ensure that the statistics reflected intrinsic features of the individual granules rather than details of the measurement and overall cell state. We find anomalous diffusion. Interpreting such data conventionally requires assuming that a process is either ergodic with particles working against fluctuating obstacles (fractional brownian motion) or nonergodic with a broad distribution of dwell times for traps (continuous-time random walk). However, we find that statistical tests based on these two models give conflicting results. We resolve this issue by introducing a subordinated scheme in which particles in cages with random dwell times undergo correlated motions owing to interactions with a fluctuating environment. We relate this picture to the underlying microtubule structure by imaging in the presence of vinblastine. Our results provide a simple physical picture for how diverse pools of insulin granules and, in turn, biphasic secretion could arise. PMID:23479621

  2. Global Warming as a Manifestation of a Random Walk.

    NASA Astrophysics Data System (ADS)

    Gordon, A. H.

    1991-06-01

    Global and hemispheric series of surface temperature anomalies are examined in an attempt to isolate any specific features of the structure of the series that might contribute to the global warming of about 0.5°C which has been observed over the past 100 years. It is found that there are no significant differences between the means of the positive and negative values of the changes in temperature from one year to the next; neither do the relative frequencies of the positive and negative values differ from the frequencies that would be expected by chance with a probability near 0.5. If the interannual changes are regarded as changes of unit magnitude and plotted in a Cartesian frame of reference with time measured along the x axis and yearly temperature differences along the y axis, the resulting path closely resembles the kind of random walk that occurs during a coin-tossing game.We hypothesize that the global and hemispheric temperature series are the result of a Markov process. The climate system is subjected to various forms of random impulses. It is argued that the system fails to return to its former state after reacting to an impulse but tends to adjust to a new state of equilibrium as prescribed by the shock. This happens because a net positive feedback accompanies each shock and slightly alters the environmental state.

  3. Eigenvalue analysis of an irreversible random walk with skew detailed balance conditions

    NASA Astrophysics Data System (ADS)

    Sakai, Yuji; Hukushima, Koji

    2016-04-01

    An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the efficiency of our proposed method, the relaxation dynamics of the slowest mode and the asymptotic variance are studied analytically in a random walk on one dimension. It is found that the performance in irreversible MCMC methods violating the detailed balance condition is improved by appropriately choosing parameters in the algorithm.

  4. Eigenvalue analysis of an irreversible random walk with skew detailed balance conditions.

    PubMed

    Sakai, Yuji; Hukushima, Koji

    2016-04-01

    An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the efficiency of our proposed method, the relaxation dynamics of the slowest mode and the asymptotic variance are studied analytically in a random walk on one dimension. It is found that the performance in irreversible MCMC methods violating the detailed balance condition is improved by appropriately choosing parameters in the algorithm. PMID:27176439

  5. Continuous Time Random Walk and Migration-Proliferation Dichotomy of Brain Cancer

    NASA Astrophysics Data System (ADS)

    Iomin, A.

    2015-10-01

    A theory of fractional kinetics of glial cancer cells is presented. A role of the migration-proliferation dichotomy in the fractional cancer cell dynamics in the outer-invasive zone is discussed and explained in the framework of a continuous time random walk. The main suggested model is based on a construction of a 3D comb model, where the migration-proliferation dichotomy becomes naturally apparent and the outer-invasive zone of glioma cancer is considered as a fractal composite with a fractal dimension Dfr < 3.

  6. Continuous Time Random Walk and Migration-Proliferation Dichotomy of Brain Cancer

    NASA Astrophysics Data System (ADS)

    Iomin, A.

    A theory of fractional kinetics of glial cancer cells is presented. A role of the migration-proliferation dichotomy in the fractional cancer cell dynamics in the outer-invasive zone is discussed and explained in the framework of a continuous time random walk. The main suggested model is based on a construction of a 3D comb model, where the migration-proliferation dichotomy becomes naturally apparent and the outer-invasive zone of glioma cancer is considered as a fractal composite with a fractal dimension Dfr < 3.

  7. A Continuous Time Random Walk Description of Monodisperse, Hard-Sphere Colloids below the Ordering Transition

    NASA Astrophysics Data System (ADS)

    Lechman, Jeremy; Pierce, Flint

    2012-02-01

    Diffusive transport is a ubiquitous process that is typically understood in terms of a classical random walk of non-interacting particles. Here we present the results for a model of hard-sphere colloids in a Newtonian incompressible solvent at various volume fractions below the ordering transition (˜50%). We numerically simulate the colloidal systems via Fast Lubrication Dynamics -- a Brownian Dynamics approach with corrected mean-field hydrodynamic interactions. Colloid-colloid interactions are also included so that we effectively solve a system of interacting Langevin equations. The results of the simulations are analyzed in terms of the diffusion coefficient as a function of time with the early and late time diffusion coefficients comparing well with experimental results. An interpretation of the full time dependent behavior of the diffusion coefficient and mean-squared displacement is given in terms of a continuous time random walk. Therefore, the deterministic, continuum diffusion equation which arises from the discrete, interacting random walkers is presented. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

  8. Kinematic variability, fractal dynamics and local dynamic stability of treadmill walking

    PubMed Central

    2011-01-01

    Background Motorized treadmills are widely used in research or in clinical therapy. Small kinematics, kinetics and energetics changes induced by Treadmill Walking (TW) as compared to Overground Walking (OW) have been reported in literature. The purpose of the present study was to characterize the differences between OW and TW in terms of stride-to-stride variability. Classical (Standard Deviation, SD) and non-linear (fractal dynamics, local dynamic stability) methods were used. In addition, the correlations between the different variability indexes were analyzed. Methods Twenty healthy subjects performed 10 min TW and OW in a random sequence. A triaxial accelerometer recorded trunk accelerations. Kinematic variability was computed as the average SD (MeanSD) of acceleration patterns among standardized strides. Fractal dynamics (scaling exponent α) was assessed by Detrended Fluctuation Analysis (DFA) of stride intervals. Short-term and long-term dynamic stability were estimated by computing the maximal Lyapunov exponents of acceleration signals. Results TW did not modify kinematic gait variability as compared to OW (multivariate T2, p = 0.87). Conversely, TW significantly modified fractal dynamics (t-test, p = 0.01), and both short and long term local dynamic stability (T2 p = 0.0002). No relationship was observed between variability indexes with the exception of significant negative correlation between MeanSD and dynamic stability in TW (3 × 6 canonical correlation, r = 0.94). Conclusions Treadmill induced a less correlated pattern in the stride intervals and increased gait stability, but did not modify kinematic variability in healthy subjects. This could be due to changes in perceptual information induced by treadmill walking that would affect locomotor control of the gait and hence specifically alter non-linear dependencies among consecutive strides. Consequently, the type of walking (i.e. treadmill or overground) is important to consider in each protocol

  9. Fractional derivatives of random walks: Time series with long-time memory

    NASA Astrophysics Data System (ADS)

    Roman, H. Eduardo; Porto, Markus

    2008-09-01

    We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive models with conditional heteroskedasticity (FIGARCH), commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.

  10. Random walk approach for dispersive transport in pipe networks

    NASA Astrophysics Data System (ADS)

    Sämann, Robert; Graf, Thomas; Neuweiler, Insa

    2016-04-01

    Keywords: particle transport, random walk, pipe, network, HYSTEM-EXTAN, OpenGeoSys After heavy pluvial events in urban areas the available drainage system may be undersized at peak flows (Fuchs, 2013). Consequently, rainwater in the pipe network is likely to spill out through manholes. The presence of hazardous contaminants in the pipe drainage system represents a potential risk to humans especially when the contaminated drainage water reaches the land surface. Real-time forecasting of contaminants in the drainage system needs a quick calculation. Numerical models to predict the fate of contaminants are usually based on finite volume methods. Those are not applicable here because of their volume averaging elements. Thus, a more efficient method is preferable, which is independent from spatial discretization. In the present study, a particle-based method is chosen to calculate transport paths and spatial distribution of contaminants within a pipe network. A random walk method for particles in turbulent flow in partially filled pipes has been developed. Different approaches for in-pipe-mixing and node-mixing with respect to the geometry in a drainage network are shown. A comparison of dispersive behavior and calculation time is given to find the fastest model. The HYSTEM-EXTRAN (itwh, 2002) model is used to provide hydrodynamic conditions in the pipe network according to surface runoff scenarios in order to real-time predict contaminant transport in an urban pipe network system. The newly developed particle-based model will later be coupled to the subsurface flow model OpenGeoSys (Kolditz et al., 2012). References: Fuchs, L. (2013). Gefährdungsanalyse zur Überflutungsvorsorge kommunaler Entwässerungssysteme. Sanierung und Anpassung von Entwässerungssystemen-Alternde Infrastruktur und Klimawandel, Österreichischer Wasser-und Abfallwirtschaftsverband, Wien, ISBN, 978-3. itwh (2002). Modellbeschreibung, Institut für technisch-wissenschaftliche Hydrologie Gmb

  11. Discrete Randomness in Discrete Time Quantum Walk: Study Via Stochastic Averaging

    NASA Astrophysics Data System (ADS)

    Ellinas, D.; Bracken, A. J.; Smyrnakis, I.

    2012-10-01

    The role of classical noise in quantum walks (QW) on integers is investigated in the form of discrete dichotomic random variable affecting its reshuffling matrix parametrized as a SU2)/U (1) coset element. Analysis in terms of quantum statistical moments and generating functions, derived by the completely positive trace preserving (CPTP) map governing evolution, reveals a pronounced eventual transition in walk's diffusion mode, from a quantum ballistic regime with rate O(t) to a classical diffusive regime with rate O(√{t}), when condition (strength of noise parameter)2 × (number of steps) = 1, is satisfied. The role of classical randomness is studied showing that the randomized QW, when treated on the stochastic average level by means of an appropriate CPTP averaging map, turns out to be equivalent to a novel quantized classical walk without randomness. This result emphasizes the dual role of quantization/randomization in the context of classical random walk.

