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Sample records for random walk theory

  1. 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.

  2. 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.

  3. Quantum random walks without walking

    SciTech Connect

    Manouchehri, K.; Wang, J. B.

    2009-12-15

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

  4. Dynamic Simulation of Backward Diffusion Based on Random Walk Theory

    NASA Astrophysics Data System (ADS)

    Dung, Vu Ba; Nguyen, Bui Huu

    2016-06-01

    Results of diffusion study in silicon showed that diffusion of the selfinterstitial and vacancy could be backward diffusion and their diffusivity could be negative [1]. The backward diffusion process and negative diffusivity is contrary to the fundamental laws of diffusion such as the law of Fick law, namely the diffusive flux of backward diffusion goes from regions of low concentration to regions of high concentration. The backward diffusion process have been explained [2]. In this paper, the backward diffusion process is simulated. Results is corresponding to theory and show that when thermal velocity of the low concentration area is greater than thermal velocity of the high concentration area, the backward diffusion can be occurred.

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

    NASA Technical Reports Server (NTRS)

    Perlmutter, M.

    1973-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

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

  7. 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.

  8. 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

  9. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2013-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Lardizabal, Carlos F.; Souza, Rafael R.

    2016-07-01

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

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

    NASA Astrophysics Data System (ADS)

    Javaherchi, Teymour; Aliseda, Alberto

    2012-11-01

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

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

    NASA Astrophysics Data System (ADS)

    Lardizabal, Carlos F.; Souza, Rafael R.

    2016-09-01

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

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

    NASA Astrophysics Data System (ADS)

    Barlovic, Robert; Schadschneider, Andreas; Schreckenberg, Michael

    2001-05-01

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

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

    NASA Astrophysics Data System (ADS)

    Barzykin, A. V.; Hashimoto, S.

    2000-08-01

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

  17. 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

  18. 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.

  19. On Convergent Probability of a Random Walk

    ERIC Educational Resources Information Center

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

    2006-01-01

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

  20. 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.

  1. 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.

  2. 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

  3. 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.

  4. A scaling law for random walks on networks.

    PubMed

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

    2014-01-01

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

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

    PubMed

    Sabir, Behlool; Santhanam, M S

    2014-09-01

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

  6. 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.

  7. 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

  8. 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.

  9. Excited Random Walk in One Dimension

    NASA Astrophysics Data System (ADS)

    Antal, Tibor

    2005-03-01

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

  10. Steering random walks with kicked ultracold atoms

    NASA Astrophysics Data System (ADS)

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

    2015-09-01

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

  11. The excited random walk in one dimension

    NASA Astrophysics Data System (ADS)

    Antal, T.; Redner, S.

    2005-03-01

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

  12. Mesoscopic description of random walks on combs.

    PubMed

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

    2015-12-01

    Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations. PMID:26764637

  13. Mesoscopic description of random walks on combs

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

    Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations.

  14. 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.

  15. Sunspot random walk and 22-year variation

    USGS Publications Warehouse

    Love, Jeffrey J.; Rigler, E. Joshua

    2012-01-01

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

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. Random walk centrality in interconnected multilayer networks

    NASA Astrophysics Data System (ADS)

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

    2016-06-01

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

  5. A Random Walk Picture of Basketball

    NASA Astrophysics Data System (ADS)

    Gabel, Alan; Redner, Sidney

    2012-02-01

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

  6. 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

  7. 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.

  8. Generalized ruin problems and asynchronous random walks

    NASA Astrophysics Data System (ADS)

    Abad, E.

    2005-07-01

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

  9. 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.

  10. The subtle nature of financial random walks

    NASA Astrophysics Data System (ADS)

    Bouchaud, Jean-Philippe

    2005-06-01

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

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

    ERIC Educational Resources Information Center

    Ehrhardt, George

    2013-01-01

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

  12. Fractional Brownian Motion:. Theory and Application to DNA Walk

    NASA Astrophysics Data System (ADS)

    Lim, S. C.; Muniandy, S. V.

    2001-09-01

    This paper briefly reviews the theory of fractional Brownian motion (FBM) and its generalization to multifractional Brownian motion (MBM). FBM and MBM are applied to a biological system namely the DNA sequence. By considering a DNA sequence as a fractal random walk, it is possible to model the noncoding sequence of human retinoblastoma DNA as a discrete version of FBM. The average scaling exponent or Hurst exponent of the DNA walk is estimated to be H = 0.60 ± 0.05 using the monofractal R/S analysis. This implies that the mean square fluctuation of DNA walk belongs to anomalous superdiffusion type. We also show that the DNA landscape is not monofractal, instead one has multifractal DNA landscape. The empirical estimates of the Hurst exponent falls approximately within the range H ~ 0.62 - 0.72. We propose two multifractal models, namely the MBM and multiscale FBM to describe the existence of different Hurst exponents in DNA walk.

  13. 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.

  14. 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.

