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Sample records for elliptic random-walk equation

  1. 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.

  2. 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.

  3. 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

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. From analytical solutions of solute transport equations to multidimensional time-domain random walk (TDRW) algorithms

    NASA Astrophysics Data System (ADS)

    Bodin, Jacques

    2015-03-01

    In this study, new multi-dimensional time-domain random walk (TDRW) algorithms are derived from approximate one-dimensional (1-D), two-dimensional (2-D), and three-dimensional (3-D) analytical solutions of the advection-dispersion equation and from exact 1-D, 2-D, and 3-D analytical solutions of the pure-diffusion equation. These algorithms enable the calculation of both the time required for a particle to travel a specified distance in a homogeneous medium and the mass recovery at the observation point, which may be incomplete due to 2-D or 3-D transverse dispersion or diffusion. The method is extended to heterogeneous media, represented as a piecewise collection of homogeneous media. The particle motion is then decomposed along a series of intermediate checkpoints located on the medium interface boundaries. The accuracy of the multi-dimensional TDRW method is verified against (i) exact analytical solutions of solute transport in homogeneous media and (ii) finite-difference simulations in a synthetic 2-D heterogeneous medium of simple geometry. The results demonstrate that the method is ideally suited to purely diffusive transport and to advection-dispersion transport problems dominated by advection. Conversely, the method is not recommended for highly dispersive transport problems because the accuracy of the advection-dispersion TDRW algorithms degrades rapidly for a low Péclet number, consistent with the accuracy limit of the approximate analytical solutions. The proposed approach provides a unified methodology for deriving multi-dimensional time-domain particle equations and may be applicable to other mathematical transport models, provided that appropriate analytical solutions are available.

  9. Elliptic scattering equations

    NASA Astrophysics Data System (ADS)

    Cardona, Carlos; Gomez, Humberto

    2016-06-01

    Recently the CHY approach has been extended to one loop level using elliptic functions and modular forms over a Jacobian variety. Due to the difficulty in manipulating these kind of functions, we propose an alternative prescription that is totally algebraic. This new proposal is based on an elliptic algebraic curve embedded in a mathbb{C}{P}^2 space. We show that for the simplest integrand, namely the n - gon, our proposal indeed reproduces the expected result. By using the recently formulated Λ-algorithm, we found a novel recurrence relation expansion in terms of tree level off-shell amplitudes. Our results connect nicely with recent results on the one-loop formulation of the scattering equations. In addition, this new proposal can be easily stretched out to hyperelliptic curves in order to compute higher genus.

  10. 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.

  11. 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

  12. 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.

  13. 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

  14. 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.

  15. Connecting the dots: Semi-analytical and random walk numerical solutions of the diffusion–reaction equation with stochastic initial conditions

    SciTech Connect

    Paster, Amir; Bolster, Diogo; Benson, David A.

    2014-04-15

    We study a system with bimolecular irreversible kinetic reaction A+B→∅ where the underlying transport of reactants is governed by diffusion, and the local reaction term is given by the law of mass action. We consider the case where the initial concentrations are given in terms of an average and a white noise perturbation. Our goal is to solve the diffusion–reaction equation which governs the system, and we tackle it with both analytical and numerical approaches. To obtain an analytical solution, we develop the equations of moments and solve them approximately. To obtain a numerical solution, we develop a grid-less Monte Carlo particle tracking approach, where diffusion is modeled by a random walk of the particles, and reaction is modeled by annihilation of particles. The probability of annihilation is derived analytically from the particles' co-location probability. We rigorously derive the relationship between the initial number of particles in the system and the amplitude of white noise represented by that number. This enables us to compare the particle simulations and the approximate analytical solution and offer an explanation of the late time discrepancies. - Graphical abstract:.

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. Spectral multigrid methods for elliptic equations

    NASA Technical Reports Server (NTRS)

    Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.

    1981-01-01

    An alternative approach which employs multigrid concepts in the iterative solution of spectral equations was examined. Spectral multigrid methods are described for self adjoint elliptic equations with either periodic or Dirichlet boundary conditions. For realistic fluid calculations the relevant boundary conditions are periodic in at least one (angular) coordinate and Dirichlet (or Neumann) in the remaining coordinates. Spectral methods are always effective for flows in strictly rectangular geometries since corners generally introduce singularities into the solution. If the boundary is smooth, then mapping techniques are used to transform the problem into one with a combination of periodic and Dirichlet boundary conditions. It is suggested that spectral multigrid methods in these geometries can be devised by combining the techniques.

  3. 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.

  4. 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.

  5. Iterative methods for elliptic finite element equations on general meshes

    NASA Technical Reports Server (NTRS)

    Nicolaides, R. A.; Choudhury, Shenaz

    1986-01-01

    Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.

  6. New Elliptic Solutions of the Yang-Baxter Equation

    NASA Astrophysics Data System (ADS)

    Chicherin, D.; Derkachov, S. E.; Spiridonov, V. P.

    2016-07-01

    We consider finite-dimensional reductions of an integral operator with the elliptic hypergeometric kernel describing the most general known solution of the Yang-Baxter equation with a rank 1 symmetry algebra. The reduced R-operators reproduce at their bottom the standard Baxter's R-matrix for the 8-vertex model and Sklyanin's L-operator. The general formula has a remarkably compact form and yields new elliptic solutions of the Yang-Baxter equation based on the finite-dimensional representations of the elliptic modular double. The same result is also derived using the fusion formalism.

  7. New Elliptic Solutions of the Yang-Baxter Equation

    NASA Astrophysics Data System (ADS)

    Chicherin, D.; Derkachov, S. E.; Spiridonov, V. P.

    2016-02-01

    We consider finite-dimensional reductions of an integral operator with the elliptic hypergeometric kernel describing the most general known solution of the Yang-Baxter equation with a rank 1 symmetry algebra. The reduced R-operators reproduce at their bottom the standard Baxter's R-matrix for the 8-vertex model and Sklyanin's L-operator. The general formula has a remarkably compact form and yields new elliptic solutions of the Yang-Baxter equation based on the finite-dimensional representations of the elliptic modular double. The same result is also derived using the fusion formalism.

  8. 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

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. On the Dirichlet problem for a nonlinear elliptic equation

    NASA Astrophysics Data System (ADS)

    Egorov, Yu V.

    2015-04-01

    We prove the existence of an infinite set of solutions to the Dirichlet problem for a nonlinear elliptic equation of the second order. Such a problem for a nonlinear elliptic equation with Laplace operator was studied earlier by Krasnosel'skii, Bahri, Berestycki, Lions, Rabinowitz, Struwe and others. We study the spectrum of this problem and prove the weak convergence to 0 of the sequence of normed eigenfunctions. Moreover, we obtain some estimates for the 'Fourier coefficients' of functions in W^1p,0(Ω). This allows us to improve the preceding results. Bibliography: 8 titles.

  17. 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

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. On the connection of the quadratic Lienard equation with an equation for the elliptic functions

    NASA Astrophysics Data System (ADS)

    Kudryashov, Nikolay A.; Sinelshchikov, Dmitry I.

    2015-07-01

    The quadratic Lienard equation is widely used in many applications. A connection between this equation and a linear second-order differential equation has been discussed. Here we show that the whole family of quadratic Lienard equations can be transformed into an equation for the elliptic functions. We demonstrate that this connection can be useful for finding explicit forms of general solutions of the quadratic Lienard equation. We provide several examples of application of our approach.

  4. Quasilinear Elliptic Equations Involving Variable Exponents

    NASA Astrophysics Data System (ADS)

    Mihǎilescu, Mihai; Moroşanu, Gheorghe

    2008-09-01

    Consider the boundary value problem -Σi = N∂xi(|∂xiu|pi(x)-2∂xiu) = λ(x)|u|q(x)-2u in Ω, u = 0 on ∂Ω, where Ω is a bounded domain in RN with smooth boundary ∂Ω, while p1,…,pN,q are continuous functions and q(x)>1,pi(x)⩾2 for all x∈Ω¯, i = 1,⋯,N. Combining the mountain pass theorem of Ambrosetti and Rabinowitz [1] and Ekeland's variational principle [7] we show that under suitable conditions the above problem has two nontrivial weak solutions. We also consider the eigenvalue problem corresponding to the case when λ in the above equation is a positive constant. We assume that there exist j,k∈{1,…,N} with j≠k such that pj ≡ q in Ω¯, and q is independent of xj with maxΩ¯q

  5. MIB method for elliptic equations with multi-material interfaces.

    PubMed

    Xia, Kelin; Zhan, Meng; Wei, Guo-Wei

    2011-06-01

    Elliptic partial differential equations (PDEs) are widely used to model real-world problems. Due to the heterogeneous characteristics of many naturally occurring materials and man-made structures, devices, and equipments, one frequently needs to solve elliptic PDEs with discontinuous coefficients and singular sources. The development of high-order elliptic interface schemes has been an active research field for decades. However, challenges remain in the construction of high-order schemes and particularly, for nonsmooth interfaces, i.e., interfaces with geometric singularities. The challenge of geometric singularities is amplified when they are originated from two or more material interfaces joining together or crossing each other. High-order methods for elliptic equations with multi-material interfaces have not been reported in the literature to our knowledge. The present work develops matched interface and boundary (MIB) method based schemes for solving two-dimensional (2D) elliptic PDEs with geometric singularities of multi-material interfaces. A number of new MIB schemes are constructed to account for all possible topological variations due to two-material interfaces. The geometric singularities of three-material interfaces are significantly more difficult to handle. Three new MIB schemes are designed to handle a variety of geometric situations and topological variations, although not all of them. The performance of the proposed new MIB schemes is validated by numerical experiments with a wide range of coefficient contrasts, geometric singularities, and solution types. Extensive numerical studies confirm the designed second order accuracy of the MIB method for multi-material interfaces, including a case where the derivative of the solution diverges. PMID:21691433

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. Multigrid lattice Boltzmann method for accelerated solution of elliptic equations

    NASA Astrophysics Data System (ADS)

    Patil, Dhiraj V.; Premnath, Kannan N.; Banerjee, Sanjoy

    2014-05-01

    A new solver for second-order elliptic partial differential equations (PDEs) based on the lattice Boltzmann method (LBM) and the multigrid (MG) technique is presented. Several benchmark elliptic equations are solved numerically with the inclusion of multiple grid-levels in two-dimensional domains at an optimal computational cost within the LB framework. The results are compared with the corresponding analytical solutions and numerical solutions obtained using the Stone's strongly implicit procedure. The classical PDEs considered in this article include the Laplace and Poisson equations with Dirichlet boundary conditions, with the latter involving both constant and variable coefficients. A detailed analysis of solution accuracy, convergence and computational efficiency of the proposed solver is given. It is observed that the use of a high-order stencil (for smoothing) improves convergence and accuracy for an equivalent number of smoothing sweeps. The effect of the type of scheduling cycle (V- or W-cycle) on the performance of the MG-LBM is analyzed. Next, a parallel algorithm for the MG-LBM solver is presented and then its parallel performance on a multi-core cluster is analyzed. Lastly, a practical example is provided wherein the proposed elliptic PDE solver is used to compute the electro-static potential encountered in an electro-chemical cell, which demonstrates the effectiveness of this new solver in complex coupled systems. Several orders of magnitude gains in convergence and parallel scaling for the canonical problems, and a factor of 5 reduction for the multiphysics problem are achieved using the MG-LBM.

  15. On an Elliptic Equation Arising from Composite Materials

    NASA Astrophysics Data System (ADS)

    Dong, Hongjie; Zhang, Hong

    2016-03-01

    In this paper, we derive an interior Schauder estimate for the divergence form elliptic equation D_i (a(x)D_iu) = D_i f_i in R^2 ,where {a(x)} and {f_i (x)} are piecewise Hölder continuous in a domain containing two touching balls as subdomains. When {f_i ≡ 0} and a is piecewise constant, we prove that u is piecewise smoothwith bounded derivatives.This completely answers a question raised by Li andVogelius (Arch Ration Mech Anal 153(2):91-151, 2000) in dimension 2.

  16. Multidimensional quasilinear first-order equations and multivalued solutions of the elliptic and hyperbolic equations

    NASA Astrophysics Data System (ADS)

    Zhuravlev, V. M.

    2016-03-01

    We discuss an extension of the theory of multidimensional second-order equations of the elliptic and hyperbolic types related to multidimensional quasilinear autonomous first-order partial differential equations. Calculating the general integrals of these equations allows constructing exact solutions in the form of implicit functions. We establish a connection with hydrodynamic equations. We calculate the number of free functional parameters of the constructed solutions. We especially construct and analyze implicit solutions of the Laplace and d'Alembert equations in a coordinate space of arbitrary finite dimension. In particular, we construct generalized Penrose-Rindler solutions of the d'Alembert equation in 3+1 dimensions.

  17. 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.

  18. 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 \

  19. 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

  20. 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.

  1. Gravitational lens equation for embedded lenses; magnification and ellipticity

    SciTech Connect

    Chen, B.; Kantowski, R.; Dai, X.

    2011-10-15

    We give the lens equation for light deflections caused by point mass condensations in an otherwise spatially homogeneous and flat universe. We assume the signal from a distant source is deflected by a single condensation before it reaches the observer. We call this deflector an embedded lens because the deflecting mass is part of the mean density. The embedded lens equation differs from the conventional lens equation because the deflector mass is not simply an addition to the cosmic mean. We prescribe an iteration scheme to solve this new lens equation and use it to compare our results with standard linear lensing theory. We also compute analytic expressions for the lowest order corrections to image amplifications and distortions caused by incorporating the lensing mass into the mean. We use these results to estimate the effect of embedding on strong lensing magnifications and ellipticities and find only small effects, <1%, contrary to what we have found for time delays and for weak lensing, {approx}5%.

  2. 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

  3. Existence of solutions for quasilinear elliptic equations with Hardy potential

    NASA Astrophysics Data System (ADS)

    Deng, Yinbin; Guo, Yuxia; Liu, Jiaquan

    2016-03-01

    In this paper, we consider the following quasilinear elliptic equation with Hardy potential and Dirichlet boundary condition: - ∑ i , j = 1 N D j ( a i j ( x , u ) D i u ) + /1 2 ∑ i , j = 1 N D s a i , j ( x , u ) D i u D j u - λ | x | - 2 u = f ( x , u ) i n Ω , where Ω ⊂ ℝN(N ≥ 3) is a smooth bounded domain, D i = /∂ ∂ x i , D s a i j ( x , s ) = /∂ ∂ s a i j ( x , s ) , and 0 ≤ λ < λ ∗ : = ( /N - 2 2 ) 2 , and λ|x|-2 is called the Hardy potential. By using the perturbation method, we prove the existence of infinitely many solutions for the above problem.

  4. Random walks in cosmology: Weak lensing, the halo model, and reionization

    NASA Astrophysics Data System (ADS)

    Zhang, Jun

    This thesis discusses theoretical problems in three areas of cosmology: weak lensing, the halo model, and reionization. In weak lensing, we investigate the impact of the intrinsic alignment on the density-ellipticity correlations using the tidal torquing theory. Under the assumption of the Gaussianity of the tidal field, we find that the intrinsic alignment does not contaminate the density-ellipticity correlation even if the source clustering correlations are taken into account. The non-Gaussian contributions to both the intrinsic density-ellipticity and ellipticity- ellipticity correlations are often non-negligible. In a separate work, we discuss a useful scaling relation in weak lensing measurements. Given a foreground galaxy-density field or shear field, its cross-correlation with the shear field from a background population of source galaxies scales with the source redshift in a way that allows us to effectively measure geometrical distances as a function of redshift and thereby constrain dark energy properties without assuming anything about the galaxy-mass/mass power spectrum. Such a geometrical method can yield a ~ 0.03--0.07 [Special characters omitted.] measurement on the dark energy abundance and equation of state, for a photometric redshift accuracy of [Delta] z ~ 0.01--0.05 and a survey with median redshift of ~1. The geometrical method also provides a consistency check of the standard cosmological model because it is completely independent of structure formation. In the excursion set theory of the halo model, we derive the first-crossing distribution of random walks with a moving barrier of a general shape. Such a distribution is shown to satisfy an integral equation that can be solved by a simple matrix inversion, without the need for Monte Carlo simulations, making it useful for exploring a large parameter space. We discuss examples in which common analytic approximations fail, a failure that can be remedied using our method. In reionization, we

  5. 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

  6. 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

  7. 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

  8. 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.

  9. 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

  10. 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.

  11. 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

  12. 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.

  13. 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.

  14. 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}.

  15. 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.

  16. 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.

  17. Physical interrelation between Fokker-Planck and random walk models with application to Coulomb interactions.

    NASA Technical Reports Server (NTRS)

    Englert, G. W.

    1971-01-01

    A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.

  18. Binary Black Hole Initial Data Without Elliptic Equations

    NASA Astrophysics Data System (ADS)

    Winicour, Jeffrey; Racz, Istvan

    2016-03-01

    We describe a radically new method for solving the constraints of Einstein's equations which does not involve elliptic equations. Instead, the constraints are formulated as a symmetric hyperbolic system which can be integrated radially inward from an outer boundary. In this method, the initial metric data for a binary black hole can be freely prescribed, e.g. in a 4-dimensional superimposed Kerr-Schild form for the individual boosted black holes. Two pieces of extrinsic curvature data, which represent the two gravitational degrees of freedom, can also be freely prescribed by superimposing the individual black hole data. The remaining extrinsic curvature data are then determined by the hyperbolic constraint system. Because no puncture or excision boundary conditions are necessary, this approach offers a simple alternative that could provide more physically realistic binary black hole initial data than present methods. Here we present a computational framework for implementing this new method. JW was supported by NSF Grant PHY-1505965 to the University of Pittsburgh. IR was supported in part by the Die Aktion Osterreich-Ungarn, Wissenschafts- und Erziehungskooperation Grant 90ou1.

  19. Assessent of elliptic solvers for the pressure Poisson equation

    NASA Astrophysics Data System (ADS)

    Strodtbeck, J. P.; Polly, J. B.; McDonough, J. M.

    2008-11-01

    It is well known that as much as 80% of the total arithmetic needed for a solution of the incompressible Navier--Stokes equations can be expended for solving the pressure Poisson equation, and this has long been one of the prime motivations for study of elliptic solvers. In recent years various Krylov-subspace methods have begun to receive wide use because of their rapid convergence rates and automatic generation of iteration parameters. However, it is actually total floating-point arithmetic operations that must be of concern when selecting a solver for CFD, and not simply required number of iterations. In the present study we recast speed of convergence for typical CFD pressure Poisson problems in terms of CPU time spent on floating-point arithmetic and demonstrate that in many cases simple successive-overrelaxation (SOR) methods are as effective as some of the popular Krylov-subspace techniques such as BiCGStab(l) provided optimal SOR iteration parameters are employed; furthermore, SOR procedures require significantly less memory. We then describe some techniques for automatically predicting optimal SOR parameters.

  20. 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.

  1. 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

  2. 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

  3. Regularity estimates up to the boundary for elliptic systems of difference equations

    NASA Technical Reports Server (NTRS)

    Strikwerda, J. C.; Wade, B. A.; Bube, K. P.

    1986-01-01

    Regularity estimates up to the boundary for solutions of elliptic systems of finite difference equations were proved. The regularity estimates, obtained for boundary fitted coordinate systems on domains with smooth boundary, involve discrete Sobolev norms and are proved using pseudo-difference operators to treat systems with variable coefficients. The elliptic systems of difference equations and the boundary conditions which are considered are very general in form. The regularity of a regular elliptic system of difference equations was proved equivalent to the nonexistence of eigensolutions. The regularity estimates obtained are analogous to those in the theory of elliptic systems of partial differential equations, and to the results of Gustafsson, Kreiss, and Sundstrom (1972) and others for hyperbolic difference equations.

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. On a regular problem for an elliptic-parabolic equation with a potential boundary condition

    NASA Astrophysics Data System (ADS)

    Arepova, Gauhar

    2016-08-01

    In this paper, we construct a lateral boundary condition for an elliptic-parabolic equation in a finite domain. Theorem on existence and uniqueness of a solution of the considered problem is proved by method of theory potential.

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. 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.

  17. 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

  18. Numerical implementation of the method of fictitious domains for elliptic equations

    NASA Astrophysics Data System (ADS)

    Temirbekov, Almas N.

    2016-08-01

    In the paper, we study the elliptical type equation with strongly changing coefficients. We are interested in studying such equation because the given type equations are yielded when we use the fictitious domain method. In this paper we suggest a special method for numerical solution of the elliptic equation with strongly changing coefficients. We have proved the theorem for the assessment of developed iteration process convergence rate. We have developed computational algorithm and numerical calculations have been done to illustrate the effectiveness of the suggested method.

  19. Symmetry classification and joint invariants for the scalar linear (1 + 1) elliptic equation

    NASA Astrophysics Data System (ADS)

    Mahomed, F. M.; Johnpillai, A. G.; Aslam, A.

    2015-08-01

    The equations for the classification of symmetries of the scalar linear (1 + 1) elliptic partial differential equation (PDE) are obtained in terms of Cotton's invariants. New joint differential invariants of the scalar linear elliptic (1 + 1) PDE in two independent variables are derived in terms of Cotton's invariants by application of the infinitesimal method. Joint differential invariants of the scalar linear elliptic equation are also deduced from the basis of the joint differential invariants of the scalar linear (1 + 1) hyperbolic equation under the application of the complex linear transformation. We also find a basis of joint differential invariants for such type of equations by utilization of the operators of invariant differentiation. The other invariants are functions of the basis elements and their invariant derivatives. Examples are given to illustrate our results.

  20. 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.

  1. Nonexistence results for elliptic equations with gradient terms

    NASA Astrophysics Data System (ADS)

    Alarcón, S.; Burgos-Pérez, M. Á.; García-Melián, J.; Quaas, A.

    2016-01-01

    We consider the elliptic problem - Δu +| ∇u | q = λf (u) in exterior domains of RN. Here q > 1, f is a nondecreasing, continuous and positive nonlinearity defined in (0, + ∞) and λ > 0 is a parameter. Under suitable assumptions on f near zero or infinity, we obtain some nonexistence results for positive supersolutions, depending on the relative values of q and N/N-1 and on the parameter λ.

  2. 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.

  3. Comparison principles for viscosity solutions of elliptic equations via fuzzy sum rule

    NASA Astrophysics Data System (ADS)

    Luo, Yousong; Eberhard, Andrew

    2005-07-01

    A comparison principle for viscosity sub- and super-solutions of second order elliptic partial differential equations is derived using the "fuzzy sum rule" of non-smooth calculus. This method allows us to weaken the assumptions made on the function F when the equation F(x,u,=u,=2u)=0 is under consideration.

  4. A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

    NASA Technical Reports Server (NTRS)

    Pflaum, Christoph

    1996-01-01

    A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

  5. An electric-analog simulation of elliptic partial differential equations using finite element theory

    USGS Publications Warehouse

    Franke, O.L.; Pinder, G.F.; Patten, E.P.

    1982-01-01

    Elliptic partial differential equations can be solved using the Galerkin-finite element method to generate the approximating algebraic equations, and an electrical network to solve the resulting matrices. Some element configurations require the use of networks containing negative resistances which, while physically realizable, are more expensive and time-consuming to construct. ?? 1982.

  6. 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.

  7. 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.

  8. 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.

  9. 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

  10. 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.

  11. 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.

  12. 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.

  13. Continuous time random walks for non-local radial solute transport

    NASA Astrophysics Data System (ADS)

    Dentz, Marco; Kang, Peter K.; Le Borgne, Tanguy

    2015-08-01

    This study formulates and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection-dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneous advection in a mobile region and mass transfer between mobile and immobile regions. The expected solute breakthrough behavior is studied using numerical random walk particle tracking simulations. This behavior is analyzed by explicit analytical expressions for the asymptotic solute breakthrough curves. We observe clear power-law tails of the solute breakthrough for broad (power-law) distributions of particle transit times (heterogeneous advection) and particle trapping times (MRMT model). The combined model displays two distinct time regimes. An intermediate regime, in which the solute breakthrough is dominated by the particle transit times in the mobile zones, and a late time regime that is governed by the distribution of particle trapping times in immobile zones. These radial CTRW formulations allow for the identification of heterogeneous advection and mobile-immobile processes as drivers of anomalous transport, under conditions relevant for field tracer

  14. 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.

  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. 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. 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.

  19. 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.

  20. Adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients.

    PubMed

    Xia, Kelin; Zhan, Meng; Wan, Decheng; Wei, Guo-Wei

    2012-02-01

    Mesh deformation methods are a versatile strategy for solving partial differential equations (PDEs) with a vast variety of practical applications. However, these methods break down for elliptic PDEs with discontinuous coefficients, namely, elliptic interface problems. For this class of problems, the additional interface jump conditions are required to maintain the well-posedness of the governing equation. Consequently, in order to achieve high accuracy and high order convergence, additional numerical algorithms are required to enforce the interface jump conditions in solving elliptic interface problems. The present work introduces an interface technique based adaptively deformed mesh strategy for resolving elliptic interface problems. We take the advantages of the high accuracy, flexibility and robustness of the matched interface and boundary (MIB) method to construct an adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients. The proposed method generates deformed meshes in the physical domain and solves the transformed governed equations in the computational domain, which maintains regular Cartesian meshes. The mesh deformation is realized by a mesh transformation PDE, which controls the mesh redistribution by a source term. The source term consists of a monitor function, which builds in mesh contraction rules. Both interface geometry based deformed meshes and solution gradient based deformed meshes are constructed to reduce the L(∞) and L(2) errors in solving elliptic interface problems. The proposed adaptively deformed mesh based interface method is extensively validated by many numerical experiments. Numerical results indicate that the adaptively deformed mesh based interface method outperforms the original MIB method for dealing with elliptic interface problems. PMID:22586356

  1. Adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients

    PubMed Central

    Xia, Kelin; Zhan, Meng; Wan, Decheng; Wei, Guo-Wei

    2011-01-01

    Mesh deformation methods are a versatile strategy for solving partial differential equations (PDEs) with a vast variety of practical applications. However, these methods break down for elliptic PDEs with discontinuous coefficients, namely, elliptic interface problems. For this class of problems, the additional interface jump conditions are required to maintain the well-posedness of the governing equation. Consequently, in order to achieve high accuracy and high order convergence, additional numerical algorithms are required to enforce the interface jump conditions in solving elliptic interface problems. The present work introduces an interface technique based adaptively deformed mesh strategy for resolving elliptic interface problems. We take the advantages of the high accuracy, flexibility and robustness of the matched interface and boundary (MIB) method to construct an adaptively deformed mesh based interface method for elliptic equations with discontinuous coefficients. The proposed method generates deformed meshes in the physical domain and solves the transformed governed equations in the computational domain, which maintains regular Cartesian meshes. The mesh deformation is realized by a mesh transformation PDE, which controls the mesh redistribution by a source term. The source term consists of a monitor function, which builds in mesh contraction rules. Both interface geometry based deformed meshes and solution gradient based deformed meshes are constructed to reduce the L∞ and L2 errors in solving elliptic interface problems. The proposed adaptively deformed mesh based interface method is extensively validated by many numerical experiments. Numerical results indicate that the adaptively deformed mesh based interface method outperforms the original MIB method for dealing with elliptic interface problems. PMID:22586356

  2. Numerical Study of Multigrid Methods with Various Smoothers for the Elliptical Grid Generation Equations

    NASA Technical Reports Server (NTRS)

    Golik, W. L.

    1996-01-01

    A robust solver for the elliptic grid generation equations is sought via a numerical study. The system of PDEs is discretized with finite differences, and multigrid methods are applied to the resulting nonlinear algebraic equations. Multigrid iterations are compared with respect to the robustness and efficiency. Different smoothers are tried to improve the convergence of iterations. The methods are applied to four 2D grid generation problems over a wide range of grid distortions. The results of the study help to select smoothing schemes and the overall multigrid procedures for elliptic grid generation.

  3. 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.

  4. 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.

  5. Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times

    NASA Astrophysics Data System (ADS)

    Repetowicz, Przemysław; Richmond, Peter

    2004-12-01

    A theory which describes the share price evolution at financial markets as a continuous time random walk has been generalized in order to take into account the dependence of waiting times t on price returns x. A joint probability density function φ(x,t), which uses the concept of a Lévy stable distribution, is worked out. The evolution equation is formulated and it is shown that the process is non-Markovian. Finally, the theory is fitted to market data.

  6. 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

  7. 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

  8. Existence of boundary values of solutions of elliptic equations in a strip

    SciTech Connect

    Mikhailov, Valentin P

    2012-01-31

    Given a linear constant-coefficient elliptic equation of arbitrary order on a two-dimensional strip, a criterion is obtained for the existence of the mean-square limits of its solutions on the boundary of the strip. Bibliography: 2 titles.

  9. 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.

  10. 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.

  11. 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

  12. 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

  13. 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

  14. 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.

  15. Lp gradient estimate for elliptic equations with high-contrast conductivities in Rn

    NASA Astrophysics Data System (ADS)

    Yeh, Li-Ming

    2016-07-01

    Uniform estimate for the solutions of elliptic equations with high-contrast conductivities in Rn is concerned. The space domain consists of a periodic connected sub-region and a periodic disconnected matrix block subset. The elliptic equations have fast diffusion in the connected sub-region and slow diffusion in the disconnected subset. Suppose ɛ ∈ (0 , 1 ] is the diameter of each matrix block and ω2 ∈ (0 , 1 ] is the conductivity ratio of the disconnected matrix block subset to the connected sub-region. It is proved that the W 1 , p norm of the elliptic solutions in the connected sub-region is bounded uniformly in ɛ, ω; when ɛ ≤ ω, the Lp norm of the elliptic solutions in the whole space is bounded uniformly in ɛ, ω; the W 1 , p norm of the elliptic solutions in perforated domains is bounded uniformly in ɛ. However, the Lp norm of the second order derivatives of the solutions in the connected sub-region may not be bounded uniformly in ɛ, ω.

  16. Stability of a Random Walk Model for Fruiting Body Aggregation in M. xanthus

    NASA Astrophysics Data System (ADS)

    McKenzie-Smith, G. C.; Schüttler, H. B.; Cotter, C.; Shimkets, L.

    2015-03-01

    Myxococcus xanthus exhibits the social starvation behavior of aggregation into a fruiting body containing myxospores able to survive harsh conditions. During fruiting body aggregation, individual bacteria follow random walk paths determined by randomly selected runtimes, turning angles, and speeds. We have simulated this behavior in terms of a continuous-time random walk (CTRW) model, re-formulated as a system of integral equations, describing the angle-resolved cell density, R(r, t, θ), at position r and cell orientation angle θ at time t, and angle-integrated ambient cell density ρ(r, t). By way of a linear stability analysis, we investigated whether a uniform cell density R0 will be unstable for a small non-uniform density perturbation δR(r, t, θ). Such instability indicates aggregate formation, whereas stability indicates absence of aggregation. We show that a broadening of CTRW distributions of the random speed and/or random runtimes strongly favors aggregation. We also show that, in the limit of slowly-varying (long-wavelength) density perturbations, the time-dependent linear density response can be approximated by a drift-diffusion model for which we calculate diffusion and drift coefficients as functions of the CTRW model parameters. Funded by the Fungal Genomics and Computational Biology REU at UGA.

  17. A random walk model for dispersion in inhomogeneous turbulence in a convective boundary layer

    NASA Astrophysics Data System (ADS)

    Luhar, Ashok K.; Britter, Rex E.

    It is necessary for a random walk model to satisfy the well-mixed criterion which requires that if particles of a tracer are initially well mixed in the ambient fluid they will remain so. Models applied so far to dispersion in a convective boundary layer where the turbulence is inhomogeneous and skew require a non-Gaussian random forcing and do not satisfy this well-mixed condition. In this work a random walk model is developed based on the approach of Thomson (1987, J. Fluid Mech.180,529-556) which satisfies the well-mixed condition, incorporates skewness in the vertical velocity and has Gaussian random forcing. The skewed probability distribution function (PDF) equation of Baerentsen and Berkowicz (1984, Atmospheric Environment18, 701-712) is used to derive the model equation. The model is applied to diffusion in a convective boundary layer. The validity of the closure assumption that σ A = w¯Aand σ b = w¯A, where σA and σB are the updraft and downdraft velocity standard deviations, respectively and w¯A and w¯B are the mean updraft and downdraft velocities, respectively, is analyzed quantitatively with the measured values of various statistical parameters involved in the PDF equation. Results reveal that the assumption is quite satisfactory. The new model is general and reduces to the one-dimensional model equations of Wilson et al. (1983, Boundary-Layer Met. 27,163-169) and Thomson (1987, J. Fluid Mech. 180, 529-556) when the turbulence is Gaussian without any mean flow, and to the basic Langevin equation when the turbulence is homogeneous. Predictions are made for the dimensionless crosswind integrated concentrations, mean particle height, and particle spread for three source heights and three step sizes. The comparison of the model results with laboratory measurements of Willis and Deardorff(1976, Q. Jl R. met. Soc.102,427-445; 1978, Atmospheric Environment12,1305-1311; 1981, Atmospheric Environment15,109-117) and the random walk results of de Baas et

  18. Multibump solutions for quasilinear elliptic equations with critical growth

    SciTech Connect

    Liu, Jiaquan; Wang, Zhi-Qiang; Wu, Xian

    2013-12-15

    The current paper is concerned with constructing multibump solutions for a class of quasilinear Schrödinger equations with critical growth. This extends the classical results of Coti Zelati and Rabinowitz [Commun. Pure Appl. Math. 45, 1217–1269 (1992)] for semilinear equations as well as recent work of Liu, Wang, and Guo [J. Funct. Anal. 262, 4040–4102 (2012)] for quasilinear problems with subcritical growth. The periodicity of the potentials is used to glue ground state solutions to construct multibump bound state solutions.