  12. Free-Dirac-particle evolution as a quantum random walk

    NASA Astrophysics Data System (ADS)

    Bracken, A. J.; Ellinas, D.; Smyrnakis, I.

    2007-02-01

    It is known that any positive-energy state of a free Dirac particle that is initially highly localized evolves in time by spreading at speeds close to the speed of light. As recently indicated by Strauch, this general phenomenon, and the resulting “two-horned” distributions of position probability along any axis through the point of initial localization, can be interpreted in terms of a quantum random walk, in which the roles of “coin” and “walker” are naturally associated with the spin and translational degrees of freedom in a discretized version of Dirac’s equation. We investigate the relationship between these two evolutions analytically and show how the evolved probability density on the x axis for the Dirac particle at any time t can be obtained from the asymptotic form of the probability distribution for the position of a “quantum walker.” The case of a highly localized initial state is discussed as an example.

  13. Determinantal Martingales and Correlations of Noncolliding Random Walks

    NASA Astrophysics Data System (ADS)

    Katori, Makoto

    2015-04-01

    We study the noncolliding random walk (RW), which is a particle system of one-dimensional, simple and symmetric RWs starting from distinct even sites and conditioned never to collide with each other. When the number of particles is finite, , this discrete process is constructed as an -transform of absorbing RW in the -dimensional Weyl chamber. We consider Fujita's polynomial martingales of RW with time-dependent coefficients and express them by introducing a complex Markov process. It is a complexification of RW, in which independent increments of its imaginary part are in the hyperbolic secant distribution, and it gives a discrete-time conformal martingale. The -transform is represented by a determinant of the matrix, whose entries are all polynomial martingales. From this determinantal-martingale representation (DMR) of the process, we prove that the noncolliding RW is determinantal for any initial configuration with , and determine the correlation kernel as a function of initial configuration. We show that noncolliding RWs started at infinite-particle configurations having equidistant spacing are well-defined as determinantal processes and give DMRs for them. Tracing the relaxation phenomena shown by these infinite-particle systems, we obtain a family of equilibrium processes parameterized by particle density, which are determinantal with the discrete analogues of the extended sine-kernel of Dyson's Brownian motion model with . Following Donsker's invariance principle, convergence of noncolliding RWs to the Dyson model is also discussed.

  14. Electron avalanche structure determined by random walk theory

    NASA Technical Reports Server (NTRS)

    Englert, G. W.

    1973-01-01

    A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is made possible by a random walk technique. Results show that the electric field patterns in the early formation stages of avalanches in helium are close to those obtained from theory based on constant transport coefficients. Regions of maximum and minimum induced electrostatic potential phi are located on the axis of symmetry and within the volume covered by the electron swarm. As formation time continues, however, the region of minimum phi moves to slightly higher radii and the electric field between the extrema becomes somewhat erratic. In the intermediate formation periods the avalanche growth is slightly retarded by the high concentration of ions in the tail which oppose the external electric field. Eventually the formation of ions and electrons in the localized regions of high field strength more than offset this effect causing a very abrupt increase in avalanche growth.

  15. IS QUASAR OPTICAL VARIABILITY A DAMPED RANDOM WALK?

    SciTech Connect

    Zu Ying; Kochanek, C. S.; Kozlowski, Szymon; Udalski, Andrzej

    2013-03-10

    The damped random walk (DRW) model is increasingly used to model the variability in quasar optical light curves, but it is still uncertain whether the DRW model provides an adequate description of quasar optical variability across all timescales. Using a sample of OGLE quasar light curves, we consider four modifications to the DRW model by introducing additional parameters into the covariance function to search for deviations from the DRW model on both short and long timescales. We find good agreement with the DRW model on timescales that are well sampled by the data (from a month to a few years), possibly with some intrinsic scatter in the additional parameters, but this conclusion depends on the statistical test employed and is sensitive to whether the estimates of the photometric errors are correct to within {approx}10%. On very short timescales (below a few months), we see some evidence of the existence of a cutoff below which the correlation is stronger than the DRW model, echoing the recent finding of Mushotzky et al. using quasar light curves from Kepler. On very long timescales (>a few years), the light curves do not constrain models well, but are consistent with the DRW model.

  16. Maxima of two random walks: Universal statistics of lead changes

    DOE PAGESBeta

    Ben-Naim, E.; Krapivsky, P. L.; Randon-Furling, J.

    2016-04-18

    In this study, we investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows asmore » $${\\pi }^{-1}\\mathrm{ln}t$$ in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Lévy flights. We also show that the probability to have at most n lead changes behaves as $${t}^{-1/4}{(\\mathrm{ln}t)}^{n}$$ for Brownian motion and as $${t}^{-\\beta (\\mu )}{(\\mathrm{ln}t)}^{n}$$ for symmetric Lévy flights with index μ. The decay exponent $$\\beta \\equiv \\beta (\\mu )$$ varies continuously with the Lévy index when $$0\\lt \\mu \\lt 2$$, and remains constant $$\\beta =1/4$$ for $$\\mu \\gt 2$$.« less

  17. Learning Markov Random Walks for robust subspace clustering and estimation.

    PubMed

    Liu, Risheng; Lin, Zhouchen; Su, Zhixun

    2014-11-01

    Markov Random Walks (MRW) has proven to be an effective way to understand spectral clustering and embedding. However, due to less global structural measure, conventional MRW (e.g., the Gaussian kernel MRW) cannot be applied to handle data points drawn from a mixture of subspaces. In this paper, we introduce a regularized MRW learning model, using a low-rank penalty to constrain the global subspace structure, for subspace clustering and estimation. In our framework, both the local pairwise similarity and the global subspace structure can be learnt from the transition probabilities of MRW. We prove that under some suitable conditions, our proposed local/global criteria can exactly capture the multiple subspace structure and learn a low-dimensional embedding for the data, in which giving the true segmentation of subspaces. To improve robustness in real situations, we also propose an extension of the MRW learning model based on integrating transition matrix learning and error correction in a unified framework. Experimental results on both synthetic data and real applications demonstrate that our proposed MRW learning model and its robust extension outperform the state-of-the-art subspace clustering methods. PMID:25005156

  18. Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks

    SciTech Connect

    Rudinger, Kenneth; Gamble, John King; Bach, Eric; Friesen, Mark; Joynt, Robert; Coppersmith, S. N.

    2013-07-01

    Berry and Wang [Phys. Rev. A 83, 042317 (2011)] show numerically that a discrete-time quan- tum random walk of two noninteracting particles is able to distinguish some non-isomorphic strongly regular graphs from the same family. Here we analytically demonstrate how it is possible for these walks to distinguish such graphs, while continuous-time quantum walks of two noninteracting parti- cles cannot. We show analytically and numerically that even single-particle discrete-time quantum random walks can distinguish some strongly regular graphs, though not as many as two-particle noninteracting discrete-time walks. Additionally, we demonstrate how, given the same quantum random walk, subtle di erences in the graph certi cate construction algorithm can nontrivially im- pact the walk's distinguishing power. We also show that no continuous-time walk of a xed number of particles can distinguish all strongly regular graphs when used in conjunction with any of the graph certi cates we consider. We extend this constraint to discrete-time walks of xed numbers of noninteracting particles for one kind of graph certi cate; it remains an open question as to whether or not this constraint applies to the other graph certi cates we consider.

  19. Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks

    DOE PAGESBeta

    Rudinger, Kenneth; Gamble, John King; Bach, Eric; Friesen, Mark; Joynt, Robert; Coppersmith, S. N.

    2013-07-01

    Berry and Wang [Phys. Rev. A 83, 042317 (2011)] show numerically that a discrete-time quan- tum random walk of two noninteracting particles is able to distinguish some non-isomorphic strongly regular graphs from the same family. Here we analytically demonstrate how it is possible for these walks to distinguish such graphs, while continuous-time quantum walks of two noninteracting parti- cles cannot. We show analytically and numerically that even single-particle discrete-time quantum random walks can distinguish some strongly regular graphs, though not as many as two-particle noninteracting discrete-time walks. Additionally, we demonstrate how, given the same quantum random walk, subtle di erencesmore » in the graph certi cate construction algorithm can nontrivially im- pact the walk's distinguishing power. We also show that no continuous-time walk of a xed number of particles can distinguish all strongly regular graphs when used in conjunction with any of the graph certi cates we consider. We extend this constraint to discrete-time walks of xed numbers of noninteracting particles for one kind of graph certi cate; it remains an open question as to whether or not this constraint applies to the other graph certi cates we consider.« less

  20. Effective-medium approximation for lattice random walks with long-range jumps.

    PubMed

    Thiel, Felix; Sokolov, Igor M

    2016-07-01

    We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations. PMID:27575104

  1. Effective-medium approximation for lattice random walks with long-range jumps

    NASA Astrophysics Data System (ADS)

    Thiel, Felix; Sokolov, Igor M.

    2016-07-01

    We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations.

  2. A randomized trial of functional electrical stimulation for walking in incomplete spinal cord injury: Effects on walking competency

    PubMed Central

    Kapadia, Naaz; Masani, Kei; Catharine Craven, B.; Giangregorio, Lora M.; Hitzig, Sander L.; Richards, Kieva; Popovic, Milos R.