  15. Random walks on the mental number line.

    PubMed

    Shaki, Samuel; Fischer, Martin H

    2014-01-01

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

  16. Homogeneous Superpixels from Markov Random Walks

    NASA Astrophysics Data System (ADS)

    Perbet, Frank; Stenger, Björn; Maki, Atsuto

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

  17. Random 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.

  18. 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

  19. 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

  20. FRACTAL DIMENSION RESULTS FOR CONTINUOUS TIME RANDOM WALKS

    PubMed Central

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

    2013-01-01

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

  1. Quantum Walks: Theory, Application, and Implementation

    NASA Astrophysics Data System (ADS)

    Schmitz, Albert Thomas

    The quantum walk is a method for conceptualizing and designing quantum computing algorithms and it comes in two forms: the continuous-time and discrete-time quantum walk. The thesis is organized into three parts, each of which looks to develop the concept and uses of the quantum walk. The first part is the theory of the quantum walk. This includes definitions and considerations for the various incarnations of the discrete-time quantum walk and a discussion on the general method for connecting the continuous-time and discrete-time versions. As a result, it is shown that most versions of the discrete-time quantum walk can be put into a general form and this can be used to simulate any continuous-time quantum walk. The second part uses these results for a hypothetical application. The application presented is a search algorithm that appears to scale in the time for completion independent of the size of the search space. This behavior is then elaborated upon and shown to have general qualitative agreement with simulations to within the approximations that are made. The third part introduces a method of implementation. Given a universal quantum computer, the method is discussed and shown to simulate an arbitrary discrete-time quantum walk. Some of the benefits of this method are that half the unitary evolution can be achieved without the use of any gates and there may be some possibility for error detection. The three parts combined suggest a possible experiment, given a quantum computing scheme of sufficient robustness.

  2. 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.

  3. 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.

  4. 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

  5. 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

  6. 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

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

    PubMed Central

    Reynolds, Andy M.

    2014-01-01

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

  8. 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.

  9. 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.

  10. 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}.

  11. 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.

  12. 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.

  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. 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

  15. 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

  16. 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.

  17. 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.

  18. 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.

  19. Quantum walks and discrete gauge theories

    NASA Astrophysics Data System (ADS)

    Arnault, Pablo; Debbasch, Fabrice

    2016-05-01

    A particular example is produced to prove that quantum walks can be used to simulate full-fledged discrete gauge theories. A family of two-dimensional walks is introduced and its continuous limit is shown to coincide with the dynamics of a Dirac fermion coupled to arbitrary electromagnetic fields. The electromagnetic interpretation is extended beyond the continuous limit by proving that these discrete-time quantum walks (DTQWs) exhibit an exact discrete local U(1) gauge invariance and possess a discrete gauge-invariant conserved current. A discrete gauge-invariant electromagnetic field is also constructed and that field is coupled to the conserved current by a discrete generalization of Maxwell equations. The dynamics of the DTQWs under crossed electric and magnetic fields is finally explored outside the continuous limit by numerical simulations. Bloch oscillations and the so-called E ×B drift are recovered in the weak-field limit. Localization is observed for some values of the gauge fields.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. Computer Challenges: Random Walks in the Classroom.

    ERIC Educational Resources Information Center

    Gamble, Andy

    1982-01-01

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

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. 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

  13. Amnestically Induced Persistence in Random Walks

    NASA Astrophysics Data System (ADS)

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

    2007-02-01

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

  14. HESS Opinions "A random walk on water"

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-10-01

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

  15. HESS Opinions "A random walk on water"

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2010-03-01

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

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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

  4. 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.

  5. 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.

  6. 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

  7. 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…

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

    PubMed Central

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

    2016-01-01

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

  9. 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.

  10. 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.

  11. 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.

  12. 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

  13. 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.

  14. 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

  15. 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

  16. The Quenched Critical Point for Self-Avoiding Walk on Random Conductors

    NASA Astrophysics Data System (ADS)

    Chino, Yuki; Sakai, Akira

    2016-05-01

    Following similar analysis to that in Lacoin (Probab Theory Relat Fields 159: 777-808, 2014), we can show that the quenched critical point for self-avoiding walk on random conductors on Z^d is almost surely a constant, which does not depend on the location of the reference point. We provide upper and lower bounds which are valid for all d≥ 1.

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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.

  9. Universal shocks in random matrix theory

    NASA Astrophysics Data System (ADS)

    Blaizot, Jean-Paul; Nowak, Maciej A.

    2010-11-01

    We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson’s random walks after a proper rescaling of the time. In the case of the Gaussian unitary ensemble, on which we focus in this paper, we show that the characteristics polynomials and their inverse evolve according to a viscid Burgers equation with an effective “spectral viscosity” νs=1/2N , where N is the size of the matrices. We relate the edge of the spectrum of eigenvalues to the shock that naturally appears in the Burgers equation for appropriate initial conditions, thereby suggesting a connection between the well-known microscopic universality of random matrix theory and the universal properties of the solution of the Burgers equation in the vicinity of a shock.

  10. 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.

  11. 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

  12. 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.

  13. 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

  14. 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.

  15. 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.

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

    SciTech Connect

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

    2013-12-10

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

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

  18. 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

  19. 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.

  20. 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.

  1. 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

  2. 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.

  3. 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.

  4. 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.

  5. 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

  6. 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

  7. 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

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

    NASA Astrophysics Data System (ADS)

    Iomin, A.

    2015-10-01

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

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

    NASA Astrophysics Data System (ADS)

    Iomin, A.

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

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

    PubMed

    Zhang, Shiwei; Krakauer, Henry

    2003-04-01

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

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

    PubMed Central

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

    2014-01-01

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

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

    PubMed Central

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

    2013-01-01

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

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

    PubMed

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

    2013-03-26

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

  14. 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

  15. 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.

  16. 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.