  19. On the solution of elliptic partial differential equations on regions with corners

    NASA Astrophysics Data System (ADS)

    Serkh, Kirill; Rokhlin, Vladimir

    2016-01-01

    In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

  20. Numerical solution of a coupled pair of elliptic equations from solid state electronics

    NASA Technical Reports Server (NTRS)

    Phillips, T. N.

    1983-01-01

    Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

  1. A Study of Two-Equation Turbulence Models on the Elliptic Streamline Flow

    NASA Technical Reports Server (NTRS)

    Blaisdell, Gregory A.; Qin, Jim H.; Shariff, Karim; Rai, Man Mohan (Technical Monitor)

    1995-01-01

    Several two-equation turbulence models are compared to data from direct numerical simulations (DNS) of the homogeneous elliptic streamline flow, which combines rotation and strain. The models considered include standard two-equation models and models with corrections for rotational effects. Most of the rotational corrections modify the dissipation rate equation to account for the reduced dissipation rate in rotating turbulent flows, however, the DNS data shows that the production term in the turbulent kinetic energy equation is not modeled correctly by these models. Nonlinear relations for the Reynolds stresses are considered as a means of modifying the production term. Implications for the modeling of turbulent vortices will be discussed.

  2. 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.

  3. 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.

  4. 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

  5. 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.

  6. 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.

  7. 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

  8. 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.

  9. Numerical solution of a semilinear elliptic equation via difference scheme

    NASA Astrophysics Data System (ADS)

    Beigmohammadi, Elif Ozturk; Demirel, Esra

    2016-08-01

    We consider the Bitsadze-Samarskii type nonlocal boundary value problem { -d/2v (t ) d t2 +B v (t ) =h (t ,v (t ) ) ,0 equation in a Hilbert space H with the self-adjoint positive definite operator B. For the approximate solution of problem (1), we use the first order of accuracy difference scheme. The numerical results are computed by MATLAB.

  10. Estimate of transport properties of porous media by microfocus X-ray computed tomography and random walk simulation

    NASA Astrophysics Data System (ADS)

    Nakashima, Yoshito; Watanabe, Yoshinori

    2002-12-01

    The transport properties (porosity, surface-to-volume ratio of the pore space, diffusion coefficient, and permeability) of a porous medium were calculated by image analysis and random walk simulation using the digital image data on the pore structure of a bead pack (diameter 2.11 mm). A theory developed for laboratory experiments of nuclear magnetic resonance was applied to the random walk simulation. The three-dimensional data set (2563 voxels) of the bead pack was obtained by microfocus X-ray computed tomography at a spatial resolution of 0.053 mm. An original cluster labeling program, Kai3D.m, was used to estimate the porosity and surface-to-volume ratio. The surface-to-volume ratio and diffusion coefficient were calculated by an original random walk program, RW3D.m. The calculations were completed on a personal computer in reasonable time (≤13 hours). The permeability was estimated by substituting the results of Kai3D.m and RW3D.m into the Kozeny-Carman equation. The results for the porosity, surface-to-volume ratio, and diffusion coefficient were within 5-8% of measured values, whereas the calculated permeability involved an error of 35%. The promising results of the present study indicate that it is possible to estimate the permeability of porous media with reasonable accuracy by the diffusometry and random walk simulation. Because, in principle, the diffusometry could be performed by proton nuclear magnetic resonance logging, the method of estimating the transport properties presented here is applicable to the in situ measurement of strata. We open the original Mathematica® programs (Kai3D.m and RW3D.m) used to calculate the porosity, surface-to-volume ratio, and diffusion coefficient at the authors' home page to facilitate the personal-computer-based study of porous media using X-ray computed tomography.

  11. 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

  12. 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.

  13. 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.

  14. 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

  15. 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.

  16. 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

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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

  2. 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

  3. 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.

  4. Random walk particle tracking simulations of non-Fickian transport in heterogeneous media

    SciTech Connect

    Srinivasan, G. Tartakovsky, D.M. Dentz, M. Viswanathan, H.; Berkowitz, B.; Robinson, B.A.

    2010-06-01

    Derivations of continuum nonlocal models of non-Fickian (anomalous) transport require assumptions that might limit their applicability. We present a particle-based algorithm, which obviates the need for many of these assumptions by allowing stochastic processes that represent spatial and temporal random increments to be correlated in space and time, be stationary or non-stationary, and to have arbitrary distributions. The approach treats a particle trajectory as a subordinated stochastic process that is described by a set of Langevin equations, which represent a continuous time random walk (CTRW). Convolution-based particle tracking (CBPT) is used to increase the computational efficiency and accuracy of these particle-based simulations. The combined CTRW-CBPT approach enables one to convert any particle tracking legacy code into a simulator capable of handling non-Fickian transport.

  5. Elliptical vortex solutions, integrable Ermakov structure, and Lax pair formulation of the compressible Euler equations.

    PubMed

    An, Hongli; Fan, Engui; Zhu, Haixing

    2015-01-01

    The 2+1-dimensional compressible Euler equations are investigated here. A power-type elliptic vortex ansatz is introduced and thereby reduction obtains to an eight-dimensional nonlinear dynamical system. The latter is shown to have an underlying integral Ermakov-Ray-Reid structure of Hamiltonian type. It is of interest to notice that such an integrable Ermakov structure exists not only in the density representations but also in the velocity components. A class of typical elliptical vortex solutions termed pulsrodons corresponding to warm-core eddy theory is isolated and its behavior is simulated. In addition, a Lax pair formulation is constructed and the connection with stationary nonlinear cubic Schrödinger equations is established. PMID:25679730

  6. A Lattice Scheme for Stochastic Partial Differential Equations of Elliptic Type in Dimension d {>=} 4

    SciTech Connect

    Martinez, Teresa Sanz-Sole, Marta

    2006-11-15

    We study a stochastic boundary value problem on (0,1){sup d} of elliptic type in dimension d {>=} 4, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of (0,1){sup d} is presented; we also give the rate of convergence to the original stochastic partial differential equation in the L{sup p}({omega}L{sup 2}(D))-norm, for some values of p.

  7. Superposition of elliptic functions as solutions for a large number of nonlinear equations

    SciTech Connect

    Khare, Avinash; Saxena, Avadh

    2014-03-15

    For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.

  8. Numerical study of hydrogen-air supersonic combustion by using elliptic and parabolized equations

    NASA Technical Reports Server (NTRS)

    Chitsomboon, T.; Tiwari, S. N.

    1986-01-01

    The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.

  9. Application of multiquadric method for numerical solution of elliptic partial differential equations

    SciTech Connect

    Sharan, M.; Kansa, E.J.; Gupta, S.

    1994-01-01

    We have used the multiquadric (MQ) approximation scheme for the solution of elliptic partial differential equations with Dirichlet and/or Neumann boundary conditions. The scheme has the advantage to use the data points in arbitrary locations with an arbitrary ordering. Two dimensional Laplace, Poisson and Biharmonic equations describing the various physical processes, have been taken as the test examples. The agreement is found to be very good between the computed and exact solutions. The method also provides an excellent approximation with curve boundary.

  10. Numerical solution of a coupled pair of elliptic equations from solid state electronics

    NASA Technical Reports Server (NTRS)

    Phillips, T. N.

    1984-01-01

    Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem. Previously announced in STAR as N83-30109

  11. 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

  12. 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

  13. 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

  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. 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

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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

  1. Simplified equations of the compliant matrix for right elliptical flexure hinges

    NASA Astrophysics Data System (ADS)

    Fu, Jinjiang; Yan, Changxiang; Liu, Wei; Yuan, Ting

    2015-11-01

    The simplified compliance matrix for right elliptical hinges is presented in this paper by nonlinear curve fitting on the basis of the equations derived by Chen et al. [Rev. Sci. Instrum. 79, 095103 (2008)]. The equations of the rotation stiffness are then confirmed by comparison with results from finite element analysis and experimental measurements. Percentage errors between theoretical predictions and results from both the finite element analysis and experimental testing are within 5% for a range of geometries with the ratio s (b/t) between 1 and 14. The geometric parameter optimization for the purposes of maximizing the rotation stiffness for one universal hinge is utilized to illustrate the application of the simplified equations. The theoretical predictions are in good agreement with both the result of simulation and experiment for the universal hinge: the error between them is within 6.5%.

  2. A numerical solution of a Cauchy problem for an elliptic equation by Krylov subspaces

    NASA Astrophysics Data System (ADS)

    Eldén, Lars; Simoncini, Valeria

    2009-06-01

    We study the numerical solution of a Cauchy problem for a self-adjoint elliptic partial differential equation uzz - Lu = 0 in three space dimensions (x, y, z), where the domain is cylindrical in z. Cauchy data are given on the lower boundary and the boundary values on the upper boundary are sought. The problem is severely ill-posed. The formal solution is written as a hyperbolic cosine function in terms of the two-dimensional elliptic operator L (via its eigenfunction expansion), and it is shown that the solution is stabilized (regularized) if the large eigenvalues are cut off. We suggest a numerical procedure based on the rational Krylov method, where the solution is projected onto a subspace generated using the operator L-1. This means that in each Krylov step, a well-posed two-dimensional elliptic problem involving L is solved. Furthermore, the hyperbolic cosine is evaluated explicitly only for a small symmetric matrix. A stopping criterion for the Krylov recursion is suggested based on the relative change of an approximate residual, which can be computed very cheaply. Two numerical examples are given that demonstrate the accuracy of the method and the efficiency of the stopping criterion.

  3. Multiple positive solutions for nonlinear critical fractional elliptic equations involving sign-changing weight functions

    NASA Astrophysics Data System (ADS)

    Quaas, Alexander; Xia, Aliang

    2016-06-01

    In this article, we prove the existence and multiplicity of positive solutions for the following fractional elliptic equation with sign-changing weight functions: (-Δ)^α u= a_λ(x)|u|^{q-2}u+b(x)|u|^{2^*_α-1}u &in Ω, u=0&in {R}^N{setminus} Ω, where {0 < α < 1}, {Ω} is a bounded domain with smooth boundary in {{R}^N} with {N > 2 α} and {2^*_{α}=2N/(N-2α)} is the fractional critical Sobolev exponent. Our multiplicity results are based on studying the decomposition of the Nehari manifold and the Lusternik-Schnirelmann category.

  4. Positive solution for a quasilinear elliptic equation involving critical or supercritical exponent

    NASA Astrophysics Data System (ADS)

    Liu, Haidong

    2016-04-01

    This paper concerns the quasilinear elliptic equation - Δ u + u - Δ ( u 2 ) u = |" separators=" u | p - 2 u + μ |" separators=" u | q - 2 u in R N , where N ≥ 3, 2 < p < 2 ṡ 2∗ = 4N/(N - 2) ≤ q, and μ is a positive parameter. For μ > 0 sufficiently small, existence of a positive solution will be proved via variational methods together with truncation technique and L∞-estimate. The main novelty is that no growth condition is required for the nonlinearity.

  5. 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

  6. 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.

  7. A-priori analysis and the finite element method for a class of degenerate elliptic equations

    NASA Astrophysics Data System (ADS)

    Li, Hengguang

    2009-06-01

    Consider the degenerate elliptic operator mathcal{L_delta} := -partial^2_x-frac{delta^2}{x^2}partial^2_y on Omega:= (0, 1)times(0, l) , for delta>0, l>0 . We prove well-posedness and regularity results for the degenerate elliptic equation mathcal{L_delta} u=f in Omega , u\\vert _{partialOmega}=0 using weighted Sobolev spaces mathcal{K}^m_a . In particular, by a proper choice of the parameters in the weighted Sobolev spaces mathcal{K}^m_a , we establish the existence and uniqueness of the solution. In addition, we show that there is no loss of mathcal{K}^m_a -regularity for the solution of the equation. We then provide an explicit construction of a sequence of finite dimensional subspaces V_n for the finite element method, such that the optimal convergence rate is attained for the finite element solution u_nin V_n , i.e., \\vert\\vert u-u_n\\vert\\vert _{H^1(Omega)}leq C{dim}(V_n)^{-frac{m}{2}}\\vert\\vert f\\vert\\vert _{H^{m-1}(Omega)} with C independent of f and n .

  8. A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

    SciTech Connect

    Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.

    2015-09-15

    We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.

  9. Uniqueness and Long Time Asymptotic for the Keller-Segel Equation: The Parabolic-Elliptic Case

    NASA Astrophysics Data System (ADS)

    Egaña Fernández, Giani; Mischler, Stéphane

    2016-06-01

    The present paper deals with the parabolic-elliptic Keller-Segel equation in the plane in the general framework of weak (or "free energy") solutions associated to initial datum with finite mass M, finite second moment and finite entropy. The aim of the paper is threefold: (1) We prove the uniqueness of the "free energy" solution on the maximal interval of existence [0, T*) with T* = ∞ in the case when M ≦ 8π and T* < ∞ in the case when M > 8π. The proof uses a DiPerna-Lions renormalizing argument which makes it possible to get the "optimal regularity" as well as an estimate of the difference of two possible solutions in the critical L 4/3 Lebesgue norm similarly to the 2 d vorticity Navier-Stokes equation.

  10. Reweighted ℓ{sub 1} minimization method for stochastic elliptic differential equations

    SciTech Connect

    Yang, Xiu; Karniadakis, George Em

    2013-09-01

    We consider elliptic stochastic partial differential equations (SPDEs) with random coefficients and solve them by expanding the solution using generalized polynomial chaos (gPC). Under some mild conditions on the coefficients, the solution is “sparse” in the random space, i.e., only a small number of gPC basis makes considerable contribution to the solution. To exploit this sparsity, we employ reweighted l{sub 1} minimization to recover the coefficients of the gPC expansion. We also combine this method with random sampling points based on the Chebyshev probability measure to further increase the accuracy of the recovery of the gPC coefficients. We first present a one-dimensional test to demonstrate the main idea, and then we consider 14 and 40 dimensional elliptic SPDEs to demonstrate the significant improvement of this method over the standard l{sub 1} minimization method. For moderately high dimensional (∼10) problems, the combination of Chebyshev measure with reweighted l{sub 1} minimization performs well while for higher dimensional problems, reweighted l{sub 1} only is sufficient. The proposed approach is especially suitable for problems for which the deterministic solver is very expensive since it reuses the sampling results and exploits all the information available from limited sources.

  11. 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

  12. Bloch-like waves in random-walk potentials based on supersymmetry

    PubMed Central

    Yu, Sunkyu; Piao, Xianji; Hong, Jiho; Park, Namkyoo

    2015-01-01

    Bloch's theorem was a major milestone that established the principle of bandgaps in crystals. Although it was once believed that bandgaps could form only under conditions of periodicity and long-range correlations for Bloch's theorem, this restriction was disproven by the discoveries of amorphous media and quasicrystals. While network and liquid models have been suggested for the interpretation of Bloch-like waves in disordered media, these approaches based on searching for random networks with bandgaps have failed in the deterministic creation of bandgaps. Here we reveal a deterministic pathway to bandgaps in random-walk potentials by applying the notion of supersymmetry to the wave equation. Inspired by isospectrality, we follow a methodology in contrast to previous methods: we transform order into disorder while preserving bandgaps. Our approach enables the formation of bandgaps in extremely disordered potentials analogous to Brownian motion, and also allows the tuning of correlations while maintaining identical bandgaps, thereby creating a family of potentials with ‘Bloch-like eigenstates'. PMID:26373616

  13. Upscaling solute transport in naturally fractured porous media with the continuous time random walk method

    NASA Astrophysics Data System (ADS)

    Geiger, S.; Cortis, A.; Birkholzer, J. T.

    2010-12-01

    Solute transport in fractured porous media is typically "non-Fickian"; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.

  14. Upscaling solute transport in naturally fractured porous media with the continuous time random walk method

    SciTech Connect

    Geiger, S.; Cortis, A.; Birkholzer, J.T.

    2010-04-01

    Solute transport in fractured porous media is typically 'non-Fickian'; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.

  15. 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.

  16. Pattern formation on networks with reactions: A continuous-time random-walk approach

    NASA Astrophysics Data System (ADS)

    Angstmann, C. N.; Donnelly, I. C.; Henry, B. I.

    2013-03-01

    We derive the generalized master equation for reaction-diffusion on networks from an underlying stochastic process, the continuous time random walk (CTRW). The nontrivial incorporation of the reaction process into the CTRW is achieved by splitting the derivation into two stages. The reactions are treated as birth-death processes and the first stage of the derivation is at the single particle level, taking into account the death process, while the second stage considers an ensemble of these particles including the birth process. Using this model we have investigated different types of pattern formation across the vertices on a range of networks. Importantly, the CTRW defines the Laplacian operator on the network in a non-ad hoc manner and the pattern formation depends on the structure of this Laplacian. Here we focus attention on CTRWs with exponential waiting times for two cases: one in which the rate parameter is constant for all vertices and the other where the rate parameter is proportional to the vertex degree. This results in nonsymmetric and symmetric CTRW Laplacians, respectively. In the case of symmetric Laplacians, pattern formation follows from the Turing instability. However in nonsymmetric Laplacians, pattern formation may be possible with or without a Turing instability.

  17. 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.

  18. 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

  19. Natural Organic Matter Transport Modeling with a Continuous Time Random Walk Approach

    PubMed Central

    McInnis, Daniel P.; Bolster, Diogo; Maurice, Patricia A.

    2014-01-01

    Abstract In transport experiments through columns packed with naturally Fe/Al oxide-coated quartz sand, breakthrough curves (BTCs) of natural organic matter (NOM) displayed strong and persistent power law tailing that could not be described by the classical advection–dispersion equation. Tailing was not observed in BTCs for a nonreactive tracer (sulforhodamine B); therefore, the anomalous transport is attributed to diverse adsorptive behavior of the polydisperse NOM sample rather than to physical heterogeneity of the porous medium. NOM BTC tailing became more pronounced with decreases in pH and increases in ionic strength, conditions previously shown to be associated with enhanced preferential adsorption of intermediate to high molecular weight NOM components. Drawing from previous work on anomalous solute transport, we develop an approach to model NOM transport within the framework of a continuous time random walk (CTRW) and show that under all conditions examined, the CTRW model is able to capture tailing of NOM BTCs by accounting for differences in transport rates of NOM fractions through a distribution of effective retardation factors. These results demonstrate the importance of considering effects of adsorptive fractionation on NOM mobility, and illustrate the ability of the CTRW model to describe transport of a multicomponent solute. PMID:24596449

  20. A critical nonlinear fractional elliptic equation with saddle-like potential in ℝN

    NASA Astrophysics Data System (ADS)

    O. Alves, Claudianor; Miyagaki, Olimpio H.

    2016-08-01

    In this paper, we study the existence of positive solution for the following class of fractional elliptic equation ɛ 2 s ( - Δ ) s u + V ( z ) u = λ |" separators=" u | q - 2 u + |" separators=" u | 2s ∗ - 2 u in R N , where ɛ, λ > 0 are positive parameters, q ∈ ( 2 , 2s ∗ ) , 2s ∗ = /2 N N - 2 s , N > 2 s , s ∈ ( 0 , 1 ) , ( - Δ ) s u is the fractional Laplacian, and V is a saddle-like potential. The result is proved by using minimizing method constrained to the Nehari manifold. A special minimax level is obtained by using an argument made by Benci and Cerami.

  1. Grid generation by elliptic partial differential equations for a tri-element Augmentor-Wing airfoil

    NASA Technical Reports Server (NTRS)

    Sorenson, R. L.

    1982-01-01

    Two efforts to numerically simulate the flow about the Augmentor-Wing airfoil in the cruise configuration using the GRAPE elliptic partial differential equation grid generator algorithm are discussed. The Augmentor-Wing consists of a main airfoil with a slotted trailing edge for blowing and two smaller airfoils shrouding the blowing jet. The airfoil and the algorithm are described, and the application of GRAPE to an unsteady viscous flow simulation and a transonic full-potential approach is considered. The procedure involves dividing a complicated flow region into an arbitrary number of zones and ensuring continuity of grid lines, their slopes, and their point distributions across the zonal boundaries. The method for distributing the body-surface grid points is discussed.

  2. Effective integration of ultra-elliptic solutions of the focusing nonlinear Schrödinger equation

    NASA Astrophysics Data System (ADS)

    Wright, O. C.

    2016-05-01

    An effective integration method based on the classical solution of the Jacobi inversion problem, using Kleinian ultra-elliptic functions and Riemann theta functions, is presented for the quasi-periodic two-phase solutions of the focusing cubic nonlinear Schrödinger equation. Each two-phase solution with real quasi-periods forms a two-real-dimensional torus, modulo a circle of complex-phase factors, expressed as a ratio of theta functions associated with the Riemann surface of the invariant spectral curve. The initial conditions of the Dirichlet eigenvalues satisfy reality conditions which are explicitly parametrized by two physically-meaningful real variables: the squared modulus and a scalar multiple of the wavenumber. Simple new formulas for the maximum modulus and the minimum modulus are obtained in terms of the imaginary parts of the branch points of the Riemann surface.

  3. A Gas-Kinetic Method for Hyperbolic-Elliptic Equations and Its Application in Two-Phase Fluid Flow

    NASA Technical Reports Server (NTRS)

    Xu, Kun

    1999-01-01

    A gas-kinetic method for the hyperbolic-elliptic equations is presented in this paper. In the mixed type system, the co-existence and the phase transition between liquid and gas are described by the van der Waals-type equation of state (EOS). Due to the unstable mechanism for a fluid in the elliptic region, interface between the liquid and gas can be kept sharp through the condensation and evaporation process to remove the "averaged" numerical fluid away from the elliptic region, and the interface thickness depends on the numerical diffusion and stiffness of the phase change. A few examples are presented in this paper for both phase transition and multifluid interface problems.

  4. Fast solution of elliptic partial differential equations using linear combinations of plane waves.

    PubMed

    Pérez-Jordá, José M

    2016-02-01

    Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps. PMID:26986436

  5. Fast solution of elliptic partial differential equations using linear combinations of plane waves

    NASA Astrophysics Data System (ADS)

    Pérez-Jordá, José M.

    2016-02-01

    Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations A x =b , where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O (N logN ) memory and executing an iteration in O (N log2N ) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

  6. 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

  7. 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.

  8. Boundary conditions for the subdiffusion equation

    SciTech Connect

    Shkilev, V. P.

    2013-04-15

    The boundary conditions for the subdiffusion equations are formulated using the continuous-time random walk model, as well as several versions of the random walk model on an irregular lattice. It is shown that the boundary conditions for the same equation in different models have different forms, and this difference considerably affects the solutions of this equation.

  9. Massively parallel fast elliptic equation solver for three dimensional hydrodynamics and relativity

    SciTech Connect

    Sholl, P.L.; Wilson, J.R.; Mathews, G.J.; Avila, J.H.

    1995-01-01

    Through the work proposed in this document we expect to advance the forefront of large scale computational efforts on massively parallel distributed-memory multiprocessors. We will develop tools for effective conversion to a parallel implementation of sequential numerical methods used to solve large systems of partial differential equations. The research supported by this work will involve conversion of a program which does state of the art modeling of multi-dimensional hydrodynamics, general relativity and particle transport in energetic astrophysical environments. The proposed parallel algorithm development, particularly the study and development of fast elliptic equation solvers, could significantly benefit this program and other applications involving solutions to systems of differential equations. We shall develop a data communication manager for distributed memory computers as an aid in program conversions to a parallel environment and implement it in the three dimensional relativistic hydrodynamics program discussed below; develop a concurrent system/concurrent subgrid multigrid method. Currently, five systems are approximated sequentially using multigrid successive overrelaxation. Results from an iteration cycle of one multigrid system are used in following multigrid systems iterations. We shall develop a multigrid algorithm for simultaneous computation of the sets of equations. In addition, we shall implement a method for concurrent processing of the subgrids in each of the multigrid computations. The conditions for convergence of the method will be examined. We`ll compare this technique to other parallel multigrid techniques, such as distributed data/sequential subgrids and the Parallel Superconvergent Multigrid of Frederickson and McBryan. We expect the results of these studies to offer insight and tools both for the selection of new algorithms as well as for conversion of existing large codes for massively parallel architectures.

  10. The symmetry of least-energy solutions for semilinear elliptic equations

    NASA Astrophysics Data System (ADS)

    Chern, Jann-Long; Lin, Chang-Shou

    In this paper we will apply the method of rotating planes (MRP) to investigate the radial and axial symmetry of the least-energy solutions for semilinear elliptic equations on the Dirichlet and Neumann problems, respectively. MRP is a variant of the famous method of moving planes. One of our main results is to consider the least-energy solutions of the following equation: Δu+K(x)u p=0, x∈B 1, u>0 in B 1, u| ∂B 1=0, where 1

  11. Sparse grid discontinuous Galerkin methods for high-dimensional elliptic equations

    NASA Astrophysics Data System (ADS)

    Wang, Zixuan; Tang, Qi; Guo, Wei; Cheng, Yingda

    2016-06-01

    This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many applications due to their distinctive features. However, they are often deemed too costly because of the large degrees of freedom of the approximation space, which are the main bottleneck for simulations in high dimensions. In this paper, we develop sparse grid DG methods for elliptic equations with the aim of breaking the curse of dimensionality. Using a hierarchical basis representation, we construct a sparse finite element approximation space, reducing the degrees of freedom from the standard O (h-d) to O (h-1 |log2 ⁡ h| d - 1) for d-dimensional problems, where h is the uniform mesh size in each dimension. Our method, based on the interior penalty (IP) DG framework, can achieve accuracy of O (hk |log2 ⁡ h| d - 1) in the energy norm, where k is the degree of polynomials used. Error estimates are provided and confirmed by numerical tests in multi-dimensions.

  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. 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.

  14. 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.

  15. 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.

  16. 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

  17. On L2-solvability of mixed boundary value problems for elliptic equations in plane non-smooth domains

    NASA Astrophysics Data System (ADS)

    Banasiak, Jacek

    This paper is devoted to an L2-solvability of mixed boundary value problems (MBVPs) for second order elliptic equations in plane domains with curvilinear polygons as its boundaries. We find a space T' such that the MBVP with data in L 2(Ω) × T' is solvable in L 2(Ω) and calculate the dimension of the kernel of this problem. Moreover we relate our approach to the previous one [ P. Grisvard, "Elliptic Boundary Problems in Non-smooth Domains," Pitman, New York, 1985] showing how to overcome difficulties arising there.

  18. 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

  19. 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.

  20. 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.

  1. 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

  2. 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.

  3. Multiscale modeling of interwoven Kevlar fibers based on random walk to predict yarn structural response

    NASA Astrophysics Data System (ADS)

    Recchia, Stephen

    Kevlar is the most common high-end plastic filament yarn used in body armor, tire reinforcement, and wear resistant applications. Kevlar is a trade name for an aramid fiber. These are fibers in which the chain molecules are highly oriented along the fiber axis, so the strength of the chemical bond can be exploited. The bulk material is extruded into filaments that are bound together into yarn, which may be chorded with other materials as in car tires, woven into a fabric, or layered in an epoxy to make composite panels. The high tensile strength to low weight ratio makes this material ideal for designs that decrease weight and inertia, such as automobile tires, body panels, and body armor. For designs that use Kevlar, increasing the strength, or tenacity, to weight ratio would improve performance or reduce cost of all products that are based on this material. This thesis computationally and experimentally investigates the tenacity and stiffness of Kevlar yarns with varying twist ratios. The test boundary conditions were replicated with a geometrically accurate finite element model, resulting in a customized code that can reproduce tortuous filaments in a yarn was developed. The solid model geometry capturing filament tortuosity was implemented through a random walk method of axial geometry creation. A finite element analysis successfully recreated the yarn strength and stiffness dependency observed during the tests. The physics applied in the finite element model was reproduced in an analytical equation that was able to predict the failure strength and strain dependency of twist ratio. The analytical solution can be employed to optimize yarn design for high strength applications.

  4. Application of continuous time random walk theory to nonequilibrium transport in soil.

    PubMed

    Li, Na; Ren, Li

    2009-09-01

    Continuous time random walk (CTRW) formulations have been demonstrated to provide a general and effective approach that quantifies the behavior of solute transport in heterogeneous media in field, laboratory, and numerical experiments. In this paper we first apply the CTRW approach to describe the sorbing solute transport in soils under chemical (or) and physical nonequilibrium conditions by curve-fitting. Results show that the theoretical solutions are in a good agreement with the experimental measurements. In case that CTRW parameters cannot be determined directly or easily, an alternative method is then proposed for estimating such parameters independently of the breakthrough curve data to be simulated. We conduct numerical experiments with artificial data sets generated by the HYDRUS-1D model for a wide range of pore water velocities (upsilon) and retardation factors (R) to investigate the relationship between CTRW parameters for a sorbing solute and these two quantities (upsilon, R) that can be directly measured in independent experiments. A series of best-fitting regression equations are then developed from the artificial data sets, which can be easily used as an estimation or prediction model to assess the transport of sorbing solutes under steady flow conditions through soil. Several literature data sets of pesticides are used to validate these relationships. The results show reasonable performance in most cases, thus indicating that our method could provide an alternative way to effectively predict sorbing solute transport in soils. While the regression relationships presented are obtained under certain flow and sorption conditions, the methodology of our study is general and may be extended to predict solute transport in soils under different flow and sorption conditions. PMID:19692144

  5. New solutions for conformable fractional Boussinesq and combined KdV-mKdV equations using Jacobi elliptic function expansion method

    NASA Astrophysics Data System (ADS)

    Tasbozan, Orkun; Çenesiz, Yücel; Kurt, Ali

    2016-07-01

    In this paper, the Jacobi elliptic function expansion method is proposed for the first time to construct the exact solutions of the time conformable fractional two-dimensional Boussinesq equation and the combined KdV-mKdV equation. New exact solutions are found. This method is based on Jacobi elliptic functions. The results obtained confirm that the proposed method is an efficient technique for analytic treatment of a wide variety of nonlinear conformable time-fractional partial differential equations.

  6. 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.

  7. 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.

  8. Modeling of Line Shapes using Continuous Time Random Walk Theory

    NASA Astrophysics Data System (ADS)

    Capes, H.; Christova, M.; Boland, D.; Bouzaher, A.; Catoire, F.; Godbert-Mouret, L.; Koubiti, M.; Mekkaoui, S.; Rosato, J.; Marandet, Y.; Stamm, R.

    2010-11-01

    In order to provide a general framework where the Stark broadening of atomic lines in plasmas can be calculated, we model the plasma stochastic electric field by using the CTRW approach [1,2]. This allows retaining non Markovian terms in the Schrödinger equation averaged over the electric field fluctuations. As an application we consider a special case of a non separable CTRW process, the so called Kangaroo process [3]. An analytic expression for the line profile is finally obtained for arbitrary waiting time distribution functions. An application to the hydrogen Lyman α line is discussed.

  9. 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

  10. 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.

  11. Lattice Boltzmann simulation of solute transport in heterogeneous porous media with conduits to estimate macroscopic continuous time random walk model parameters

    SciTech Connect

    Anwar, S.; Cortis, A.; Sukop, M.

    2008-10-20

    Lattice Boltzmann models simulate solute transport in porous media traversed by conduits. Resulting solute breakthrough curves are fitted with Continuous Time Random Walk models. Porous media are simulated by damping flow inertia and, when the damping is large enough, a Darcy's Law solution instead of the Navier-Stokes solution normally provided by the lattice Boltzmann model is obtained. Anisotropic dispersion is incorporated using a direction-dependent relaxation time. Our particular interest is to simulate transport processes outside the applicability of the standard Advection-Dispersion Equation (ADE) including eddy mixing in conduits. The ADE fails to adequately fit any of these breakthrough curves.