    2014-01-01

    Background Multi-channel surface functional electrical stimulation (FES) for walking has been used to improve voluntary walking and balance in individuals with spinal cord injury (SCI). Objective To investigate short- and long-term benefits of 16 weeks of thrice-weekly FES-assisted walking program, while ambulating on a body weight support treadmill and harness system, versus a non-FES exercise program, on improvements in gait and balance in individuals with chronic incomplete traumatic SCI, in a randomized controlled trial design. Methods Individuals with traumatic and chronic (≥18 months) motor incomplete SCI (level C2 to T12, American Spinal Cord Injury Association Impairment Scale C or D) were recruited from an outpatient SCI rehabilitation hospital, and randomized to FES-assisted walking therapy (intervention group) or aerobic and resistance training program (control group). Outcomes were assessed at baseline, and after 4, 6, and 12 months. Gait, balance, spasticity, and functional measures were collected. Results Spinal cord independence measure (SCIM) mobility sub-score improved over time in the intervention group compared with the control group (baseline/12 months: 17.27/21.33 vs. 19.09/17.36, respectively). On all other outcome measures the intervention and control groups had similar improvements. Irrespective of group allocation walking speed, endurance, and balance during ambulation all improved upon completion of therapy, and majority of participants retained these gains at long-term follow-ups. Conclusions Task-oriented training improves walking ability in individuals with incomplete SCI, even in the chronic stage. Further randomized controlled trials, involving a large number of participants are needed, to verify if FES-assisted treadmill training is superior to aerobic and strength training. PMID:25229735

  3. RANDOM WALKS AND EFFECTIVE OPTICAL DEPTH IN RELATIVISTIC FLOW

    SciTech Connect

    Shibata, Sanshiro; Tominaga, Nozomu; Tanaka, Masaomi

    2014-05-20

    We investigate the random walk process in relativistic flow. In the relativistic flow, photon propagation is concentrated in the direction of the flow velocity due to the relativistic beaming effect. We show that in the pure scattering case, the number of scatterings is proportional to the size parameter ξ ≡ L/l {sub 0} if the flow velocity β ≡ v/c satisfies β/Γ >> ξ{sup –1}, while it is proportional to ξ{sup 2} if β/Γ << ξ{sup –1}, where L and l {sub 0} are the size of the system in the observer frame and the mean free path in the comoving frame, respectively. We also examine the photon propagation in the scattering and absorptive medium. We find that if the optical depth for absorption τ{sub a} is considerably smaller than the optical depth for scattering τ{sub s} (τ{sub a}/τ{sub s} << 1) and the flow velocity satisfies β≫√(2τ{sub a}/τ{sub s}), then the effective optical depth is approximated by τ{sub *} ≅ τ{sub a}(1 + β)/β. Furthermore, we perform Monte Carlo simulations of radiative transfer and compare the results with the analytic expression for the number of scatterings. The analytic expression is consistent with the results of the numerical simulations. The expression derived in this study can be used to estimate the photon production site in relativistic phenomena, e.g., gamma-ray burst and active galactic nuclei.

  4. The First Order Correction to the Exit Distribution for Some Random Walks

    NASA Astrophysics Data System (ADS)

    Kennedy, Tom

    2016-07-01

    We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The final model is the smart kinetic walk. For all three of these models the distribution of the point where the walk exits a simply connected domain D in the plane converges weakly to harmonic measure on partial D as the lattice spacing δ → 0. Let ω (0,\\cdot ;D) be harmonic measure for D, and let ω _δ (0,\\cdot ;D) be the discrete harmonic measure for one of the random walk models. Our definition of the random walk models is unusual in that we average over the orientation of the lattice with respect to the domain. We are interested in the limit of (ω _δ (0,\\cdot ;D)- ω (0,\\cdot ;D))/δ . Our Monte Carlo simulations of the three models lead to the conjecture that this limit equals c_{M,L} ρ _D(z) times Lebesgue measure with respect to arc length along the boundary, where the function ρ _D(z) depends on the domain, but not on the model or lattice, and the constant c_{M,L} depends on the model and on the lattice, but not on the domain. So there is a form of universality for this first order correction. We also give an explicit formula for the conjectured density ρ _D.

  5. Note: Network random walk model of two-state protein folding: Test of the theory

    NASA Astrophysics Data System (ADS)

    Berezhkovskii, Alexander M.; Murphy, Ronan D.; Buchete, Nicolae-Viorel

    2013-01-01

    We study two-state protein folding in the framework of a toy model of protein dynamics. This model has an important advantage: it allows for an analytical solution for the sum of folding and unfolding rate constants [A. M. Berezhkovskii, F. Tofoleanu, and N.-V. Buchete, J. Chem. Theory Comput. 7, 2370 (2011), 10.1021/ct200281d] and hence for the reactive flux at equilibrium. We use the model to test the Kramers-type formula for the reactive flux, which was derived assuming that the protein dynamics is described by a Markov random walk on a network of complex connectivity [A. Berezhkovskii, G. Hummer, and A. Szabo, J. Chem. Phys. 130, 205102 (2009), 10.1063/1.3139063]. It is shown that the Kramers-type formula leads to the same result for the reactive flux as the sum of the rate constants.

  6. A Pearson Random Walk with Steps of Uniform Orientation and Dirichlet Distributed Lengths

    NASA Astrophysics Data System (ADS)

    Le Caër, Gérard

    2010-08-01

    A constrained diffusive random walk of n steps in ℝ d and a random flight in ℝ d , which are equivalent, were investigated independently in recent papers (J. Stat. Phys. 127:813, 2007; J. Theor. Probab. 20:769, 2007, and J. Stat. Phys. 131:1039, 2008). The n steps of the walk are independent and identically distributed random vectors of exponential length and uniform orientation. Conditioned on the sum of their lengths being equal to a given value l, closed-form expressions for the distribution of the endpoint of the walk were obtained altogether for any n for d=1,2,4. Uniform distributions of the endpoint inside a ball of radius l were evidenced for a walk of three steps in 2D and of two steps in 4D. The previous walk is generalized by considering step lengths which have independent and identical gamma distributions with a shape parameter q>0. Given the total walk length being equal to 1, the step lengths have a Dirichlet distribution whose parameters are all equal to q. The walk and the flight above correspond to q=1. Simple analytical expressions are obtained for any d≥2 and n≥2 for the endpoint distributions of two families of walks whose q are integers or half-integers which depend solely on d. These endpoint distributions have a simple geometrical interpretation. Expressed for a two-step planar walk whose q=1, it means that the distribution of the endpoint on a disc of radius 1 is identical to the distribution of the projection on the disc of a point M uniformly distributed over the surface of the 3D unit sphere. Five additional walks, with a uniform distribution of the endpoint in the inside of a ball, are found from known finite integrals of products of powers and Bessel functions of the first kind. They include four different walks in ℝ3, two of two steps and two of three steps, and one walk of two steps in ℝ4. Pearson-Liouville random walks, obtained by distributing the total lengths of the previous Pearson-Dirichlet walks according to some

  7. Dynamics of human walking at steady speeds.

    PubMed

    Kokshenev, Valery B

    2004-11-12

    Biped locomotion is discussed through a Lagrangian formulation for velocity-dependent, body driving forces. An analysis of level walking in humans is given through the known experimental data on the ground-reaction force and the external work without recourse to inverted-pendulum modeling. At a certain speed, rectilinear motion of the center of mass with its backward rotation along a shortened hypocycloid is ensured by double-frequency nonlinear oscillations, whose energy cost is 1% of the external work. With increasing speed, a peculiarity and an instability of the trajectory indicate, respectively, a slow-to-normal gait crossover and the maximal fast walking speed. Key words: integrative biology, biped locomotion, human gaits, muscles. PMID:15600973

  8. Mean first passage time for random walk on dual structure of dendrimer

    NASA Astrophysics Data System (ADS)

    Li, Ling; Guan, Jihong; Zhou, Shuigeng

    2014-12-01

    The random walk approach has recently been widely employed to study the relations between the underlying structure and dynamic of complex systems. The mean first-passage time (MFPT) for random walks is a key index to evaluate the transport efficiency in a given system. In this paper we study analytically the MFPT in a dual structure of dendrimer network, Husimi cactus, which has different application background and different structure (contains loops) from dendrimer. By making use of the iterative construction, we explicitly determine both the partial mean first-passage time (PMFT, the average of MFPTs to a given target) and the global mean first-passage time (GMFT, the average of MFPTs over all couples of nodes) on Husimi cactus. The obtained closed-form results show that PMFPT and EMFPT follow different scaling with the network order, suggesting that the target location has essential influence on the transport efficiency. Finally, the impact that loop structure could bring is analyzed and discussed.

  9. Identify the diversity of mesoscopic structures in networks: A mixed random walk approach

    NASA Astrophysics Data System (ADS)

    Ma, Yifang; Jiang, Xin; Li, Meng; Shen, Xin; Guo, Quantong; Lei, Yanjun; Zheng, Zhiming

    2013-10-01

    Community or cluster structure, which can provide insight into the natural partitions and inner connections of a network, is a key feature in studying the mesoscopic structure of complex systems. Although numerous methods for community detection have been proposed ever since, there is still a lack of understanding on how to quantify the diversity of pre-divided community structures, or rank the roles of communities in participating in specific dynamic processes. Inspired by the Law of Mass Action in chemical kinetics, we introduce here the community random walk energy (CRWE), which reflects a potential based on the diffusion phase of a mixed random walk process taking place on the network, to identify the configuration of community structures. The difference of CRWE allows us to distinguish the intrinsic topological diversity between individual communities, on condition that all the communities are pre-arranged in the network. We illustrate our method by performing numerical simulations on constructive community networks and a real social network with distinct community structures. As an application, we apply our method to characterize the diversity of human genome communities, which provides a possible use of our method in inferring the genetic similarity between human populations.

  10. Quantum optical random walk: Quantization rules and quantum simulation of asymptotics

    SciTech Connect

    Ellinas, Demosthenes; Smyrnakis, Ioannis

    2007-08-15

    Rules for quantizing the walker-coin parts of a classical random walk are provided by treating them as interacting quantum systems. A quantum optical walk (QOW) is introduced by means of a rule that treats the quantum or classical noise affecting the coin's state as a source of quantization. The long-term asymptotic statistics of the QO walker's position, which shows enhanced diffusion rates as compared to the classical case, is exactly solved. A quantum optical implementation of the walk provides a physical framework for quantum simulation of its asymptotic statistics. The simulation utilizes interacting two-level atoms and/or randomly pulsating laser fields with fluctuating parameters.

  11. Exact solution of an anisotropic 2D random walk model with strong memory correlations

    NASA Astrophysics Data System (ADS)

    Cressoni, J. C.; Viswanathan, G. M.; da Silva, M. A. A.