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

    NASA Astrophysics Data System (ADS)

    Rieger, H.; Juhász, R.; Iglói, F.

    2000-01-01

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

  18. 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.

  19. 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

  20. Large volumes and spectroscopy of walking theories

    NASA Astrophysics Data System (ADS)

    Del Debbio, L.; Lucini, B.; Patella, A.; Pica, C.; Rago, A.

    2016-03-01

    A detailed investigation of finite-size effects is performed for SU(2) gauge theory with two fermions in the adjoint representation, which previous lattice studies have shown to be inside the conformal window. The system is investigated with different spatial and temporal boundary conditions on lattices of various spatial and temporal extensions, for two values of the bare fermion mass representing a heavy and light fermion regime. Our study shows that the infinite-volume limit of masses and decay constants in the mesonic sector is reached only when the mass of the pseudoscalar particle MPS and the spatial lattice size L satisfy the relation L MPS≥15 . This bound, which is at least a factor of three higher than what is observed in QCD, is a likely consequence of the different spectral signatures of the two theories, with the scalar isosinglet (0++ glueball) being the lightest particle in our model. In addition to stressing the importance of simulating large lattice sizes, our analysis emphasizes the need to understand quantitatively the full spectrum of the theory rather than just the spectrum in the mesonic isotriplet sector. While for the lightest fermion measuring masses from gluonic operators proves to be still challenging, reliable results for glueball states are obtained at the largest fermion mass and, in the mesonic sector, for both fermion masses. As a byproduct of our investigation, we perform a finite-size scaling of the pseudoscalar mass and decay constant. The data presented in this work support the conformal behavior of this theory with an anomalous dimension γ*≃0.37 .

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

    NASA Astrophysics Data System (ADS)

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

    2012-10-01

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

  2. Randomized Item Response Theory Models

    ERIC Educational Resources Information Center

    Fox, Jean-Paul

    2005-01-01

    The randomized response (RR) technique is often used to obtain answers on sensitive questions. A new method is developed to measure latent variables using the RR technique because direct questioning leads to biased results. Within the RR technique is the probability of the true response modeled by an item response theory (IRT) model. The RR…

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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

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

    NASA Astrophysics Data System (ADS)

    Musho, Matthew K.; Kozak, John J.

    1984-10-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2012-08-01

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

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

    SciTech Connect

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

    2013-07-01

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

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

    DOE PAGESBeta

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

    2013-07-01

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

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

    PubMed Central

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

    2014-01-01

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

  13. Ergodic theory, randomness, and "chaos".

    PubMed

    Ornstein, D S

    1989-01-13

    Ergodic theory is the theory of the long-term statistical behavior of dynamical systems. The baker's transformation is an object of ergodic theory that provides a paradigm for the possibility of deterministic chaos. It can now be shown that this connection is more than an analogy and that at some level of abstraction a large number of systems governed by Newton's laws are the same as the baker's transformation. Going to this level of abstraction helps to organize the possible kinds of random behavior. The theory also gives new concrete results. For example, one can show that the same process could be produced by a mechanism governed by Newton's laws or by a mechanism governed by coin tossing. It also gives a statistical analog of structural stability. PMID:17747421

  14. 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.

  15. 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.

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

    NASA Astrophysics Data System (ADS)

    Le Caër, Gérard

    2010-08-01

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

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

    SciTech Connect

    Ellinas, Demosthenes; Smyrnakis, Ioannis

    2007-08-15

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

  18. 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.

  19. 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

  20. Random walks on cubic lattices with bond disorder

    SciTech Connect

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

    1986-12-01

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

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

    NASA Astrophysics Data System (ADS)

    Vilanova, Guillermo; Colominas, Ignasi; Gomez, Hector

    2014-03-01

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

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

    PubMed

    Benitez, Federico; Wschebor, Nicolás

    2013-05-01

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

  3. Random Matrix Theory and Econophysics

    NASA Astrophysics Data System (ADS)

    Rosenow, Bernd

    2000-03-01

    Random Matrix Theory (RMT) [1] is used in many branches of physics as a ``zero information hypothesis''. It describes generic behavior of different classes of systems, while deviations from its universal predictions allow to identify system specific properties. We use methods of RMT to analyze the cross-correlation matrix C of stock price changes [2] of the largest 1000 US companies. In addition to its scientific interest, the study of correlations between the returns of different stocks is also of practical relevance in quantifying the risk of a given stock portfolio. We find [3,4] that the statistics of most of the eigenvalues of the spectrum of C agree with the predictions of RMT, while there are deviations for some of the largest eigenvalues. We interpret these deviations as a system specific property, e.g. containing genuine information about correlations in the stock market. We demonstrate that C shares universal properties with the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large ratios at both edges of the eigenvalue spectrum - a situation reminiscent of localization theory results. This work was done in collaboration with V. Plerou, P. Gopikrishnan, T. Guhr, L.A.N. Amaral, and H.E Stanley and is related to recent work of Laloux et al.. 1. T. Guhr, A. Müller Groeling, and H.A. Weidenmüller, ``Random Matrix Theories in Quantum Physics: Common Concepts'', Phys. Rep. 299, 190 (1998). 2. See, e.g. R.N. Mantegna and H.E. Stanley, Econophysics: Correlations and Complexity in Finance (Cambridge University Press, Cambridge, England, 1999). 3. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series'', Phys. Rev. Lett. 83, 1471 (1999). 4. V. Plerou, P. Gopikrishnan, T. Guhr, B. Rosenow, L.A.N. Amaral, and H.E. Stanley, ``Random Matrix Theory