  12. A new iterative Chebyshev spectral method for solving the elliptic equation [del] [center dot] ([sigma] [del]u) = f

    SciTech Connect

    Zhao, Shengkai; Yedlin, M.J. )

    1994-08-01

    We present a new iterative Chebyshev spectral method for solving the elliptic equation [del] [center dot] ([sigma] [del]u) = f. We rewrite the equation in the form of a Poisson's equation [del][sup 2]u = (f - [del]u [center dot] [del][sigma]/[sigma]). In each iteration we compute the right-hand side terms from the guess values first. Then we solve the resultant Poisson equation by a direct method to obtain the updated values. Three numerical examples are presented. For the sam number of iterations, the accuracy of the present method is about 6-8 orders better than the Chebyshev spectral multigrid method. On a SPARC Station 2 computer, the CPU time of the new method is about one-third of the Chebyshev spectral multigrid method. To obtain the same accuracy, the CPU time of the present method is about one-tenth of the Chebyshev spectral multigrid method. 17 refs., 5 figs., 3 tabs.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

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

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-04-01

    . Experimentation with this toy model demonstrates, inter alia, that: (1) for short time horizons the deterministic dynamics is able to give good predictions; but (2) these predictions become extremely inaccurate and useless for long time horizons; (3) for such horizons a naïve statistical prediction (average of past data) which fully neglects the deterministic dynamics is more skilful; and (4) if this statistical prediction, in addition to past data, is combined with the probability theory (the principle of maximum entropy, in particular), it can provide a more informative prediction. Also, the toy model shows that the trajectories of the system state (and derivative properties thereof) do not resemble a regular (e.g., periodic) deterministic process nor a purely random process, but exhibit patterns indicating anti-persistence and persistence (where the latter statistically complies with a Hurst-Kolmogorov behaviour). If the process is averaged over long time scales, the anti-persistent behaviour improves predictability, whereas the persistent behaviour substantially deteriorates it. A stochastic representation of this deterministic system, which incorporates dynamics, is not only possible, but also powerful as it provides good predictions for both short and long horizons and helps to decide on when the deterministic dynamics should be considered or neglected. Obviously, a natural system is extremely more complex than this simple toy model and hence unpredictability is naturally even more prominent in the former. In addition, in a complex natural system, we can never know the exact dynamics and we must infer it from past data, which implies additional uncertainty and an additional role of stochastics in the process of formulating the system equations and estimating the involved parameters. Data also offer the only solid grounds to test any hypothesis about the dynamics, and failure of performing such testing against evidence from data renders the hypothesised dynamics worthless

  3. Record statistics for biased random walks, with an application to financial data.

    PubMed

    Wergen, Gregor; Bogner, Miro; Krug, Joachim

    2011-05-01

    We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff [Phys. Rev. Lett. 101, 050601 (2008)] and is well understood. Unlike the case of symmetric jump distributions, in the asymmetric case the statistics of records depends on the choice of the jump distribution. We compute the record rate P(n)(c), defined as the probability for the nth value to be larger than all previous values, for a Gaussian jump distribution with standard deviation σ that is shifted by a constant drift c. For small drift, in the sense of c/σ ≪ n(-1/2), the correction to P(n)(c) grows proportional to arctan(√n) and saturates at the value c/(√2)σ. For large n the record rate approaches a constant, which is approximately given by 1-(σ/√(2π)c)exp(-c(2)/2σ(2)) for c/σ ≫ 1. These asymptotic results carry over to other continuous jump distributions with finite variance. As an application, we compare our analytical results to the record statistics of 366 daily stock prices from the Standard & Poor's 500 index. The biased random walk accounts quantitatively for the increase in the number of upper records due to the overall trend in the stock prices, and after detrending the number of upper records is in good agreement with the symmetric random walk. However the number of lower records in the detrended data is significantly reduced by a mechanism that remains to be identified. PMID:21728492

  4. 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.

  5. First passage time: Connecting random walks to functional responses in heterogeneous environments (Invited)

    NASA Astrophysics Data System (ADS)

    Lewis, M. A.; McKenzie, H.; Merrill, E.

    2010-12-01

    In this talk I will outline first passage time analysis for animals undertaking complex movement patterns, and will demonstrate how first passage time can be used to derive functional responses in predator prey systems. The result is a new approach to understanding type III functional responses based on a random walk model. I will extend the analysis to heterogeneous environments to assess the effects of linear features on functional responses in wolves and elk using GPS tracking data.

  6. 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.

  7. Record statistics for biased random walks, with an application to financial data

    NASA Astrophysics Data System (ADS)

    Wergen, Gregor; Bogner, Miro; Krug, Joachim

    2011-05-01

    We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.101.050601 101, 050601 (2008)] and is well understood. Unlike the case of symmetric jump distributions, in the asymmetric case the statistics of records depends on the choice of the jump distribution. We compute the record rate Pn(c), defined as the probability for the nth value to be larger than all previous values, for a Gaussian jump distribution with standard deviation σ that is shifted by a constant drift c. For small drift, in the sense of c/σ≪n-1/2, the correction to Pn(c) grows proportional to arctan(n) and saturates at the value (c)/(2σ). For large n the record rate approaches a constant, which is approximately given by 1-(σ/2πc)exp(-c2/2σ2) for c/σ≫1. These asymptotic results carry over to other continuous jump distributions with finite variance. As an application, we compare our analytical results to the record statistics of 366 daily stock prices from the Standard & Poor's 500 index. The biased random walk accounts quantitatively for the increase in the number of upper records due to the overall trend in the stock prices, and after detrending the number of upper records is in good agreement with the symmetric random walk. However the number of lower records in the detrended data is significantly reduced by a mechanism that remains to be identified.

  8. Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients

    SciTech Connect

    Kalchev, D

    2012-04-02

    This thesis presents a two-grid algorithm based on Smoothed Aggregation Spectral Element Agglomeration Algebraic Multigrid (SA-{rho}AMGe) combined with adaptation. The aim is to build an efficient solver for the linear systems arising from discretization of second-order elliptic partial differential equations (PDEs) with stochastic coefficients. Examples include PDEs that model subsurface flow with random permeability field. During a Markov Chain Monte Carlo (MCMC) simulation process, that draws PDE coefficient samples from a certain distribution, the PDE coefficients change, hence the resulting linear systems to be solved change. At every such step the system (discretized PDE) needs to be solved and the computed solution used to evaluate some functional(s) of interest that then determine if the coefficient sample is acceptable or not. The MCMC process is hence computationally intensive and requires the solvers used to be efficient and fast. This fact that at every step of MCMC the resulting linear system changes, makes an already existing solver built for the old problem perhaps not as efficient for the problem corresponding to the new sampled coefficient. This motivates the main goal of our study, namely, to adapt an already existing solver to handle the problem (with changed coefficient) with the objective to achieve this goal to be faster and more efficient than building a completely new solver from scratch. Our approach utilizes the local element matrices (for the problem with changed coefficients) to build local problems associated with constructed by the method agglomerated elements (a set of subdomains that cover the given computational domain). We solve a generalized eigenproblem for each set in a subspace spanned by the previous local coarse space (used for the old solver) and a vector, component of the error, that the old solver cannot handle. A portion of the spectrum of these local eigen-problems (corresponding to eigenvalues close to zero) form the

  9. Asymptotic Behaviour of the Ground State of Singularly Perturbed Elliptic Equations

    NASA Astrophysics Data System (ADS)

    Piatnitski, Andrey L.

    The ground state of a singularly perturbed nonselfadjoint elliptic operator defined on a smooth compact Riemannian manifold with metric aij(x)=(aij(x))-1, is studied. We investigate the limiting behaviour of the first eigenvalue of this operator as μ goes to zero, and find the logarithmic asymptotics of the first eigenfunction everywhere on the manifold. The results are formulated in terms of auxiliary variational problems on the manifold. This approach also allows to study the general singularly perturbed second order elliptic operator on a bounded domain in Rn.

  10. Distributed Clone Detection in Static Wireless Sensor Networks: Random Walk with Network Division

    PubMed Central

    Khan, Wazir Zada; Aalsalem, Mohammed Y.; Saad, N. M.

    2015-01-01

    Wireless Sensor Networks (WSNs) are vulnerable to clone attacks or node replication attacks as they are deployed in hostile and unattended environments where they are deprived of physical protection, lacking physical tamper-resistance of sensor nodes. As a result, an adversary can easily capture and compromise sensor nodes and after replicating them, he inserts arbitrary number of clones/replicas into the network. If these clones are not efficiently detected, an adversary can be further capable to mount a wide variety of internal attacks which can emasculate the various protocols and sensor applications. Several solutions have been proposed in the literature to address the crucial problem of clone detection, which are not satisfactory as they suffer from some serious drawbacks. In this paper we propose a novel distributed solution called Random Walk with Network Division (RWND) for the detection of node replication attack in static WSNs which is based on claimer-reporter-witness framework and combines a simple random walk with network division. RWND detects clone(s) by following a claimer-reporter-witness framework and a random walk is employed within each area for the selection of witness nodes. Splitting the network into levels and areas makes clone detection more efficient and the high security of witness nodes is ensured with moderate communication and memory overheads. Our simulation results show that RWND outperforms the existing witness node based strategies with moderate communication and memory overheads. PMID:25992913

  11. Distributed clone detection in static wireless sensor networks: random walk with network division.

    PubMed

    Khan, Wazir Zada; Aalsalem, Mohammed Y; Saad, N M

    2015-01-01

    Wireless Sensor Networks (WSNs) are vulnerable to clone attacks or node replication attacks as they are deployed in hostile and unattended environments where they are deprived of physical protection, lacking physical tamper-resistance of sensor nodes. As a result, an adversary can easily capture and compromise sensor nodes and after replicating them, he inserts arbitrary number of clones/replicas into the network. If these clones are not efficiently detected, an adversary can be further capable to mount a wide variety of internal attacks which can emasculate the various protocols and sensor applications. Several solutions have been proposed in the literature to address the crucial problem of clone detection, which are not satisfactory as they suffer from some serious drawbacks. In this paper we propose a novel distributed solution called Random Walk with Network Division (RWND) for the detection of node replication attack in static WSNs which is based on claimer-reporter-witness framework and combines a simple random walk with network division. RWND detects clone(s) by following a claimer-reporter-witness framework and a random walk is employed within each area for the selection of witness nodes. Splitting the network into levels and areas makes clone detection more efficient and the high security of witness nodes is ensured with moderate communication and memory overheads. Our simulation results show that RWND outperforms the existing witness node based strategies with moderate communication and memory overheads. PMID:25992913

  12. 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.

  13. Self-organized anomalous aggregation of particles performing nonlinear and non-Markovian random walks

    NASA Astrophysics Data System (ADS)

    Fedotov, Sergei; Korabel, Nickolay

    2015-12-01

    We present a nonlinear and non-Markovian random walks model for stochastic movement and the spatial aggregation of living organisms that have the ability to sense population density. We take into account social crowding effects for which the dispersal rate is a decreasing function of the population density and residence time. We perform stochastic simulations of random walks and discover the phenomenon of self-organized anomaly (SOA), which leads to a collapse of stationary aggregation pattern. This anomalous regime is self-organized and arises without the need for a heavy tailed waiting time distribution from the inception. Conditions have been found under which the nonlinear random walk evolves into anomalous state when all particles aggregate inside a tiny domain (anomalous aggregation). We obtain power-law stationary density-dependent survival function and define the critical condition for SOA as the divergence of mean residence time. The role of the initial conditions in different SOA scenarios is discussed. We observe phenomenon of transient anomalous bimodal aggregation.

  14. 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.

  15. 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

  16. Random walk based segmentation for the prostate on 3D transrectal ultrasound images

    NASA Astrophysics Data System (ADS)

    Ma, Ling; Guo, Rongrong; Tian, Zhiqiang; Venkataraman, Rajesh; Sarkar, Saradwata; Liu, Xiabi; Nieh, Peter T.; Master, Viraj V.; Schuster, David M.; Fei, Baowei

    2016-03-01

    This paper proposes a new semi-automatic segmentation method for the prostate on 3D transrectal ultrasound images (TRUS) by combining the region and classification information. We use a random walk algorithm to express the region information efficiently and flexibly because it can avoid segmentation leakage and shrinking bias. We further use the decision tree as the classifier to distinguish the prostate from the non-prostate tissue because of its fast speed and superior performance, especially for a binary classification problem. Our segmentation algorithm is initialized with the user roughly marking the prostate and non-prostate points on the mid-gland slice which are fitted into an ellipse for obtaining more points. Based on these fitted seed points, we run the random walk algorithm to segment the prostate on the mid-gland slice. The segmented contour and the information from the decision tree classification are combined to determine the initial seed points for the other slices. The random walk algorithm is then used to segment the prostate on the adjacent slice. We propagate the process until all slices are segmented. The segmentation method was tested in 32 3D transrectal ultrasound images. Manual segmentation by a radiologist serves as the gold standard for the validation. The experimental results show that the proposed method achieved a Dice similarity coefficient of 91.37+/-0.05%. The segmentation method can be applied to 3D ultrasound-guided prostate biopsy and other applications.

  17. A Comparison of Normal and Elliptical Estimation Methods in Structural Equation Models.

    ERIC Educational Resources Information Center

    Schumacker, Randall E.; Cheevatanarak, Suchittra

    Monte Carlo simulation compared chi-square statistics, parameter estimates, and root mean square error of approximation values using normal and elliptical estimation methods. Three research conditions were imposed on the simulated data: sample size, population contamination percent, and kurtosis. A Bentler-Weeks structural model established the…

  18. 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.

  19. 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.

  20. Drifting solutions with elliptic symmetry for the compressible Navier-Stokes equations with density-dependent viscosity

    SciTech Connect

    An, Hongli; Yuen, Manwai

    2014-05-15

    In this paper, we investigate the analytical solutions of the compressible Navier-Stokes equations with dependent-density viscosity. By using the characteristic method, we successfully obtain a class of drifting solutions with elliptic symmetry for the Navier-Stokes model wherein the velocity components are governed by a generalized Emden dynamical system. In particular, when the viscosity variables are taken the same as Yuen [M. W. Yuen, “Analytical solutions to the Navier-Stokes equations,” J. Math. Phys. 49, 113102 (2008)], our solutions constitute a generalization of that obtained by Yuen. Interestingly, numerical simulations show that the analytical solutions can be used to explain the drifting phenomena of the propagation wave like Tsunamis in oceans.

  1. 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.

  2. Generalized Hammersley Process and Phase Transition for Activated Random Walk Models

    NASA Astrophysics Data System (ADS)

    Rolla, Leonardo T.

    2008-12-01

    * ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to passive, then stopping to jump. When particles of both types occupy the same site, they all become active. This model exhibits phase transition in the sense that for low initial densities the system locally fixates and for high densities it keeps active. Though extensively studied in the physics literature, the matter of giving a mathematical proof of such phase transition remained as an open problem for several years. In this work we identify some variables that are sufficient to characterize fixation and at the same time are stochastically monotone in the model's parameters. We employ an explicit graphical representation in order to obtain the monotonicity. With this method we prove that there is a unique phase transition for the one-dimensional finite-range random walk. Joint with V. Sidoravicius. * BROKEN LINE PROCESS * We introduce the broken line process and derive some of its properties. Its discrete version is presented first and a natural generalization to the continuum is then proposed and studied. The broken lines are related to the Young diagram and the Hammersley process and are useful for computing last passage percolation values and finding maximal oriented paths. For a class of passage time distributions there is a family of boundary conditions that make the process stationary and reversible. One application is a simple proof of the explicit law of large numbers for last passage percolation with exponential and geometric distributions. Joint with V. Sidoravicius, D. Surgailis, and M. E. Vares.

  3. Experimental implementation of a quantum random-walk search algorithm using strongly dipolar coupled spins

    SciTech Connect

    Lu Dawei; Peng Xinhua; Du Jiangfeng; Zhu Jing; Zou Ping; Yu Yihua; Zhang Shanmin; Chen Qun

    2010-02-15

    An important quantum search algorithm based on the quantum random walk performs an oracle search on a database of N items with O({radical}(phN)) calls, yielding a speedup similar to the Grover quantum search algorithm. The algorithm was implemented on a quantum information processor of three-qubit liquid-crystal nuclear magnetic resonance (NMR) in the case of finding 1 out of 4, and the diagonal elements' tomography of all the final density matrices was completed with comprehensible one-dimensional NMR spectra. The experimental results agree well with the theoretical predictions.

  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. Comparing quantum versus Markov random walk models of judgements measured by rating scales

    PubMed Central

    Wang, Z.; Busemeyer, J. R.

    2016-01-01

    Quantum and Markov random walk models are proposed for describing how people evaluate stimuli using rating scales. To empirically test these competing models, we conducted an experiment in which participants judged the effectiveness of public health service announcements from either their own personal perspective or from the perspective of another person. The order of the self versus other judgements was manipulated, which produced significant sequential effects. The quantum and Markov models were fitted to the data using the same number of parameters, and the model comparison strongly supported the quantum over the Markov model. PMID:26621984

  6. 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.

  7. 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.

  8. 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.

  9. Persistent random walk on a site-disordered one-dimensional lattice: Photon subdiffusion

    NASA Astrophysics Data System (ADS)

    Miri, Mirfaez; Sadjadi, Zeinab; Fouladvand, M. Ebrahim

    2006-03-01

    We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density f(t) . Depending on the behavior of f(t) near t=0 , diffusive and subdiffusive transports are predicted by the disorder expansion of the mean square-displacement and the effective medium approximation. Monte Carlo simulations confirm the anomalous diffusion of photons. To observe photon subdiffusion experimentally, we suggest a dielectric film stack for realization of a distribution f(t) .

  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. Intra-fraction motion of the prostate is a random walk

    NASA Astrophysics Data System (ADS)

    Ballhausen, H.; Li, M.; Hegemann, N.-S.; Ganswindt, U.; Belka, C.

    2015-01-01

    A random walk model for intra-fraction motion has been proposed, where at each step the prostate moves a small amount from its current position in a random direction. Online tracking data from perineal ultrasound is used to validate or reject this model against alternatives. Intra-fraction motion of a prostate was recorded by 4D ultrasound (Elekta Clarity system) during 84 fractions of external beam radiotherapy of six patients. In total, the center of the prostate was tracked for 8 h in intervals of 4 s. Maximum likelihood model parameters were fitted to the data. The null hypothesis of a random walk was tested with the Dickey-Fuller test. The null hypothesis of stationarity was tested by the Kwiatkowski-Phillips-Schmidt-Shin test. The increase of variance in prostate position over time and the variability in motility between fractions were analyzed. Intra-fraction motion of the prostate was best described as a stochastic process with an auto-correlation coefficient of ρ = 0.92  ±  0.13. The random walk hypothesis (ρ = 1) could not be rejected (p = 0.27). The static noise hypothesis (ρ = 0) was rejected (p < 0.001). The Dickey-Fuller test rejected the null hypothesis ρ = 1 in 25% to 32% of cases. On average, the Kwiatkowski-Phillips-Schmidt-Shin test rejected the null hypothesis ρ = 0 with a probability of 93% to 96%. The variance in prostate position increased linearly over time (r2 = 0.9  ±  0.1). Variance kept increasing and did not settle at a maximum as would be expected from a stationary process. There was substantial variability in motility between fractions and patients with maximum aberrations from isocenter ranging from 0.5 mm to over 10 mm in one patient alone. In conclusion, evidence strongly suggests that intra-fraction motion of the prostate is a random walk and neither static (like inter-fraction setup errors) nor stationary (like a cyclic motion such as breathing, for example). The prostate tends to drift away from the

  12. Experimental implementation of a quantum random-walk search algorithm using strongly dipolar coupled spins

    NASA Astrophysics Data System (ADS)

    Lu, Dawei; Zhu, Jing; Zou, Ping; Peng, Xinhua; Yu, Yihua; Zhang, Shanmin; Chen, Qun; Du, Jiangfeng

    2010-02-01

    An important quantum search algorithm based on the quantum random walk performs an oracle search on a database of N items with O(phN) calls, yielding a speedup similar to the Grover quantum search algorithm. The algorithm was implemented on a quantum information processor of three-qubit liquid-crystal nuclear magnetic resonance (NMR) in the case of finding 1 out of 4, and the diagonal elements’ tomography of all the final density matrices was completed with comprehensible one-dimensional NMR spectra. The experimental results agree well with the theoretical predictions.

  13. 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.

  14. A boundary element-Random walk model of mass transport in groundwater

    USGS Publications Warehouse

    Kemblowski, M.

    1986-01-01

    A boundary element solution to the convective mass transport in groundwater is presented. This solution produces a continuous velocity field and reduces the amount of data preparation time and bookkeeping. By combining this solution and the random walk procedure, a convective-dispersive mass transport model is obtained. This model may be easily used to simulate groundwater contamination problems. The accuracy of the boundary element model has been verified by reproducing the analytical solution to a two-dimensional convective mass transport problem. The method was also used to simulate a convective-dispersive problem. ?? 1986.

  15. 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.

  16. 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

  17. 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.

  18. Quantum Monte Carlo method using phase-free random walks with slater determinants.

    PubMed

    Zhang, Shiwei; Krakauer, Henry

    2003-04-01

    We develop a quantum Monte Carlo method for many fermions using random walks in the space of Slater determinants. An approximate approach is formulated with a trial wave function |Psi(T)> to control the phase problem. Using a plane-wave basis and nonlocal pseudopotentials, we apply the method to Be, Si, and P atoms and dimers, and to bulk Si supercells. Single-determinant wave functions from density functional theory calculations were used as |Psi(T)> with no additional optimization. The calculated binding energies of dimers and cohesive energy of bulk Si are in excellent agreement with experiments and are comparable to the best existing theoretical results. PMID:12689312

  19. Preconditioning cubic spline collocation method by FEM and FDM for elliptic equations

    SciTech Connect

    Kim, Sang Dong

    1996-12-31

    In this talk we discuss the finite element and finite difference technique for the cubic spline collocation method. For this purpose, we consider the uniformly elliptic operator A defined by Au := -{Delta}u + a{sub 1}u{sub x} + a{sub 2}u{sub y} + a{sub 0}u in {Omega} (the unit square) with Dirichlet or Neumann boundary conditions and its discretization based on Hermite cubic spline spaces and collocation at the Gauss points. Using an interpolatory basis with support on the Gauss points one obtains the matrix A{sub N} (h = 1/N).

  20. Parallel LLL-reduction for bounding the integral solutions of elliptic Diophantine equations

    NASA Astrophysics Data System (ADS)

    Hajdu, L.; Kovacs, T.

    2009-06-01

    Stroeker and Tzanakis gave convincing numerical and heuristic evidence for the fact that in their mathcal{E}llog method a certain parameter λ plays a decisive role in the size of the final bound for the integral points on elliptic curves. Furthermore, they provided an algorithm to determine the Mordell-Weil basis of the curve which corresponds to the optimal choice of λ . In this paper we show that working with more Mordell-Weil bases simultaneously, the final bound for the integral points can be further decreased.

  1. Matrix coefficient identification in an elliptic equation with the convex energy functional method

    NASA Astrophysics Data System (ADS)

    Hinze, Michael; Nhan Tam Quyen, Tran

    2016-08-01

    In this paper we study the inverse problem of identifying the diffusion matrix in an elliptic PDE from measurements. The convex energy functional method with Tikhonov regularization is applied to tackle this problem. For the discretization we use the variational discretization concept, where the PDE is discretized with piecewise linear, continuous finite elements. We show the convergence of approximations. Using a suitable source condition, we prove an error bound for discrete solutions. For the numerical solution we propose a gradient-projection algorithm and prove the strong convergence of its iterates to a solution of the identification problem. Finally, we present a numerical experiment which illustrates our theoretical results.

  2. A polymer, random walk model for the size-distribution of large DNA fragments after high linear energy transfer radiation

    NASA Technical Reports Server (NTRS)

    Ponomarev, A. L.; Brenner, D.; Hlatky, L. R.; Sachs, R. K.

    2000-01-01

    DNA double-strand breaks (DSBs) produced by densely ionizing radiation are not located randomly in the genome: recent data indicate DSB clustering along chromosomes. Stochastic DSB clustering at large scales, from > 100 Mbp down to < 0.01 Mbp, is modeled using computer simulations and analytic equations. A random-walk, coarse-grained polymer model for chromatin is combined with a simple track structure model in Monte Carlo software called DNAbreak and is applied to data on alpha-particle irradiation of V-79 cells. The chromatin model neglects molecular details but systematically incorporates an increase in average spatial separation between two DNA loci as the number of base-pairs between the loci increases. Fragment-size distributions obtained using DNAbreak match data on large fragments about as well as distributions previously obtained with a less mechanistic approach. Dose-response relations, linear at small doses of high linear energy transfer (LET) radiation, are obtained. They are found to be non-linear when the dose becomes so large that there is a significant probability of overlapping or close juxtaposition, along one chromosome, for different DSB clusters from different tracks. The non-linearity is more evident for large fragments than for small. The DNAbreak results furnish an example of the RLC (randomly located clusters) analytic formalism, which generalizes the broken-stick fragment-size distribution of the random-breakage model that is often applied to low-LET data.

  3. Robust Multigrid Smoothers for Three Dimensional Elliptic Equations with Strong Anisotropies

    NASA Technical Reports Server (NTRS)

    Llorente, Ignacio M.; Melson, N. Duane

    1998-01-01

    We discuss the behavior of several plane relaxation methods as multigrid smoothers for the solution of a discrete anisotropic elliptic model problem on cell-centered grids. The methods compared are plane Jacobi with damping, plane Jacobi with partial damping, plane Gauss-Seidel, plane zebra Gauss-Seidel, and line Gauss-Seidel. Based on numerical experiments and local mode analysis, we compare the smoothing factor of the different methods in the presence of strong anisotropies. A four-color Gauss-Seidel method is found to have the best numerical and architectural properties of the methods considered in the present work. Although alternating direction plane relaxation schemes are simpler and more robust than other approaches, they are not currently used in industrial and production codes because they require the solution of a two-dimensional problem for each plane in each direction. We verify the theoretical predictions of Thole and Trottenberg that an exact solution of each plane is not necessary and that a single two-dimensional multigrid cycle gives the same result as an exact solution, in much less execution time. Parallelization of the two-dimensional multigrid cycles, the kernel of the three-dimensional implicit solver, is also discussed. Alternating-plane smoothers are found to be highly efficient multigrid smoothers for anisotropic elliptic problems.

  4. Reflecting Solutions of High Order Elliptic Differential Equations in Two Independent Variables Across Analytic Arcs. Ph.D. Thesis

    NASA Technical Reports Server (NTRS)

    Carleton, O.

    1972-01-01

    Consideration is given specifically to sixth order elliptic partial differential equations in two independent real variables x, y such that the coefficients of the highest order terms are real constants. It is assumed that the differential operator has distinct characteristics and that it can be factored as a product of second order operators. By analytically continuing into the complex domain and using the complex characteristic coordinates of the differential equation, it is shown that its solutions, u, may be reflected across analytic arcs on which u satisfies certain analytic boundary conditions. Moreover, a method is given whereby one can determine a region into which the solution is extensible. It is seen that this region of reflection is dependent on the original domain of difinition of the solution, the arc and the coefficients of the highest order terms of the equation and not on any sufficiently small quantities; i.e., the reflection is global in nature. The method employed may be applied to similar differential equations of order 2n.

  5. 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.

  6. Random walk model of subdiffusion in a system with a thin membrane

    NASA Astrophysics Data System (ADS)

    Kosztołowicz, Tadeusz

    2015-02-01

    We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the probabilities (Green's functions) P (x ,t ) describing a particle's random walk are found. The membrane, which can be asymmetrical, is characterized by the two probabilities of stopping a random walker by the membrane when it tries to pass through the membrane in both opposite directions. Green's functions are transformed to the system in which the variables are continuous, and then the membrane permeability coefficients are given by special formulas which involve the probabilities mentioned above. From the obtained Green's functions, we derive boundary conditions at the membrane. One of the conditions demands the continuity of a flux at the membrane, but the other one is rather unexpected and contains the Riemann-Liouville fractional time derivative P (xN-,t ) =λ1P (xN+,t ) +λ2∂α /2P (xN+,t ) /∂ tα /2 , where λ1,λ2 depending on membrane permeability coefficients (λ1=1 for a symmetrical membrane), α is a subdiffusion parameter, and xN is the position of the membrane. This boundary condition shows that the additional "memory effect," represented by the fractional derivative, is created by the membrane. This effect is also created by the membrane for a normal diffusion case in which α =1 .

  7. 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.

  8. Solvable random-walk model with memory and its relations with Markovian models of anomalous diffusion

    NASA Astrophysics Data System (ADS)

    Boyer, D.; Romo-Cruz, J. C. R.

    2014-10-01

    Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random-walk model with long-range memory for which not only the mean-square displacement (MSD) but also the propagator can be obtained exactly in the asymptotic limit. The model consists of a random walker on a lattice, which, at a constant rate, stochastically relocates at a site occupied at some earlier time. This time in the past is chosen randomly according to a memory kernel, whose temporal decay can be varied via an exponent parameter. In the weakly non-Markovian regime, memory reduces the diffusion coefficient from the bare value. When the mean backward jump in time diverges, the diffusion coefficient vanishes and a transition to an anomalous subdiffusive regime occurs. Paradoxically, at the transition, the process is an anticorrelated Lévy flight. Although in the subdiffusive regime the model exhibits some features of the continuous time random walk with infinite mean waiting time, it belongs to another universality class. If memory is very long-ranged, a second transition takes place to a regime characterized by a logarithmic growth of the MSD with time. In this case the process is asymptotically Gaussian and effectively described as a scaled Brownian motion with a diffusion coefficient decaying as 1 /t .

  9. Magnetic field line random walk in models and simulations of reduced magnetohydrodynamic turbulence

    SciTech Connect

    Snodin, A. P.; Ruffolo, D.; Oughton, S.; Servidio, S.; Matthaeus, W. H.

    2013-12-10

    The random walk of magnetic field lines is examined numerically and analytically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A recently developed non-perturbative theory of magnetic field line diffusion is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. This theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R = 10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from the RMHD simulation are compared with and without phase randomization, demonstrating a clear effect of coherent structures on the field line random walk for a very low Kubo number.

  10. Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?

    NASA Astrophysics Data System (ADS)

    Czégel, Dániel; Palla, Gergely

    2015-12-01

    Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications of the transition matrix describing the random walk process. In addition, the tests on real world networks provided very intuitive results, e.g., the trophic levels obtained from our approach on a food web were highly consistent with former results from ecology.

  11. Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?

    PubMed Central

    Czégel, Dániel; Palla, Gergely

    2015-01-01

    Signs of hierarchy are prevalent in a wide range of systems in nature and society. One of the key problems is quantifying the importance of hierarchical organisation in the structure of the network representing the interactions or connections between the fundamental units of the studied system. Although a number of notable methods are already available, their vast majority is treating all directed acyclic graphs as already maximally hierarchical. Here we propose a hierarchy measure based on random walks on the network. The novelty of our approach is that directed trees corresponding to multi level pyramidal structures obtain higher hierarchy scores compared to directed chains and directed stars. Furthermore, in the thermodynamic limit the hierarchy measure of regular trees is converging to a well defined limit depending only on the branching number. When applied to real networks, our method is computationally very effective, as the result can be evaluated with arbitrary precision by subsequent multiplications of the transition matrix describing the random walk process. In addition, the tests on real world networks provided very intuitive results, e.g., the trophic levels obtained from our approach on a food web were highly consistent with former results from ecology. PMID:26657012

  12. Effective degrees of freedom of a random walk on a fractal.

    PubMed

    Balankin, Alexander S

    2015-12-01

    We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted. PMID:26764671

  13. Personalized PageRank Clustering: A graph clustering algorithm based on random walks

    NASA Astrophysics Data System (ADS)

    A. Tabrizi, Shayan; Shakery, Azadeh; Asadpour, Masoud; Abbasi, Maziar; Tavallaie, Mohammad Ali

    2013-11-01

    Graph clustering has been an essential part in many methods and thus its accuracy has a significant effect on many applications. In addition, exponential growth of real-world graphs such as social networks, biological networks and electrical circuits demands clustering algorithms with nearly-linear time and space complexity. In this paper we propose Personalized PageRank Clustering (PPC) that employs the inherent cluster exploratory property of random walks to reveal the clusters of a given graph. We combine random walks and modularity to precisely and efficiently reveal the clusters of a graph. PPC is a top-down algorithm so it can reveal inherent clusters of a graph more accurately than other nearly-linear approaches that are mainly bottom-up. It also gives a hierarchy of clusters that is useful in many applications. PPC has a linear time and space complexity and has been superior to most of the available clustering algorithms on many datasets. Furthermore, its top-down approach makes it a flexible solution for clustering problems with different requirements.

  14. Interpolating between random walks and optimal transportation routes: Flow with multiple sources and targets

    NASA Astrophysics Data System (ADS)

    Guex, Guillaume

    2016-05-01

    In recent articles about graphs, different models proposed a formalism to find a type of path between two nodes, the source and the target, at crossroads between the shortest-path and the random-walk path. These models include a freely adjustable parameter, allowing to tune the behavior of the path toward randomized movements or direct routes. This article presents a natural generalization of these models, namely a model with multiple sources and targets. In this context, source nodes can be viewed as locations with a supply of a certain good (e.g. people, money, information) and target nodes as locations with a demand of the same good. An algorithm is constructed to display the flow of goods in the network between sources and targets. With again a freely adjustable parameter, this flow can be tuned to follow routes of minimum cost, thus displaying the flow in the context of the optimal transportation problem or, by contrast, a random flow, known to be similar to the electrical current flow if the random-walk is reversible. Moreover, a source-targetcoupling can be retrieved from this flow, offering an optimal assignment to the transportation problem. This algorithm is described in the first part of this article and then illustrated with case studies.

  15. Random-walk model studies of the transport and diffusion of pollutants in katabatic flows

    NASA Astrophysics Data System (ADS)

    Luhar, Ashok K.; Rao, K. Shankar

    1993-12-01

    The flow and turbulence quantities governing dispersion in katabatic flows vary with both height and downslope distance. This variation cannot be accounted for in conventional plume dispersion models. In this study, three random-walk models of varying complexity are formulated to simulate dispersion in katabatic flows, and their strengths and weaknesses are discussed. The flow and turbulence parameters required by these models are determined from a high-resolution two-dimensional katabatic flow model based on a turbulent kinetic energy closure. Random-walk model calculations have been performed for several values of source height and slope angle to examine the influence of these parameters on dispersion. Finally, we simulated the perfluorocarbon and heavy methane tracer releases for Night 4 of the 1980 ASCOT field study over a nearly two-dimensional slope in Anderson Creek Valley, California. The observed peak concentrations are generally well-predicted. The effects of the pooling of the drainage air could not be taken into account in our katabatic flow model and, consequently, the predicted concentrations decay much more rapidly with time than the observed values.

