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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.

    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

  3. 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.

  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. 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.

  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. 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.

  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. 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.

  10. Steering random walks with kicked ultracold atoms

    NASA Astrophysics Data System (ADS)

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

    2015-09-01

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

  11. The subtle nature of financial random walks

    NASA Astrophysics Data System (ADS)

    Bouchaud, Jean-Philippe

    2005-06-01

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

  12. 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.

  13. 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.

  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 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.

  18. 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.

  19. 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 \

  20. 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

  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. 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

  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. 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

  10. 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

  11. 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.

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

    SciTech Connect

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

    2012-10-15

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

  13. The Einstein Relation for RandomWalks on Graphs

    NASA Astrophysics Data System (ADS)

    Telcs, András

    2006-05-01

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

  14. The Einstein Relation for Random Walks on Graphs

    NASA Astrophysics Data System (ADS)

    Telcs, András

    2006-02-01

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

  15. 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

    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

  2. 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

  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. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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

  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. 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.

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. 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.

  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. 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

  15. 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.

  16. 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.

  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. 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

  10. 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

  11. 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.

  12. 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.

  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. 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.

  20. 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.

  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. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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

  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. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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

  16. 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.

  17. 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.

  18. 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

  19. 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

  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. 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.

  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. 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.

  13. 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

  14. 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

  15. 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.

  16. 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

  17. 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.

  18. 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.

  19. 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

  20. 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

  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 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.

  8. 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 .

  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. 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

  12. 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.

  13. 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.

  14. 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

  15. 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

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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.

  1. 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.

  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. 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.

  7. 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

  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. 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.

  13. 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.

  14. 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.

  15. 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

  16. 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.

  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. 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.

  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

    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. 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

  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. 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.

  7. 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.

  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

    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.

  10. 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

  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. 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.

  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. 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.

  18. 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.

  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. 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.

  4. 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

  5. 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.

  6. 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.

  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