    2013-12-01

    Over the last decade, there has been progress in understanding one-dimensional non-Markovian processes via analytic, sometimes exact, solutions. The extension of these ideas and methods to two and higher dimensions is challenging. We report the first exactly solvable two-dimensional (2D) non-Markovian random walk model belonging to the family of the elephant random walk model. In contrast to Lévy walks or fractional Brownian motion, such models incorporate memory effects by keeping an explicit history of the random walk trajectory. We study a memory driven 2D random walk with correlated memory and stops, i.e. pauses in motion. The model has an inherent anisotropy with consequences for its diffusive properties, thereby mixing the dominant regime along one dimension with a subdiffusive walk along a perpendicular dimension. The anomalous diffusion regimes are fully characterized by an exact determination of the Hurst exponent. We discuss the remarkably rich phase diagram, as well as several possible combinations of the independent walks in both directions. The relationship between the exponents of the first and second moments is also unveiled.

  12. Generalized master equation via aging continuous-time random walks.

    PubMed

    Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo

    2003-11-01

    We discuss the problem of the equivalence between continuous-time random walk (CTRW) and generalized master equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution density psi(t) that is assumed to be an inverse power law with the power index micro. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW. We prove that this equivalence is confined to the case where psi(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is nonstationary, thereby implying aging, while the Onsager principle is valid only in the case of fully aged systems. The case of a Poisson distribution of sojourn times is the only one with no aging associated to it, and consequently with no need to establish special initial conditions to fulfill the Onsager principle. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is fulfilled for any form of regression to equilibrium provided that the stationary condition holds true. We set the stationary condition on both the CTRW and the GME, thereby creating a condition of total equivalence, regardless of the nature of the waiting-time distribution. As a consequence of this procedure we create a GME that is a bona fide master equation, in spite of being non-Markov. We note that the memory kernel of the GME affords information on the interaction between system of interest and its bath. The Poisson case yields a bath with infinitely fast fluctuations. We argue that departing from the Poisson form has the effect of creating a condition of infinite memory and that these results might be useful to shed light on the problem of how to unravel non-Markov quantum master equations. PMID:14682862

  13. A random walk on water (Henry Darcy Medal Lecture)

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-04-01

    Randomness and uncertainty had been well appreciated in hydrology and water resources engineering in their initial steps as scientific disciplines. However, this changed through the years and, following other geosciences, hydrology adopted a naïve view of randomness in natural processes. Such a view separates natural phenomena into two mutually exclusive types, random or stochastic, and deterministic. When a classification of a specific process into one of these two types fails, then a separation of the process into two different, usually additive, parts is typically devised, each of which may be further subdivided into subparts (e.g., deterministic subparts such as periodic and aperiodic or trends). This dichotomous logic is typically combined with a manichean perception, in which the deterministic part supposedly represents cause-effect relationships and thus is physics and science (the "good"), whereas randomness has little relationship with science and no relationship with understanding (the "evil"). Probability theory and statistics, which traditionally provided the tools for dealing with randomness and uncertainty, have been regarded by some as the "necessary evil" but not as an essential part of hydrology and geophysics. Some took a step further to banish them from hydrology, replacing them with deterministic sensitivity analysis and fuzzy-logic representations. Others attempted to demonstrate that irregular fluctuations observed in natural processes are au fond manifestations of underlying chaotic deterministic dynamics with low dimensionality, thus attempting to render probabilistic descriptions unnecessary. Some of the above recent developments are simply flawed because they make erroneous use of probability and statistics (which, remarkably, provide the tools for such analyses), whereas the entire underlying logic is just a false dichotomy. To see this, it suffices to recall that Pierre Simon Laplace, perhaps the most famous proponent of determinism in

  14. Random walk study of electron motion in helium in crossed electromagnetic fields

    NASA Technical Reports Server (NTRS)

    Englert, G. W.

    1972-01-01

    Random walk theory, previously adapted to electron motion in the presence of an electric field, is extended to include a transverse magnetic field. In principle, the random walk approach avoids mathematical complexity and concomitant simplifying assumptions and permits determination of energy distributions and transport coefficients within the accuracy of available collisional cross section data. Application is made to a weakly ionized helium gas. Time of relaxation of electron energy distribution, determined by the random walk, is described by simple expressions based on energy exchange between the electron and an effective electric field. The restrictive effect of the magnetic field on electron motion, which increases the required number of collisions per walk to reach a terminal steady state condition, as well as the effect of the magnetic field on electron transport coefficients and mean energy can be quite adequately described by expressions involving only the Hall parameter.

  15. δ-exceedance records and random adaptive walks

    NASA Astrophysics Data System (ADS)

    Park, Su-Chan; Krug, Joachim

    2016-08-01

    We study a modified record process where the kth record in a series of independent and identically distributed random variables is defined recursively through the condition {Y}k\\gt {Y}k-1-{δ }k-1 with a deterministic sequence {δ }k\\gt 0 called the handicap. For constant {δ }k\\equiv δ and exponentially distributed random variables it has been shown in previous work that the process displays a phase transition as a function of δ between a normal phase where the mean record value increases indefinitely and a stationary phase where the mean record value remains bounded and a finite fraction of all entries are records (Park et al 2015 Phys. Rev. E 91 042707). Here we explore the behavior for general probability distributions and decreasing and increasing sequences {δ }k, focusing in particular on the case when {δ }k matches the typical spacing between subsequent records in the underlying simple record process without handicap. We find that a continuous phase transition occurs only in the exponential case, but a novel kind of first order transition emerges when {δ }k is increasing. The problem is partly motivated by the dynamics of evolutionary adaptation in biological fitness landscapes, where {δ }k corresponds to the change of the deterministic fitness component after k mutational steps. The results for the record process are used to compute the mean number of steps that a population performs in such a landscape before being trapped at a local fitness maximum.

  16. Random walk theory of jamming in a cellular automaton model for traffic flow

    NASA Astrophysics Data System (ADS)

    Barlovic, Robert; Schadschneider, Andreas; Schreckenberg, Michael

    2001-05-01

    The jamming behavior of a single lane traffic model based on a cellular automaton approach is studied. Our investigations concentrate on the so-called VDR model which is a simple generalization of the well-known Nagel-Schreckenberg model. In the VDR model one finds a separation between a free flow phase and jammed vehicles. This phase separation allows to use random walk like arguments to predict the resolving probabilities and lifetimes of jam clusters or disturbances. These predictions are in good agreement with the results of computer simulations and even become exact for a special case of the model. Our findings allow a deeper insight into the dynamics of wide jams occuring in the model.

  17. Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

    NASA Astrophysics Data System (ADS)

    Ni, Xiao-Hui; Jiang, Zhi-Qiang; Zhou, Wei-Xing

    2009-10-01

    The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.

  18. Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.

    PubMed

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

    How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW) models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD). GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS), both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1) providing a synthetic and pattern-oriented description of movement, (2) using top predators as ecosystem indicators and (3) studying the variability of spatial behaviour among species or among individuals with different personalities. PMID:26172045

  19. Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms’ Movements

    PubMed Central

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

    How organisms move and disperse is crucial to understand how population dynamics relates to the spatial heterogeneity of the environment. Random walk (RW) models are typical tools to describe movement patterns. Whether Lévy or alternative RW better describes forager movements is keenly debated. We get around this issue using the Generalized Pareto Distribution (GPD). GPD includes as specific cases Normal, exponential and power law distributions, which underlie Brownian, Poisson-like and Lévy walks respectively. Whereas previous studies typically confronted a limited set of candidate models, GPD lets the most likely RW model emerge from the data. We illustrate the wide applicability of the method using GPS-tracked seabird foraging movements and fishing vessel movements tracked by Vessel Monitoring System (VMS), both collected in the Peruvian pelagic ecosystem. The two parameters from the fitted GPD, a scale and a shape parameter, provide a synoptic characterization of the observed movement in terms of characteristic scale and diffusive property. They reveal and quantify the variability, among species and individuals, of the spatial strategies selected by predators foraging on a common prey field. The GPD parameters constitute relevant metrics for (1) providing a synthetic and pattern–oriented description of movement, (2) using top predators as ecosystem indicators and (3) studying the variability of spatial behaviour among species or among individuals with different personalities. PMID:26172045

  20. A Stochastic Simulation Framework for the Prediction of Strategic Noise Mapping and Occupational Noise Exposure Using the Random Walk Approach

    PubMed Central

    Haron, Zaiton; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri

    2015-01-01

    Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019

  1. A stochastic simulation framework for the prediction of strategic noise mapping and occupational noise exposure using the random walk approach.

    PubMed

    Han, Lim Ming; Haron, Zaiton; Yahya, Khairulzan; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri

    2015-01-01

    Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019

  2. Transient superdiffusion in random walks with a q-exponentially decaying memory profile

    NASA Astrophysics Data System (ADS)

    Moura, Thiago R. S.; Viswanathan, G. M.; da Silva, M. A. A.; Cressoni, J. C.; da Silva, L. R.

    2016-07-01

    We propose a random walk model with q-exponentially decaying memory profile. The q-exponential function is a generalization of the ordinary exponential function. In the limit q → 1, the q-exponential becomes the ordinary exponential function. This model presents a Markovian diffusive regime that is characterized by finite memory correlations. It is well known, that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. In this problem we report the outcome of a transient superdiffusion for finite sized walks.

  3. Statistical analysis of sets of random walks: how to resolve their generating mechanism.

    PubMed

    Coscoy, Sylvie; Huguet, Etienne; Amblard, François

    2007-11-01

    The analysis of experimental random walks aims at identifying the process(es) that generate(s) them. It is in general a difficult task, because statistical dispersion within an experimental set of random walks is a complex combination of the stochastic nature of the generating process, and the possibility to have more than one simple process. In this paper, we study by numerical simulations how the statistical distribution of various geometric descriptors such as the second, third and fourth order moments of two-dimensional random walks depends on the stochastic process that generates that set. From these observations, we derive a method to classify complex sets of random walks, and resolve the generating process(es) by the systematic comparison of experimental moment distributions with those numerically obtained for candidate processes. In particular, various processes such as Brownian diffusion combined with convection, noise, confinement, anisotropy, or intermittency, can be resolved by using high order moment distributions. In addition, finite-size effects are observed that are useful for treating short random walks. As an illustration, we describe how the present method can be used to study the motile behavior of epithelial microvilli. The present work should be of interest in biology for all possible types of single particle tracking experiments. PMID:17896161

  4. Novel pseudo-random number generator based on quantum random walks

    NASA Astrophysics Data System (ADS)

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-02-01

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation.