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

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-04-01

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

  5. Analysis of Individual Social-ecological Mediators and Moderators and Their Ability to Explain Effect of a Randomized Neighborhood Walking Intervention

    PubMed Central

    Michael, Yvonne L; Carlson, Nichole E

    2009-01-01

    Background Using data from the SHAPE trial, a randomized 6-month neighborhood-based intervention designed to increase walking activity among older adults, this study identified and analyzed social-ecological factors mediating and moderating changes in walking activity. Methods Three potential mediators (social cohesion, walking efficacy, and perception of neighborhood problems) and minutes of brisk walking were assessed at baseline, 3-months, and 6-months. One moderator, neighborhood walkability, was assessed using an administrative GIS database. The mediating effect of change in process variables on change in brisk walking was tested using a product-of-coefficients test, and we evaluated the moderating effect of neighborhood walkability on change in brisk walking by testing the significance of the interaction between walkability and intervention status. Results Only one of the hypothesized mediators, walking efficacy, explained the intervention effect (product of the coefficients (95% CI) = 8.72 (2.53, 15.56). Contrary to hypotheses, perceived neighborhood problems appeared to suppress the intervention effects (product of the coefficients (95% CI = -2.48, -5.6, -0.22). Neighborhood walkability did not moderate the intervention effect. Conclusion Walking efficacy may be an important mediator of lay-lead walking interventions for sedentary older adults. Social-ecologic theory-based analyses can support clinical interventions to elucidate the mediators and moderators responsible for producing intervention effects. PMID:19643024

  6. The Walking Interventions Through Texting (WalkIT) Trial: Rationale, Design, and Protocol for a Factorial Randomized Controlled Trial of Adaptive Interventions for Overweight and Obese, Inactive Adults

    PubMed Central

    Hurley, Jane C; Hollingshead, Kevin E; Todd, Michael; Jarrett, Catherine L; Tucker, Wesley J; Angadi, Siddhartha S

    2015-01-01

    Background Walking is a widely accepted and frequently targeted health promotion approach to increase physical activity (PA). Interventions to increase PA have produced only small improvements. Stronger and more potent behavioral intervention components are needed to increase time spent in PA, improve cardiometabolic risk markers, and optimize health. Objective Our aim is to present the rationale and methods from the WalkIT Trial, a 4-month factorial randomized controlled trial (RCT) in inactive, overweight/obese adults. The main purpose of the study was to evaluate whether intensive adaptive components result in greater improvements to adults’ PA compared to the static intervention components. Methods Participants enrolled in a 2x2 factorial RCT and were assigned to one of four semi-automated, text message–based walking interventions. Experimental components included adaptive versus static steps/day goals, and immediate versus delayed reinforcement. Principles of percentile shaping and behavioral economics were used to operationalize experimental components. A Fitbit Zip measured the main outcome: participants’ daily physical activity (steps and cadence) over the 4-month duration of the study. Secondary outcomes included self-reported PA, psychosocial outcomes, aerobic fitness, and cardiorespiratory risk factors assessed pre/post in a laboratory setting. Participants were recruited through email listservs and websites affiliated with the university campus, community businesses and local government, social groups, and social media advertising. Results This study has completed data collection as of December 2014, but data cleaning and preliminary analyses are still in progress. We expect to complete analysis of the main outcomes in late 2015 to early 2016. Conclusions The Walking Interventions through Texting (WalkIT) Trial will further the understanding of theory-based intervention components to increase the PA of men and women who are healthy, insufficiently

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

  8. 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

  9. 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

  10. 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.

  11. 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

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

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

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

    SciTech Connect

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

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

    PubMed Central

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

    2014-01-01

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

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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.

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

    SciTech Connect

    Cooper, M.A.

    2000-07-03

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

  2. 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

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

    NASA Astrophysics Data System (ADS)

    Soler, Jose M.

    1982-07-01

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

  4. 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.

  5. 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

  6. 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.

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

    NASA Astrophysics Data System (ADS)

    Kabatiansky, G.; Oshanin, G.

    2009-10-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2012-09-01

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

  9. Combining motivational and volitional strategies to promote unsupervised walking in patients with fibromyalgia: study protocol for a randomized controlled trial

    PubMed Central

    2014-01-01

    Background Fibromyalgia patients are often advised to engage in regular low- to moderate-intensity physical exercise. The need of fibromyalgia patients to walk has been stressed in previous research. Behavioral self-regulation theories suggest that a combination of motivational aspects (to develop or strengthen a behavioral intention: Theory of Planned Behavior) and volitional aspects (engagement of intention in behavior: implementation intentions) is more effective than a single intervention. In this paper, we describe a protocol for identifying the motivational processes (using the Theory of Planned Behavior) involved in the practice of walking (phase I) and for studying the efficacy of an intervention that combines motivational and volitional contents to enhance the acquisition and continuation of this exercise behavior (phase II). The paper also shows the characteristics of eligible individuals (women who do not walk) and ineligible populations (women who walk or do not walk because of comorbidity without medical recommendation to walk). Both groups consist of members of any of four patients’ associations in Spain who are between 18 and 70 years of age and meet the London Fibromyalgia Epidemiology Study Screening Questionnaire criteria for fibromyalgia. Furthermore, using this study protocol, we will explore the characteristics of participants (eligible women who agreed to participate in the study) and nonparticipants (eligible women who refused to participate). Methods/design Two studies will be conducted: Phase I will be a cross-sectional study, and phase II will be a triple-blind, randomized longitudinal study with two treatment groups and one active control group. The questionnaires were sent to a total of 2,227 members of four patients’ associations in Spain. A total of 920 participants with fibromyalgia returned the questionnaires, and 582 were ultimately selected to participate. Discussion The first data gathered have allowed us to identify the

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

    NASA Astrophysics Data System (ADS)

    Baskaran, G.