  16. 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.

  17. Numerical solution of supersonic three-dimensional free-mixing flows using the parabolic-elliptic Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Hirsh, R. S.

    1976-01-01

    A numerical method is presented for solving the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to three-dimensional supersonic laminar jet flow issuing parallel with a supersonic free stream. A coordinate transformation is introduced which maps the boundaries at infinity into a finite computational domain in order to eliminate difficulties associated with the imposition of free-stream boundary conditions. Results are presented for an approximate circular jet, a square jet, varying aspect ratio rectangular jets, and interacting square jets. The solution behavior varies from axisymmetric to nearly two-dimensional in character. For cases where comparisons of the present results with those obtained from shear layer calculations could be made, agreement was good.

  18. Calculation of supersonic three-dimensional free-mixing flows using the parabolic-elliptic Navier-Stokes equations

    NASA Technical Reports Server (NTRS)

    Hirsh, R. S.

    1975-01-01

    A numerical method is presented which is valid for integration of the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to the three-dimensional supersonic flow of a jet issuing into a supersonic free stream. Difficulties associated with the imposition of free-stream boundary conditions are noted, and a coordinate transformation, which maps the point at infinity onto a finite value, is introduced to alleviate these difficulties. Results are presented for calculations of a square jet and varying-aspect-ratio rectangular jets. The solution behavior varies from axisymmetry for the square jet to nearly two-dimensional for the high-aspect-ratio rectangle, although the computation always calculates the flow as though it were truly three-dimensional.

  19. Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 1: One-step method

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

    An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.

  20. Using autoregressive and random walk models to detect trends and shifts in unequally spaced tumour biomarker data.

    PubMed

    Schlain, B R; Lavin, P T; Hayden, C L

    1993-02-01

    Continuous time autoregressive (CAR(1)) and random walk models of time series data are provided for detecting non-random shifts and trends of tumour markers in breast cancer patients following resection for cure. The continuous time random walk model with observation error is extended to the case of multiple patient time series. These models can be used to monitor large numbers of patients with time series with few sampling events that are serially correlated and unequally spaced. Further, the methodologies can be used to recommend appropriate testing intervals. A Kalman filter recursive algorithm is used to calculate the likelihood functions arising from the CAR(1) and random walk models and to calculate recursive residuals, which are monitored by Shewhart-cusum schemes. PMID:8456211

  1. Characteristics of the probability function for three random-walk models of reaction-diffusion processes

    NASA Astrophysics Data System (ADS)

    Musho, Matthew K.; Kozak, John J.

    1984-10-01

    A method is presented for calculating exactly the relative width (σ2)1/2/, the skewness γ1, and the kurtosis γ2 characterizing the probability distribution function for three random-walk models of diffusion-controlled processes. For processes in which a diffusing coreactant A reacts irreversibly with a target molecule B situated at a reaction center, three models are considered. The first is the traditional one of an unbiased, nearest-neighbor random walk on a d-dimensional periodic/confining lattice with traps; the second involves the consideration of unbiased, non-nearest-neigh bor (i.e., variable-step length) walks on the same d-dimensional lattice; and, the third deals with the case of a biased, nearest-neighbor walk on a d-dimensional lattice (wherein a walker experiences a potential centered at the deep trap site of the lattice). Our method, which has been described in detail elsewhere [P.A. Politowicz and J. J. Kozak, Phys. Rev. B 28, 5549 (1983)] is based on the use of group theoretic arguments within the framework of the theory of finite Markov processes. The approach allows the separate effects of geometry (system size N, dimensionality d, and valency ν), of the governing potential and of the medium temperature to be assessed and their respective influence on (σ2)1/2/, γ1, and γ2 to be studied quantitatively. We determine the classes of potential functions and the regimes of temperature for which allowing variable-length jumps or admitting a bias in the site-to-site trajectory of the walker produces results which are significantly different (both quantitatively and qualitatively) from those calculated assuming only unbiased, nearest-neighbor random walks. Finally, we demonstrate that the approach provides a method for determining a continuous probability (density) distribution function consistent with the numerical data on (σ2)1/2/, γ1, and γ2 for the processes described above. In particular we show that the first of the above reaction

  2. 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

  3. A boundary-value problem in weighted Hölder spaces for elliptic equations which degenerate at the boundary of the domain

    SciTech Connect

    Bazalii, B V; Degtyarev, S P

    2013-07-31

    An elliptic boundary-value problem for second-order equations with nonnegative characteristic form is investigated in the situation when there is a weak degeneracy on the boundary of the domain. A priori estimates are obtained for solutions and the problem is proved to be solvable in some weighted Hölder spaces. Bibliography: 18 titles.

  4. Modulated elliptic wave and asymptotic solitons in a shock problem to the modified Korteweg-de Vries equation

    NASA Astrophysics Data System (ADS)

    Kotlyarov, Vladimir; Minakov, Alexander

    2015-07-01

    We study the long-time asymptotic behavior of the Cauchy problem for the modified Korteweg—de Vries equation with an initial function of the step type. This function rapidly tends to zero as x\\to +∞ and to some positive constant c as x\\to -∞ . In 1989 Khruslov and Kotlyarov have found (Khruslov and Kotlyarov 1989 Inverse Problems 5 1075-88) that for a large time the solution breaks up into a train of asymptotic solitons located in the domain 4{c}2t-{C}N{ln}t\\lt x≤slant 4{c}2t ({C}N is a constant). The number N of these solitons grows unboundedly as t\\to ∞ . In 2010 Kotlyarov and Minakov have studied temporary asymptotics of the solution of the Cauchy problem on the whole line (Kotlyarov and Minakov 2010 J. Math. Phys. 51 093506) and have found that in the domain -6{c}2t\\lt x\\lt 4{c}2t this solution is described by a modulated elliptic wave. We consider here the modulated elliptic wave in the domain 4{c}2t-{C}N{ln}t\\lt x\\lt 4{c}2t. Our main result shows that the modulated elliptic wave also breaks up into solitons, which are similar to the asymptotic solitons in Khruslov and Kotlyarov (1989 Inverse Problems 5 1075-88), but differ from them in phase. It means that the modulated elliptic wave does not represent the asymptotics of the solution in the domain 4{c}2t-{C}N{ln}t\\lt x\\lt 4{c}2t. The correct asymptotic behavior of the solution is given by the train of asymptotic solitons given in Khruslov and Kotlyarov (1989 Inverse Problems 5 1075-88). However, in the asymptotic regime as t\\to ∞ in the region 4{c}2t-\\displaystyle \\frac{N+1/4}{c}{ln}t\\lt x\\lt 4{c}2t-\\displaystyle \\frac{N-3/4}{c}{ln}t we can watch precisely a pair of solitons with numbers N. One of them is the asymptotic soliton while the other soliton is generated from the elliptic wave. Their phases become closer to each other for a large N, i.e. these solitons are also close to each other. This result gives the answer on a very important question about matching of the asymptotic

  5. Random walk properties from lattice bond enumeration: Steady-state diffusion on two- and three-dimensional lattices with traps

    PubMed Central

    Shuler, Kurt E.; Mohanty, Udayan

    1982-01-01

    We have applied the lattice bond enumeration method to the calculation of the steady-state diffusion in a lattice with fixed traps. We show that, to first order in density of traps, our random walk calculations for the effective diffusion constant in lattices with periodically arrayed traps are in exact agreement with calculations carried out previously for randomly arrayed traps embedded in a three-dimensional continuum medium (fluid). Our lattice random walk results are independent of dimension for d > 1, and we conjecture that this is also true for the continuum diffusion model. PMID:16593215

  6. Random-walk model to study cycles emerging from the exploration-exploitation trade-off

    NASA Astrophysics Data System (ADS)

    Kazimierski, Laila D.; Abramson, Guillermo; Kuperman, Marcelo N.

    2015-01-01

    We present a model for a random walk with memory, phenomenologically inspired in a biological system. The walker has the capacity to remember the time of the last visit to each site and the step taken from there. This memory affects the behavior of the walker each time it reaches an already visited site modulating the probability of repeating previous moves. This probability increases with the time elapsed from the last visit. A biological analog of the walker is a frugivore, with the lattice sites representing plants. The memory effect can be associated with the time needed by plants to recover its fruit load. We propose two different strategies, conservative and explorative, as well as intermediate cases, leading to nonintuitive interesting results, such as the emergence of cycles.

  7. On the temporal order of first-passage times in one-dimensional lattice random walks

    NASA Astrophysics Data System (ADS)

    Sanders, J. B.; Temme, N. M.

    2005-10-01

    A random walk problem with particles on discrete double infinite linear grids is discussed. The model is based on the work of Montroll and others. A probability connected with the problem is given in the form of integrals containing modified Bessel functions of the first kind. By using several transformations, simpler integrals are obtained from which for two and three particles asymptotic approximations are derived for large values of the parameters. Expressions of the probability for n particles are also derived.I returned and saw under the sun, that the race is not to the swift, nor the battle to the strong, neither yet bread to the wise, nor yet riches to men of understanding, nor yet favour to men of skill; but time and chance happeneth to them all. George Orwell, Politics and the English Language, Selected Essays, Penguin Books, 1957. (The citation is from Ecclesiastes 9:11.)

  8. Estimating Genomic Distance from DNA Sequence Location in Cell Nuclei by a Random Walk Model

    NASA Astrophysics Data System (ADS)

    van den Engh, Ger; Sachs, Rainer; Trask, Barbara J.

    1992-09-01

    The folding of chromatin in interphase cell nuclei was studied by fluorescent in situ hybridization with pairs of unique DNA sequence probes. The sites of DNA sequences separated by 100 to 2000 kilobase pairs (kbp) are distributed in interphase chromatin according to a random walk model. This model provides the basis for calculating the spacing of sequences along the linear DNA molecule from interphase distance measurements. An interphase mapping strategy based on this model was tested with 13 probes from a 4-megabase pair (Mbp) region of chromosome 4 containing the Huntington disease locus. The results confirmed the locations of the probes and showed that the remaining gap in the published maps of this region is negligible in size. Interphase distance measurements should facilitate construction of chromosome maps with an average marker density of one per 100 kbp, approximately ten times greater than that achieved by hybridization to metaphase chromosomes.

  9. General random walk model of ATP-driven helicase translocation along DNA

    NASA Astrophysics Data System (ADS)

    Chen, Y. Z.; Mi, Dong; Song, He-Shang; Wang, Xian-Ju

    1997-07-01

    A general random walk model is presented which can be used to statistically describe ATP-driven movement of a helicase (DNA unwinding enzyme) along a DNA chain with a nonuniform distribution of obstacles on the chain. These obstacles are representative of DNA-bound proteins, drugs, counterions, and DNA packing environment. We carried out a calculation on a DNA chain with an obstacle distribution that mimics DNA in chromatin (folded DNA-protein material in cells becomes chromosome in partially unfolded form). Our calculated helicase movement speed shows significant reduction with increasing obstacle strength. At the strong strength limit, the calculated speed is found to be consistent with the observed helicase unwinding rate for chromatin DNA. Therefore the model presented in this work is of potential application in the analysis of the effect of random obstacles on biomolecular translocation along DNA. The behavior of the helicase translocation under different obstacle strengths and along different lengths of DNA is discussed.

  10. Estimating genomic distance from DNA sequence location in cell nuclei by a random walk model

    SciTech Connect

    Engh, G. van den; Trask, B.J. ); Sachs, R. )

    1992-09-04

    The folding of chromatin in interphase cell nuclei was studied by fluorescent in situ hybridization with pairs of unique DNA sequence probes. The sites of DNA sequences separated by 100 to 2000 kilobase pairs (kbp) are distributed in interphase chromatin according to a random walk model. This model provides the basis for calculating the spacing of sequences along the linear DNA molecule from interphase distance measurements. An interphase mapping strategy based on this model was tested with 13 probes from a 4-megabase pair (Mbp) region of chromosome 4 containing the Huntington disease locus. The results confirmed the locations of the probes and showed that the remaining gap in the published maps of this region is negligible in size. Interphase distance measurements should facilitate construction of chromosome maps with an average marker density of one per 100 kbp, approximately ten times greater than that achieved by hybridization to metaphase chromosomes.

  11. Coupling of discrete random walks and continuous modeling for three-dimensional tumor-induced angiogenesis

    NASA Astrophysics Data System (ADS)

    Vilanova, Guillermo; Colominas, Ignasi; Gomez, Hector

    2014-03-01

    The growth of new vascular networks from pre-existing capillaries (angiogenesis) plays a pivotal role in tumor development. Mathematical modeling of tumor-induced angiogenesis may help understand the underlying biology of the process and provide new hypotheses for experimentation. Here, we couple an existing deterministic continuum theory with a discrete random walk, proposing a new model that accounts for chemotactic and haptotactic cellular migration. We propose an efficient numerical method to approximate the solution of the model. The accuracy, stability and effectiveness of our algorithms permitted us to perform large-scale three-dimensional simulations which, in contrast to two-dimensional calculations, show a topological complexity similar to that found in experiments. Finally, we use our model and simulations to investigate the role of haptotaxis and chemotaxis in the mobility of tip endothelial cells and its influence in the final vascular patterns.

  12. 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.

  13. Pearson's random walk in the space of the CMB phases: Evidence for parity asymmetry

    SciTech Connect

    Hansen, M.; Frejsel, A. M.; Kim, J.; Naselsky, P.; Nesti, F.

    2011-05-15

    The temperature fluctuations of the cosmic microwave background (CMB) are supposed to be distributed randomly in both magnitude and phase, following to the simplest model of inflation. In this paper, we look at the odd and even multipoles of the spherical harmonic decomposition of the CMB, and the different characteristics of these, giving rise to a parity asymmetry. We compare the even and odd multipoles in the CMB power spectrum, and also the even and odd mean angles. We find for the multipoles of the power spectrum that there is power excess in odd multipoles, compared to even ones, meaning that we have a parity asymmetry. Further, for the phases, we present a random walk for the mean angles, and find a significant separation for even/odd mean angles, especially so for galactic coordinates. This is further tested and confirmed with a directional parity test, comparing the parity asymmetry in galactic and ecliptic coordinates.

  14. Diffusion of volatile compounds in fibre networks: experiments and modelling by random walk simulation.

    PubMed

    Aurela, B; Ketoja, J A

    2002-01-01

    Predictive migration models for polymers are already so well established that the European Commission intends to allow the use of the models as one quality assurance tool in product safety assessment of plastic materials and articles for food contact. The inhomogeneity of fibre-based materials makes modelling difficult--thus, little research has been done in this area. The authors compare experiments on the diffusion of certain volatile compounds through laboratory kraft pulp sheets with computer simulations in which the fibre network structure is modelled explicitly. The major advantage of the present random walk simulation is that it gives an estimate of the effective diffusion constant for the fibre network. For most compounds, the agreement between the experiments and simulations is good. The experiments and simulations indicate that gas diffusion rate is very sensitive to sheet porosity. PMID:11962715

  15. 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

  16. Observations of Random Walk of the Ground In Space and Time

    SciTech Connect

    Shiltsev, Vladimir; /Fermilab

    2010-01-01

    We present results of micron-resolution measurements of the ground motions in large particle accelerators over the range of spatial scales L from several meters to tens of km and time intervals T from minutes to several years and show that in addition to systematic changes due to tides or slow drifts, there is a stochastic component which has a 'random-walk' character both in time and in space. The measured mean square of the relative displacement of ground elements scales as dY{sup 2} {approx} ATL over broad range of the intervals, and the site dependent constant A is of the order of 10{sup -5{+-}1} {micro}m{sup 2}/(s{center_dot}m).

  17. Sedimentary bed evolution as a mean-reverting random walk: Implications for tracer statistics

    NASA Astrophysics Data System (ADS)

    Martin, Raleigh L.; Purohit, Prashant K.; Jerolmack, Douglas J.

    2014-09-01

    Sediment tracers are increasingly employed to estimate bed load transport and landscape evolution rates. Tracer trajectories are dominated by periods of immobility ("waiting times") as they are buried and reexcavated in the stochastically evolving river bed. Here we model bed evolution as a random walk with mean-reverting tendency (Ornstein-Uhlenbeck process) originating from the restoring effect of erosion and deposition. The Ornstein-Uhlenbeck model contains two parameters, a and b, related to the particle feed rate and range of bed elevation fluctuations, respectively. Observations of bed evolution in flume experiments agree with model predictions; in particular, the model reproduces the asymptotic t-1 tail in the tracer waiting time exceedance probability distribution. This waiting time distribution is similar to that inferred for tracers in natural gravel streams and avalanching rice piles, indicating applicability of the Ornstein-Uhlenbeck mean-reverting model to many disordered transport systems with tracer burial and excavation.

  18. Random Walks with Preferential Relocations to Places Visited in the Past and their Application to Biology

    NASA Astrophysics Data System (ADS)

    Boyer, Denis; Solis-Salas, Citlali

    2014-06-01

    Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where a random walker intermittently revisits previously visited sites according to a reinforced rule. The emergence of frequently visited locations generates very slow diffusion, logarithmic in time, whereas the walker probability density tends to a Gaussian. This scaling form does not emerge from the central limit theorem but from an unusual balance between random and long-range memory steps. In single trajectories, occupation patterns are heterogeneous and have a scale-free structure. The model exhibits good agreement with data of free-ranging capuchin monkeys.

  19. 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.

  20. Concentrating Swimming Bacteria using Funnels: Connecting Simulation Results to Simple Random-Walk Models

    NASA Astrophysics Data System (ADS)

    Tao, Yu-Guo; Slater, Gary

    2013-03-01

    Rectification of swimming bacteria has been observed when confined in a closed environment partitioned using porous walls with funnel shaped channels. Using Monte Carlo simulations that take into account the mechanical and thermodynamic properties of round-shape cells as well as the effect of noise on the run/tumble process, we show that the long-time behaviour of the system can be mapped onto a simple one-dimensional biased random-walk process. This implies that the many variables that are needed to describe the geometry of the system and the properties of the cells can be reduced to only two generalized variables plus the size of the system itself. We examine how these two variables depend on the initial variables and draw conclusions on the performance of the system when used as a tool to separate cells. Funded by NSERC and the University of Ottawa.

  1. Reaction kinetics in zeolites as a random walk problem: Theory versus experiment

    NASA Astrophysics Data System (ADS)

    Barzykin, A. V.; Hashimoto, S.

    2000-08-01

    We present a continuous time random walk (CTRW) model for the kinetics of pseudo-first-order long-range reactions in zeolites assisted by migration between the adsorption sites. Both Markovian and non-Markovian formulations admit a simple matrix solution in terms of the lattice Green's function. Diffuse-reflectance transient absorption study of triplet anthracene quenching by azulene in NaY zeolite is reported giving a direct visual indication of the long-range reaction between molecules residing in the neighboring cages, reflecting an open structure of the cage network. The Markovian model with unbiased nearest-neighbor CTRW on a diamond lattice of NaY supercages explains the experimental decay data. This practical example demonstrates a general possibility to consistently recover information about intercage transport in zeolites and related microporous materials by using an indicator reaction and an appropriate theoretical interpretation, complementary to conventional NMR techniques.

  2. Non-universal anomalous diffusion and adsorption in asymmetric random walks on hierarchical networks

    NASA Astrophysics Data System (ADS)

    Ball, Lauren; Farris, Alfred; Boettcher, Stefan

    2014-03-01

    We study an asymmetric random walk on a network consisting of a one-dimensional line and hierarchy of small-world links, called the Hanoi network.[2] Walkers are biased along the one-dimensional line, and move in the opposite direction only along the long-range links with a probability p. We study the mean-square displacement ~t 2/dw and find that the anomalous diffusion exponent dw depends on p. The behavior ranges from ballistic motion (dw(p = 0) = 1) to an adsorped state (dw(pc) = ∞). This phase transition to the adsorped state occurs at a finite pc < 1 . We use simulations and the renormalization group to determine these properties. LB thanks the Clare Boothe Luce Foundation for its support.

  3. Branching and annihilating random walks: exact results at low branching rate.

    PubMed

    Benitez, Federico; Wschebor, Nicolás

    2013-05-01

    We present some exact results on the behavior of branching and annihilating random walks, both in the directed percolation and parity conserving universality classes. Contrary to usual perturbation theory, we perform an expansion in the branching rate around the nontrivial pure annihilation (PA) model, whose correlation and response function we compute exactly. With this, the nonuniversal threshold value for having a phase transition in the simplest system belonging to the directed percolation universality class is found to coincide with previous nonperturbative renormalization group (RG) approximate results. We also show that the parity conserving universality class has an unexpected RG fixed point structure, with a PA fixed point which is unstable in all dimensions of physical interest. PMID:23767512

  4. Exact Statistics of Record Increments of Random Walks and Lévy Flights

    NASA Astrophysics Data System (ADS)

    Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory

    2016-07-01

    We study the statistics of increments in record values in a time series {x0=0 ,x1,x2,…,xn} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n , and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q (n ) that the record increments decrease monotonically up to step n . Remarkably, Q (n ) is universal (i.e., independent of the jump distribution) for each n , decaying as Q (n )˜A /√{n } for large n , with a universal amplitude A =e /√{π }=1.533 62 ….

  5. Exact Statistics of Record Increments of Random Walks and Lévy Flights.

    PubMed

    Godrèche, Claude; Majumdar, Satya N; Schehr, Grégory

    2016-07-01

    We study the statistics of increments in record values in a time series {x_{0}=0,x_{1},x_{2},…,x_{n}} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q(n) that the record increments decrease monotonically up to step n. Remarkably, Q(n) is universal (i.e., independent of the jump distribution) for each n, decaying as Q(n)∼A/sqrt[n] for large n, with a universal amplitude A=e/sqrt[π]=1.53362…. PMID:27419552

  6. Fuzzy overlapping community detection based on local random walk and multidimensional scaling

    NASA Astrophysics Data System (ADS)

    Wang, Wenjun; Liu, Dong; Liu, Xiao; Pan, Lin

    2013-12-01

    A fuzzy overlapping community is an important kind of overlapping community in which each node belongs to each community to different extents. It exists in many real networks but how to identify a fuzzy overlapping community is still a challenging task. In this work, the concept of local random walk and a new distance metric are introduced. Based on the new distance measurement, the dissimilarity index between each node of a network is calculated firstly. Then in order to keep the original node distance as much as possible, the network structure is mapped into low-dimensional space by the multidimensional scaling (MDS). Finally, the fuzzy c-means clustering is employed to find fuzzy communities in a network. The experimental results show that the proposed algorithm is effective and efficient to identify the fuzzy overlapping communities in both artificial networks and real-world networks.

  7. 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.

  8. 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

  9. Open quantum random walks: Bistability on pure states and ballistically induced diffusion

    NASA Astrophysics Data System (ADS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2013-12-01

    Open quantum random walks (OQRWs) deal with quantum random motions on a line for systems with internal and orbital degrees of freedom. The internal system behaves as a quantum random gyroscope coding for the direction of the orbital moves. We reveal the existence of a transition, depending on OQRW moduli, in the internal system behaviors from simple oscillations to random flips between two unstable pure states. This induces a transition in the orbital motions from the usual diffusion to ballistically induced diffusion with a large mean free path and large effective diffusion constant at large times. We also show that mixed states of the internal system are converted into random pure states during the process. We touch upon possible experimental realizations.

  10. Scaling Behavior of the First Arrival Time of a Random-Walking Magnetic Domain

    NASA Astrophysics Data System (ADS)

    Im, M.-Y.; Lee, S.-H.; Kim, D.-H.; Fischer, P.; Shin, S.-C.

    2008-04-01

    We report a universal scaling behavior of the first arrival time of a traveling magnetic domain wall into a finite space-time observation window of a magneto-optical microscope enabling direct visualization of a Barkhausen avalanche in real time. The first arrival time of the traveling magnetic domain wall exhibits a nontrivial fluctuation and its statistical distribution is described by universal power-law scaling with scaling exponents of 1.34±0.07 for CoCr and CoCrPt films, despite their quite different domain evolution patterns. Numerical simulation of the first arrival time with an assumption that the magnetic domain wall traveled as a random walker well matches our experimentally observed scaling behavior, providing an experimental support for the random-walking model of traveling magnetic domain walls.

  11. Scaling behavior of the first arrival time of a random-walking magnetic domain.

    PubMed

    Im, M-Y; Lee, S-H; Kim, D-H; Fischer, P; Shin, S-C

    2008-04-25

    We report a universal scaling behavior of the first arrival time of a traveling magnetic domain wall into a finite space-time observation window of a magneto-optical microscope enabling direct visualization of a Barkhausen avalanche in real time. The first arrival time of the traveling magnetic domain wall exhibits a nontrivial fluctuation and its statistical distribution is described by universal power-law scaling with scaling exponents of 1.34+/-0.07 for CoCr and CoCrPt films, despite their quite different domain evolution patterns. Numerical simulation of the first arrival time with an assumption that the magnetic domain wall traveled as a random walker well matches our experimentally observed scaling behavior, providing an experimental support for the random-walking model of traveling magnetic domain walls. PMID:18518241

  12. Scaling Behavior of the First Arrival Time of a Random-Walking Magnetic Domain

    SciTech Connect

    Im, M.-Y.; Lee, S.-H.; Kim, D.-H.; Fischer, P.; Shin, S.-C.

    2008-02-04

    We report a universal scaling behavior of the first arrival time of a traveling magnetic domain wall into a finite space-time observation window of a magneto-optical microscope enabling direct visualization of a Barkhausen avalanche in real time. The first arrival time of the traveling magnetic domain wall exhibits a nontrivial fluctuation and its statistical distribution is described by universal power-law scaling with scaling exponents of 1.34 {+-} 0.07 for CoCr and CoCrPt films, despite their quite different domain evolution patterns. Numerical simulation of the first arrival time with an assumption that the magnetic domain wall traveled as a random walker well matches our experimentally observed scaling behavior, providing an experimental support for the random-walking model of traveling magnetic domain walls.

  13. Monotonic continuous-time random walks with drift and stochastic reset events

    NASA Astrophysics Data System (ADS)

    Montero, Miquel; Villarroel, Javier

    2013-01-01

    In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonic continuous-time random walks with a constant drift: The process increases between the reset events, either by the effect of the random jumps, or by the action of the deterministic drift. As a result of all these combined factors interesting properties emerge, like the existence (for any drift strength) of a stationary transition probability density function, or the faculty of the model to reproduce power-law-like behavior. General formulas for two extreme statistics, the survival probability, and the mean exit time are also derived. To corroborate in an independent way the results of the paper, Monte Carlo methods were used. These numerical estimations are in full agreement with the analytical predictions.

  14. Random walks with efficient search and contextually adapted image similarity for deformable registration.

    PubMed

    Tang, Lisa Y W; Hamarneh, Ghassan

    2013-01-01

    We develop a random walk-based image registration method that incorporates two novelties: 1) a progressive optimization scheme that conducts the solution search efficiently via a novel use of information derived from the obtained probabilistic solution, and 2) a data-likelihood re-weighting step that contextually performs feature selection in a spatially adaptive manner so that the data costs are based primarily on trusted information sources. Synthetic experiments on three public datasets of different anatomical regions and modalities showed that our method performed efficient search without sacrificing registration accuracy. Experiments performed on 60 real brain image pairs from a public dataset also demonstrated our method's better performance over existing non-probabilistic image registration methods. PMID:24579122

  15. 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.

  16. 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.

  17. On domain decomposition preconditioner of BPS type for finite element discretizations of 3D elliptic equations

    NASA Astrophysics Data System (ADS)

    Korneev, V. G.

    2012-09-01

    BPS is a well known an efficient and rather general domain decomposition Dirichlet-Dirichlet type preconditioner, suggested in the famous series of papers Bramble, Pasciak and Schatz (1986-1989). Since then, it has been serving as the origin for the whole family of domain decomposition Dirichlet-Dirichlet type preconditioners-solvers as for h so hp discretizations of elliptic problems. For its original version, designed for h discretizations, the named authors proved the bound O(1 + log2 H/ h) for the relative condition number under some restricting conditions on the domain decomposition and finite element discretization. Here H/ h is the maximal relation of the characteristic size H of a decomposition subdomain to the mesh parameter h of its discretization. It was assumed that subdomains are images of the reference unite cube by trilinear mappings. Later similar bounds related to h discretizations were proved for more general domain decompositions, defined by means of coarse tetrahedral meshes. These results, accompanied by the development of some special tools of analysis aimed at such type of decompositions, were summarized in the book of Toselli and Widlund (2005). This paper is also confined to h discretizations. We further expand the range of admissible domain decompositions for constructing BPS preconditioners, in which decomposition subdomains can be convex polyhedrons, satisfying some conditions of shape regularity. We prove the bound for the relative condition number with the same dependence on H/ h as in the bound given above. Along the way to this result, we simplify the proof of the so called abstract bound for the relative condition number of the domain decomposition preconditioner. In the part, related to the analysis of the interface sub-problem preconditioning, our technical tools are generalization of those used by Bramble, Pasciak and Schatz.

  18. Analytic Theory and Numerical Study of the Magnetic Field Line Random Walk in Reduced Magnetohydrodynamic Turbulence

    NASA Astrophysics Data System (ADS)

    Ruffolo, D. J.; Snodin, A. P.; Oughton, S.; Servidio, S.; Matthaeus, W. H.

    2013-12-01

    The random walk of magnetic field lines is examined analytically and numerically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A nonperturbative theory of magnetic field line diffusion [1] is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. The theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R=10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from RMHD simulation are compared with and without phase randomization, demonstrating an effect of coherent structures on the field line random walk for low Kubo number. Partially supported by a postdoctoral fellowship from Mahidol University, the Thailand Research Fund, POR Calabria FSE-2007/2013, the US NSF (AGS-1063439 and SHINE AGS-1156094), NASA (Heliophysics Theory NNX08AI47G & NNX11AJ44G), by the Solar Probe Plus Project through the ISIS Theory team, by the MMS Theory and Modeling team, and by EU Marie Curie Project FP7 PIRSES-2010-269297 'Turboplasmas' at Università della Calabria. [1] D. Ruffolo and W. H. Matthaeus, Phys. Plasmas, 20, 012308 (2013).

  19. Lumen Segmentation in Intravascular Optical Coherence Tomography Using Backscattering Tracked and Initialized Random Walks.

    PubMed

    Guha Roy, Abhijit; Conjeti, Sailesh; Carlier, Stéphane G; Dutta, Pranab K; Kastrati, Adnan; Laine, Andrew F; Navab, Nassir; Katouzian, Amin; Sheet, Debdoot

    2016-03-01

    Intravascular imaging using ultrasound or optical coherence tomography (OCT) is predominantly used to adjunct clinical information in interventional cardiology. OCT provides high-resolution images for detailed investigation of atherosclerosis-induced thickening of the lumen wall resulting in arterial blockage and triggering acute coronary events. However, the stochastic uncertainty of speckles limits effective visual investigation over large volume of pullback data, and clinicians are challenged by their inability to investigate subtle variations in the lumen topology associated with plaque vulnerability and onset of necrosis. This paper presents a lumen segmentation method using OCT imaging physics-based graph representation of signals and random walks image segmentation approaches. The edge weights in the graph are assigned incorporating OCT signal attenuation physics models. Optical backscattering maxima is tracked along each A-scan of OCT and is subsequently refined using global graylevel statistics and used for initializing seeds for the random walks image segmentation. Accuracy of lumen versus tunica segmentation has been measured on 15 in vitro and 6 in vivo pullbacks, each with 150-200 frames using 1) Cohen's kappa coefficient (0.9786 ±0.0061) measured with respect to cardiologist's annotation and 2) divergence of histogram of the segments computed with Kullback-Leibler (5.17 ±2.39) and Bhattacharya measures (0.56 ±0.28). High segmentation accuracy and consistency substantiates the characteristics of this method to reliably segment lumen across pullbacks in the presence of vulnerability cues and necrotic pool and has a deterministic finite time-complexity. This paper in general also illustrates the development of methods and framework for tissue classification and segmentation incorporating cues of tissue-energy interaction physics in imaging. PMID:25700476

  20. A posteriori error estimates for finite volume approximations of elliptic equations on general surfaces

    SciTech Connect

    Ju, Lili; Tian, Li; Wang, Desheng

    2009-01-01

    In this paper, we present a residual-based a posteriori error estimate for the finite volume discretization of steady convection– diffusion–reaction equations defined on surfaces in R3, which are often implicitly represented as level sets of smooth functions. Reliability and efficiency of the proposed a posteriori error estimator are rigorously proved. Numerical experiments are also conducted to verify the theoretical results and demonstrate the robustness of the error estimator.

  1. The elliptic sinh-Gordon equation and the construction of toroidal soap bubbles

    SciTech Connect

    Spruck, J.