  5. Novel pseudo-random number generator based on quantum random walks

    PubMed Central

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-01-01

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation. PMID:26842402

  6. Novel pseudo-random number generator based on quantum random walks.

    PubMed

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-01-01

    In this paper, we investigate the potential application of quantum computation for constructing pseudo-random number generators (PRNGs) and further construct a novel PRNG based on quantum random walks (QRWs), a famous quantum computation model. The PRNG merely relies on the equations used in the QRWs, and thus the generation algorithm is simple and the computation speed is fast. The proposed PRNG is subjected to statistical tests such as NIST and successfully passed the test. Compared with the representative PRNG based on quantum chaotic maps (QCM), the present QRWs-based PRNG has some advantages such as better statistical complexity and recurrence. For example, the normalized Shannon entropy and the statistical complexity of the QRWs-based PRNG are 0.999699456771172 and 1.799961178212329e-04 respectively given the number of 8 bits-words, say, 16Mbits. By contrast, the corresponding values of the QCM-based PRNG are 0.999448131481064 and 3.701210794388818e-04 respectively. Thus the statistical complexity and the normalized entropy of the QRWs-based PRNG are closer to 0 and 1 respectively than those of the QCM-based PRNG when the number of words of the analyzed sequence increases. It provides a new clue to construct PRNGs and also extends the applications of quantum computation. PMID:26842402

  7. An Online Social Network to Increase Walking in Dog Owners: A Randomized Trial

    PubMed Central

    Schneider, Kristin L.; Murphy, Deirdra; Ferrara, Cynthia; Oleski, Jessica; Panza, Emily; Savage, Clara; Gada, Kimberly; Bozzella, Brianne; Olendzki, Effie; Kern, Daniel; Lemon, Stephenie C.

    2014-01-01

    PURPOSE Encouraging dog walking may increase physical activity in dog owners. This cluster randomized controlled trial investigated whether a social networking website (Meetup™) could be used to deliver a multi-component dog walking intervention to increase physical activity. METHODS Sedentary dog owners (n=102) participated. Eight neighborhoods were randomly assigned to the Meetup condition (Meetup) or a condition where participants received monthly emails with content from the American Heart Association on increasing physical activity (AHA). The Meetup intervention was delivered over 6 months and consisted of newsletters, dog walks, community events and an activity monitor. The primary outcome was steps; secondary outcomes included social support for walking, sense of community, perceived dog walking outcomes, barriers to dog walking and feasibility of the intervention. RESULTS Mixed model analyses examined change from baseline to post-intervention (6 months) and whether change in outcomes differed by condition. Daily steps increased over time (p=0.04, d=0.28), with no differences by condition. The time x condition interaction was significant for the perceived outcomes of dog walking (p=0.04, d=0.40), such that the Meetup condition reported an increase in the perceived positive outcomes of dog walking, whereas the AHA condition did not. Social support, sense of community and dog walking barriers did not significantly change. Meetup logins averaged 58.38 per week (SD=11.62). Within two months of the intervention ending, organization of the Meetup groups transitioned from study staff to Meetup members. CONCLUSION Results suggest that a Meetup group is feasible for increasing physical activity in dog owners. Further research is needed to understand how to increase participation in the Meetup group and facilitate greater connection among dog owners. PMID:25003777

  8. First-passage times in multiscale random walks: The impact of movement scales on search efficiency

    NASA Astrophysics Data System (ADS)

    Campos, Daniel; Bartumeus, Frederic; Raposo, E. P.; Méndez, Vicenç

    2015-11-01

    An efficient searcher needs to balance properly the trade-off between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free Lévy search strategies. Here we study multiscale random walks as an approximation to the scale-free case and derive the exact expressions for their mean-first-passage times in a one-dimensional finite domain. This allows us to provide a complete analytical description of the dynamics driving the situation in which both nearby and faraway targets are available to the searcher, so the exploration-exploitation trade-off does not have a trivial solution. For this situation, we prove that the combination of only two movement scales is able to outperform both ballistic and Lévy strategies. This two-scale strategy involves an optimal discrimination between the nearby and faraway targets which is only possible by adjusting the range of values of the two movement scales to the typical distances between encounters. So, this optimization necessarily requires some prior information (albeit crude) about target distances or distributions. Furthermore, we found that the incorporation of additional (three, four, …) movement scales and its adjustment to target distances does not improve further the search efficiency. This allows us to claim that optimal random search strategies arise through the informed combination of only two walk scales (related to the exploitative and the explorative scales, respectively), expanding on the well-known result that optimal strategies in strictly uninformed scenarios are achieved through Lévy paths (or, equivalently, through a hierarchical combination of multiple scales).

  9. Self-Avoiding Random Walk with Multiple Site Weightings and Restrictions

    NASA Astrophysics Data System (ADS)

    Krawczyk, J.; Prellberg, T.; Owczarek, A. L.; Rechnitzer, A.

    2006-06-01

    We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight ωl is assigned to each (l+1)-fold visited lattice site, and self-avoidance is incorporated by restricting to a maximal number K of visits to any site via setting ωl=0 for l≥K. In this Letter we study this model on the square and simple cubic lattices for the case K=3. Moreover, we consider a variant of this model, in which we forbid immediate self-reversal of the random walk. We perform simulations for random walks up to n=1024 steps using FlatPERM, a flat histogram stochastic growth algorithm. We find evidence that the existence of a collapse transition depends sensitively on the details of the model and has an unexpected dependence on dimension.

  10. Self-avoiding random walk with multiple site weightings and restrictions.

    PubMed

    Krawczyk, J; Prellberg, T; Owczarek, A L; Rechnitzer, A

    2006-06-23

    We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight omegal is assigned to each (l+1)-fold visited lattice site, and self-avoidance is incorporated by restricting to a maximal number K of visits to any site via setting omegal=0 for l>or=K. In this Letter we study this model on the square and simple cubic lattices for the case K=3. Moreover, we consider a variant of this model, in which we forbid immediate self-reversal of the random walk. We perform simulations for random walks up to n=1024 steps using FlatPERM, a flat histogram stochastic growth algorithm. We find evidence that the existence of a collapse transition depends sensitively on the details of the model and has an unexpected dependence on dimension. PMID:16907227

  11. Quantum Random Walks of Non-Interacting Bosons on Strongly Regular Graphs

    NASA Astrophysics Data System (ADS)

    Rudinger, Kenneth; Gamble, John King; Wellons, Mark; Friesen, Mark; Zhou, Dong; Bach, Eric; Joynt, Robert; Coppersmith, S. N.

    2011-03-01

    We investigate the quantum dynamics of particles on graphs (``quantum walks"), with the aim of developing quantum algorithms for determining if two graphs are isomorphic and show that there are fundamental differences between the distinguishing power of two-particle and three-particle non-interacting quantum walks. We investigate quantum walks on strongly regular graphs (SRGs), a class of graphs with high symmetry. We show analytically that the two-particle walk always fails to distinguish non-isomorphic members of the same SRG family. We show numerically that the three-boson walk is able to distinguish 99.6% of 70,712 SRG comparisons made and that this distinguishing power comes from different multiplicities of certain graph substructures in non-isomorphic graphs. We identify certain distinguishing substructures and examine ones that appear in the four-boson walk, discovering they are able to distinguish almost all of the graphs that the three-boson walk failed on. This indicates a positive correlation between number of bosons in the walk and distinguishing power. This work was supported by ARO and DOD (W911NF-09-1-0439) and NSF (CCF-0635355). J.K.G. acknowledges support from the NSF.

  12. Near-Hagedorn thermodynamics and random walks — extensions and examples

    NASA Astrophysics Data System (ADS)

    Mertens, Thomas G.; Verschelde, Henri; Zakharov, Valentin I.

    2014-11-01

    In this paper, we discuss several explicit examples of the results obtained in [1]. We elaborate on the random walk picture in these spacetimes and how it is modified. Firstly we discuss the linear dilaton background. Then we analyze a previously studied toroidally compactified background where we determine the Hagedorn temperature and study the random walk picture. We continue with flat space orbifold models where we discuss boundary conditions for the thermal scalar. Finally, we study the general link between the quantum numbers in the fundamental domain and the strip and their role in thermodynamics.

  13. The defect-induced localization in many positions of the quantum random walk

    NASA Astrophysics Data System (ADS)

    Chen, Tian; Zhang, Xiangdong

    2016-05-01

    We study the localization of probability distribution in a discrete quantum random walk on an infinite chain. With a phase defect introduced in any position of the quantum random walk (QRW), we have found that the localization of the probability distribution in the QRW emerges. Different localized behaviors of the probability distribution in the QRW are presented when the defect occupies different positions. Given that the coefficients of the localized stationary eigenstates relies on the coin operator, we reveal that when the defect occupies different positions, the amplitude of localized probability distribution in the QRW exhibits a non-trivial dependence on the coin operator.

  14. The defect-induced localization in many positions of the quantum random walk.

    PubMed

    Chen, Tian; Zhang, Xiangdong

    2016-01-01

    We study the localization of probability distribution in a discrete quantum random walk on an infinite chain. With a phase defect introduced in any position of the quantum random walk (QRW), we have found that the localization of the probability distribution in the QRW emerges. Different localized behaviors of the probability distribution in the QRW are presented when the defect occupies different positions. Given that the coefficients of the localized stationary eigenstates relies on the coin operator, we reveal that when the defect occupies different positions, the amplitude of localized probability distribution in the QRW exhibits a non-trivial dependence on the coin operator. PMID:27216697

  15. Alternative exact method for random walks on finite and periodic lattices with traps

    NASA Astrophysics Data System (ADS)

    Soler, Jose M.