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

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

    NASA Technical Reports Server (NTRS)

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

    1995-01-01

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

  12. Understanding Walking Behavior among University Students Using Theory of Planned Behavior.

    PubMed

    Sun, Guibo; Acheampong, Ransford A; Lin, Hui; Pun, Vivian C

    2015-11-01

    Walking has been shown to improve physical and mental well-being, yet insufficient walking among university students has been increasingly reported. This study aimed to understand walking behavior of university students using theory of planned behavior (TPB). We recruited 169 undergraduate students by university mass email of the Chinese University of Hong Kong, and first administered a salient belief elicitation survey, which was used to design the TPB questionnaire, to a subset of the study sample. Secondly, all participants completed the TPB questionnaire and walking-oriented diary in a two-day period in December 2012. We mapped the walking behavior data obtained from the diary using geographic information system, and examined the extent to which TPB constructs explained walking intentions and walking behavior using Structural equation model (SEM). We found perceived behavioral control to be the key determinant of walking intention. Shaped by participants' perceived behavioral control, attitude toward walking and subjective norms, and behavioral intention, in turn had a moderate explanatory effect on their walking behavior. In summary, our findings suggest that walking behavior among university students can be understood within the TPB framework, and could inform walking promotion interventions on the university campuses. PMID:26516895

  13. Understanding Walking Behavior among University Students Using Theory of Planned Behavior

    PubMed Central

    Sun, Guibo; Acheampong, Ransford A.; Lin, Hui; Pun, Vivian C.

    2015-01-01

    Walking has been shown to improve physical and mental well-being, yet insufficient walking among university students has been increasingly reported. This study aimed to understand walking behavior of university students using theory of planned behavior (TPB). We recruited 169 undergraduate students by university mass email of the Chinese University of Hong Kong, and first administered a salient belief elicitation survey, which was used to design the TPB questionnaire, to a subset of the study sample. Secondly, all participants completed the TPB questionnaire and walking-oriented diary in a two-day period in December 2012. We mapped the walking behavior data obtained from the diary using geographic information system, and examined the extent to which TPB constructs explained walking intentions and walking behavior using Structural equation model (SEM). We found perceived behavioral control to be the key determinant of walking intention. Shaped by participants’ perceived behavioral control, attitude toward walking and subjective norms, and behavioral intention, in turn had a moderate explanatory effect on their walking behavior. In summary, our findings suggest that walking behavior among university students can be understood within the TPB framework, and could inform walking promotion interventions on the university campuses. PMID:26516895

  14. 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

  15. 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.

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

    NASA Astrophysics Data System (ADS)

    Summy, Gil; Wimberger, Sandro

    2016-02-01

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

  17. Erosion by a one-dimensional random walk

    NASA Astrophysics Data System (ADS)

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

    2014-08-01

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

  18. The random walk of a drilling laser beam

    NASA Technical Reports Server (NTRS)

    Anthony, T. R.

    1980-01-01

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

  19. 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.

  20. Lars Onsager Prize Lecture: A Random Walk Through Theoretical Physics

    NASA Astrophysics Data System (ADS)

    Affleck, Ian

    2012-02-01

    A historical account will be given of my efforts to apply conformal field theory techniques to experimentally relevant models of condensed matter. This began with a so far unsuccessful attempt to find the exact critical exponents for the localization transition in the integer quantum Hall effect, using techniques developed by field/string theorists. It was followed by a program to classify critical behavior of Heisenberg antiferromagnetic spin chains of arbitrary spin magnitude. It eventually led to a general theory of the low energy behavior of quantum impurity models including exact solutions for non-Fermi liquid critical points.

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

    NASA Astrophysics Data System (ADS)

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

    2011-12-01

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

  2. 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.

  3. The Theory of Random Laser Systems

    SciTech Connect

    Xunya Jiang

    2002-06-27

    Studies of random laser systems are a new direction with promising potential applications and theoretical interest. The research is based on the theories of localization and laser physics. So far, the research shows that there are random lasing modes inside the systems which is quite different from the common laser systems. From the properties of the random lasing modes, they can understand the phenomena observed in the experiments, such as multi-peak and anisotropic spectrum, lasing mode number saturation, mode competition and dynamic processes, etc. To summarize, this dissertation has contributed the following in the study of random laser systems: (1) by comparing the Lamb theory with the Letokhov theory, the general formulas of the threshold length or gain of random laser systems were obtained; (2) they pointed out the vital weakness of previous time-independent methods in random laser research; (3) a new model which includes the FDTD method and the semi-classical laser theory. The solutions of this model provided an explanation of the experimental results of multi-peak and anisotropic emission spectra, predicted the saturation of lasing modes number and the length of localized lasing modes; (4) theoretical (Lamb theory) and numerical (FDTD and transfer-matrix calculation) studies of the origin of localized lasing modes in the random laser systems; and (5) proposal of using random lasing modes as a new path to study wave localization in random systems and prediction of the lasing threshold discontinuity at mobility edge.