    1987-10-01

    In this paper we study all positive solutions to the nonlinear eigenvalue problem ..delta.. u + lambda sinh u = 0 on a symmetric domain D. We characterize the limit solution as lambda tends to zero. For a rectangle we prove that the solutions are unique and have a hidden additional symmetry property. This equation figures prominently in recent work on the construction of compact soap bubbles of genus 1. 11 refs.

  2. Effects of Practice on Task Architecture: Combined Evidence from Interference Experiments and Random-Walk Models of Decision Making

    ERIC Educational Resources Information Center

    Kamienkowski, Juan E.; Pashler, Harold; Dehaene, Stanislas; Sigman, Mariano

    2011-01-01

    Does extensive practice reduce or eliminate central interference in dual-task processing? We explored the reorganization of task architecture with practice by combining interference analysis (delays in dual-task experiment) and random-walk models of decision making (measuring the decision and non-decision contributions to RT). The main delay…

  3. Solutions for semilinear elliptic equations with critical exponents and Hardy potential

    NASA Astrophysics Data System (ADS)

    Cao, Daomin; Han, Pigong

    In this paper, we answer affirmatively an open problem (cf. Theorem 4' in Ferrero and Gazzola (J. Differential Equations 177 (2001) 494): Let Ω∋0 be an open-bounded domain, Ω⊂R N(N⩾5) and assume that 0⩽μ<( {N-2}/{2}) 2-( {N+2}/{N}) 2, then, for all λ>0 there exists a nontrivial solution with critical level in the range (0, {1}/{N}S μ{N}/{2}) for the problem -Δu-μ {u}/{|x| 2}=λu+|u| 2 ∗-2 u in Ω; u=0 on ∂Ω.

  4. A comparison of iterative methods for a model coupled system of elliptic equations

    SciTech Connect

    Donato, J.M.

    1993-08-01

    Many interesting areas of current industry work deal with non-linear coupled systems of partial differential equations. We examine iterative methods for the solution of a model two-dimensional coupled system based on a linearized form of the two carrier drift-diffusion equations from semiconductor modeling. Discretizing this model system yields a large non-symmetric indefinite sparse matrix. To solve the model system various point and block methods, including the hybrid iterative method Alternate Block Factorization (ABF), are applied. We also employ GMRES with various preconditioners, including block and point incomplete LU (ILU) factorizations. The performance of these methods is compared. It is seen that the preferred ordering of the grid variables and the choice of iterative method are dependent upon the magnitudes of the coupling parameters. For this model, ABF is the most robust of the non-accelerated iterative methods. Among the preconditioners employed with GMRES, the blocked ``by grid point`` version of both the ILU and MILU preconditioners are the most robust and the most time efficient over the wide range of parameter values tested. This information may aid in the choice of iterative methods and preconditioners for solving more complicated, yet analogous, coupled systems.

  5. A general algorithm for the solution of Kepler's equation for elliptic orbits

    NASA Technical Reports Server (NTRS)

    Ng, E. W.

    1979-01-01

    An efficient algorithm is presented for the solution of Kepler's equation f(E)=E-M-e sin E=0, where e is the eccentricity, M the mean anomaly and E the eccentric anomaly. This algorithm is based on simple initial approximations that are cubics in M, and an iterative scheme that is a slight generalization of the Newton-Raphson method. Extensive testing of this algorithm has been performed on the UNIVAC 1108 computer. Solutions for 20,000 pairs of values of e and M show that for single precision, 42.0% of the cases require one iteration, 57.8% two and 0.2% three. For double precision one additional iteration is required.

  6. On Lambert’s problem and the elliptic time of flight equation: A simple semi-analytical inversion method

    NASA Astrophysics Data System (ADS)

    Wailliez, Sébastien E.

    2014-03-01

    In the two-body model, time of flight between two positions can be expressed as a single-variable function and a variety of formulations exist. Lambert’s problem can be solved by inverting such a function. In this article, a method which inverts Lagrange’s flight time equation and supports the problematic 180° transfer is proposed. This method relies on a Householder algorithm of variable order. However, unlike other iterative methods, it is semi-analytical in the sense that flight time functions are derived analytically to second order vs. first order finite differences. The author investigated the profile of Lagrange’s elliptic flight time equation and its derivatives with a special focus on their significance to the behaviour of the proposed method and the stated goal of guaranteed convergence. Possible numerical deficiencies were identified and dealt with. As a test, 28 scenarios of variable difficulty were designed to cover a wide variety of geometries. The context of this research being the orbit determination of artificial satellites and debris, the scenarios are representative of typical such objects in Low-Earth, Geostationary and Geostationary Transfer Orbits. An analysis of the computational impact of the quality of the initial guess vs. that of the order of the method was also done, providing clues for further research and optimisations (e.g. asteroids, long period comets, multi-revolution cases). The results indicate fast to very fast convergence in all test cases, they validate the numerical safeguards and also give a quantitative assessment of the importance of the initial guess.

  7. Characterizing gene sets using discriminative random walks with restart on heterogeneous biological networks

    PubMed Central

    Blatti, Charles; Sinha, Saurabh

    2016-01-01

    Motivation: Analysis of co-expressed gene sets typically involves testing for enrichment of different annotations or ‘properties’ such as biological processes, pathways, transcription factor binding sites, etc., one property at a time. This common approach ignores any known relationships among the properties or the genes themselves. It is believed that known biological relationships among genes and their many properties may be exploited to more accurately reveal commonalities of a gene set. Previous work has sought to achieve this by building biological networks that combine multiple types of gene–gene or gene–property relationships, and performing network analysis to identify other genes and properties most relevant to a given gene set. Most existing network-based approaches for recognizing genes or annotations relevant to a given gene set collapse information about different properties to simplify (homogenize) the networks. Results: We present a network-based method for ranking genes or properties related to a given gene set. Such related genes or properties are identified from among the nodes of a large, heterogeneous network of biological information. Our method involves a random walk with restarts, performed on an initial network with multiple node and edge types that preserve more of the original, specific property information than current methods that operate on homogeneous networks. In this first stage of our algorithm, we find the properties that are the most relevant to the given gene set and extract a subnetwork of the original network, comprising only these relevant properties. We then re-rank genes by their similarity to the given gene set, based on a second random walk with restarts, performed on the above subnetwork. We demonstrate the effectiveness of this algorithm for ranking genes related to Drosophila embryonic development and aggressive responses in the brains of social animals. Availability and Implementation: DRaWR was implemented as

  8. Solvability of the Dirichlet problem for an inhomogeneous second-order elliptic equation

    NASA Astrophysics Data System (ADS)

    Gushchin, A. K.

    2015-10-01

    We consider a statement of the Dirichlet problem which generalizes the notions of classical and weak solutions, in which a solution belongs to the space of (n-1)-dimensionally continuous functions with values in the space L_p. The property of (n-1)-dimensional continuity is similar to the classical definition of uniform continuity; however, instead of the value of a function at a point, it looks at the trace of the function on measures in a special class, that is, elements of the space L_p with respect to these measures. Up to now, the problem in the statement under consideration has not been studied in sufficient detail. This relates first to the question of conditions on the right-hand side of the equation which ensure the solvability of the problem. The main results of the paper are devoted to just this question. We discuss the terms in which these conditions can be expressed. In addition, the way the behaviour of a solution near the boundary depends on the right-hand side is investigated. Bibliography: 47 titles.

  9. Diagonal Ising susceptibility: elliptic integrals, modular forms and Calabi-Yau equations

    NASA Astrophysics Data System (ADS)

    Assis, M.; Boukraa, S.; Hassani, S.; van Hoeij, M.; Maillard, J.-M.; McCoy, B. M.

    2012-02-01

    We give the exact expressions of the partial susceptibilities χ(3)d and χ(4)d for the diagonal susceptibility of the Ising model in terms of modular forms and Calabi-Yau ODEs, and more specifically, 3F2([1/3, 2/3, 3/2], [1, 1] z) and 4F3([1/2, 1/2, 1/2, 1/2], [1, 1, 1] z) hypergeometric functions. By solving the connection problems we analytically compute the behavior at all finite singular points for χ(3)d and χ(4)d. We also give new results for χ(5)d. We see, in particular, the emergence of a remarkable order-6 operator, which is such that its symmetric square has a rational solution. These new exact results indicate that the linear differential operators occurring in the n-fold integrals of the Ising model are not only ‘derived from geometry’ (globally nilpotent), but actually correspond to ‘special geometry’ (homomorphic to their formal adjoint). This raises the question of seeing if these ‘special geometry’ Ising operators are ‘special’ ones, reducing, in fact systematically, to (selected, k-balanced, ...) q + 1Fq hypergeometric functions, or correspond to the more general solutions of Calabi-Yau equations.

  10. 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

  11. 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.

  12. Continuous time random walk analysis of solute transport in fractured porous media

    SciTech Connect

    Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens

    2008-06-01

    The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.

  13. 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).

  14. 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.

  15. Open Quantum Random Walks: Ergodicity, Hitting Times, Gambler's Ruin and Potential Theory

    NASA Astrophysics Data System (ADS)

    Lardizabal, Carlos F.; Souza, Rafael R.

    2016-07-01

    In this work we study certain aspects of open quantum random walks (OQRWs), a class of quantum channels described by Attal et al. (J Stat Phys 147: 832-852, 2012). As a first objective we consider processes which are nonhomogeneous in time, i.e., at each time step, a possibly distinct evolution kernel. Inspired by a spectral technique described by Saloff-Coste and Zúñiga (Stoch Proc Appl 117: 961-979, 2007), we define a notion of ergodicity for finite nonhomogeneous quantum Markov chains and describe a criterion for ergodicity of such objects in terms of singular values. As a second objective, and based on a quantum trajectory approach, we study a notion of hitting time for OQRWs and we see that many constructions are variations of well-known classical probability results, with the density matrix degree of freedom on each site giving rise to systems which are seen to be nonclassical. In this way we are able to examine open quantum versions of the gambler's ruin, birth-and-death chain and a basic theorem on potential theory.

  16. Random Walks in Anderson's Garden: A Journey from Cuprates to Cooper Pair Insulators and Beyond

    NASA Astrophysics Data System (ADS)

    Baskaran, G.

    Anderson's Garden is a drawing presented to Philip W. Anderson on the eve of his 60th birthday celebration, in 1983, by a colleague (author unknown). This cartoon (Fig. 1) succinctly depicts some of Anderson's pre-1983 works. As an avid reader of Anderson's papers, a random walk in Anderson's garden had become a part of my routine since graduate school days. This was of immense help and prepared me for a wonderful collaboration with Anderson on the theory of high-Tc cuprates and quantum spin liquids at Princeton. Here I narrate this story, ending with a brief summary of my ongoing theoretical efforts to extend Anderson's RVB theory for superconductivity to encompass the recently observed high-temperature (Tc ~ 203K) superconductivity in solid H2S at pressure ~200GPa. In H2S molecule, four valence electrons form two saturated covalent bonds, H-S-H. These bond singlets are confined Cooper pairs close to chemical potential. Solid H2S is a Cooper pair insulator. Pressure changes the structure and not the number of valence electrons. Bond singlet pairing tendency continues and new S-S and H-H bonds are formed. S-S bonds are mostly saturated. However, hydrogen sublattice has unsaturated H-H bonds. It prepares ground for a RVB superconducting state.

  17. 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

  18. 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.

  19. 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.

  20. Effective pore-scale dispersion upscaling with a correlated continuous time random walk approach

    NASA Astrophysics Data System (ADS)

    Le Borgne, T.; Bolster, D.; Dentz, M.; de Anna, P.; Tartakovsky, A.

    2011-12-01

    We investigate the upscaling of dispersion from a pore-scale analysis of Lagrangian velocities. A key challenge in the upscaling procedure is to relate the temporal evolution of spreading to the pore-scale velocity field properties. We test the hypothesis that one can represent Lagrangian velocities at the pore scale as a Markov process in space. The resulting effective transport model is a continuous time random walk (CTRW) characterized by a correlated random time increment, here denoted as correlated CTRW. We consider a simplified sinusoidal wavy channel model as well as a more complex heterogeneous pore space. For both systems, the predictions of the correlated CTRW model, with parameters defined from the velocity field properties (both distribution and correlation), are found to be in good agreement with results from direct pore-scale simulations over preasymptotic and asymptotic times. In this framework, the nontrivial dependence of dispersion on the pore boundary fluctuations is shown to be related to the competition between distribution and correlation effects. In particular, explicit inclusion of spatial velocity correlation in the effective CTRW model is found to be important to represent incomplete mixing in the pore throats.

  1. 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.

  2. 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.

  3. Path statistics, memory, and coarse-graining of continuous-time random walks on networks.

    PubMed

    Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V

    2015-12-01

    Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs. PMID:26646868

  4. Path statistics, memory, and coarse-graining of continuous-time random walks on networks

    NASA Astrophysics Data System (ADS)

    Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V.

    2015-12-01

    Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.

  5. RRW: repeated random walks on genome-scale protein networks for local cluster discovery

    PubMed Central

    Macropol, Kathy; Can, Tolga; Singh, Ambuj K

    2009-01-01

    Background We propose an efficient and biologically sensitive algorithm based on repeated random walks (RRW) for discovering functional modules, e.g., complexes and pathways, within large-scale protein networks. Compared to existing cluster identification techniques, RRW implicitly makes use of network topology, edge weights, and long range interactions between proteins. Results We apply the proposed technique on a functional network of yeast genes and accurately identify statistically significant clusters of proteins. We validate the biological significance of the results using known complexes in the MIPS complex catalogue database and well-characterized biological processes. We find that 90% of the created clusters have the majority of their catalogued proteins belonging to the same MIPS complex, and about 80% have the majority of their proteins involved in the same biological process. We compare our method to various other clustering techniques, such as the Markov Clustering Algorithm (MCL), and find a significant improvement in the RRW clusters' precision and accuracy values. Conclusion RRW, which is a technique that exploits the topology of the network, is more precise and robust in finding local clusters. In addition, it has the added flexibility of being able to find multi-functional proteins by allowing overlapping clusters. PMID:19740439

  6. 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

  7. Solvable continuous-time random walk model of the motion of tracer particles through porous media.

    PubMed

    Fouxon, Itzhak; Holzner, Markus

    2016-08-01

    We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015)PLEEE81539-375510.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ, length l, and velocity v. We solve our model with independent l and v. The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α. Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α, ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ. Universality of tracer diffusion in the porous medium is considered. PMID:27627271

  8. Calibration of Discrete Random Walk (DRW) Model via G.I Taylor's Dispersion Theory

    NASA Astrophysics Data System (ADS)

    Javaherchi, Teymour; Aliseda, Alberto

    2012-11-01

    Prediction of particle dispersion in turbulent flows is still an important challenge with many applications to environmental, as well as industrial, fluid mechanics. Several models of dispersion have been developed to predict particle trajectories and their relative velocities, in combination with a RANS-based simulation of the background flow. The interaction of the particles with the velocity fluctuations at different turbulent scales represents a significant difficulty in generalizing the models to the wide range of flows where they are used. We focus our attention on the Discrete Random Walk (DRW) model applied to flow in a channel, particularly to the selection of eddies lifetimes as realizations of a Poisson distribution with a mean value proportional to κ / ɛ . We present a general method to determine the constant of this proportionality by matching the DRW model dispersion predictions for fluid element and particle dispersion to G.I Taylor's classical dispersion theory. This model parameter is critical to the magnitude of predicted dispersion. A case study of its influence on sedimentation of suspended particles in a tidal channel with an array of Marine Hydrokinetic (MHK) turbines highlights the dependency of results on this time scale parameter. Support from US DOE through the Northwest National Marine Renewable Energy Center, a UW-OSU partnership.

  9. A continuous time random walk approach to model biogeochemical processes in rivers and hyporheic water

    NASA Astrophysics Data System (ADS)

    Aubeneau, A. F.; Drummond, J. D.; Packman, A. I.

    2011-12-01

    Exchange of solutes and particles between river channels and the subsurface is critical for biogeochemical processes in rivers. Subsurface water moves slowly, delaying downstream transport and providing ample time for reactions to proceed. We present a stochastic modeling framework for the transport of reactive solutes in rivers based on continuous time random walk theory. This model includes solute transport, storage, and reactions in both the channel and the bed. Hyporheic residence times can take any distribution. The model produces realistic breakthrough curves for conservative and reactive solutes. Reactive solutes breakthrough curves exhibit characteristic late time truncation. We have also extended the model for river networks and use it to assess how the interaction of exchange rates, residence time distributions and reaction rates affect export at the watershed scale. We show that extended travel times reduce total export, but in proportions that vary with reaction kinetics relative to transport rates. When reactions are fast relative to transport rates, exchange between the surface and subsurface tend to control removal whereas for slow reactions, residence time distributions become more important.

  10. Laplacian normalization and random walk on heterogeneous networks for disease-gene prioritization.

    PubMed

    Zhao, Zhi-Qin; Han, Guo-Sheng; Yu, Zu-Guo; Li, Jinyan

    2015-08-01

    Random walk on heterogeneous networks is a recently emerging approach to effective disease gene prioritization. Laplacian normalization is a technique capable of normalizing the weight of edges in a network. We use this technique to normalize the gene matrix and the phenotype matrix before the construction of the heterogeneous network, and also use this idea to define the transition matrices of the heterogeneous network. Our method has remarkably better performance than the existing methods for recovering known gene-phenotype relationships. The Shannon information entropy of the distribution of the transition probabilities in our networks is found to be smaller than the networks constructed by the existing methods, implying that a higher number of top-ranked genes can be verified as disease genes. In fact, the most probable gene-phenotype relationships ranked within top 3 or top 5 in our gene lists can be confirmed by the OMIM database for many cases. Our algorithms have shown remarkably superior performance over the state-of-the-art algorithms for recovering gene-phenotype relationships. All Matlab codes can be available upon email request. PMID:25736609

  11. Random Walk-Based Solution to Triple Level Stochastic Point Location Problem.

    PubMed

    Jiang, Wen; Huang, De-Shuang; Li, Shenghong

    2016-06-01

    This paper considers the stochastic point location (SPL) problem as a learning mechanism trying to locate a point on a real line via interacting with a random environment. Compared to the stochastic environment in the literatures that confines the learning mechanism to moving in two directions, i.e., left or right, this paper introduces a general triple level stochastic environment which not only tells the learning mechanism to go left or right, but also informs it to stay unmoved. It is easy to understand, as we will prove in this paper, that the environment reported in the previous literatures is just a special case of the triple level environment. And a new learning algorithm, named as random walk-based triple level learning algorithm, is proposed to locate an unknown point under this new type of environment. In order to examine the performance of this algorithm, we divided the triple level SPL problems into four distinguished scenarios by the properties of the unknown point and the stochastic environment, and proved that even under the triple level nonstationary environment and the convergence condition having not being satisfied for some time, which are rarely considered in existing SPL problems, the proposed learning algorithm is still working properly whenever the unknown point is static or evolving with time. Extensive experiments validate our theoretical analyses and demonstrate that the proposed learning algorithms are quite effective and efficient. PMID:26168455

  12. 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.

  13. Context-free pairs of groups II — Cuts, tree sets, and random walks

    PubMed Central

    Woess, Wolfgang

    2012-01-01

    This is a continuation of the study, begun by Ceccherini-Silberstein and Woess (2009) [5], of context-free pairs of groups and the related context-free graphs in the sense of Muller and Schupp (1985) [22]. The graphs under consideration are Schreier graphs of a subgroup of some finitely generated group, and context-freeness relates to a tree-like structure of those graphs. Instead of the cones of Muller and Schupp (1985) [22] (connected components resulting from deletion of finite balls with respect to the graph metric), a more general approach to context-free graphs is proposed via tree sets consisting of cuts of the graph, and associated structure trees. The existence of tree sets with certain “good” properties is studied. With a tree set, a natural context-free grammar is associated. These investigations of the structure of context free pairs, resp. graphs are then applied to study random walk asymptotics via complex analysis. In particular, a complete proof of the local limit theorem for return probabilities on any virtually free group is given, as well as on Schreier graphs of a finitely generated subgoup of a free group. This extends, respectively completes, the significant work of Lalley (1993, 2001) [18,20]. PMID:22267873

  14. 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.

  15. Open Quantum Random Walks: Ergodicity, Hitting Times, Gambler's Ruin and Potential Theory

    NASA Astrophysics Data System (ADS)

    Lardizabal, Carlos F.; Souza, Rafael R.

    2016-09-01

    In this work we study certain aspects of open quantum random walks (OQRWs), a class of quantum channels described by Attal et al. (J Stat Phys 147: 832-852, 2012). As a first objective we consider processes which are nonhomogeneous in time, i.e., at each time step, a possibly distinct evolution kernel. Inspired by a spectral technique described by Saloff-Coste and Zúñiga (Stoch Proc Appl 117: 961-979, 2007), we define a notion of ergodicity for finite nonhomogeneous quantum Markov chains and describe a criterion for ergodicity of such objects in terms of singular values. As a second objective, and based on a quantum trajectory approach, we study a notion of hitting time for OQRWs and we see that many constructions are variations of well-known classical probability results, with the density matrix degree of freedom on each site giving rise to systems which are seen to be nonclassical. In this way we are able to examine open quantum versions of the gambler's ruin, birth-and-death chain and a basic theorem on potential theory.

  16. 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

  17. Approximations of optimal control problems for semilinear elliptic equations with discontinuous coefficients and states and with controls in the coefficients multiplying the highest derivatives

    NASA Astrophysics Data System (ADS)

    Lubyshev, F. V.; Fairuzov, M. E.

    2016-07-01

    Mathematical formulations of nonlinear optimal control problems for semilinear elliptic equations with discontinuous coefficients and solutions and with controls in the coefficients multiplying the highest derivatives are studied. Finite difference approximations of optimization problems are constructed, and the approximation error is estimated with respect to the state and the cost functional. Weak convergence of the approximations with respect to the control is proved. The approximations are regularized in the sense of Tikhonov.

  18. Numerical study of hydrogen-air supersonic combustion by using elliptic and parabolized equations. Progress report, 1 December 1985-31 May 1986

    SciTech Connect

    Chitsomboon, T.; Tiwari, S.N.

    1986-08-01

    The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.

  19. Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model

    NASA Astrophysics Data System (ADS)

    Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.

    2008-09-01

    We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.

  20. SU-D-201-06: Random Walk Algorithm Seed Localization Parameters in Lung Positron Emission Tomography (PET) Images

    SciTech Connect

    Soufi, M; Asl, A Kamali; Geramifar, P

    2015-06-15

    Purpose: The objective of this study was to find the best seed localization parameters in random walk algorithm application to lung tumor delineation in Positron Emission Tomography (PET) images. Methods: PET images suffer from statistical noise and therefore tumor delineation in these images is a challenging task. Random walk algorithm, a graph based image segmentation technique, has reliable image noise robustness. Also its fast computation and fast editing characteristics make it powerful for clinical purposes. We implemented the random walk algorithm using MATLAB codes. The validation and verification of the algorithm have been done by 4D-NCAT phantom with spherical lung lesions in different diameters from 20 to 90 mm (with incremental steps of 10 mm) and different tumor to background ratios of 4:1 and 8:1. STIR (Software for Tomographic Image Reconstruction) has been applied to reconstruct the phantom PET images with different pixel sizes of 2×2×2 and 4×4×4 mm{sup 3}. For seed localization, we selected pixels with different maximum Standardized Uptake Value (SUVmax) percentages, at least (70%, 80%, 90% and 100%) SUVmax for foreground seeds and up to (20% to 55%, 5% increment) SUVmax for background seeds. Also, for investigation of algorithm performance on clinical data, 19 patients with lung tumor were studied. The resulted contours from algorithm have been compared with nuclear medicine expert manual contouring as ground truth. Results: Phantom and clinical lesion segmentation have shown that the best segmentation results obtained by selecting the pixels with at least 70% SUVmax as foreground seeds and pixels up to 30% SUVmax as background seeds respectively. The mean Dice Similarity Coefficient of 94% ± 5% (83% ± 6%) and mean Hausdorff Distance of 1 (2) pixels have been obtained for phantom (clinical) study. Conclusion: The accurate results of random walk algorithm in PET image segmentation assure its application for radiation treatment planning and

  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. 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

  3. Magnetic Field Line Random Walk in Isotropic Turbulence with Varying Mean Field

    NASA Astrophysics Data System (ADS)

    Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.; Rowlands, G.; Vyas, S.

    2016-08-01

    In astrophysical plasmas, the magnetic field line random walk (FLRW) plays an important role in guiding particle transport. The FLRW behavior is scaled by the Kubo number R=(b/{B}0)({{\\ell }}\\parallel /{{\\ell }}\\perp ) for rms magnetic fluctuation b, large-scale mean field {{\\boldsymbol{B}}}0, and coherence scales parallel ({{\\ell }}\\parallel ) and perpendicular ({{\\ell }}\\perp ) to {{\\boldsymbol{B}}}0. Here we use a nonperturbative analytic framework based on Corrsin’s hypothesis, together with direct computer simulations, to examine the R-scaling of the FLRW for varying B 0 with finite b and isotropic fluctuations with {{\\ell }}\\parallel /{{\\ell }}\\perp =1, instead of the well-studied route of varying {{\\ell }}\\parallel /{{\\ell }}\\perp for b \\ll {B}0. The FLRW for isotropic magnetic fluctuations is also of astrophysical interest regarding transport processes in the interstellar medium. With a mean field, fluctuations may have variance anisotropy, so we consider limiting cases of isotropic variance and transverse variance (with b z = 0). We obtain analytic theories, and closed-form solutions for extreme cases. Padé approximants are provided to interpolate all versions of theory and simulations to any B 0. We demonstrate that, for isotropic turbulence, Corrsin-based theories generally work well, and with increasing R there is a transition from quasilinear to Bohm diffusion. This holds even with b z = 0, when different routes to R\\to ∞ are mathematically equivalent; in contrast with previous studies, we find that a Corrsin-based theory with random ballistic decorrelation works well even up to R = 400, where the effects of trapping are barely perceptible in simulation results.

  4. Are the variability properties of the Kepler AGN light curves consistent with a damped random walk?

    NASA Astrophysics Data System (ADS)

    Kasliwal, Vishal P.; Vogeley, Michael S.; Richards, Gordon T.

    2015-08-01

    We test the consistency of active galactic nuclei (AGN) optical flux variability with the damped random walk (DRW) model. Our sample consists of 20 multiquarter Kepler AGN light curves including both Type 1 and 2 Seyferts, radio-loud and -quiet AGN, quasars, and blazars. Kepler observations of AGN light curves offer a unique insight into the variability properties of AGN light curves because of the very rapid (11.6-28.6 min) and highly uniform rest-frame sampling combined with a photometric precision of 1 part in 105 over a period of 3.5 yr. We categorize the light curves of all 20 objects based on visual similarities and find that the light curves fall into five broad categories. We measure the first-order structure function of these light curves and model the observed light curve with a general broken power-law power spectral density (PSD) characterized by a short-time-scale power-law index γ and turnover time-scale τ. We find that less than half the objects are consistent with a DRW and observe variability on short time-scales (˜2 h). The turnover time-scale τ ranges from ˜10-135 d. Interesting structure function features include pronounced dips on rest-frame time-scales ranging from 10-100 d and varying slopes on different time-scales. The range of observed short-time-scale PSD slopes and the presence of dip and varying slope features suggests that the DRW model may not be appropriate for all AGN. We conclude that AGN variability is a complex phenomenon that requires a more sophisticated statistical treatment.

  5. Fast Inbound Top-K Query for Random Walk with Restart

    PubMed Central

    Zhang, Chao; Jiang, Shan; Chen, Yucheng; Sun, Yidan; Han, Jiawei

    2015-01-01

    Random walk with restart (RWR) is widely recognized as one of the most important node proximity measures for graphs, as it captures the holistic graph structure and is robust to noise in the graph. In this paper, we study a novel query based on the RWR measure, called the inbound top-k (Ink) query. Given a query node q and a number k, the Ink query aims at retrieving k nodes in the graph that have the largest weighted RWR scores to q. Ink queries can be highly useful for various applications such as traffic scheduling, disease treatment, and targeted advertising. Nevertheless, none of the existing RWR computation techniques can accurately and efficiently process the Ink query in large graphs. We propose two algorithms, namely Squeeze and Ripple, both of which can accurately answer the Ink query in a fast and incremental manner. To identify the top-k nodes, Squeeze iteratively performs matrix-vector multiplication and estimates the lower and upper bounds for all the nodes in the graph. Ripple employs a more aggressive strategy by only estimating the RWR scores for the nodes falling in the vicinity of q, the nodes outside the vicinity do not need to be evaluated because their RWR scores are propagated from the boundary of the vicinity and thus upper bounded. Ripple incrementally expands the vicinity until the top-k result set can be obtained. Our extensive experiments on real-life graph data sets show that Ink queries can retrieve interesting results, and the proposed algorithms are orders of magnitude faster than state-of-the-art method. PMID:26709392

  6. Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects.

    PubMed

    Bernini, S; Leporini, D

    2016-05-11

    The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M  =  2) up to entangled polymers (M  =  200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times-when the monomer displacement is comparable to the bond length-a pronounced peak and then decays slowly as t (-1/2), becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours. PMID:27070080

  7. 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).

  8. Directed random walks and constraint programming reveal active pathways in hepatocyte growth factor signaling.

    PubMed

    Kittas, Aristotelis; Delobelle, Aurélien; Schmitt, Sabrina; Breuhahn, Kai; Guziolowski, Carito; Grabe, Niels

    2016-01-01

    An effective means to analyze mRNA expression data is to take advantage of established knowledge from pathway databases, using methods such as pathway-enrichment analyses. However, pathway databases are not case-specific and expression data could be used to infer gene-regulation patterns in the context of specific pathways. In addition, canonical pathways may not always describe the signaling mechanisms properly, because interactions can frequently occur between genes in different pathways. Relatively few methods have been proposed to date for generating and analyzing such networks, preserving the causality between gene interactions and reasoning over the qualitative logic of regulatory effects. We present an algorithm (MCWalk) integrated with a logic programming approach, to discover subgraphs in large-scale signaling networks by random walks in a fully automated pipeline. As an exemplary application, we uncover the signal transduction mechanisms in a gene interaction network describing hepatocyte growth factor-stimulated cell migration and proliferation from gene-expression measured with microarray and RT-qPCR using in-house perturbation experiments in a keratinocyte-fibroblast co-culture. The resulting subgraphs illustrate possible associations of hepatocyte growth factor receptor c-Met nodes, differentially expressed genes and cellular states. Using perturbation experiments and Answer Set programming, we are able to select those which are more consistent with the experimental data. We discover key regulator nodes by measuring the frequency with which they are traversed when connecting signaling between receptors and significantly regulated genes and predict their expression-shift consistently with the measured data. The Java implementation of MCWalk is publicly available under the MIT license at: https://bitbucket.org/akittas/biosubg. PMID:26518250

  9. MAGNETIC FIELD LINE RANDOM WALK IN ISOTROPIC TURBULENCE WITH ZERO MEAN FIELD

    SciTech Connect

    Sonsrettee, W.; Ruffolo, D.; Snodin, A. P.; Wongpan, P.; Subedi, P.; Matthaeus, W. H.; Chuychai, P. E-mail: david.ruf@mahidol.ac.th E-mail: pat.wongpan@postgrad.otago.ac.nz E-mail: prasub@udel.edu

    2015-01-01

    In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B {sub 0})(ℓ{sub ∥}/ℓ ) for rms magnetic fluctuation b, large-scale mean field B {sub 0}, and parallel and perpendicular coherence scales ℓ{sub ∥} and ℓ , respectively. Here we examine the FLRW when R → ∞ by taking B {sub 0} → 0 for finite b{sub z} (fluctuation component along B {sub 0}), which differs from the well-studied route with b{sub z} = 0 or b{sub z} << B {sub 0} as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B {sub 0} = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k {sup –1} or k {sup –2} moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B {sub 0} → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.

  10. Magnetic Field Line Random Walk in Isotropic Turbulence with Zero Mean Field

    NASA Astrophysics Data System (ADS)

    Sonsrettee, W.; Subedi, P.; Ruffolo, D.; Matthaeus, W. H.; Snodin, A. P.; Wongpan, P.; Chuychai, P.

    2015-01-01

    In astrophysical plasmas, magnetic field lines often guide the motions of thermal and non-thermal particles. The field line random walk (FLRW) is typically considered to depend on the Kubo number R = (b/B 0)(l∥/l) for rms magnetic fluctuation b, large-scale mean field B 0, and parallel and perpendicular coherence scales l∥ and l, respectively. Here we examine the FLRW when R → ∞ by taking B 0 → 0 for finite bz (fluctuation component along B 0), which differs from the well-studied route with bz = 0 or bz Lt B 0 as the turbulence becomes quasi-two-dimensional (quasi-2D). Fluctuations with B 0 = 0 are typically isotropic, which serves as a reasonable model of interstellar turbulence. We use a non-perturbative analytic framework based on Corrsin's hypothesis to determine closed-form solutions for the asymptotic field line diffusion coefficient for three versions of the theory, which are directly related to the k -1 or k -2 moment of the power spectrum. We test these theories by performing computer simulations of the FLRW, obtaining the ratio of diffusion coefficients for two different parameterizations of a field line. Comparing this with theoretical ratios, the random ballistic decorrelation version of the theory agrees well with the simulations. All results exhibit an analog to Bohm diffusion. In the quasi-2D limit, previous works have shown that Corrsin-based theories deviate substantially from simulation results, but here we find that as B 0 → 0, they remain in reasonable agreement. We conclude that their applicability is limited not by large R, but rather by quasi-two-dimensionality.