    1982-07-01

    An alternative general method for random walks in finite or periodic lattices with traps is presented. The method gives, in a straightforward manner and in very little computing time, the exact probability that a random walker, starting from a given site, will undergo n steps before trapping. Another version gives the probability that the walker is at any other given position after n steps. The expected walk lengths calculated for simple lattices agree exactly with those given by a previous exact method by Walsh and Kozak.

  16. The defect-induced localization in many positions of the quantum random walk

    PubMed Central

    Chen, Tian; Zhang, Xiangdong

    2016-01-01

    We study the localization of probability distribution in a discrete quantum random walk on an infinite chain. With a phase defect introduced in any position of the quantum random walk (QRW), we have found that the localization of the probability distribution in the QRW emerges. Different localized behaviors of the probability distribution in the QRW are presented when the defect occupies different positions. Given that the coefficients of the localized stationary eigenstates relies on the coin operator, we reveal that when the defect occupies different positions, the amplitude of localized probability distribution in the QRW exhibits a non-trivial dependence on the coin operator. PMID:27216697

  17. Finding passwords by random walks: how long does it take?

    NASA Astrophysics Data System (ADS)

    Kabatiansky, G.; Oshanin, G.

    2009-10-01

    We compare the efficiency of a deterministic 'lawnmower' and random search strategies for finding a prescribed sequence of letters (a password) of length M in which all letters are taken from the same Q-ary alphabet. We show that, at best, a random search takes two times longer than a 'lawnmower' search.

  18. Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

    NASA Astrophysics Data System (ADS)

    Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

    2012-09-01

    Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

  19. Molecular phase space transport in water: Non-stationary random walk model

    NASA Astrophysics Data System (ADS)

    Nerukh, Dmitry; Ryabov, Vladimir; Taiji, Makoto

    2009-11-01

    Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).

  20. Is walking a random walk? Evidence for long-range correlations in stride interval of human gait

    NASA Technical Reports Server (NTRS)

    Hausdorff, Jeffrey M.; Peng, C.-K.; Ladin, Zvi; Wei, Jeanne Y.; Goldberger, Ary L.

    1995-01-01

    Complex fluctuation of unknown origin appear in the normal gait pattern. These fluctuations might be described as being (1) uncorrelated white noise, (2) short-range correlations, or (3) long-range correlations with power-law scaling. To test these possibilities, the stride interval of 10 healthy young men was measured as they walked for 9 min at their usual rate. From these time series we calculated scaling indexes by using a modified random walk analysis and power spectral analysis. Both indexes indicated the presence of long-range self-similar correlations extending over hundreds of steps; the stride interval at any time depended on the stride interval at remote previous times, and this dependence decayed in a scale-free (fractallike) power-law fashion. These scaling indexes were significantly different from those obtained after random shuffling of the original time series, indicating the importance of the sequential ordering of the stride interval. We demonstrate that conventional models of gait generation fail to reproduce the observed scaling behavior and introduce a new type of central pattern generator model that sucessfully accounts for the experimentally observed long-range correlations.

  1. Erosion by a one-dimensional random walk

    NASA Astrophysics Data System (ADS)

    Chisholm, Rebecca H.; Hughes, Barry D.; Landman, Kerry A.

    2014-08-01

    We consider a model introduced by Baker et al. [Phys. Rev. E 88, 042113 (2013), 10.1103/PhysRevE.88.042113] of a single lattice random walker moving on a domain of allowed sites, surrounded by blocked sites. The walker enlarges the allowed domain by eroding the boundary at its random encounters with blocked boundary sites: attempts to step onto blocked sites succeed with a given probability and convert these sites to allowed sites. The model interpolates continuously between the Pólya random walker on the one-dimensional lattice and a "blind" walker who attempts freely, but always aborts, moves to blocked sites. We obtain some exact results about the walker's location and the rate of erosion.

  2. The random walk of a drilling laser beam

    NASA Technical Reports Server (NTRS)

    Anthony, T. R.

    1980-01-01

    The disregistry of holes drilled with a pulse laser beam in 330-micron-thick single-crystal silicon-on-sapphire wafers is examined. The exit positions of the holes were displaced from the hole entrance positions on the opposing face of the wafer, and this random displacement increased with the number of laser pulses required. A model in which the bottom of the drill hole experiences small random displacements during each laser pulse is used to describe the experimental observations. It is shown that the average random displacement caused by each pulse is only a few percent of the hole diameter and can be reduced by using as few laser pulses as necessary while avoiding the cracking and spalling of the wafer that occur with a hole drilled with a single pulse.

  3. Continuous-time random walk as a guide to fractional Schroedinger equation

    SciTech Connect

    Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.

    2010-09-15

    We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.

  4. Monte-Carlo analysis of rarefied-gas diffusion including variance reduction using the theory of Markov random walks

    NASA Technical Reports Server (NTRS)

    Perlmutter, M.

    1973-01-01

    Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.

  5. Lévy walks

    NASA Astrophysics Data System (ADS)

    Zaburdaev, V.; Denisov, S.; Klafter, J.

    2015-04-01

    Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy-walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, biophysics, and behavioral science demonstrate that this particular type of random walk provides significant insight into complex transport phenomena. This review gives a self-consistent introduction to Lévy walks, surveys their existing applications, including latest advances, and outlines further perspectives.

  6. Random walks on cubic lattices with bond disorder

    SciTech Connect

    Ernst, M.H.; van Velthoven, P.F.J.

    1986-12-01

    The authors consider diffusive systems with static disorder, such as Lorentz gases, lattice percolation, ants in a labyrinth, termite problems, random resistor networks, etc. In the case of diluted randomness the authors can apply the methods of kinetic theory to obtain systematic expansions of dc and ac transport properties in powers of the impurity concentration c. The method is applied to a hopping model on a d-dimensional cubic lattice having two types of bonds with conductivity sigma and sigma/sub 0/ = 1, with concentrations c and 1-c, respectively. For the square lattice the authors explicitly calculate the diffusion coefficient D(c,sigma) as a function of c, to O(c/sup 2/) terms included for different ratios of the bond conductivity sigma. The probability of return at long times is given by P/sub 0/(t) approx. (4..pi..D(c,sigma)t)/sup -d/2/, which is determined by the diffusion coefficient of the disordered system.

  7. Backward jump continuous-time random walk: An application to market trading

    NASA Astrophysics Data System (ADS)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

    The backward jump modification of the continuous-time random walk model or the version of the model driven by the negative feedback was herein derived for spatiotemporal continuum in the context of a share price evolution on a stock exchange. In the frame of the model, we described stochastic evolution of a typical share price on a stock exchange with a moderate liquidity within a high-frequency time scale. The model was validated by satisfactory agreement of the theoretical velocity autocorrelation function with its empirical counterpart obtained for the continuous quotation. This agreement is mainly a result of a sharp backward correlation found and considered in this article. This correlation is a reminiscence of such a bid-ask bounce phenomenon where backward price jump has the same or almost the same length as preceding jump. We suggested that this correlation dominated the dynamics of the stock market with moderate liquidity. Although assumptions of the model were inspired by the market high-frequency empirical data, its potential applications extend beyond the financial market, for instance, to the field covered by the Le Chatelier-Braun principle of contrariness.

  8. Heterogeneous Memorized Continuous Time Random Walks in an External Force Fields

    NASA Astrophysics Data System (ADS)

    Wang, Jun; Zhou, Ji; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao

    2014-09-01

    In this paper, we study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated memorized waiting times, which involves Reimann-Liouville fractional derivative or Reimann-Liouville fractional integral. We show that the mean squared displacement of the test particle which is dependent on its location of the form (El-Wakil and Zahran, Chaos Solitons Fractals, 12, 1929-1935, 2001) where is the anomalous exponent, the diffusion exponent is dependent on the model parameters. We obtain the Fokker-Planck-type dynamic equations, and their stationary solutions are of the Boltzmann-Gibbs form. These processes obey a generalized Einstein-Stokes-Smoluchowski relation and the second Einstein relation. We observe that the asymptotic behavior of waiting times and subordinations are of stretched Gaussian distributions. We also discuss the time averaged in the case of an harmonic potential, and show that the process exhibits aging and ergodicity breaking.

  9. Fluctuations around equilibrium laws in ergodic continuous-time random walks.

    PubMed

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables. PMID:26172683

  10. Coverage maximization under resource constraints using a nonuniform proliferating random walk

    NASA Astrophysics Data System (ADS)

    Saha, Sudipta; Ganguly, Niloy

    2013-02-01

    Information management services on networks, such as search and dissemination, play a key role in any large-scale distributed system. One of the most desirable features of these services is the maximization of the coverage, i.e., the number of distinctly visited nodes under constraints of network resources as well as time. However, redundant visits of nodes by different message packets (modeled, e.g., as walkers) initiated by the underlying algorithms for these services cause wastage of network resources. In this work, using results from analytical studies done in the past on a K-random-walk-based algorithm, we identify that redundancy quickly increases with an increase in the density of the walkers. Based on this postulate, we design a very simple distributed algorithm which dynamically estimates the density of the walkers and thereby carefully proliferates walkers in sparse regions. We use extensive computer simulations to test our algorithm in various kinds of network topologies whereby we find it to be performing particularly well in networks that are highly clustered as well as sparse.

  11. Fluctuations around equilibrium laws in ergodic continuous-time random walks

    NASA Astrophysics Data System (ADS)

    Schulz, Johannes H. P.; Barkai, Eli

    2015-06-01

    We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.