  4. Control theory for random systems

    NASA Technical Reports Server (NTRS)

    Bryson, A. E., Jr.

    1972-01-01

    A survey is presented of the current knowledge available for designing and predicting the effectiveness of controllers for dynamic systems which can be modeled by ordinary differential equations. A short discussion of feedback control is followed by a description of deterministic controller design and the concept of system state. The need for more realistic disturbance models led to the use of stochastic process concepts, in particular the Gauss-Markov process. A compensator controlled system, with random forcing functions, random errors in the measurements, and random initial conditions, is treated as constituting a Gauss-Markov random process; hence the mean-square behavior of the controlled system is readily predicted. As an example, a compensator is designed for a helicopter to maintain it in hover in a gusty wind over a point on the ground.

  5. 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

  6. δ-exceedance records and random adaptive walks

    NASA Astrophysics Data System (ADS)

    Park, Su-Chan; Krug, Joachim

    2016-08-01

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

  7. Correlated random walks caused by dynamical wavefunction collapse

    NASA Astrophysics Data System (ADS)

    Bedingham, D. J.; Ulbricht, H.

    2015-08-01

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

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

    PubMed

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

    2013-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

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

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

    NASA Astrophysics Data System (ADS)

    Volchenkov, D.; Blanchard, Ph.

    2007-02-01

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

  11. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

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

    PubMed

    Fu, Jun-Song; Liu, Yun

    2015-01-01

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

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

    PubMed

    Tadayon, M; Abedi, P; Farshadbakht, F

    2016-08-01

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

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

    PubMed Central

    Fu, Jun-Song; Liu, Yun

    2015-01-01

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

  16. Maximally nonlocal theories cannot be maximally random.

    PubMed

    de la Torre, Gonzalo; Hoban, Matty J; Dhara, Chirag; Prettico, Giuseppe; Acín, Antonio

    2015-04-24

    Correlations that violate a Bell inequality are said to be nonlocal; i.e., they do not admit a local and deterministic explanation. Great effort has been devoted to study how the amount of nonlocality (as measured by a Bell inequality violation) serves to quantify the amount of randomness present in observed correlations. In this work we reverse this research program and ask what do the randomness certification capabilities of a theory tell us about the nonlocality of that theory. We find that, contrary to initial intuition, maximal randomness certification cannot occur in maximally nonlocal theories. We go on and show that quantum theory, in contrast, permits certification of maximal randomness in all dichotomic scenarios. We hence pose the question of whether quantum theory is optimal for randomness; i.e., is it the most nonlocal theory that allows maximal randomness certification? We answer this question in the negative by identifying a larger-than-quantum set of correlations capable of this feat. Not only are these results relevant to understanding quantum mechanics' fundamental features, but also put fundamental restrictions on device-independent protocols based on the no-signaling principle. PMID:25955039

  17. 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.

  18. 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.

  19. 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.

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

    NASA Astrophysics Data System (ADS)

    Bauer, Michel; Bernard, Denis; Tilloy, Antoine

    2013-12-01

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

  2. 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

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. A Mixed-Methods Randomized Controlled Trial of Financial Incentives and Peer Networks to Promote Walking among Older Adults

    ERIC Educational Resources Information Center

    Kullgren, Jeffrey T.; Harkins, Kristin A.; Bellamy, Scarlett L.; Gonzales, Amy; Tao, Yuanyuan; Zhu, Jingsan; Volpp, Kevin G.; Asch, David A.; Heisler, Michele; Karlawish, Jason

    2014-01-01

    Background: Financial incentives and peer networks could be delivered through eHealth technologies to encourage older adults to walk more. Methods: We conducted a 24-week randomized trial in which 92 older adults with a computer and Internet access received a pedometer, daily walking goals, and weekly feedback on goal achievement. Participants…

  8. 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

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

    PubMed

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

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

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

    NASA Astrophysics Data System (ADS)

    Fedotov, Sergei; Korabel, Nickolay

    2015-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-03-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2006-03-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2012-02-01

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

  15. 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.

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

    PubMed

    Fouxon, Itzhak; Holzner, Markus

    2016-08-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-10-01

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

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

    NASA Astrophysics Data System (ADS)

    Guex, Guillaume

    2016-05-01

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

  19. WalkMore: a randomized controlled trial of pedometer-based interventions differing on intensity messages

    PubMed Central

    2014-01-01

    Background Pedometer-based programs have elicited increased walking behaviors associated with improvements in blood pressure in sedentary/low active postmenopausal women, a population at increased risk of cardiovascular disease. Such programs typically encourage increasing the volume of physical activity with little regard for its intensity. Recent advances in commercially available pedometer technology now permit tracking of both steps/day and time in moderate (or greater) intensity physical activity on a daily basis. It is not known whether the dual message to increase steps/day while also increasing time spent at higher intensity walking will elicit additional improvements in blood pressure relative to a message to only focus on increasing steps/day. The purpose of this paper is to present the rationale, study design, and protocols employed in WalkMore, a 3-arm 3-month blinded and randomized controlled trial (RCT) designed to compare the effects of two community pedometer-based walking interventions (reflecting these separate and combined messages) relative to a control group on blood pressure in sedentary/low active post-menopausal women, a population at increased risk of cardiovascular disease. Methods/Design 120 sedentary/low active post-menopausal women (45-74 years of age) will be randomly assigned (computer-generated) to 1 of 3 groups: A) 10,000 steps/day (with no guidance on walking intensity/speed/cadence; BASIC intervention, n = 50); B) 10,000 steps/day and at least 30 minutes in moderate intensity (i.e., a cadence of at least 100 steps/min; ENHANCED intervention, n = 50); or a Control group (n = 20). An important strength of the study is the strict control and quantification of the pedometer-based physical activity interventions. The primary outcome is systolic blood pressure. Secondary outcomes include diastolic blood pressure, anthropometric measurements, fasting blood glucose and insulin, flow mediated dilation, gait speed, and