  11. Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects

    NASA Astrophysics Data System (ADS)

    Bernini, S.; Leporini, D.

    2016-05-01

    The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M  =  2) up to entangled polymers (M  =  200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times—when the monomer displacement is comparable to the bond length—a pronounced peak and then decays slowly as t ‑1/2, becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours.

  12. Planar elliptic growth

    SciTech Connect

    Mineev, Mark

    2008-01-01

    The planar elliptic extension of the Laplacian growth is, after a proper parametrization, given in a form of a solution to the equation for areapreserving diffeomorphisms. The infinite set of conservation laws associated with such elliptic growth is interpreted in terms of potential theory, and the relations between two major forms of the elliptic growth are analyzed. The constants of integration for closed form solutions are identified as the singularities of the Schwarz function, which are located both inside and outside the moving contour. Well-posedness of the recovery of the elliptic operator governing the process from the continuum of interfaces parametrized by time is addressed and two examples of exact solutions of elliptic growth are presented.

  13. Directed random-walk model for boulder clustering in step-pool streams

    NASA Astrophysics Data System (ADS)

    Martin, R.; Jerolmack, D. J.

    2009-12-01

    Step-pool streams are boulder-bedded channels displaying a characteristic stair-step longitudinal profile. Steep steps are formed from clusters of boulders that can span the entire width of the channel, while the intervening pools are flatter sections containing smaller clasts. The formation of steps confers additional stability to boulders, which often remain stationary even when bed shear stresses are significantly higher than the predicted initiation of motion criterion. Researchers have attempted to model step-pools as traditional bed forms resulting from strong interactions between the flow field and the river bed. A recent alternative hypothesis is that steps are the result of “jamming”, a phase transition that occurs in granular flows in chutes when the grain size becomes a significant fraction of the chute width. Here we examine the formation of steps using a stochastic model for boulder movement and deposition, focusing on the self-organization that arises from grain-grain interactions. Downstream motion of boulders is treated as a directed random walk, with the channel walls acting as reflecting boundaries. Probability for deposition of individual boulders increases when they come in contact with other boulders and also with channel banks. We demonstrate that this simple model successfully reproduces much of the boulder-clustering behavior observed in natural and experimental streams. Channel-spanning 'steps' arise naturally as a result of local grain interactions, and the frequency of step formation increases rapidly with decreasing channel width below the critical jamming width of ten grain diameters. In the large width limit steps cannot form; however, boulder clustering still occurs. The formation and break-up of grain clusters produces highly intermittent sediment transport rates over a wide range of scales. Our results suggest that step formation is a consequence of generic grain clustering dynamics in a confined space, and does not depend

  14. An analytical method for disentangling the roles of adhesion and crowding for random walk models on a crowded lattice.

    PubMed

    Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J

    2016-01-01

    Migration of cells and molecules in vivo is affected by interactions with obstacles. These interactions can include crowding effects, as well as adhesion/repulsion between the motile cell/molecule and the obstacles. Here we present an analytical framework that can be used to separately quantify the roles of crowding and adhesion/repulsion using a lattice-based random walk model. Our method leads to an exact calculation of the long time Fickian diffusivity, and avoids the need for computationally expensive stochastic simulations. PMID:27597573

  15. A fast random walk algorithm for computing the pulsed-gradient spin-echo signal in multiscale porous media.

    PubMed

    Grebenkov, Denis S

    2011-02-01

    A new method for computing the signal attenuation due to restricted diffusion in a linear magnetic field gradient is proposed. A fast random walk (FRW) algorithm for simulating random trajectories of diffusing spin-bearing particles is combined with gradient encoding. As random moves of a FRW are continuously adapted to local geometrical length scales, the method is efficient for simulating pulsed-gradient spin-echo experiments in hierarchical or multiscale porous media such as concrete, sandstones, sedimentary rocks and, potentially, brain or lungs. PMID:21159532

  16. Random walk in a two-dimensional self-affine random potential: Properties of the anomalous diffusion phase at small external force

    NASA Astrophysics Data System (ADS)

    Monthus, Cécile; Garel, Thomas

    2010-08-01

    We study the dynamical response to an external force F for a particle performing a random walk in a two-dimensional quenched random potential of Hurst exponent H=1/2 . We present numerical results on the statistics of first-passage times that satisfy closed backward master equations. We find that there exists a zero-velocity phase in a finite region of the external force 0

  17. Exciton transport in organic semiconductors: Förster resonance energy transfer compared with a simple random walk

    NASA Astrophysics Data System (ADS)

    Feron, K.; Zhou, X.; Belcher, W. J.; Dastoor, P. C.

    2012-02-01

    Förster resonance energy transfer theory (FRET) and a simple random walk (RW) are both implemented in a dynamic Monte Carlo simulation with the aim of determining the exciton diffusion length from photoluminescence (PL) measurements. The calculated diffusion lengths obtained from both models are shown to be the same. As such, given that the computational time of a random walk is typically 2-3 orders of magnitude smaller than the FRET approach, this work shows that the RW methodology can be a preferable model for the determination of diffusion lengths. We also show that the RW approach may also be implemented in Monte Carlo simulations that describe organic solar cells. Despite the fact that (compared with FRET) RW does not account for non-nearest neighbor hopping or energy relaxation, we show that the resulting overestimation of the simulated current will not exceed 2% for typical OPV parameters. In addition, by taking advantage of the gain in speed we are able to investigate the impact of the exciton diffusion length on the optimal interface distance and show that materials with longer exciton diffusion lengths are less sensitive to variations in the morphology of the active layer of an organic solar cell.

  18. Analysis of diffusion and trapping efficiency for random walks on non-fractal scale-free trees

    NASA Astrophysics Data System (ADS)

    Peng, Junhao; Xiong, Jian; Xu, Guoai

    2014-08-01

    In this paper, the discrete random walks on the recursive non-fractal scale-free trees (NFSFT) are studied, and a kind of method to calculate the analytic solutions of the mean first-passage time (MFPT) for any pair of nodes, the mean trapping time (MTT) for any target node and mean diffusing time (MDT) for any starting node are proposed. Furthermore, we compare the trapping efficiency and diffusion efficiency between any two nodes of NFSFT by using the MTT and the MDT as the measures of trapping efficiency and diffusion efficiency respectively, and find the best (or worst) trapping sites and the best (or worst) diffusion sites. The results show that the two hubs of NFSFT are not only the best trapping site but also the worst diffusion site, and that the nodes which are the farthest nodes from the two hubs are not only the worst trapping sites but also the best diffusion sites. Furthermore, we find that the ratio between the maximum and minimum of MTT grows logarithmically with network order, but the ratio between the maximum and minimum of MDT is almost equal to 1. The results imply that the trap's position has great effect on the trapping efficiency, but the position of starting node has little effect on diffusion efficiency. Finally, the simulation for random walks on NFSFT is done, and it is consistent with the derived results.

  19. Electron random walk and collisional crossover in a gas in presence of electromagnetic waves and magnetostatic fields

    SciTech Connect

    Bhattacharjee, Sudeep; Paul, Samit; Dey, Indranuj

    2013-04-15

    This paper deals with random walk of electrons and collisional crossover in a gas evolving toward a plasma, in presence of electromagnetic (EM) waves and magnetostatic (B) fields, a fundamental subject of importance in areas requiring generation and confinement of wave assisted plasmas. In presence of EM waves and B fields, the number of collisions N suffered by an electron with neutral gas atoms while diffusing out of the volume during the walk is significantly modified when compared to the conventional field free square law diffusion; N=1.5({Lambda}/{lambda}){sup 2}, where {Lambda} is the characteristic diffusion length and {lambda} is the mean free path. There is a distinct crossover and a time scale associated with the transition from the elastic to inelastic collisions dominated regime, which can accurately predict the breakdown time ({tau}{sub c}) and the threshold electric field (E{sub BD}) for plasma initiation. The essential features of cyclotron resonance manifested as a sharp drop in {tau}{sub c}, lowering of E{sub BD} and enhanced electron energy gain is well reproduced in the constrained random walk.

  20. Exact two-point resistance, and the simple random walk on the complete graph minus N edges

    SciTech Connect

    Chair, Noureddine

    2012-12-15

    An analytical approach is developed to obtain the exact expressions for the two-point resistance and the total effective resistance of the complete graph minus N edges of the opposite vertices. These expressions are written in terms of certain numbers that we introduce, which we call the Bejaia and the Pisa numbers; these numbers are the natural generalizations of the bisected Fibonacci and Lucas numbers. The correspondence between random walks and the resistor networks is then used to obtain the exact expressions for the first passage and mean first passage times on this graph. - Highlights: Black-Right-Pointing-Pointer We obtain exact formulas for the two-point resistance of the complete graph minus N edges. Black-Right-Pointing-Pointer We obtain also the total effective resistance of this graph. Black-Right-Pointing-Pointer We modified Schwatt's formula on trigonometrical power sum to suit our computations. Black-Right-Pointing-Pointer We introduced the generalized bisected Fibonacci and Lucas numbers: the Bejaia and the Pisa numbers. Black-Right-Pointing-Pointer The first passage and mean first passage times of the random walks have exact expressions.

  1. Random walk numerical simulation for hopping transport at finite carrier concentrations: diffusion coefficient and transport energy concept.

    PubMed

    Gonzalez-Vazquez, J P; Anta, Juan A; Bisquert, Juan

    2009-11-28

    The random walk numerical simulation (RWNS) method is used to compute diffusion coefficients for hopping transport in a fully disordered medium at finite carrier concentrations. We use Miller-Abrahams jumping rates and an exponential distribution of energies to compute the hopping times in the random walk simulation. The computed diffusion coefficient shows an exponential dependence with respect to Fermi-level and Arrhenius behavior with respect to temperature. This result indicates that there is a well-defined transport level implicit to the system dynamics. To establish the origin of this transport level we construct histograms to monitor the energies of the most visited sites. In addition, we construct "corrected" histograms where backward moves are removed. Since these moves do not contribute to transport, these histograms provide a better estimation of the effective transport level energy. The analysis of this concept in connection with the Fermi-level dependence of the diffusion coefficient and the regime of interest for the functioning of dye-sensitised solar cells is thoroughly discussed. PMID:19890520

  2. Angular Distribution of Particles Emerging from a Diffusive Region and its Implications for the Fleck-Canfield Random Walk Algorithm for Implicit Monte Carlo Radiation Transport

    SciTech Connect

    Cooper, M.A.

    2000-07-03

    We present various approximations for the angular distribution of particles emerging from an optically thick, purely isotropically scattering region into a vacuum. Our motivation is to use such a distribution for the Fleck-Canfield random walk method [1] for implicit Monte Carlo (IMC) [2] radiation transport problems. We demonstrate that the cosine distribution recommended in the original random walk paper [1] is a poor approximation to the angular distribution predicted by transport theory. Then we examine other approximations that more closely match the transport angular distribution.

  3. Direct control of the grid point distribution in meshes generated by elliptic equations. [for solution of Navier-Stokes nozzle flow

    NASA Technical Reports Server (NTRS)

    Middlecoff, J. F.; Thomas, P. D.

    1979-01-01

    The generation of computational grids suitable for obtaining accurate numerical solutions to the three-dimensional Navier-Stokes equations is the subject of intensive research. For a wide class of nozzle configurations, a three-dimensional grid can be constructed by a sequence of two-dimensional grids in successive cross-sectional planes. The present paper is concerned with numerical generation of two-dimensional grids. An effective method of interior grid control is presented based on a modified elliptic system containing free parameters. For a simply connected region, the free parameters are computed from the Dirichlet boundary values. The resulting interior grid point distribution is controlled entirely by a priori selection of the grid point distribution along the boundaries of the section.

  4. An Investigation of Quasar Variability as a Damped Random Walk in the PanSTARRS-1 Medium Deep Fields

    NASA Astrophysics Data System (ADS)

    Cunningham, Virginia; Green, Paul J.; Morganson, Eric; Shen, Yue

    2015-01-01

    We model the lightcurves of 755 optically varying quasars from the Pan-STARRS Medium Deep Field 7 r band using a Damped Random Walk (DRW) model. The DRW describes quasar variability by its characteristic timescale, τ, and its variability at infinite time, V∞. We use Monte Carlo techniques to fit our data as a DRW. The model parameters are compared to physical properties of the quasars such as black hole mass, Eddington ratio, and bolometric luminosity. We find that bolometric luminosity, Eddington ratio, and black hole mass are positively correlated with V∞ and negatively correlated with τ. Quasars of greater luminosity, black hole mass, or Eddington ratio generally display smaller variations, and on longer timescales as estimated in the DRW model framework. This work was supported in part by the NSF REU and DoD ASSURE programs under NSF grant no. 1262851 and by the Smithsonian Institution.

  5. 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

  6. 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.

  7. Random Walk of Single Gold Nanoparticles in Zebrafish Embryos Leading to Stochastic Toxic Effects on Embryonic Developments

    PubMed Central

    Browning, Lauren M.; Lee, Kerry J.; Huang, Tao; Nallathamby, Prakash D.; Lowman, Jill E.; Xu, Xiao-Hong Nancy

    2010-01-01

    We have synthesized and characterized stable (non-aggregation, non-photobleaching and non-blinking), nearly monodisperse and highly-purified Au nanoparticles, and used them to probe transport of cleavage-stage zebrafish embryos and to study their effects on embryonic development in real time. We found that single Au nanoparticles (11.6 ± 0.9 nm in diameter) passively diffused into chorionic space of the embryos via their chorionic-pore-canals and continued their random-walk through chorionic space and into inner mass of embryos. Diffusion coefficients of single nanoparticles vary dramatically (2.8×10-11 to 1.3×10-8 cm2/s) as nanoparticles diffuse through various parts of embryos, suggesting highly diverse transport barriers and viscosity gradients of embryos. The amount of Au nanoparticles accumulated in embryos increase with its concentration. Interestingly, their effects on embryonic development are not proportionally related to the concentration. Majority of embryos (74% on average) incubated chronically with 0.025-1.2 nM Au nanoparticles for 120 h developed to normal zebrafish, with some (24%) being dead and few (2%) deformed. We developed a new approach to image and characterize individual Au nanoparticles embedded in tissues using histology sample preparation methods and LSRP spectra of single nanoparticles. We found that Au nanoparticles in various parts of normally developed and deformed zebrafish, suggesting that random-walk of nanoparticles in embryos during their development might have led to stochastic effects on embryonic development. These results show that Au nanoparticles are much more biocompatible (less toxic) to the embryos than Ag nanoparticles that we reported previously, suggesting that they are better suited as biocompatible probes for imaging embryos in vivo. The results provide powerful evidences that biocompatibility and toxicity of nanoparticles highly depend on their chemical properties, and the embryos can serve as effective in

  8. 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.

  9. Logical-Rule Models of Classification Response Times: A Synthesis of Mental-Architecture, Random-Walk, and Decision-Bound Approaches

    ERIC Educational Resources Information Center

    Fific, Mario; Little, Daniel R.; Nosofsky, Robert M.

    2010-01-01

    We formalize and provide tests of a set of logical-rule models for predicting perceptual classification response times (RTs) and choice probabilities. The models are developed by synthesizing mental-architecture, random-walk, and decision-bound approaches. According to the models, people make independent decisions about the locations of stimuli…

  10. Variable step random walks, self-similar distributions, and pricing of options (Invited Paper)

    NASA Astrophysics Data System (ADS)

    Gunaratne, Gemunu H.; McCauley, Joseph L.

    2005-05-01

    A new theory for pricing of options is presented. It is based on the assumption that successive movements depend on the value of the return. The solution to the Fokker-Planck equation is shown to be an asymmetric exponential distribution, similar to those observed in intra-day currency markets. The "volatility smile", used by traders to correct the Black-Scholes pricing is shown to be a heuristic mechanism to implement options pricing formulae derived from our theory.

  11. Revisiting the Stark Broadening by fluctuating electric fields using the Continuous Time Random Walk Theory

    NASA Astrophysics Data System (ADS)

    Capes, H.; Christova, M.; Boland, D.; Catoire, F.; Godbert-Mouret, L.; Koubiti, M.; Mekkaoui, A.; Rosato, J.; Marandet, Y.; Stamm, R.

    2010-10-01

    Stark broadening of atomic lines in plasmas is calculated by modelling the plasma stochastic electric field using the CTRW approach [1,2]. This allows retaining non Markovian terms in the Schrödinger equation averaged over the electric field fluctuations. As an application we consider a special case of a non separable CTRW process, the so called Kangaroo process [3]. An analytic expression for the line profile is presented for arbitrary waiting time distribution functions. A preliminary application to the hydrogen Lyman α line is discussed.

  12. Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 2: Two-step method

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

    A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.

  13. Meshless collocation methods for the numerical solution of elliptic boundary valued problems the rotational shallow water equations on the sphere

    NASA Astrophysics Data System (ADS)

    Blakely, Christopher D.

    This dissertation thesis has three main goals: (1) To explore the anatomy of meshless collocation approximation methods that have recently gained attention in the numerical analysis community; (2) Numerically demonstrate why the meshless collocation method should clearly become an attractive alternative to standard finite-element methods due to the simplicity of its implementation and its high-order convergence properties; (3) Propose a meshless collocation method for large scale computational geophysical fluid dynamics models. We provide numerical verification and validation of the meshless collocation scheme applied to the rotational shallow-water equations on the sphere and demonstrate computationally that the proposed model can compete with existing high performance methods for approximating the shallow-water equations such as the SEAM (spectral-element atmospheric model) developed at NCAR. A detailed analysis of the parallel implementation of the model, along with the introduction of parallel algorithmic routines for the high-performance simulation of the model will be given. We analyze the programming and computational aspects of the model using Fortran 90 and the message passing interface (mpi) library along with software and hardware specifications and performance tests. Details from many aspects of the implementation in regards to performance, optimization, and stabilization will be given. In order to verify the mathematical correctness of the algorithms presented and to validate the performance of the meshless collocation shallow-water model, we conclude the thesis with numerical experiments on some standardized test cases for the shallow-water equations on the sphere using the proposed method.

  14. Molecular motion in cell membranes: Analytic study of fence-hindered random walks

    NASA Astrophysics Data System (ADS)

    Kenkre, V. M.; Giuggioli, L.; Kalay, Z.

    2008-05-01

    A theoretical calculation is presented to describe the confined motion of transmembrane molecules in cell membranes. The study is analytic, based on Master equations for the probability of the molecules moving as random walkers, and leads to explicit usable solutions including expressions for the molecular mean square displacement and effective diffusion constants. One outcome is a detailed understanding of the dependence of the time variation of the mean square displacement on the initial placement of the molecule within the confined region. How to use the calculations is illustrated by extracting (confinement) compartment sizes from experimentally reported published observations from single particle tracking experiments on the diffusion of gold-tagged G -protein coupled μ -opioid receptors in the normal rat kidney cell membrane, and by further comparing the analytical results to observations on the diffusion of phospholipids, also in normal rat kidney cells.

  15. Generalized diffusion equation and analytical expressions to neutron scattering experiments

    NASA Astrophysics Data System (ADS)

    Fa, Kwok Sau

    2014-12-01

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations. Analytical expressions related to neutron scattering experiments are presented and analyzed, which can be used to describe, for instance, biological systems.

  16. Radiation breakage of DNA: a model based on random-walk chromatin structure

    NASA Technical Reports Server (NTRS)

    Ponomarev, A. L.; Sachs, R. K.

    2001-01-01

    Monte Carlo computer software, called DNAbreak, has recently been developed to analyze observed non-random clustering of DNA double strand breaks in chromatin after exposure to densely ionizing radiation. The software models coarse-grained configurations of chromatin and radiation tracks, small-scale details being suppressed in order to obtain statistical results for larger scales, up to the size of a whole chromosome. We here give an analytic counterpart of the numerical model, useful for benchmarks, for elucidating the numerical results, for analyzing the assumptions of a more general but less mechanistic "randomly-located-clusters" formalism, and, potentially, for speeding up the calculations. The equations characterize multi-track DNA fragment-size distributions in terms of one-track action; an important step in extrapolating high-dose laboratory results to the much lower doses of main interest in environmental or occupational risk estimation. The approach can utilize the experimental information on DNA fragment-size distributions to draw inferences about large-scale chromatin geometry during cell-cycle interphase.

  17. A proposal for the experimental detection of CSL induced random walk

    PubMed Central

    Bera, Sayantani; Motwani, Bhawna; Singh, Tejinder P.; Ulbricht, Hendrik

    2015-01-01

    Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrödinger equation. A consequence of the CSL mechanism is an extremely tiny violation of energy-momentum conservation, which can, in principle, be detected in the laboratory via the random diffusion of a particle induced by the stochastic collapse mechanism. In a paper in 2003, Collett and Pearle investigated the translational CSL diffusion of a sphere, and the rotational CSL diffusion of a disc, and showed that this effect dominates over the ambient environmental noise at low temperatures and extremely low pressures (about ten-thousandth of a pico-Torr). In the present paper, we revisit their analysis and argue that this stringent condition on pressure can be relaxed, and that the CSL effect can be seen at the pressure of about a pico-Torr. A similar analysis is provided for diffusion produced by gravity-induced decoherence, where the effect is typically much weaker than CSL. We also discuss the CSL induced random displacement of a quantum oscillator. Lastly, we propose possible experimental set-ups justifying that CSL diffusion is indeed measurable with the current technology. PMID:25563619

  18. Multilevel Compression of Random Walks on Networks Reveals Hierarchical Organization in Large Integrated Systems

    PubMed Central

    Rosvall, Martin; Bergstrom, Carl T.

    2011-01-01

    To comprehend the hierarchical organization of large integrated systems, we introduce the hierarchical map equation, which reveals multilevel structures in networks. In this information-theoretic approach, we exploit the duality between compression and pattern detection; by compressing a description of a random walker as a proxy for real flow on a network, we find regularities in the network that induce this system-wide flow. Finding the shortest multilevel description of the random walker therefore gives us the best hierarchical clustering of the network — the optimal number of levels and modular partition at each level — with respect to the dynamics on the network. With a novel search algorithm, we extract and illustrate the rich multilevel organization of several large social and biological networks. For example, from the global air traffic network we uncover countries and continents, and from the pattern of scientific communication we reveal more than 100 scientific fields organized in four major disciplines: life sciences, physical sciences, ecology and earth sciences, and social sciences. In general, we find shallow hierarchical structures in globally interconnected systems, such as neural networks, and rich multilevel organizations in systems with highly separated regions, such as road networks. PMID:21494658

  19. A proposal for the experimental detection of CSL induced random walk.

    PubMed

    Bera, Sayantani; Motwani, Bhawna; Singh, Tejinder P; Ulbricht, Hendrik

    2015-01-01

    Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrödinger equation. A consequence of the CSL mechanism is an extremely tiny violation of energy-momentum conservation, which can, in principle, be detected in the laboratory via the random diffusion of a particle induced by the stochastic collapse mechanism. In a paper in 2003, Collett and Pearle investigated the translational CSL diffusion of a sphere, and the rotational CSL diffusion of a disc, and showed that this effect dominates over the ambient environmental noise at low temperatures and extremely low pressures (about ten-thousandth of a pico-Torr). In the present paper, we revisit their analysis and argue that this stringent condition on pressure can be relaxed, and that the CSL effect can be seen at the pressure of about a pico-Torr. A similar analysis is provided for diffusion produced by gravity-induced decoherence, where the effect is typically much weaker than CSL. We also discuss the CSL induced random displacement of a quantum oscillator. Lastly, we propose possible experimental set-ups justifying that CSL diffusion is indeed measurable with the current technology. PMID:25563619

  20. A proposal for the experimental detection of CSL induced random walk

    NASA Astrophysics Data System (ADS)

    Bera, Sayantani; Motwani, Bhawna; Singh, Tejinder P.; Ulbricht, Hendrik

    2015-01-01

    Continuous Spontaneous Localization (CSL) is one possible explanation for dynamically induced collapse of the wave-function during a quantum measurement. The collapse is mediated by a stochastic non-linear modification of the Schrödinger equation. A consequence of the CSL mechanism is an extremely tiny violation of energy-momentum conservation, which can, in principle, be detected in the laboratory via the random diffusion of a particle induced by the stochastic collapse mechanism. In a paper in 2003, Collett and Pearle investigated the translational CSL diffusion of a sphere, and the rotational CSL diffusion of a disc, and showed that this effect dominates over the ambient environmental noise at low temperatures and extremely low pressures (about ten-thousandth of a pico-Torr). In the present paper, we revisit their analysis and argue that this stringent condition on pressure can be relaxed, and that the CSL effect can be seen at the pressure of about a pico-Torr. A similar analysis is provided for diffusion produced by gravity-induced decoherence, where the effect is typically much weaker than CSL. We also discuss the CSL induced random displacement of a quantum oscillator. Lastly, we propose possible experimental set-ups justifying that CSL diffusion is indeed measurable with the current technology.

  1. Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model

    SciTech Connect

    Vanderbei, Robert J.; P Latin-Small-Letter-Dotless-I nar, Mustafa C.; Bozkaya, Efe B.

    2013-02-15

    An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.

  2. Hybrid random walk-linear discriminant analysis method for unwrapping quantitative phase microscopy images of biological samples

    PubMed Central

    Kim, Diane N. H.; Teitell, Michael A.; Reed, Jason; Zangle, Thomas A.

    2015-01-01

    Abstract. Standard algorithms for phase unwrapping often fail for interferometric quantitative phase imaging (QPI) of biological samples due to the variable morphology of these samples and the requirement to image at low light intensities to avoid phototoxicity. We describe a new algorithm combining random walk-based image segmentation with linear discriminant analysis (LDA)-based feature detection, using assumptions about the morphology of biological samples to account for phase ambiguities when standard methods have failed. We present three versions of our method: first, a method for LDA image segmentation based on a manually compiled training dataset; second, a method using a random walker (RW) algorithm informed by the assumed properties of a biological phase image; and third, an algorithm which combines LDA-based edge detection with an efficient RW algorithm. We show that the combination of LDA plus the RW algorithm gives the best overall performance with little speed penalty compared to LDA alone, and that this algorithm can be further optimized using a genetic algorithm to yield superior performance for phase unwrapping of QPI data from biological samples. PMID:26305212

  3. Hybrid random walk-linear discriminant analysis method for unwrapping quantitative phase microscopy images of biological samples.

    PubMed

    Kim, Diane N H; Teitell, Michael A; Reed, Jason; Zangle, Thomas A

    2015-01-01

    Standard algorithms for phase unwrapping often fail for interferometric quantitative phase imaging (QPI) of biological samples due to the variable morphology of these samples and the requirement to image at low light intensities to avoid phototoxicity. We describe a new algorithm combining random walk-based image segmentation with linear discriminant analysis (LDA)-based feature detection, using assumptions about the morphology of biological samples to account for phase ambiguities when standard methods have failed. We present three versions of our method: first, a method for LDA image segmentation based on a manually compiled training dataset; second, a method using a random walker (RW) algorithm informed by the assumed properties of a biological phase image; and third, an algorithm which combines LDA-based edge detection with an efficient RW algorithm. We show that the combination of LDA plus the RW algorithm gives the best overall performance with little speed penalty compared to LDA alone, and that this algorithm can be further optimized using a genetic algorithm to yield superior performance for phase unwrapping of QPI data from biological samples. PMID:26305212

  4. Hybrid random walk-linear discriminant analysis method for unwrapping quantitative phase microscopy images of biological samples

    NASA Astrophysics Data System (ADS)

    Kim, Diane N. H.; Teitell, Michael A.; Reed, Jason; Zangle, Thomas A.

    2015-11-01

    Standard algorithms for phase unwrapping often fail for interferometric quantitative phase imaging (QPI) of biological samples due to the variable morphology of these samples and the requirement to image at low light intensities to avoid phototoxicity. We describe a new algorithm combining random walk-based image segmentation with linear discriminant analysis (LDA)-based feature detection, using assumptions about the morphology of biological samples to account for phase ambiguities when standard methods have failed. We present three versions of our method: first, a method for LDA image segmentation based on a manually compiled training dataset; second, a method using a random walker (RW) algorithm informed by the assumed properties of a biological phase image; and third, an algorithm which combines LDA-based edge detection with an efficient RW algorithm. We show that the combination of LDA plus the RW algorithm gives the best overall performance with little speed penalty compared to LDA alone, and that this algorithm can be further optimized using a genetic algorithm to yield superior performance for phase unwrapping of QPI data from biological samples.

  5. Random walks with thermalizing collisions in bounded regions: Physical applications valid from the ballistic to diffusive regimes

    NASA Astrophysics Data System (ADS)

    Swank, C. M.; Petukhov, A. K.; Golub, R.

    2016-06-01

    The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum, which can be determined by taking the Fourier transform of the auto-correlation functions of the field fluctuations. Recently we have shown how to calculate these correlation functions for all values of mean-free path (ballistic to diffusive motion) in finite bounded regions by using the model of persistent continuous time random walks (CTRW) for particles subject to scattering by fixed (frozen) scattering centers so that the speed of the moving particles is not changed by the collisions. In this work we show how scattering with energy exchange from an ensemble of scatterers in thermal equilibrium can be incorporated into the CTRW. We present results for 1, 2, and 3 dimensions. The results agree for all these cases contrary to the previously studied "frozen" models. Our results for the velocity autocorrelation function show a long-time tail (˜t-1 /2 ), which we also obtain from conventional diffusion theory, with the same power, independent of dimensionality. Our results are valid for any Markovian scattering kernel as well as for any kernel based on a scattering cross section ˜1 /v .

  6. 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

  7. 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.

  8. An Empirical Evaluation of Lightweight Random Walk Based Routing Protocol in Duty Cycle Aware Wireless Sensor Networks

    PubMed Central

    Fatima, Mehwish

    2014-01-01

    Energy efficiency is an important design paradigm in Wireless Sensor Networks (WSNs) and its consumption in dynamic environment is even more critical. Duty cycling of sensor nodes is used to address the energy consumption problem. However, along with advantages, duty cycle aware networks introduce some complexities like synchronization and latency. Due to their inherent characteristics, many traditional routing protocols show low performance in densely deployed WSNs with duty cycle awareness, when sensor nodes are supposed to have high mobility. In this paper we first present a three messages exchange Lightweight Random Walk Routing (LRWR) protocol and then evaluate its performance in WSNs for routing low data rate packets. Through NS-2 based simulations, we examine the LRWR protocol by comparing it with DYMO, a widely used WSN protocol, in both static and dynamic environments with varying duty cycles, assuming the standard IEEE 802.15.4 in lower layers. Results for the three metrics, that is, reliability, end-to-end delay, and energy consumption, show that LRWR protocol outperforms DYMO in scalability, mobility, and robustness, showing this protocol as a suitable choice in low duty cycle and dense WSNs. PMID:24696667

  9. Records for the number of distinct sites visited by a random walk on the fully connected lattice

    NASA Astrophysics Data System (ADS)

    Turban, Loïc

    2015-11-01

    We consider a random walk on the fully connected lattice with N sites and study the time evolution of the number of distinct sites s visited by the walker on a subset with n sites. A record value v is obtained for s at a record time t when the walker visits a site of the subset for the first time. The record time t is a partial covering time when v\\lt n and a total covering time when v = n. The probability distributions for the number of records s, the record value v and the record (covering) time t, involving r-Stirling numbers, are obtained using generating function techniques. The mean values, variances and skewnesses are deduced from the generating functions. In the scaling limit the probability distributions for s and v lead to the same Gaussian density. The fluctuations of the record time t are also Gaussian at partial covering, when n-v={{O}}(n). They are distributed according to the type-I Gumbel extreme-value distribution at total covering, when v = n. A discrete sequence of generalized Gumbel distributions, indexed by n-v, is obtained at almost total covering, when n-v={{O}}(1). These generalized Gumbel distributions are crossing over to the Gaussian distribution when n - v increases.

  10. On the gap and time interval between the first two maxima of long continuous time random walks

    NASA Astrophysics Data System (ADS)

    Mounaix, Philippe; Schehr, Grégory; Majumdar, Satya N.

    2016-01-01

    We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval T where at each time step the walker waits a random time τ, before performing a jump drawn from a symmetric continuous probability distribution function (PDF) f(η ) , of Lévy index 0<μ ≤slant 2 . Our study includes the case where the waiting time PDF \\Psi(τ ) has a power law tail, \\Psi(τ )\\propto {τ-1-γ} , with 0<γ <1 , such that the average time between two consecutive jumps is infinite. The random motion is sub-diffusive if γ <μ /2 (and super-diffusive if γ >μ /2 ). We investigate the joint PDF of the gap g between the first two highest positions of the CTRW and the time t separating these two maxima. We show that this PDF reaches a stationary limiting joint distribution p(g, t) in the limit of long CTRW, T\\to ∞ . Our exact analytical results show a very rich behavior of this joint PDF in the (γ,μ ) plane, which we study in great detail. Our main results are verified by numerical simulations. This work provides a non trivial extension to CTRWs of the recent study in the discrete time setting by Majumdar et al (2014 J. Stat. Mech. P09013).