  12. Charge separation at disordered semiconductor heterojunctions from random walk numerical simulations.

    PubMed

    Mandujano-Ramírez, Humberto J; González-Vázquez, José P; Oskam, Gerko; Dittrich, Thomas; Garcia-Belmonte, Germa; Mora-Seró, Iván; Bisquert, Juan; Anta, Juan A

    2014-03-01

    Many recent advances in novel solar cell technologies are based on charge separation in disordered semiconductor heterojunctions. In this work we use the Random Walk Numerical Simulation (RWNS) method to model the dynamics of electrons and holes in two disordered semiconductors in contact. Miller-Abrahams hopping rates and a tunnelling distance-dependent electron-hole annihilation mechanism are used to model transport and recombination, respectively. To test the validity of the model, three numerical "experiments" have been devised: (1) in the absence of constant illumination, charge separation has been quantified by computing surface photovoltage (SPV) transients. (2) By applying a continuous generation of electron-hole pairs, the model can be used to simulate a solar cell under steady-state conditions. This has been exploited to calculate open-circuit voltages and recombination currents for an archetypical bulk heterojunction solar cell (BHJ). (3) The calculations have been extended to nanostructured solar cells with inorganic sensitizers to study, specifically, non-ideality in the recombination rate. The RWNS model in combination with exponential disorder and an activated tunnelling mechanism for transport and recombination is shown to reproduce correctly charge separation parameters in these three "experiments". This provides a theoretical basis to study relevant features of novel solar cell technologies. PMID:24448680

  13. Mixed random walks with a trap in scale-free networks including nearest-neighbor and next-nearest-neighbor jumps

    NASA Astrophysics Data System (ADS)

    Zhang, Zhongzhi; Dong, Yuze; Sheng, Yibin

    2015-10-01

    Random walks including non-nearest-neighbor jumps appear in many real situations such as the diffusion of adatoms and have found numerous applications including PageRank search algorithm; however, related theoretical results are much less for this dynamical process. In this paper, we present a study of mixed random walks in a family of fractal scale-free networks, where both nearest-neighbor and next-nearest-neighbor jumps are included. We focus on trapping problem in the network family, which is a particular case of random walks with a perfect trap fixed at the central high-degree node. We derive analytical expressions for the average trapping time (ATT), a quantitative indicator measuring the efficiency of the trapping process, by using two different methods, the results of which are consistent with each other. Furthermore, we analytically determine all the eigenvalues and their multiplicities for the fundamental matrix characterizing the dynamical process. Our results show that although next-nearest-neighbor jumps have no effect on the leading scaling of the trapping efficiency, they can strongly affect the prefactor of ATT, providing insight into better understanding of random-walk process in complex systems.

  14. MODEL OF THE FIELD LINE RANDOM WALK EVOLUTION AND APPROACH TO ASYMPTOTIC DIFFUSION IN MAGNETIC TURBULENCE

    SciTech Connect

    Snodin, A. P.; Ruffolo, D.; Matthaeus, W. H. E-mail: david.ruf@mahidol.ac.th

    2013-01-01

    The turbulent random walk of magnetic field lines plays an important role in the transport of plasmas and energetic particles in a wide variety of astrophysical situations, but most theoretical work has concentrated on determination of the asymptotic field line diffusion coefficient. Here we consider the evolution with distance of the field line random walk using a general ordinary differential equation (ODE), which for most cases of interest in astrophysics describes a transition from free streaming to asymptotic diffusion. By challenging theories of asymptotic diffusion to also describe the evolution, one gains insight on how accurately they describe the random walk process. Previous theoretical work has effectively involved closure of the ODE, often by assuming Corrsin's hypothesis and a Gaussian displacement distribution. Approaches that use quasilinear theory and prescribe the mean squared displacement ({Delta}x {sup 2}) according to free streaming (random ballistic decorrelation, RBD) or asymptotic diffusion (diffusive decorrelation, DD) can match computer simulation results, but only over specific parameter ranges, with no obvious 'marker' of the range of validity. Here we make use of a unified description in which the ODE determines ({Delta}x {sup 2}) self-consistently, providing a natural transition between the assumptions of RBD and DD. We find that the minimum kurtosis of the displacement distribution provides a good indicator of whether the self-consistent ODE is applicable, i.e., inaccuracy of the self-consistent ODE is associated with non-Gaussian displacement distributions.

  15. Efficiency of message transmission using biased random walks in complex networks in the presence of traps

    NASA Astrophysics Data System (ADS)

    Skarpalezos, Loukas; Kittas, Aristotelis; Argyrakis, Panos; Cohen, Reuven; Havlin, Shlomo

    2015-01-01

    We study the problem of a particle or message that travels as a biased random walk towards a target node in a network in the presence of traps. The bias is represented as the probability p of the particle to travel along the shortest path to the target node. The efficiency of the transmission process is expressed through the fraction fg of particles that succeed to reach the target without being trapped. By relating fg with the number S of nodes visited before reaching the target, we first show that, for the unbiased random walk, fg is inversely proportional to both the concentration c of traps and the size N of the network. For the case of biased walks, a simple approximation of S provides an analytical solution that describes well the behavior of fg, especially for p >0.5 . Also, it is shown that for a given value of the bias p , when the concentration of traps is less than a threshold value equal to the inverse of the mean first passage time (MFPT) between two randomly chosen nodes of the network, the efficiency of transmission is unaffected by the presence of traps and almost all the particles arrive at the target. As a consequence, for a given concentration of traps, we can estimate the minimum bias that is needed to have unaffected transmission, especially in the case of random regular (RR), Erdős-Rényi (ER) and scale-free (SF) networks, where an exact expression (RR and ER) or an upper bound (SF) of the MFPT is known analytically. We also study analytically and numerically, the fraction fg of particles that reach the target on SF networks, where a single trap is placed on the highest degree node. For the unbiased random walk, we find that fg˜N-1 /(γ -1 ) , where γ is the power law exponent of the SF network.

  16. Modeling natural gas prices as a random walk: The advantages for generation planning

    SciTech Connect

    Felder, F.A.

    1995-11-01

    Random walk modeling allows decision makers to evaluate risk mitigation strategies. Easily constructed, the random walk provides probability information that long-term fuel forecasts do not. This is vital to meeting the ratepayers` need for low-cost power, the shareholders` financial objectives, and the regulators` desire for straightforward information. Power generation planning depends heavily on long-term fuel price forecasts. This is particularly true for natural gas-fired plants, because fuel expenses are a significant portion of busbar costs and are subject to considerable uncertainty. Accurate forecasts, then, are critical - especially if electric utilities are to take advantage of the current low cost of natural gas technologies and their relatively clean burning characteristics, without becoming overdependent on a fuel that might significantly increase in price. Moreover, the transition to a more competitive generation market requires a more market-driven planning process. Current planning techniques use several long-term fuel forecasts - one serving as an expected case and others for sensitivity analysis - as inputs for modeling production costs. These forecasts are deterministic: For every time interval there is one, and only one projected fuel price - a serious limitation. Further, past natural gas price predictions have been erroneous and may be susceptible to bias. Today, deregulation of the natural gas production industry allows for a new approach in long-term fuel forecasting. Using NYMEX information, a random walk model of natural gas prices can be constructed. A random walk assumes that prices move randomly, and in modeling prices in this context one would be sure to include this all-important price volatility.

  17. The effect of walking on falls in older people: the 'Easy Steps to Health' randomized controlled trial study protocol

    PubMed Central

    2011-01-01

    Background Falls in older people continue to be a major public health issue in industrialized countries. Extensive research into falls prevention has identified exercise as a proven fall prevention strategy. However, despite over a decade of promoting physical activity, hospitalisation rates due to falls injuries in older people are still increasing. This could be because efforts to increase physical activity amongst older people have been unsuccessful, or the physical activity that older people engage in is insufficient and/or inappropriate. The majority of older people choose walking as their predominant form of exercise. While walking has been shown to lower the risk of many chronic diseases its role in falls prevention remains unclear. This paper outlines the methodology of a study whose aims are to determine: if a home-based walking intervention will reduce the falls rate among healthy but inactive community-dwelling older adults (65 + years) compared to no intervention (usual activity) and; whether such an intervention can improve risk factors for falls, such as balance, strength and reaction time. Methods/Design This study uses a randomised controlled trial design. A total of 484 older people exercising less than 120 minutes per week will be recruited through the community and health care referrals throughout Sydney and neighboring regions. All participants are randomised into either the self-managed walking program group or the health-education waiting list group using a block randomization scheme. Outcome measures include prospective falls and falls injuries, quality of life, and physical activity levels. A subset of participants (n = 194) will also receive physical performance assessments comprising of tests of dynamic balance, strength, reaction time and lower limb functional status. Discussion Certain types of physical activity can reduce the risk of falls. As walking is already the most popular physical activity amongst older people, if walking is

  18. Impact of pedometer-based walking on menopausal women's sleep quality: a randomized controlled trial.

    PubMed

    Tadayon, M; Abedi, P; Farshadbakht, F

    2016-08-01

    Objective Sleep disturbances are one of the most common psycho-physiological issues among postmenopausal women. This study was designed to evaluate the impact of walking with a pedometer on the sleep quality of postmenopausal Iranian women. Methods This randomized, controlled trial was conducted on 112 women who were randomly assigned to two groups. The women in the intervention group (n = 56) were asked to walk with a pedometer each day for 12 weeks and to increase their walking distance by 500 steps per week. A sociodemographic instrument and the Pittsburgh Sleep Quality Index were used to collect data. Sleep quality was measured at baseline, 4, 8, and 12 weeks after intervention. The control group (n = 56) did not receive any intervention. Results After 12 weeks, subjective sleep quality, sleep latency, sleep duration, habitual sleep efficiency, sleep disturbances, use of sleeping medication, and daytime dysfunction improved to a significantly greater extent in the intervention group than in the control group (p < 0.05). The total sleep quality score was significantly higher in the intervention group than in the control group (0.64 vs. 0.98, p = 0.001). Conclusion This study showed that walking with a pedometer is an easy and cost-effective way to improve the quality of sleep among postmenopausal women. Use of this method in public health centers is recommended. PMID:26757356

  19. Dynamical continuous time random Lévy flights

    NASA Astrophysics Data System (ADS)