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Boyer, Denis; Solis-Salas, Citlali

    2014-06-01

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

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

    NASA Astrophysics Data System (ADS)

    Montero, Miquel; Villarroel, Javier

    2013-01-01

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

  3. Direct Measurement of Topological Phases in Discrete-Time Quantum Walks: Theory

    NASA Astrophysics Data System (ADS)

    Ramasesh, Vinay; Flurin, Emmanuel; Siddiqi, Irfan; Yao, Norman

    Quantum walks have been intently investigated theoretically, from initial studies motivated by their connection to classical randomized algorithms to more recent works demonstrating topological phenomena in these walks. In particular, quantum walks simulate dynamics under effective lattice Hamiltonians which feature spin-orbit coupling. Here, we demonstrate that by adding an additional coin operator which varies from step to step, one can perform a traversal of the effective Brillouin zone, analogous to a Bloch oscillation. The geometric phase picked up by the walker along the Bloch oscillation is a genuine signature of the walk's topology, a quantity known in 1D as the Zak phase. Unlike previous interferometric proposals, our work requires neither spin-dependent Ramsey spectroscopy nor an external impurity with additional degrees of freedom. We develop a protocol, illustrating its use in a circuit QED system, which allows for the detection of the Zak phase. This research is supported by the ARO.

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

    NASA Astrophysics Data System (ADS)

    Kosztołowicz, Tadeusz

    2015-02-01

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

  5. 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.

  6. 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

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

    NASA Astrophysics Data System (ADS)

    Rolla, Leonardo T.

    2008-12-01

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

  8. Hierarchical random walks in trace fossils and the origin of optimal search behavior.

    PubMed

    Sims, David W; Reynolds, Andrew M; Humphries, Nicolas E; Southall, Emily J; Wearmouth, Victoria J; Metcalfe, Brett; Twitchett, Richard J

    2014-07-29

    Efficient searching is crucial for timely location of food and other resources. Recent studies show that diverse living animals use a theoretically optimal scale-free random search for sparse resources known as a Lévy walk, but little is known of the origins and evolution of foraging behavior and the search strategies of extinct organisms. Here, using simulations of self-avoiding trace fossil trails, we show that randomly introduced strophotaxis (U-turns)--initiated by obstructions such as self-trail avoidance or innate cueing--leads to random looping patterns with clustering across increasing scales that is consistent with the presence of Lévy walks. This predicts that optimal Lévy searches may emerge from simple behaviors observed in fossil trails. We then analyzed fossilized trails of benthic marine organisms by using a novel path analysis technique and find the first evidence, to our knowledge, of Lévy-like search strategies in extinct animals. Our results show that simple search behaviors of extinct animals in heterogeneous environments give rise to hierarchically nested Brownian walk clusters that converge to optimal Lévy patterns. Primary productivity collapse and large-scale food scarcity characterizing mass extinctions evident in the fossil record may have triggered adaptation of optimal Lévy-like searches. The findings suggest that Lévy-like behavior has been used by foragers since at least the Eocene but may have a more ancient origin, which might explain recent widespread observations of such patterns among modern taxa. PMID:25024221

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

    SciTech Connect

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

    2010-02-15

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

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

    PubMed

    Sakai, Yuji; Hukushima, Koji

    2016-04-01

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

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

    PubMed Central

    Wang, Z.; Busemeyer, J. R.

    2016-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2010-02-01

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

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

    USGS Publications Warehouse

    Kemblowski, M.

    1986-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Sakai, Yuji; Hukushima, Koji

    2016-04-01

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

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

    PubMed Central

    Montroll, Elliott W.; Shuler, Kurt E.

    1979-01-01

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

  16. Social patterns revealed through random matrix theory

    NASA Astrophysics Data System (ADS)

    Sarkar, Camellia; Jalan, Sarika

    2014-11-01

    Despite the tremendous advancements in the field of network theory, very few studies have taken weights in the interactions into consideration that emerge naturally in all real-world systems. Using random matrix analysis of a weighted social network, we demonstrate the profound impact of weights in interactions on emerging structural properties. The analysis reveals that randomness existing in particular time frame affects the decisions of individuals rendering them more freedom of choice in situations of financial security. While the structural organization of networks remains the same throughout all datasets, random matrix theory provides insight into the interaction pattern of individuals of the society in situations of crisis. It has also been contemplated that individual accountability in terms of weighted interactions remains as a key to success unless segregation of tasks comes into play.

  17. 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.