  11. Hamiltonian flows with random-walk behaviour originating from zero-sum games and fictitious play

    NASA Astrophysics Data System (ADS)

    van Strien, Sebastian

    2011-06-01

    In this paper we introduce Hamiltonian dynamics, inspired by zero-sum games (best response and fictitious play dynamics). The Hamiltonian functions we consider are continuous and piecewise affine (and of a very simple form). It follows that the corresponding Hamiltonian vector fields are discontinuous and multi-valued. Differential equations with discontinuities along a hyperplane are often called 'Filippov systems', and there is a large literature on such systems, see for example (di Bernardo et al 2008 Theory and applications Piecewise-Smooth Dynamical Systems (Applied Mathematical Sciences vol 163) (London: Springer); Kunze 2000 Non-Smooth Dynamical Systems (Lecture Notes in Mathematics vol 1744) (Berlin: Springer); Leine and Nijmeijer 2004 Dynamics and Bifurcations of Non-smooth Mechanical Systems (Lecture Notes in Applied and Computational Mechanics vol 18) (Berlin: Springer)). The special feature of the systems we consider here is that they have discontinuities along a large number of intersecting hyperplanes. Nevertheless, somewhat surprisingly, the flow corresponding to such a vector field exists, is unique and continuous. We believe that these vector fields deserve attention, because it turns out that the resulting dynamics are rather different from those found in more classically defined Hamiltonian dynamics. The vector field is extremely simple: outside codimension-one hyperplanes it is piecewise constant and so the flow phit piecewise a translation (without stationary points). Even so, the dynamics can be rather rich and complicated as a detailed study of specific examples show (see for example theorems 7.1 and 7.2 and also (Ostrovski and van Strien 2011 Regular Chaotic Dynf. 16 129-54)). In the last two sections of the paper we give some applications to game theory, and finish with posing a version of the Palis conjecture in the context of the class of non-smooth systems studied in this paper. To Jacob Palis on his 70th birthday.

  12. SPARSE: Seed Point Auto-Generation for Random Walks Segmentation Enhancement in medical inhomogeneous targets delineation of morphological MR and CT images.

    PubMed

    Chen, Haibin; Zhen, Xin; Gu, Xuejun; Yan, Hao; Cervino, Laura; Xiao, Yang; Zhou, Linghong

    2015-01-01

    In medical image processing, robust segmentation of inhomogeneous targets is a challenging problem. Because of the complexity and diversity in medical images, the commonly used semiautomatic segmentation algorithms usually fail in the segmentation of inhomogeneous objects. In this study, we propose a novel algorithm imbedded with a seed point autogeneration for random walks segmentation enhancement, namely SPARSE, for better segmentation of inhomogeneous objects. With a few user-labeled points, SPARSE is able to generate extended seed points by estimating the probability of each voxel with respect to the labels. The random walks algorithm is then applied upon the extended seed points to achieve improved segmentation result. SPARSE is implemented under the compute unified device architecture (CUDA) programming environment on graphic processing unit (GPU) hardware platform. Quantitative evaluations are performed using clinical homogeneous and inhomogeneous cases. It is found that the SPARSE can greatly decrease the sensitiveness to initial seed points in terms of location and quantity, as well as the freedom of selecting parameters in edge weighting function. The evaluation results of SPARSE also demonstrate substantial improvements in accuracy and robustness to inhomogeneous target segmentation over the original random walks algorithm. PMID:26103201

  13. MAGNETIC FIELD LINE RANDOM WALK FOR DISTURBED FLUX SURFACES: TRAPPING EFFECTS AND MULTIPLE ROUTES TO BOHM DIFFUSION

    SciTech Connect

    Ghilea, M. C.; Ruffolo, D.; Sonsrettee, W.; Seripienlert, A.; Chuychai, P.; Matthaeus, W. H. E-mail: scdjr@mahidol.ac.th E-mail: achara.seri@gmail.com E-mail: yswhm@bartol.udel.edu

    2011-11-01

    The magnetic field line random walk (FLRW) is important for the transport of energetic particles in many astrophysical situations. While all authors agree on the quasilinear diffusion of field lines for fluctuations that mainly vary parallel to a large-scale field, for the opposite case of fluctuations that mainly vary in the perpendicular directions, there has been an apparent conflict between concepts of Bohm diffusion and percolation/trapping effects. Here computer simulation and non-perturbative analytic techniques are used to re-examine the FLRW in magnetic turbulence with slab and two-dimensional (2D) components, in which 2D flux surfaces are disturbed by the slab fluctuations. Previous non-perturbative theories for D{sub perpendicular}, based on Corrsin's hypothesis, have identified a slab contribution with quasilinear behavior and a 2D contribution due to Bohm diffusion with diffusive decorrelation (DD), combined in a quadratic formula. Here we present analytic theories for other routes to Bohm diffusion, with random ballistic decorrelation (RBD) either due to the 2D component itself (for a weak slab contribution) or the total fluctuation field (for a strong slab contribution), combined in a direct sum with the slab contribution. Computer simulations confirm the applicability of RBD routes for weak or strong slab contributions, while the DD route applies for a moderate slab contribution. For a very low slab contribution, interesting trapping effects are found, including a depressed diffusion coefficient and subdiffusive behavior. Thus quasilinear, Bohm, and trapping behaviors are all found in the same system, together with an overall viewpoint to explain these behaviors.

  14. Modelling transport in media with heterogeneous advection properties and mass transfer with a Continuous Time Random Walk approach

    NASA Astrophysics Data System (ADS)

    Comolli, Alessandro; Moussey, Charlie; Dentz, Marco

    2016-04-01

    Transport processes in groundwater systems are strongly affected by the presence of heterogeneity. The heterogeneity leads to non-Fickian features, that manifest themselves in the heavy-tailed breakthrough curves, as well as in the non-linear growth of the mean squared displacement and in the non-Gaussian plumes of solute particles. The causes of non-Fickian transport can be the heterogeneity in the flow fields and the processes of mass exchange between mobile and immobile phases, such as sorption/desorption reactions and diffusive mass transfer. Here, we present a Continuous Time Random Walk (CTRW) model that describes the transport of solutes in d-dimensional systems by taking into account both heterogeneous advection and mobile-immobile mass transfer. In order to account for these processes in the CTRW, the heterogeneities are mapped onto a distribution of transition times, which can be decomposed into advective transition times and trapping times, the latter being treated as a compound Poisson process. While advective transition times are related to the Eulerian flow velocities and, thus, to the conductivity distribution, trapping times depend on the sorption/desorption time scale, in case of reactive problems, or on the distribution of diffusion times in the immobile zones. Since the trapping time scale is typically much larger than the advective time scale, we observe the existence of two temporal regimes. The pre-asymptotic regime is defined by a characteristic time scale at which the properties of transport are fully determined by the heterogeneity of the advective field. On the other hand, in the asymptotic regime both the heterogeneity and the mass exchange processes play a role in conditioning the behaviour of transport. We consider different scenarios to discuss the relative importance of the advective heterogeneity and the mass transfer for the occurrence of non-Fickian transport. For each case we calculate analytically the scalings of the breakthrough

  15. Kinetic study of the heterogeneous photocatalysis of porous nanocrystalline TiO₂ assemblies using a continuous random walk simulation.

    PubMed

    Liu, Baoshun; Zhao, Xiujian

    2014-10-28

    The continuous time random walk (CTRW) simulation was used to study the photocatalytic kinetics of nanocrystalline (nc)-TiO2 assemblies in this research. nc-TiO2 assemblies, such as nc-TiO2 porous films and nc-TiO2 hierarchical structures, are now widely used in photocatalysis. The nc-TiO2 assemblies have quasi-disordered networks consisting of many tiny nanoparticles, so the charge transport within them can be studied by CTRW simulation. We considered the experimental facts that the holes can be quickly trapped and transferred to organic species just after photogeneration, and the electrons transfer to O2 slowly and accumulate in the conduction band of TiO2, which is believed to be the rate-limiting process of the photocatalysis under low light intensity and low organic concentration. Due to the existence of numerous traps, the electron transport within the nc-TiO2 assemblies follows a multi-trapping (MT) mechanism, which significantly limits the electron diffusion speed. The electrons need to undergo several steps of MT transport before transferring to oxygen, so it is highly important that the electron transport in nc-TiO2 networks is determined for standard photocatalytic reactions. Based on the MT transport model, the transient decays of photocurrents during the photocatalytic oxidation of formic acid were studied by CTRW simulation, and are in good accordance with experiments. The steady state photocatalysis was also simulated. The effects of organic concentration, light intensity, temperature, and nc-TiO2 crystallinity on the photocatalytic kinetics were investigated, and were also consistent with the experimental results. Due to the agreement between the simulation and the experiments for both the transient and the steady state photocatalysis, the MT charge transport should be an important mechanism that controls the kinetics of recombination and photocatalysis in nc-TiO2 assemblies. Also, our research provides a new methodology to study the photocatalytic

  16. Anomalous stress diffusion, Omori's law and Continuous Time Random Walk in the 2010 Efpalion aftershock sequence (Corinth rift, Greece)

    NASA Astrophysics Data System (ADS)

    Michas, Georgios; Vallianatos, Filippos; Karakostas, Vassilios; Papadimitriou, Eleftheria; Sammonds, Peter

    2014-05-01

    Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a

  17. Generalized Klein-Kramers equations

    NASA Astrophysics Data System (ADS)

    Fa, Kwok Sau

    2012-12-01

    A generalized Klein-Kramers equation for a particle interacting with an external field is proposed. The equation generalizes the fractional Klein-Kramers equation introduced by Barkai and Silbey [J. Phys. Chem. B 104, 3866 (2000), 10.1021/jp993491m]. Besides, the generalized Klein-Kramers equation can also recover the integro-differential Klein-Kramers equation for continuous-time random walk; this means that it can describe the subdiffusive and superdiffusive regimes in the long-time limit. Moreover, analytic solutions for first two moments both in velocity and displacement (for force-free case) are obtained, and their dynamic behaviors are investigated.

  18. The Effect of Disorder on the Free-Energy for the Random Walk Pinning Model: Smoothing of the Phase Transition and Low Temperature Asymptotics

    NASA Astrophysics Data System (ADS)

    Berger, Quentin; Lacoin, Hubert

    2011-01-01

    We consider the continuous time version of the Random Walk Pinning Model (RWPM), studied in (Berger and Toninelli (Electron. J. Probab., to appear) and Birkner and Sun (Ann. Inst. Henri Poincaré Probab. Stat. 46:414-441, 2010; arXiv:0912.1663). Given a fixed realization of a random walk Y on ℤ d with jump rate ρ (that plays the role of the random medium), we modify the law of a random walk X on ℤ d with jump rate 1 by reweighting the paths, giving an energy reward proportional to the intersection time Lt(X,Y)=int0t {1}_{Xs=Ys} {d}s: the weight of the path under the new measure is exp ( βL t ( X, Y)), β∈ℝ. As β increases, the system exhibits a delocalization/localization transition: there is a critical value β c , such that if β> β c the two walks stick together for almost-all Y realizations. A natural question is that of disorder relevance, that is whether the quenched and annealed systems have the same behavior. In this paper we investigate how the disorder modifies the shape of the free energy curve: (1) We prove that, in dimension d≥3, the presence of disorder makes the phase transition at least of second order. This, in dimension d≥4, contrasts with the fact that the phase transition of the annealed system is of first order. (2) In any dimension, we prove that disorder modifies the low temperature asymptotic of the free energy.

  19. Simplified biased random walk model for RecA-protein-mediated homology recognition offers rapid and accurate self-assembly of long linear arrays of binding sites

    PubMed Central

    Kates-Harbeck, Julian; Tilloy, Antoine; Prentiss, Mara

    2016-01-01

    Inspired by RecA-protein-based homology recognition, we consider the pairing of two long linear arrays of binding sites. We propose a fully reversible, physically realizable biased random walk model for rapid and accurate self-assembly due to the spontaneous pairing of matching binding sites, where the statistics of the searched sample are included. In the model, there are two bound conformations, and the free energy for each conformation is a weakly nonlinear function of the number of contiguous matched bound sites. PMID:23944487

  20. Fourier Series and Elliptic Functions

    ERIC Educational Resources Information Center

    Fay, Temple H.

    2003-01-01

    Non-linear second-order differential equations whose solutions are the elliptic functions "sn"("t, k"), "cn"("t, k") and "dn"("t, k") are investigated. Using "Mathematica", high precision numerical solutions are generated. From these data, Fourier coefficients are determined yielding approximate formulas for these non-elementary functions that are…

  1. Simultaneous escaping of explicit and hidden free energy barriers: application of the orthogonal space random walk strategy in generalized ensemble based conformational sampling.

    PubMed

    Zheng, Lianqing; Chen, Mengen; Yang, Wei

    2009-06-21

    To overcome the pseudoergodicity problem, conformational sampling can be accelerated via generalized ensemble methods, e.g., through the realization of random walks along prechosen collective variables, such as spatial order parameters, energy scaling parameters, or even system temperatures or pressures, etc. As usually observed, in generalized ensemble simulations, hidden barriers are likely to exist in the space perpendicular to the collective variable direction and these residual free energy barriers could greatly abolish the sampling efficiency. This sampling issue is particularly severe when the collective variable is defined in a low-dimension subset of the target system; then the "Hamiltonian lagging" problem, which reveals the fact that necessary structural relaxation falls behind the move of the collective variable, may be likely to occur. To overcome this problem in equilibrium conformational sampling, we adopted the orthogonal space random walk (OSRW) strategy, which was originally developed in the context of free energy simulation [L. Zheng, M. Chen, and W. Yang, Proc. Natl. Acad. Sci. U.S.A. 105, 20227 (2008)]. Thereby, generalized ensemble simulations can simultaneously escape both the explicit barriers along the collective variable direction and the hidden barriers that are strongly coupled with the collective variable move. As demonstrated in our model studies, the present OSRW based generalized ensemble treatments show improved sampling capability over the corresponding classical generalized ensemble treatments. PMID:19548709

  2. Random walk-percolation-based modeling of two-phase flow in porous media: Breakthrough time and net to gross ratio estimation

    NASA Astrophysics Data System (ADS)

    Ganjeh-Ghazvini, Mostafa; Masihi, Mohsen; Ghaedi, Mojtaba

    2014-07-01

    Fluid flow modeling in porous media has many applications in waste treatment, hydrology and petroleum engineering. In any geological model, flow behavior is controlled by multiple properties. These properties must be known in advance of common flow simulations. When uncertainties are present, deterministic modeling often produces poor results. Percolation and Random Walk (RW) methods have recently been used in flow modeling. Their stochastic basis is useful in dealing with uncertainty problems. They are also useful in finding the relationship between porous media descriptions and flow behavior. This paper employs a simple methodology based on random walk and percolation techniques. The method is applied to a well-defined model reservoir in which the breakthrough time distributions are estimated. The results of this method and the conventional simulation are then compared. The effect of the net to gross ratio on the breakthrough time distribution is studied in terms of Shannon entropy. Use of the entropy plot allows one to assign the appropriate net to gross ratio to any porous medium.

  3. Random walks of partons in SU(N{sub c}) and classical representations of color charges in QCD at small x

    SciTech Connect

    Jeon, Sangyong; Venugopalan, Raju

    2004-11-15

    The effective action for wee partons in large nuclei includes a sum over static color sources distributed in a wide range of representations of the SU(N{sub c}) color group. The problem can be formulated as a random walk of partons in the N{sub c}-1 dimensional space of the Casimir operators of SU(N{sub c}). For a large number of sources, k>>1, we show explicitly that the most likely representation is a classical representation of order O({radical}(k)). The quantum sum over representations is well approximated by a path integral over classical sources with an exponential weight whose argument is the quadratic Casimir operator of the group. The contributions of the higher N{sub c}-2 Casimir operators are suppressed by powers of k. Other applications of the techniques developed here are discussed briefly.

  4. A Lagrangian particle random walk model for simulating a deep-sea hydrothermal plume with both buoyant and non-buoyant features

    NASA Astrophysics Data System (ADS)

    Tian, Yu; Li, Wei; Zhang, Ai-qun

    2013-04-01

    This paper presents a computational model of simulating a deep-sea hydrothermal plume based on a Lagrangian particle random walk algorithm. This model achieves the efficient process to calculate a numerical plume developed in a fluid-advected environment with the characteristics such as significant filament intermittency and significant plume meander due to flow variation with both time and location. Especially, this model addresses both non-buoyant and buoyant features of a deep-sea hydrothermal plume in three dimensions, which significantly challenge a strategy for tracing the deep-sea hydrothermal plume and localizing its source. This paper also systematically discusses stochastic initial and boundary conditions that are critical to generate a proper numerical plume. The developed model is a powerful tool to evaluate and optimize strategies for the tracking of a deep-sea hydrothermal plume via an autonomous underwater vehicle (AUV).

  5. Integro-differential diffusion equation and neutron scattering experiment

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok

    2015-02-01

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.

  6. The quasicontinuum Fokker-Plank equation

    SciTech Connect

    Alexander, Francis J

    2008-01-01

    We present a regularized Fokker-Planck equation with more accurate short-time and high-frequency behavior for continuous-time, discrete-state systems. The regularization preserves crucial aspects of state-space discreteness lost in the standard Kramers-Moyal expansion. We apply the method to a simple example of biochemical reaction kinetics and to a two-dimensional symmetric random walk, and suggest its application to more complex systerns.

  7. Fokker-Planck equations for charged-particle transport with a discussion of some higher-order effects

    NASA Technical Reports Server (NTRS)

    Jokipii, J. R.

    1973-01-01

    A derivation of the Fokker-Planck equation, based on the central limit theorem, is presented which clearly illustrates the conditions for its validity. It is reiterated that previous use of the Fokker-Planck equation in cosmic-ray transport is correct. Higher-order effects associated with magnetic mirroring and field line random walk at low energies are discussed heuristically.

  8. Enhanced Elliptic Grid Generation

    NASA Technical Reports Server (NTRS)

    Kaul, Upender K.

    2007-01-01

    An enhanced method of elliptic grid generation has been invented. Whereas prior methods require user input of certain grid parameters, this method provides for these parameters to be determined automatically. "Elliptic grid generation" signifies generation of generalized curvilinear coordinate grids through solution of elliptic partial differential equations (PDEs). Usually, such grids are fitted to bounding bodies and used in numerical solution of other PDEs like those of fluid flow, heat flow, and electromagnetics. Such a grid is smooth and has continuous first and second derivatives (and possibly also continuous higher-order derivatives), grid lines are appropriately stretched or clustered, and grid lines are orthogonal or nearly so over most of the grid domain. The source terms in the grid-generating PDEs (hereafter called "defining" PDEs) make it possible for the grid to satisfy requirements for clustering and orthogonality properties in the vicinity of specific surfaces in three dimensions or in the vicinity of specific lines in two dimensions. The grid parameters in question are decay parameters that appear in the source terms of the inhomogeneous defining PDEs. The decay parameters are characteristic lengths in exponential- decay factors that express how the influences of the boundaries decrease with distance from the boundaries. These terms govern the rates at which distance between adjacent grid lines change with distance from nearby boundaries. Heretofore, users have arbitrarily specified decay parameters. However, the characteristic lengths are coupled with the strengths of the source terms, such that arbitrary specification could lead to conflicts among parameter values. Moreover, the manual insertion of decay parameters is cumbersome for static grids and infeasible for dynamically changing grids. In the present method, manual insertion and user specification of decay parameters are neither required nor allowed. Instead, the decay parameters are

  9. Vortex dynamics in thin elliptic ferromagnetic nanodisks

    NASA Astrophysics Data System (ADS)

    Wysin, G. M.

    2015-10-01

    Vortex gyrotropic motion in thin ferromagnetic nanodisks of elliptical shape is described here for a pure vortex state and for a situation with thermal fluctuations. The system is analyzed using numerical simulations of the Landau-Lifshitz-Gilbert (LLG) equations, including the demagnetization field calculated with a Green's function approach for thin film problems. At finite temperature the thermalized dynamics is found using a second order Heun algorithm for a magnetic Langevin equation based on the LLG equations. The vortex state is stable only within a limited range of ellipticity, outside of which a quasi-single-domain becomes the preferred minimum energy state. A vortex is found to move in an elliptical potential, whose force constants along the principal axes are determined numerically. The eccentricity of vortex motion is directly related to the force constants. Elliptical vortex motion is produced spontaneously by thermal fluctuations. The vortex position and velocity distributions in thermal equilibrium are Boltzmann distributions. The results show that vortex motion in elliptical disks can be described by a Thiele equation.

  10. Radiation-induced total-deletion mutations in the human hprt gene: a biophysical model based on random walk interphase chromatin geometry

    NASA Technical Reports Server (NTRS)

    Wu, H.; Sachs, R. K.; Yang, T. C.

    1998-01-01

    PURPOSE: To develop a biophysical model that explains the sizes of radiation-induced hprt deletions. METHODS: Key assumptions: (1) Deletions are produced by two DSB that are closer than an interaction distance at the time of DSB induction; (2) Interphase chromatin is modelled by a biphasic random walk distribution; and (3) Misrejoining of DSB from two separate tracks dominates at low-LET and misrejoining of DSB from a single track dominates at high-LET. RESULTS: The size spectra for radiation-induced total deletions of the hprt gene are calculated. Comparing with the results of Yamada and coworkers for gamma-irradiated human fibroblasts the study finds that an interaction distance of 0.75 microm will fit both the absolute frequency and the size spectrum of the total deletions. It is also shown that high-LET radiations produce, relatively, more total deletions of sizes below 0.5 Mb. The model predicts an essential gene to be located between 2 and 3 Mb from the hprt locus towards the centromere. Using the same assumptions and parameters as for evaluating mutation frequencies, a frequency of intra-arm chromosome deletions is calculated that is in agreement with experimental data. CONCLUSIONS: Radiation-induced total-deletion mutations of the human hprt gene and intrachange chromosome aberrations share a common mechanism for their induction.

  11. Superballistic center-of-mass motion in one-dimensional attractive Bose gases: Decoherence-induced Gaussian random walks in velocity space

    NASA Astrophysics Data System (ADS)

    Weiss, Christoph; Cornish, Simon L.; Gardiner, Simon A.; Breuer, Heinz-Peter

    2016-01-01

    We show that the spreading of the center-of-mass density of ultracold attractively interacting bosons can become superballistic in the presence of decoherence, via one-, two-, and/or three-body losses. In the limit of weak decoherence, we analytically solve the numerical model introduced in Weiss et al. [Phys. Rev. A 91, 063616 (2015)], 10.1103/PhysRevA.91.063616. The analytical predictions allow us to identify experimentally accessible parameter regimes for which we predict superballistic spreading of the center-of-mass density. Ultracold attractive Bose gases form weakly bound molecules, quantum matter-wave bright solitons. Our computer simulations combine ideas from classical field methods ("truncated Wigner") and piecewise deterministic stochastic processes. While the truncated Wigner approach to use an average over classical paths as a substitute for a quantum superposition is often an uncontrolled approximation, here it predicts the exact root-mean-square width when modeling an expanding Gaussian wave packet. In the superballistic regime, the leading order of the spreading of the center-of-mass density can thus be modeled as a quantum superposition of classical Gaussian random walks in velocity space.

  12. Thermodynamics of a conformational change using a random walk in energy-reaction coordinate space: Application to methane dimer hydrophobic interactions

    NASA Astrophysics Data System (ADS)

    Morozov, A. N.; Lin, S. H.

    2009-02-01

    A random walk sampling algorithm allows the extraction of the density of states distribution in energy-reaction coordinate space. As a result, the temperature dependences of thermodynamic quantities such as relative energy, entropy, and heat capacity can be calculated using first-principles statistical mechanics. The strategies for optimal convergence of the algorithm and control of its accuracy are proposed. We show that the saturation of the error [Q. Yan and J. J. de Pablo, Phys. Rev. Lett. 90, 035701 (2003); E. Belardinelli and V. D. Pereyra, J. Chem. Phys. 127, 184105 (2007)] is due to the use of histogram flatness as a criterion of convergence. An application of the algorithm to methane dimer hydrophobic interactions is presented. We obtained a quantitatively accurate energy-entropy decomposition of the methane dimer cavity potential. The presented results confirm the previous results, and they provide new information regarding the thermodynamics of hydrophobic interactions. We show that the finite-difference approximation, which is widely used in molecular dynamic simulations for the energy-entropy decomposition of a free energy potential, can lead to a significant error.

  13. Communication: Distinguishing between short-time non-Fickian diffusion and long-time Fickian diffusion for a random walk on a crowded lattice

    NASA Astrophysics Data System (ADS)

    Ellery, Adam J.; Baker, Ruth E.; Simpson, Matthew J.

    2016-05-01

    The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motion of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations.

  14. Communication: Distinguishing between short-time non-Fickian diffusion and long-time Fickian diffusion for a random walk on a crowded lattice.

    PubMed

    Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J

    2016-05-01

    The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motion of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations. PMID:27155618

  15. A GPU accelerated, discrete time random walk model for simulating reactive transport in porous media using colocation probability function based reaction methods

    NASA Astrophysics Data System (ADS)

    Barnard, J. M.; Augarde, C. E.

    2012-12-01

    The simulation of reactions in flow through unsaturated porous media is a more complicated process when using particle tracking based models than in continuum based models. In the fomer particles are reacted on an individual particle-to-particle basis using either deterministic or probabilistic methods. This means that particle tracking methods, especially when simulations of reactions are included, are computationally intensive as the reaction simulations require tens of thousands of nearest neighbour searches per time step. Despite this, particle tracking methods merit further study due to their ability to eliminate numerical dispersion, to simulate anomalous transport and incomplete mixing of reactive solutes. A new model has been developed using discrete time random walk particle tracking methods to simulate reactive mass transport in porous media which includes a variation of colocation probability function based methods of reaction simulation from those presented by Benson & Meerschaert (2008). Model development has also included code acceleration via graphics processing units (GPUs). The nature of particle tracking methods means that they are well suited to parallelization using GPUs. The architecture of GPUs is single instruction - multiple data (SIMD). This means that only one operation can be performed at any one time but can be performed on multiple data simultaneously. This allows for significant speed gains where long loops of independent operations are performed. Computationally expensive code elements, such the nearest neighbour searches required by the reaction simulation, are therefore prime targets for GPU acceleration.

  16. Radial and elliptic flow at RHIC: Further predictions

    SciTech Connect

    Huovinen, Pasi; Kolb, Peter F.; Heinz, Ulrich; Ruuskanen, P.V.; Voloshin, Sergei A.

    2001-01-30

    Using a hydrodynamic model, we predict the transverse momentum dependence of the spectra and the elliptic flow for different hadrons in Au+Au collisions at sqrt(s)=130 AGeV. The dependence of the differential and p{_}t-integrated elliptic flow on the hadron mass, equation of state and freeze-out temperature is studied both numerically and analytically.

  17. On the Numerical Solution of the Elliptic Monge—Ampère Equation in Dimension Two: A Least-Squares Approach

    NASA Astrophysics Data System (ADS)

    Dean, Edward J.; Glowinski, Roland

    During his outstanding career, Olivier Pironneau has addressed the solution of a large variety of problems from the Natural Sciences, Engineering and Finance to name a few, an evidence of his activity being the many articles and books he has written. It is the opinion of these authors, and former collaborators of O. Pironneau (cf. [DGP91]), that this chapter is well-suited to a volume honoring him. Indeed, the two pillars of the solution methodology that we are going to describe are: (1) a nonlinear least squares formulation in an appropriate Hilbert space, and (2) a mixed finite element approximation, reminiscent of the one used in [DGP91] and [GP79] for solving the Stokes and Navier-Stokes equations in their stream function-vorticity formulation; the contributions of O. Pironneau on the two above topics are well-known world wide. Last but not least, we will show that the solution method discussed here can be viewed as a solution method for a non-standard variant of the incompressible Navier-Stokes equations, an area where O. Pironneau has many outstanding and celebrated contributions (cf. [Pir89], for example).

  18. 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

  19. When the leak is weak - how the first-passage statistics of a biased random walk can approximate the ISI statistics of an adapting neuron

    NASA Astrophysics Data System (ADS)

    Schwalger, T.; Miklody, D.; Lindner, B.

    2013-10-01

    Sequences of first-passage times can describe the interspike intervals (ISI) between subsequent action potentials of sensory neurons. Here, we consider the ISI statistics of a stochastic neuron model, a leaky integrate-and-fire neuron, which is driven by a strong mean input current, white Gaussian current noise, and a spike-frequency adaptation current. In previous studies, it has been shown that without a leak current, i.e. for a so-called perfect integrate-and-fire (PIF) neuron, the ISI density can be well approximated by an inverse Gaussian corresponding to the first-passage-time density of a biased random walk. Furthermore, the serial correlations between ISIs, which are induced by the adaptation current, can be described by a geometric series. By means of stochastic simulations, we inspect whether these results hold true in the presence of a modest leak current. Specifically, we measure mean and variance of the ISI in the full model with leak and use the analytical results for the perfect IF model to relate these cumulants of the ISI to effective values of the mean input and noise intensity of an equivalent perfect IF model. This renormalization procedure yields semi-analytical approximations for the ISI density and the ISI serial correlation coeffcient in the full model with leak. We find that both in the absence and the presence of an adaptation current, the ISI density can be well approximated in this way if the leak current constitutes only a weak modification of the dynamics. Moreover, also the serial correlations of the model with leak are well reproduced by the expressions for a PIF model with renormalized parameters. Our results explain, why expressions derived for the rather special perfect integrate-and-fire model can nevertheless be often well fit to experimental data.

  20. Effects of various boundary conditions on the response of Poisson-Nernst-Planck impedance spectroscopy analysis models and comparison with a continuous-time random-walk model.

    PubMed

    Macdonald, J Ross

    2011-11-24

    Various electrode reaction rate boundary conditions suitable for mean-field Poisson-Nernst-Planck (PNP) mobile charge frequency response continuum models are defined and incorporated in the resulting Chang-Jaffe (CJ) CJPNP model, the ohmic OHPNP one, and a simplified GPNP one in order to generalize from full to partial blocking of mobile charges at the two plane parallel electrodes. Model responses using exact synthetic PNP data involving only mobile negative charges are discussed and compared for a wide range of CJ dimensionless reaction rate values. The CJPNP and OHPNP ones are shown to be fully equivalent, except possibly for the analysis of nanomaterial structures. The dielectric strengths associated with the CJPNP diffuse double layers at the electrodes were found to decrease toward 0 as the reaction rate increased, consistent with fewer blocked charges and more reacting ones. Parameter estimates from GPNP fits of CJPNP data were shown to lead to accurate calculated values of the CJ reaction rate and of some other CJPNP parameters. Best fits of CaCu(3)Ti(4)O(12) (CCTO) single-crystal data, an electronic conductor, at 80 and 140 K, required the anomalous diffusion model, CJPNPA, and led to medium-size rate estimates of about 0.12 and 0.03, respectively, as well as good estimates of the values of other important CJPNPA parameters such as the independently verified concentration of neutral dissociable centers. These continuum-fit results were found to be only somewhat comparable to those obtained from a composite continuous-time random-walk hopping/trapping semiuniversal UN model. PMID:21923111

  1. Investigating the roles of dimensionality in the helix-coil transition in random walk protein models using the method of Lee-Yang zeros

    NASA Astrophysics Data System (ADS)

    Linhananta, Apichart

    2004-03-01

    Recent computer simulations of coarse-grained (J.P. Kemp and Z.Y. Chen, 1998, Phys. Rev. Lett. 81, 3880) and all-atom protein models (M. Takano et. al., 2002, J. Chem. Phys. 116, 2219) have demonstrated that the helix-coil transition is a first-order-like transition. This contradicts the classical Ising-based one-dimensional Zimm-Bragg theory in which no phase transition occurs. It was conjectured that the discrepancy is due to long-range interactions and the fact that real protein systems are not one dimensional. The effects of long-range interactions have been investigated by minimalist models (N.A. Alves and U.H.E. Hansmann, 2000, Phys. Rev. Lett. 84, 1836; J.P. Kemp, U.H.E. Hansmann, and Z.Y. Chen, 2000, Eur. Phys. J. B, 15, 371), which suggests the universality of the helix-coil transition. This paper examines how conformation entropy of proteins in two or three dimensions drives the helix-coil transition. This is done by constructing two- or three-dimension self-avoiding random-walk models of proteins in which it is energetically favorable for the protein to assume linear (helical) configurations. The partition functions were determined exactly. Using the method of finite-size scaling and Lee-Yang zeros, it was confirmed that the phase transition is first order-like. The model is then extended to examine proteins that can form tertiary structures and non-native interactions. It was found that the partition-function zeros of these models differ significantly from those of the helix-coil models. The characterization of phase transitions in models of proteins and biopolymers by Lee-Yang zeros are discussed.