    Liu, Jian; Chen, Xiaosong

    2016-03-01

    The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

  20. Dynamic stability of human walking in visually and mechanically destabilizing environments.

    PubMed

    McAndrew, Patricia M; Wilken, Jason M; Dingwell, Jonathan B

    2011-02-24

    Understanding how humans remain stable during challenging locomotor activities is critical to developing effective tests to diagnose patients with increased fall risk. This study determined if different continuous low-amplitude perturbations would induce specific measureable changes in measures of dynamic stability during walking. We applied continuous pseudo-random oscillations of either the visual scene or support surface in either the anterior-posterior or mediolateral directions to subjects walking in a virtual environment with speed-matched optic flow. Floquet multipliers and short-term local divergence exponents both increased (indicating greater instability) during perturbed walking. These responses were generally much stronger for body movements occurring in the same directions as the applied perturbations. Likewise, subjects were more sensitive to both visual and mechanical perturbations applied in the mediolateral direction than to those applied in the anterior-posterior direction, consistent with previous experiments and theoretical predictions. These responses were likewise consistent with subjects' anecdotal perceptions of which perturbation conditions were most challenging. Contrary to the Floquet multipliers and short-term local divergence exponents, which both increased, long-term local divergence exponents decreased during perturbed walking. However, this was consistent with specific changes in the mean log divergence curves, which indicated that subjects' movements reached their maximum local divergence limits more quickly during perturbed walking. Overall, the Floquet multipliers were less sensitive, but reflected greater specificity in their responses to the different perturbation conditions. Conversely, the short-term local divergence exponents exhibited less specificity in their responses, but were more sensitive measures of instability in general. PMID:21094944

  1. Imitation of Dynamic Walking With BSN for Humanoid Robot.

    PubMed

    Teachasrisaksakul, Krittameth; Zhang, Zhi-Qiang; Yang, Guang-Zhong; Lo, Benny

    2015-05-01

    Humanoid robots have been used in a wide range of applications including entertainment, healthcare, and assistive living. In these applications, the robots are expected to perform a range of natural body motions, which can be either preprogrammed or learnt from human demonstration. This paper proposes a strategy for imitating dynamic walking gait for a humanoid robot by formulating the problem as an optimization process. The human motion data are recorded with an inertial sensor-based motion tracking system (Biomotion+). Joint angle trajectories are obtained from the transformation of the estimated posture. Key locomotion frames corresponding to gait events are chosen from the trajectories. Due to differences in joint structures of the human and robot, the joint angles at these frames need to be optimized to satisfy the physical constraints of the robot while preserving robot stability. Interpolation among the optimized angles is needed to generate continuous angle trajectories. The method is validated using a NAO humanoid robot, with results demonstrating the effectiveness of the proposed strategy for dynamic walking. PMID:25935051

  2. Parabolic Anderson Model in a Dynamic Random Environment: Random Conductances

    NASA Astrophysics Data System (ADS)

    Erhard, D.; den Hollander, F.; Maillard, G.

    2016-06-01

    The parabolic Anderson model is defined as the partial differential equation ∂ u( x, t)/ ∂ t = κ Δ u( x, t) + ξ( x, t) u( x, t), x ∈ ℤ d , t ≥ 0, where κ ∈ [0, ∞) is the diffusion constant, Δ is the discrete Laplacian, and ξ is a dynamic random environment that drives the equation. The initial condition u( x, 0) = u 0( x), x ∈ ℤ d , is typically taken to be non-negative and bounded. The solution of the parabolic Anderson equation describes the evolution of a field of particles performing independent simple random walks with binary branching: particles jump at rate 2 d κ, split into two at rate ξ ∨ 0, and die at rate (- ξ) ∨ 0. In earlier work we looked at the Lyapunov exponents λ p(κ ) = limlimits _{tto ∞} 1/t log {E} ([u(0,t)]p)^{1/p}, quad p in {N} , qquad λ 0(κ ) = limlimits _{tto ∞} 1/2 log u(0,t). For the former we derived quantitative results on the κ-dependence for four choices of ξ : space-time white noise, independent simple random walks, the exclusion process and the voter model. For the latter we obtained qualitative results under certain space-time mixing conditions on ξ. In the present paper we investigate what happens when κΔ is replaced by Δ𝓚, where 𝓚 = {𝓚( x, y) : x, y ∈ ℤ d , x ˜ y} is a collection of random conductances between neighbouring sites replacing the constant conductances κ in the homogeneous model. We show that the associated annealed Lyapunov exponents λ p (𝓚), p ∈ ℕ, are given by the formula λ p({K} ) = {sup} {λ p(κ ) : κ in {Supp} ({K} )}, where, for a fixed realisation of 𝓚, Supp(𝓚) is the set of values taken by the 𝓚-field. We also show that for the associated quenched Lyapunov exponent λ 0(𝓚) this formula only provides a lower bound, and we conjecture that an upper bound holds when Supp(𝓚) is replaced by its convex hull. Our proof is valid for three classes of reversible ξ, and for all 𝓚

  3. Entropy, complexity, and Markov diagrams for random walk cancer models

    NASA Astrophysics Data System (ADS)

    Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

    2014-12-01

    The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

  4. Entropy, complexity, and Markov diagrams for random walk cancer models

    PubMed Central

    Newton, Paul K.; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

    2014-01-01

    The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential. PMID:25523357

  5. A Ground State Method for Continuum Systems Using Random Walks in the Space of Slater Determinants.^

    NASA Astrophysics Data System (ADS)

    Zhang, Shiwei; Krakauer, Henry

    2001-03-01

    We study a ground state quantum Monte Carlo method for electronic systems. The method is based on the constrained path Monte Carlo approach(S. Zhang, J. Carlson, and J. E. Gubernatis, Phys. Rev. B 55), 7464 (1997). developed for lattice models of correlated electrons. It works in second-quantized form and uses random walks involving full Slater determinants rather than individual real-space configurations. The method allows easy calculation of expectation values and also makes it straightforward to import standard techniques (e.g., pseudopotentials) used in density functional and quantum chemistry calculations. In general, Slater determinants will acquire overall complex phases, due to the Hubbard-Stratonovich transformation of the two-body potential. In order to control the sign decay, an approximation is developed for the propagation of complex Slater determinants by random walks. We test the method in a homogeneous 3-D electron gas (jellium) using a planewave basis. ^ Supported by NSF, ONR and Research Corporation.

  6. Search on a hypercubic lattice using a quantum random walk. I. d>2

    SciTech Connect

    Patel, Apoorva; Rahaman, Md. Aminoor

    2010-09-15

    Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d>2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d{yields}{infinity} limit). In particular, the scaling behavior for d=3 is only about 25% higher than the optimal d{yields}{infinity} value.

  7. From doubly stochastic representations of K distributions to random walks and back again: an optics tale

    NASA Astrophysics Data System (ADS)

    French, O. E.

    2009-06-01

    A random walk model with a negative binomially fluctuating number of steps is considered in the case where the mean of the number fluctuations, \\bar{N} , is finite. The asymptotic behaviour of the resultant statistics in the large \\bar{N} limit is derived and shown to give the K distribution. The equivalence of this model to the hitherto unrelated doubly stochastic representation of the K distribution is also demonstrated. The convergence to the K distribution of the probability density function generated by a random walk with a finite mean number of steps is examined along with the moments, and the non-Gaussian statistics are shown to be a direct result of discreteness and bunching effects.

  8. Random walk in chemical space of Cantor dust as a paradigm of superdiffusion

    NASA Astrophysics Data System (ADS)

    Balankin, Alexander S.; Mena, Baltasar; Martínez-González, C. L.; Matamoros, Daniel Morales

    2012-11-01

    We point out that the chemical space of a totally disconnected Cantor dust Kn⊂En is a compact metric space Cn with the spectral dimension ds=dℓ=n>D, where D and dℓ=n are the fractal and chemical dimensions of Kn, respectively. Hence, we can define a random walk in the chemical space as a Markovian Gaussian process. The mapping of a random walk in Cn into Kn⊂En defines the quenched Lévy flight on the Cantor dust with a single step duration independent of the step length. The equations, describing the superdiffusion and diffusion-reaction front propagation ruled by the local quenched Lévy flight on Kn⊂En, are derived. The use of these equations to model superdiffusive phenomena, observed in some physical systems in which propagators decay faster than algebraically, is discussed.

  9. Observing random walks of atoms in buffer gas through resonant light absorption

    NASA Astrophysics Data System (ADS)

    Aoki, Kenichiro; Mitsui, Takahisa

    2016-07-01

    Using resonant light absorption, random-walk motions of rubidium atoms in nitrogen buffer gas are observed directly. The transmitted light intensity through atomic vapor is measured, and its spectrum is obtained, down to orders of magnitude below the shot-noise level to detect fluctuations caused by atomic motions. To understand the measured spectra, the spectrum for atoms performing random walks in a Gaussian light beam is computed, and its analytical form is obtained. The spectrum has 1 /f2 (f is frequency) behavior at higher frequencies, crossing over to a different, but well-defined, behavior at lower frequencies. The properties of this theoretical spectrum agree excellently with the measured spectrum. This understanding also enables us to obtain the diffusion constant, the photon cross section of atoms in buffer gas, and the atomic number density from a single spectral measurement. We further discuss other possible applications of our experimental method and analysis.

  10. Parsimonious Continuous Time Random Walk Models and Kurtosis for Diffusion in Magnetic Resonance of Biological Tissue

    NASA Astrophysics Data System (ADS)

    Ingo, Carson; Sui, Yi; Chen, Yufen; Parrish, Todd; Webb, Andrew; Ronen, Itamar

    2015-03-01

    In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue. Subsequently, we focus on the formalism of the continuous time random walk theory to extract properties of subdiffusion and superdiffusion through novel simplifications of the Mittag-Leffler function. For the case of time-fractional subdiffusion, we compute the kurtosis for the Mittag-Leffler function, which provides both a connection and physical context to the much-used approach of diffusional kurtosis imaging. We provide Monte Carlo simulations to illustrate the concepts of anomalous diffusion as stochastic processes of the random walk. Finally, we demonstrate the clinical utility of the Mittag-Leffler function as a model to describe tissue microstructure through estimations of subdiffusion and kurtosis with diffusion MRI measurements in the brain of a chronic ischemic stroke patient.