  2. Do we really need a large number of particles to simulate bimolecular reactive transport with random walk methods? A kernel density estimation approach

    NASA Astrophysics Data System (ADS)

    Rahbaralam, Maryam; Fernàndez-Garcia, Daniel; Sanchez-Vila, Xavier

    2015-12-01

    Random walk particle tracking methods are a computationally efficient family of methods to solve reactive transport problems. While the number of particles in most realistic applications is in the order of 106-109, the number of reactive molecules even in diluted systems might be in the order of fractions of the Avogadro number. Thus, each particle actually represents a group of potentially reactive molecules. The use of a low number of particles may result not only in loss of accuracy, but also may lead to an improper reproduction of the mixing process, limited by diffusion. Recent works have used this effect as a proxy to model incomplete mixing in porous media. In this work, we propose using a Kernel Density Estimation (KDE) of the concentrations that allows getting the expected results for a well-mixed solution with a limited number of particles. The idea consists of treating each particle as a sample drawn from the pool of molecules that it represents; this way, the actual location of a tracked particle is seen as a sample drawn from the density function of the location of molecules represented by that given particle, rigorously represented by a kernel density function. The probability of reaction can be obtained by combining the kernels associated to two potentially reactive particles. We demonstrate that the observed deviation in the reaction vs time curves in numerical experiments reported in the literature could be attributed to the statistical method used to reconstruct concentrations (fixed particle support) from discrete particle distributions, and not to the occurrence of true incomplete mixing. We further explore the evolution of the kernel size with time, linking it to the diffusion process. Our results show that KDEs are powerful tools to improve computational efficiency and robustness in reactive transport simulations, and indicates that incomplete mixing in diluted systems should be modeled based on alternative mechanistic models and not on a

  3. Simulation of Transport and Reaction Using Random Walks: Reactions Without Concentrations and the Automatic Simulation of Drastically Different Thermodynamic--- Versus Diffusion---Limited Reaction Rates

    NASA Astrophysics Data System (ADS)

    Benson, D. A.; Meerschaert, M. M.

    2008-12-01

    We extend the advantages of Lagrangian random walk particle tracking (RWPT) methods that have long been used to simulate advection and dispersion in highly heterogeneous media. By formulating dissolution as a random, independent decay process, the classical continuum rate law is recovered. A novel formulation of the random precipitation process requires a consideration of the probability that two nearby particles will occupy the same differential volume in a given time period. This depends on local mixing (as by diffusion) and the total domain particle number density, which are fixed and therefore easy to calculate. The result is that the effective reaction rate follows two regimes. First, for high thermodynamic reaction probability and/or fast mixing, the classical continuum rate laws are reproduced. These are coded in the Gillespie method. This implies an exponentially fast approach to equilibrium. Second, for diffusion (mixing) limited reaction rates, equilibrium is approached much more slowly, following a power law that differs for 1-, 2-, or 3-d. At long enough times, the classical law of mass action for equilibrium reactions is reproduced, in an ensemble sense, for either rate regime. The same number of parameters for A+B ⇌ C are needed in a probabilistic versus continuum reaction simulation---one each for forward and backward probabilities that correspond to continuum thermodynamic rates. The random nature of the simulations allows for significant disequilibrium in any given region at any time that is independent of the numerical details such as time stepping or particle density. This is exemplified by nearby or intermingled groups of reactants and little or no product---a result that is often noted in the field that is difficult to reconcile with continuum methods or coarse-grained Eulerian models. Our results support both the recent experiments that show mixing-limited reactions and the results of perturbed advection-dispersion-reaction continuum models

  4. The influence of sources terms on the boundary behavior of the large solutions of quasilinear elliptic equations: the power like case

    NASA Astrophysics Data System (ADS)

    Alarcón, S.; Díaz, G.; Rey, J. M.

    2013-06-01

    We study the explosive expansion near the boundary of the large solutions of the equation -Δpu+um=f quadin Ω where {Ω} is an open bounded set of {{R}N} , N > 1, with adequately smooth boundary, m > p-1 > 0, and f is a continuous nonnegative function in {Ω} . Roughly speaking, we show that the number of explosive terms in the asymptotic boundary expansion of the solution is finite, but it goes to infinity as m goes to p-1. For illustrative choices of the sources, we prove that the expansion consists of two possible geometrical and nongeometrical parts. For low explosive sources, the nongeometrical part does not exist, and all coefficients depend on the diffusion and the geometry of the domain. For high explosive sources, there are coefficients, relative to the nongeometrical part, independent on {Ω} and the diffusion. In this case, the geometrical part cannot exist, and we say then that the source is very high explosive. We emphasize that low or high explosive sources can cause different geometrical properties in the expansion for a given interior structure of the differential operator. This paper is strongly motivated by the applications, in particular by the non-Newtonian fluid theory where p ≠ 2 involves rheological properties of the medium.

  5. Elliptically polarized bursty radio emissions from Jupiter

    NASA Technical Reports Server (NTRS)

    Reiner, M. J.; Desch, M. D.; Kaiser, M. L.; Manning, R.; Fainberg, J.; Stone, R. G.

    1995-01-01

    We report a new component of Jovian radio emission observed by the Ulysses spacecraft when Ulysses was at high Jovigraphic latitudes (greater than or approximately = 30 deg north or south of the Jovian magnetic equator). This bursty high-latitude emission is elliptically polarized in the right-hand sense when observed from northern latitudes and in the left-hand sense when observed from southern latitudes, consistent with extraordinary mode. The orientation of the polarization ellipse is observed to systematically vary with time relative to the observer. It is argued that the elliptically-polarized nature of the emission is intrinsic to the source region.

  6. Three-dimensional instability of elliptical flow

    NASA Astrophysics Data System (ADS)

    Bayly, B. J.

    1986-10-01

    A clarification of the physical and mathematical nature of Pierrhumbert's (1986) three-dimensional short-wave inviscid instability of simple two-dimensional elliptical flow is presented. The instabilities found are independent of length scale, extending Pierrhumbert's conclusion that the structures of the instabilities are independent of length scale in the limit of large wave number. The fundamental modes are exact solutions of the nonlinear equations, and they are plane waves whose wave vector rotates elliptically around the z axis with a period of 2(pi)/Omega. The growth rates are shown to be the exponents of a matrix Floquet problem, and good agreement is found with previous results.

  7. The elliptic anomaly

    NASA Technical Reports Server (NTRS)

    Janin, G.; Bond, V. R.

    1980-01-01

    An independent variable different from the time for elliptic orbit integration is used. Such a time transformation provides an analytical step-size regulation along the orbit. An intermediate anomaly (an anomaly intermediate between the eccentric and the true anomaly) is suggested for optimum performances. A particular case of an intermediate anomaly (the elliptic anomaly) is defined, and its relation with the other anomalies is developed.

  8. Experiments performed with bubbly flow in vertical pipes at different flow conditions covering the transition region: simulation by coupling Eulerian, Lagrangian and 3D random walks models

    NASA Astrophysics Data System (ADS)

    Muñoz-Cobo, José; Chiva, Sergio; El Aziz Essa, Mohamed; Mendes, Santos

    2012-08-01

    Two phase flow experiments with different superficial velocities of gas and water were performed in a vertical upward isothermal cocurrent air-water flow column with conditions ranging from bubbly flow, with very low void fraction, to transition flow with some cap and slug bubbles and void fractions around 25%. The superficial velocities of the liquid and the gas phases were varied from 0.5 to 3 m/s and from 0 to 0.6 m/s, respectively. Also to check the effect of changing the surface tension on the previous experiments small amounts of 1-butanol were added to the water. These amounts range from 9 to 75 ppm and change the surface tension. This study is interesting because in real cases the surface tension of the water diminishes with temperature, and with this kind of experiments we can study indirectly the effect of changing the temperature on the void fraction distribution. The following axial and radial distributions were measured in all these experiments: void fraction, interfacial area concentration, interfacial velocity, Sauter mean diameter and turbulence intensity. The range of values of the gas superficial velocities in these experiments covered the range from bubbly flow to the transition to cap/slug flow. Also with transition flow conditions we distinguish two groups of bubbles in the experiments, the small spherical bubbles and the cap/slug bubbles. Special interest was devoted to the transition region from bubbly to cap/slug flow; the goal was to understand the physical phenomena that take place during this transition A set of numerical simulations of some of these experiments for bubbly flow conditions has been performed by coupling a Lagrangian code, that tracks the three dimensional motion of the individual bubbles in cylindrical coordinates inside the field of the carrier liquid, to an Eulerian model that computes the magnitudes of continuous phase and to a 3D random walk model that takes on account the fluctuation in the velocity field of the

  9. Spectral multigrid methods for elliptic equations II

    NASA Technical Reports Server (NTRS)

    Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.

    1984-01-01

    A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

  10. Spectral multigrid methods for elliptic equations 2

    NASA Technical Reports Server (NTRS)

    Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.

    1983-01-01

    A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

  11. Matrix factorizations and elliptic fibrations

    NASA Astrophysics Data System (ADS)

    Omer, Harun

    2016-09-01

    I use matrix factorizations to describe branes at simple singularities of elliptic fibrations. Each node of the corresponding Dynkin diagrams of the ADE-type singularities is associated with one indecomposable matrix factorization which can be deformed into one or more factorizations of lower rank. Branes with internal fluxes arise naturally as bound states of the indecomposable factorizations. Describing branes in such a way avoids the need to resolve singularities. This paper looks at gauge group breaking from E8 fibers down to SU (5) fibers due to the relevance of such fibrations for local F-theory GUT models. A purpose of this paper is to understand how the deformations of the singularity are understood in terms of its matrix factorizations. By systematically factorizing the elliptic fiber equation, this paper discusses geometries which are relevant for building semi-realistic local models. In the process it becomes evident that breaking patterns which are identical at the level of the Kodaira type of the fibers can be inequivalent at the level of matrix factorizations. Therefore the matrix factorization picture supplements information which the conventional less detailed descriptions lack.

  12. Young Elliptical Galaxies

    NASA Astrophysics Data System (ADS)

    Kim, Dong-Woo

    2005-10-01

    We propose deep XMM-Newton observations of two young, post-merger elliptical galaxies, NGC 3377 and NGC 5018. Because their X-ray to optical luminosity ratios are the lowest among ellipticals and their stellar populations are significantly metal-enriched, they are the best candidates to address two biggest unsolved problems of the X-ray study of elliptical galaxies: large L_X/L_B scatter and ISM Fe discrepancy. Our XMM-Newton data, in conjunction with the existing Chandra data will allow us to accurately determine Fe and alpha-elements abundances. We will then address the origin of the large L_X/L_B scatter in terms of ISM removal mechanisms by merger-induced galactic winds.

  13. Multilevel filtering elliptic preconditioners

    NASA Technical Reports Server (NTRS)

    Kuo, C. C. Jay; Chan, Tony F.; Tong, Charles

    1989-01-01

    A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

  14. Generalized Klein-Kramers equation: solution and application

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok; Wang, K. G.

    2013-09-01

    A generalized Klein-Kramers equation based on the continuous time random walk model is investigated. The equation generalizes the ordinary and fractional Klein-Kramers equations. Analytic solutions for the probability density and first two moments (for the force-free case) are obtained, and their dynamic behaviors are investigated in detail. The model is used to describe the cell migration of two migrating transformed renal epithelial Madin-Darby canine kidney (MDCK-F) cell strains: wild-type (NHE+) and NHE-deficient (NHE-) cells. Our theoretical predictions are in good agreement with experimental work in the paper (Dieterich et al 2008 Proc. Nat. Acad. Sci. USA 105 459).

  15. The development of a three-dimensional partially elliptic flow computer program for combustor research

    NASA Technical Reports Server (NTRS)

    Pan, Y. S.

    1978-01-01

    A three dimensional, partially elliptic, computer program was developed. Without requiring three dimensional computer storage locations for all flow variables, the partially elliptic program is capable of predicting three dimensional combustor flow fields with large downstream effects. The program requires only slight increase of computer storage over the parabolic flow program from which it was developed. A finite difference formulation for a three dimensional, fully elliptic, turbulent, reacting, flow field was derived. Because of the negligible diffusion effects in the main flow direction in a supersonic combustor, the set of finite-difference equations can be reduced to a partially elliptic form. Only the pressure field was governed by an elliptic equation and requires three dimensional storage; all other dependent variables are governed by parabolic equations. A numerical procedure which combines a marching integration scheme with an iterative scheme for solving the elliptic pressure was adopted.

  16. Modifications of bundles, elliptic integrable systems, and related problems

    NASA Astrophysics Data System (ADS)

    Zotov, A. V.; Smirnov, A. V.

    2013-10-01

    We describe a construction of elliptic integrable systems based on bundles with nontrivial characteristic classes, especially attending to the bundle-modification procedure, which relates models corresponding to different characteristic classes. We discuss applications and related problems such as the Knizhnik-Zamolodchikov-Bernard equations, classical and quantum R-matrices, monopoles, spectral duality, Painlevé equations, and the classical-quantum correspondence. For an SL(N,ℂ)-bundle on an elliptic curve with nontrivial characteristic classes, we obtain equations of isomonodromy deformations.

  17. ELLIPT2D: A Flexible Finite Element Code Written Python

    SciTech Connect

    Pletzer, A.; Mollis, J.C.

    2001-03-22

    The use of the Python scripting language for scientific applications and in particular to solve partial differential equations is explored. It is shown that Python's rich data structure and object-oriented features can be exploited to write programs that are not only significantly more concise than their counter parts written in Fortran, C or C++, but are also numerically efficient. To illustrate this, a two-dimensional finite element code (ELLIPT2D) has been written. ELLIPT2D provides a flexible and easy-to-use framework for solving a large class of second-order elliptic problems. The program allows for structured or unstructured meshes. All functions defining the elliptic operator are user supplied and so are the boundary conditions, which can be of Dirichlet, Neumann or Robbins type. ELLIPT2D makes extensive use of dictionaries (hash tables) as a way to represent sparse matrices.Other key features of the Python language that have been widely used include: operator over loading, error handling, array slicing, and the Tkinter module for building graphical use interfaces. As an example of the utility of ELLIPT2D, a nonlinear solution of the Grad-Shafranov equation is computed using a Newton iterative scheme. A second application focuses on a solution of the toroidal Laplace equation coupled to a magnetohydrodynamic stability code, a problem arising in the context of magnetic fusion research.

  18. Renewal equations for option pricing

    NASA Astrophysics Data System (ADS)

    Montero, M.

    2008-09-01

    In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.

  19. Thermodynamics of Inozemtsev's elliptic spin chain

    NASA Astrophysics Data System (ADS)

    Klabbers, Rob

    2016-06-01

    We study the thermodynamic behaviour of Inozemtsev's long-range elliptic spin chain using the Bethe ansatz equations describing the spectrum of the model in the infinite-length limit. We classify all solutions of these equations in that limit and argue which of these solutions determine the spectrum in the thermodynamic limit. Interestingly, some of the solutions are not selfconjugate, which puts the model in sharp contrast to one of the model's limiting cases, the Heisenberg XXX spin chain. Invoking the string hypothesis we derive the thermodynamic Bethe ansatz equations (TBA-equations) from which we determine the Helmholtz free energy in thermodynamic equilibrium and derive the associated Y-system. We corroborate our results by comparing numerical solutions of the TBA-equations to a direct computation of the free energy for the finite-length hamiltonian. In addition we confirm numerically the interesting conjecture put forward by Finkel and González-López that the original and supersymmetric versions of Inozemtsev's elliptic spin chain are equivalent in the thermodynamic limit.

  20. Dynamic scaling behaviors of linear fractal Langevin-type equation driven by nonconserved and conserved noise

    NASA Astrophysics Data System (ADS)

    Zhang, Zhe; Xun, Zhi-Peng; Wu, Ling; Chen, Yi-Li; Xia, Hui; Hao, Da-Peng; Tang, Gang

    2016-06-01

    In order to study the effects of the microscopic details of fractal substrates on the scaling behavior of the growth model, a generalized linear fractal Langevin-type equation, ∂h / ∂t =(- 1) m + 1 ν∇ mzrw h (zrw is the dynamic exponent of random walk on substrates), driven by nonconserved and conserved noise is proposed and investigated theoretically employing scaling analysis. Corresponding dynamic scaling exponents are obtained.

  1. Magnetohydrodynamics equilibrium of a self-confined elliptical plasma ball

    SciTech Connect

    Wu, H. P. O. Box 8730, Beijing 100080 and Institute of Mechanics, Academia Sinica, Beijing, People's Republic of China ); Oakes, M.E. )

    1991-08-01

    A variational principle is applied to the problem of magnetohydrodynamics (MHD) equilibrium of a self-contained elliptical plasma ball, such as elliptical ball lightning. The principle is appropriate for an approximate solution of partial differential equations with arbitrary boundary shape. The method reduces the partial differential equation to a series of ordinary differential equations and is especially valuable for treating boundaries with nonlinear deformations. The calculations conclude that the pressure distribution and the poloidal current are more uniform in an oblate self-confined plasma ball than that of an elongated plasma ball. The ellipticity of the plasma ball is obviously restricted by its internal pressure, magnetic field, and ambient pressure. Qualitative evidence is presented for the absence of sighting of elongated ball lightning.

  2. Modelling elliptically polarised free electron lasers

    NASA Astrophysics Data System (ADS)

    Henderson, J. R.; Campbell, L. T.; Freund, H. P.; McNeil, B. W. J.

    2016-06-01

    A model of a free electron laser (FEL) operating with an elliptically polarised undulator is presented. The equations describing the FEL interaction, including resonant harmonic radiation fields, are averaged over an undulator period and generate a generalised Bessel function scaling factor, similar to that of planar undulator FEL theory. Comparison between simulations of the averaged model with those of an unaveraged model show very good agreement in the linear regime. Two unexpected results were found. Firstly, an increased coupling to harmonics for elliptical rather than planar polarisarised undulators. Secondly, and thought to be unrelated to the undulator polarisation, a significantly different evolution between the averaged and unaveraged simulations of the harmonic radiation evolution approaching FEL saturation.

  3. Effect of flow fluctuations and nonflow on elliptic flow methods

    SciTech Connect

    Ollitrault, Jean-Yves; Poskanzer, Arthur M.; Voloshin, Sergei A.

    2009-04-16

    We discuss how the different estimates of elliptic flow are influenced by flow fluctuations and nonflow effects. It is explained why the event-plane method yields estimates between the two-particle correlation methods and the multiparticle correlation methods. It is argued that nonflow effects and fluctuations cannot be disentangled without other assumptions. However, we provide equations where, with reasonable assumptions about fluctuations and nonflow, all measured values of elliptic flow converge to a unique mean v_2,PP elliptic flow in the participant plane and, with a Gaussian assumption on eccentricity fluctuations, can be converted to the mean v_2,RP in the reaction plane. Thus, the 20percent spread in observed elliptic flow measurements from different analysis methods is no longer mysterious.

  4. Symmetry breaking and uniqueness for the incompressible Navier-Stokes equations

    SciTech Connect

    Dascaliuc, Radu; Thomann, Enrique; Waymire, Edward C.; Michalowski, Nicholas

    2015-07-15

    The present article establishes connections between the structure of the deterministic Navier-Stokes equations and the structure of (similarity) equations that govern self-similar solutions as expected values of certain naturally associated stochastic cascades. A principle result is that explosion criteria for the stochastic cascades involved in the probabilistic representations of solutions to the respective equations coincide. While the uniqueness problem itself remains unresolved, these connections provide interesting problems and possible methods for investigating symmetry breaking and the uniqueness problem for Navier-Stokes equations. In particular, new branching Markov chains, including a dilogarithmic branching random walk on the multiplicative group (0, ∞), naturally arise as a result of this investigation.

  5. Elliptical instability of compressible flow in ellipsoids

    NASA Astrophysics Data System (ADS)

    Clausen, N.; Tilgner, A.

    2014-02-01

    Context. Elliptical instability is due to a parametric resonance of two inertial modes in a fluid velocity field with elliptical streamlines. This flow is a simple model of the motion in a tidally deformed, rotating body. Elliptical instability typically leads to three-dimensional turbulence. The associated turbulent dissipation together with the dissipation of the large scale mode may be important for the synchronization process in stellar and planetary binary systems. Aims: In order to determine the influence of the compressibility on the stability limits of tidal flows in stars or planets, we calculate the growth rates of perturbations in flows with elliptical streamlines within ellipsoidal boundaries of small ellipticity. In addition, the influence of the orbiting frequency of the tidal perturber ΩP and the viscosity of the fluid are taken into account. Methods: We studied the linear stability of the flow to determine the growth rates. We solved the Euler equation and the continuity equation. The viscosity was introduced heuristically in our calculations. We assumed a power law for the radial dependence of the background density. Together with the use of the anelastic approximation, this enabled us to use semi-analytical methods to solve the equations. Results: It is found that the growth rate of a certain mode combination depends on the compressibility. However, the influence of the compressibility is negligible for the growth rate maximized over all possible modes if viscous bulk damping effects can be neglected. The growth rate maximized over all possible modes determines the stability of the flow. The stability limit for the compressible fluid confined to an ellipsoid is the same as for incompressible fluid in an unbounded domain. Depending on the ratio ΩP/ΩF, with ΩF the spin rate of the central object in the frame of the rotating tidal perturber, certain pairs of modes resonate with each other. The size of the bulk damping term depends on the modes

  6. Lateral Migration and Rotational Motion of Elliptic Particles in Planar Poiseuille Flow

    NASA Technical Reports Server (NTRS)

    Qi, Dewei; Luo, Li-Shi; Aravamuthan, Raja; Strieder, William; Bushnell, Dennis M. (Technical Monitor)

    2002-01-01

    Simulations of elliptic particulate suspensions in the planar Poiseuille flow are performed by using the lattice Boltzmann equation. Effects of the multi-particle on the lateral migration and rotational motion of both neutrally and non-neutrally buoyant elliptic particles are investigated. Low and intermediate total particle volume fraction f(sub a) = 13%, 15%, and 40% are considered in this work.

  7. Blue ellipticals in compact groups

    NASA Technical Reports Server (NTRS)

    Zepf, Stephen E.; Whitmore, Bradley C.

    1990-01-01

    By studying galaxies in compact groups, the authors examine the hypothesis that mergers of spiral galaxies make elliptical galaxies. The authors combine dynamical models of the merger-rich compact group environment with stellar evolution models and predict that roughly 15 percent of compact group ellipticals should be 0.15 mag bluer in B - R color than normal ellipticals. The published colors of these galaxies suggest the existence of this predicted blue population, but a normal distribution with large random errors can not be ruled out based on these data alone. However, the authors have new ultraviolet blue visual data which confirm the blue color of the two ellipticals with blue B - R colors for which they have their own colors. This confirmation of a population of blue ellipticals indicates that interactions are occurring in compact groups, but a blue color in one index alone does not require that these ellipticals are recent products of the merger of two spirals. The authors demonstrate how optical spectroscopy in the blue may distinguish between a true spiral + spiral merger and the swallowing of a gas-rich system by an already formed elliptical. The authors also show that the sum of the luminosity of the galaxies in each group is consistent with the hypothesis that the final stage in the evolution of compact group is an elliptical galaxy.

  8. Elliptical Orbit Performance Computer Program

    NASA Technical Reports Server (NTRS)

    Myler, T.

    1984-01-01

    Elliptical Orbit Performance (ELOPE) computer program for analyzing orbital performance of space boosters uses orbit insertion data obtained from trajectory simulation to generate parametric data on apogee and perigee altitudes as function of payload data. Data used to generate presentation plots that display elliptical orbit performance capability of space booster.

  9. Fluxon Dynamics in Elliptic Annular Josephson Junctions

    NASA Astrophysics Data System (ADS)

    Monaco, Roberto; Mygind, Jesper

    2016-04-01

    We analyze the dynamics of a magnetic flux quantum (current vortex) trapped in a current-biased long planar elliptic annular Josephson tunnel junction. The system is modeled by a perturbed sine-Gordon equation that determines the spatial and temporal behavior of the phase difference across the tunnel barrier separating the two superconducting electrodes. In the absence of an external magnetic field, the fluxon dynamics in an elliptic annulus does not differ from that of a circular annulus where the stationary fluxon speed merely is determined by the system losses. The interaction between the vortex magnetic moment and a spatially homogeneous in-plane magnetic field gives rise to a tunable periodic non-sinusoidal potential which is strongly dependent on the annulus aspect ratio. We study the escape of the vortex from a well in the tilted potential when the bias current exceeds the depinning current. The smallest depinning current as well as the lowest sensitivity of the annulus to the external field is achieved when the axes ratio is equal to √{2}. The presented extensive numerical results are in good agreement with the findings of the perturbative approach. We also probe the rectifying properties of an asymmetric potential implemented with an egg-shaped annulus formed by two semi-elliptic arcs.

  10. Variational elliptic solver for atmospheric applications

    SciTech Connect

    Smolarkiewicz, P.K.; Margolin, L.G.

    1994-03-01

    We discuss a conjugate gradient type method -- the conjugate residual -- suitable for solving linear elliptic equations that result from discretization of complex atmospheric dynamical problems. Rotation and irregular boundaries typically lead to nonself-adjoint elliptic operators whose matrix representation on the grid is definite but not symmetric. On the other hand, most established methods for solving large sparse matrix equations depend on the symmetry and definiteness of the matrix. Furthermore, the explicit construction of the matrix can be both difficult and computationally expensive. An attractive feature of conjugate gradient methods in general is that they do not require any knowledge of the matrix; and in particular, convergence of conjugate residual algorithms do not rely on symmetry for definite operators. We begin by reviewing some basic concepts of variational algorithms from the perspective of a physical analogy to the damped wave equation, which is a simple alternative to the traditional abstract framework of the Krylov subspace methods. We derive two conjugate residual schemes from variational principles, and prove that either definiteness or symmetry ensures their convergence. We discuss issues related to computational efficiency and illustrate our theoretical considerations with a test problem of the potential flow of a Boussinesq fluid flow past a steep, three-dimensional obstacle.

  11. Anomalous Diffusion of Dissipative Solitons in the Cubic-Quintic Complex Ginzburg-Landau Equation in Two Spatial Dimensions

    NASA Astrophysics Data System (ADS)

    Cisternas, Jaime; Descalzi, Orazio; Albers, Tony; Radons, Günter

    2016-05-01

    We demonstrate the occurrence of anomalous diffusion of dissipative solitons in a "simple" and deterministic prototype model: the cubic-quintic complex Ginzburg-Landau equation in two spatial dimensions. The main features of their dynamics, induced by symmetric-asymmetric explosions, can be modeled by a subdiffusive continuous-time random walk, while in the case dominated by only asymmetric explosions, it becomes characterized by normal diffusion.

  12. Anomalous Diffusion of Dissipative Solitons in the Cubic-Quintic Complex Ginzburg-Landau Equation in Two Spatial Dimensions.

    PubMed

    Cisternas, Jaime; Descalzi, Orazio; Albers, Tony; Radons, Günter

    2016-05-20

    We demonstrate the occurrence of anomalous diffusion of dissipative solitons in a "simple" and deterministic prototype model: the cubic-quintic complex Ginzburg-Landau equation in two spatial dimensions. The main features of their dynamics, induced by symmetric-asymmetric explosions, can be modeled by a subdiffusive continuous-time random walk, while in the case dominated by only asymmetric explosions, it becomes characterized by normal diffusion. PMID:27258868

  13. MIB Galerkin method for elliptic interface problems.

    PubMed

    Xia, Kelin; Zhan, Meng; Wei, Guo-Wei

    2014-12-15

    Material interfaces are omnipresent in the real-world structures and devices. Mathematical modeling of material interfaces often leads to elliptic partial differential equations (PDEs) with discontinuous coefficients and singular sources, which are commonly called elliptic interface problems. The development of high-order numerical schemes for elliptic interface problems has become a well defined field in applied and computational mathematics and attracted much attention in the past decades. Despite of significant advances, challenges remain in the construction of high-order schemes for nonsmooth interfaces, i.e., interfaces with geometric singularities, such as tips, cusps and sharp edges. The challenge of geometric singularities is amplified when they are associated with low solution regularities, e.g., tip-geometry effects in many fields. The present work introduces a matched interface and boundary (MIB) Galerkin method for solving two-dimensional (2D) elliptic PDEs with complex interfaces, geometric singularities and low solution regularities. The Cartesian grid based triangular elements are employed to avoid the time consuming mesh generation procedure. Consequently, the interface cuts through elements. To ensure the continuity of classic basis functions across the interface, two sets of overlapping elements, called MIB elements, are defined near the interface. As a result, differentiation can be computed near the interface as if there is no interface. Interpolation functions are constructed on MIB element spaces to smoothly extend function values across the interface. A set of lowest order interface jump conditions is enforced on the interface, which in turn, determines the interpolation functions. The performance of the proposed MIB Galerkin finite element method is validated by numerical experiments with a wide range of interface geometries, geometric singularities, low regularity solutions and grid resolutions. Extensive numerical studies confirm the

  14. Modulated Elliptical Slot

    NASA Technical Reports Server (NTRS)

    Abou-Khousa, M. A.

    2009-01-01

    A novel modulated slot design has been proposed and tested. The proposed slot is aimed to replace the inefficient small dipoles used in conventional MST-based imaging systems. The developed slot is very attractive as MST array element due to its small size and high efficiency/modulation depth. In fact, the developed slot has been successfully used to implement the first prototype of a microwave camera operating at 24 GHZ. It is also being used in the design of the second generation of the camera. Finally, the designed elliptical slot can be used as an electronically controlled waveguide iris for many other purposes (for instance in constructing waveguide reflective phase shifters and multiplexers/switches).

  15. Rotating convection in elliptical geometries

    NASA Astrophysics Data System (ADS)

    Evonuk, M.

    2014-12-01

    Tidal interactions between hot jupiter planets and their host stars are likely to result in non-spherical geometries. These elliptical instabilities may have interesting effects on interior fluid convective patterns, which in turn influence the nature of the magnetic dynamo within these planets. Simulations of thermal convection in the 2D rotating equatorial plane are conducted to determine to first order the effect of ellipticity on convection for varying density contrasts with differing convective vigor and rotation rate. This survey is conducted in two dimensions in order to simulate a broad range of ellipticities and to maximize the parameter space explored.

  16. The augmented Lagrangian method for parameter estimation in elliptic systems

    NASA Technical Reports Server (NTRS)

    Ito, Kazufumi; Kunisch, Karl

    1990-01-01

    In this paper a new technique for the estimation of parameters in elliptic partial differential equations is developed. It is a hybrid method combining the output-least-squares and the equation error method. The new method is realized by an augmented Lagrangian formulation, and convergence as well as rate of convergence proofs are provided. Technically the critical step is the verification of a coercivity estimate of an appropriately defined Lagrangian functional. To obtain this coercivity estimate a seminorm regularization technique is used.

  17. Crack-face displacements for embedded elliptic and semi-elliptical surface cracks

    NASA Technical Reports Server (NTRS)

    Raju, I. S.

    1989-01-01

    Analytical expressions for the crack-face displacements of an embedded elliptic crack in infinite solid subjected to arbitrary tractions are obtained. The tractions on the crack faces are assumed to be expressed in a polynomial form. These displacements expressions complete the exact solution of Vijayakumar and Atluri, and Nishioki and Atluri. For the special case of an embedded crack in an infinite solid subjected to uniform pressure loading, the present displacements agree with those by Green and Sneddon. The displacement equations derived were used with the finite-element alternating method (FEAM) for the analysis of a semi-elliptic surface crack in a finite solid subjected to remote tensile loading. The maximum opening displacements obtained with FEAM are compared to those with the finite-element method with singularity elements. The maximum crack opening displacements by the two methods showed good agreement.

  18. Bounding the elliptic Mahler measure

    NASA Astrophysics Data System (ADS)

    Pinner, Christopher

    1998-11-01

    We give a simple inequality relating the elliptic Mahler measure of a polynomial to the traditional Mahler measure (via the length of the polynomial). These bounds are essentially sharp. We also give the corresponding result for polynomials in several variables.

  19. Monte Carlo random walk simulation of electron transport in confined porous TiO{sub 2} as a promising candidate for photo-electrode of nano-crystalline solar cells

    SciTech Connect

    Javadi, M.; Abdi, Y.

    2015-08-14

    Monte Carlo continuous time random walk simulation is used to study the effects of confinement on electron transport, in porous TiO{sub 2}. In this work, we have introduced a columnar structure instead of the thick layer of porous TiO{sub 2} used as anode in conventional dye solar cells. Our simulation results show that electron diffusion coefficient in the proposed columnar structure is significantly higher than the diffusion coefficient in the conventional structure. It is shown that electron diffusion in the columnar structure depends both on the cross section area of the columns and the porosity of the structure. Also, we demonstrate that such enhanced electron diffusion can be realized in the columnar photo-electrodes with a cross sectional area of ∼1 μm{sup 2} and porosity of 55%, by a simple and low cost fabrication process. Our results open up a promising approach to achieve solar cells with higher efficiencies by engineering the photo-electrode structure.

  20. Algorithm refinement for the stochastic Burgers' equation

    SciTech Connect

    Bell, John B.; Foo, Jasmine; Garcia, Alejandro L. . E-mail: algarcia@algarcia.org

    2007-04-10

    In this paper, we develop an algorithm refinement (AR) scheme for an excluded random walk model whose mean field behavior is given by the viscous Burgers' equation. AR hybrids use the adaptive mesh refinement framework to model a system using a molecular algorithm where desired while allowing a computationally faster continuum representation to be used in the remainder of the domain. The focus in this paper is the role of fluctuations on the dynamics. In particular, we demonstrate that it is necessary to include a stochastic forcing term in Burgers' equation to accurately capture the correct behavior of the system. The conclusion we draw from this study is that the fidelity of multiscale methods that couple disparate algorithms depends on the consistent modeling of fluctuations in each algorithm and on a coupling, such as algorithm refinement, that preserves this consistency.