  18. 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

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

    PubMed Central

    Shuler, Kurt E.; Mohanty, Udayan

    1982-01-01

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

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

    PubMed

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

    1993-02-01

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

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

    PubMed

    Juhász, Róbert

    2014-03-01

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

  2. From randomly accelerated particles to Lévy walks: non-ergodic behavior and aging

    NASA Astrophysics Data System (ADS)

    Radons, Guenter; Albers, Tony; Institute of Physics, Complex Systems; Nonlinear Dynamics Team

    For randomly accelerated particles we detected, and were able to analyze in detail (PRL 113, 184101 (2014)), the phenomenon of weak-ergodicity breaking (WEB), i.e. the inequivalence of ensemble- and time-averaged mean-squared displacements (MSD). These results, including their aging time dependence, are relevant for anomalous chaotic diffusion in Hamiltonian systems, for passive tracer transport in turbulent flows, and many other systems showing momentum diffusion. There are, however, several related models, such as the integrated random excursion model, or, space-time correlated Lévy walks and flights, with similar statistical behavior. We compare the WEB related properties of these models and find surprising differences although, for equivalent parameters, all of them are supposed to lead to the same ensemble-averaged MSD. Our findings are relevant for distinguishing possible models for the anomalous diffusion occurring in experimental situations.

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

    NASA Astrophysics Data System (ADS)

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

    1997-07-01

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

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

    SciTech Connect

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

    2011-05-15

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

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

    PubMed

    Thiel, Felix; Sokolov, Igor M

    2016-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2008-04-01

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

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

    PubMed

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

    2008-04-25

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

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

    SciTech Connect

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

    2008-02-04

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

  9. 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.

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

    NASA Astrophysics Data System (ADS)

    Thiel, Felix; Sokolov, Igor M.

    2016-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

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

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

    NASA Astrophysics Data System (ADS)

    Li, Ling; Guan, Jihong; Zhou, Shuigeng

    2014-12-01

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

  13. Randomly broken fragment PCR with 5′ end-directed adaptor for genome walking

    PubMed Central

    Xu, Wentao; Shang, Ying; Zhu, Pengyu; Zhai, Zhifang; He, Jing; Huang, Kunlun; Luo, Yunbo

    2013-01-01

    Many genome walking methods based on polymerase chain reaction (PCR) are available, including those with and without restriction enzyme modification. Nevertheless, these methods suffer from low reproducibility, inefficiency, and non-specificity. Here, we present a traceable and efficient PCR strategy: randomly broken fragment PCR with 5′ end-directed adaptor for genome walking. The genome is first fragmented randomly. After blunting ends, the fragments are ligated to the 5′ end-directed adaptors. Semi-nested PCR is then performed. Thus, we can obtain an unknown sequence by cloning the fragments of interest, followed by sequencing. This method effectively bypasses the above-mentioned obstacles and offers the advances: 1) genome fragmentation without using restriction enzymes; 2) enhancement of primer specificity and the prevention of self-ligation between the adaptors by employing a 5′ end-directed adaptor. All of the steps in this new method are straightforward, and the unknown sequence can be definitively obtained by merely applying the method once. PMID:24322619

  14. Randomly broken fragment PCR with 5' end-directed adaptor for genome walking.

    PubMed

    Xu, Wentao; Shang, Ying; Zhu, Pengyu; Zhai, Zhifang; He, Jing; Huang, Kunlun; Luo, Yunbo

    2013-01-01

    Many genome walking methods based on polymerase chain reaction (PCR) are available, including those with and without restriction enzyme modification. Nevertheless, these methods suffer from low reproducibility, inefficiency, and non-specificity. Here, we present a traceable and efficient PCR strategy: randomly broken fragment PCR with 5' end-directed adaptor for genome walking. The genome is first fragmented randomly. After blunting ends, the fragments are ligated to the 5' end-directed adaptors. Semi-nested PCR is then performed. Thus, we can obtain an unknown sequence by cloning the fragments of interest, followed by sequencing. This method effectively bypasses the above-mentioned obstacles and offers the advances: 1) genome fragmentation without using restriction enzymes; 2) enhancement of primer specificity and the prevention of self-ligation between the adaptors by employing a 5' end-directed adaptor. All of the steps in this new method are straightforward, and the unknown sequence can be definitively obtained by merely applying the method once. PMID:24322619

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

    NASA Astrophysics Data System (ADS)

    Czégel, Dániel; Palla, Gergely

    2015-12-01

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

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

    PubMed Central

    Czégel, Dániel; Palla, Gergely

    2015-01-01

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

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

    PubMed

    Balankin, Alexander S

    2015-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-11-01

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

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

    NASA Astrophysics Data System (ADS)

    Luhar, Ashok K.; Rao, K. Shankar

    1993-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-10-01

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

  1. Pedometer-driven Walking for Chronic Low Back Pain A Feasibility Randomized Controlled Trial

    PubMed Central

    McDonough, Suzanne M.; Tully, Mark A.; Boyd, Adele; O’Connor, Seán R.; Kerr, Daniel P.; O’Neill, Siobhán M.; Delitto, Antony; Bradbury, Ian; Tudor-Locke, Catrine; Baxter, George David; Hurley, Deirdre A.

    2016-01-01

    Objectives To evaluate the feasibility of an RCT of a pedometer driven walking program and education/advice to remain active compared with education/advice only for treatment of chronic low back pain (CLBP). Methods Fifty-seven participants with CLBP recruited from primary care were randomly allocated to either: (1) education/advice (E, n=17) or (2) education/advice plus an 8-week pedometer driven walking program (EWP, n=40). Step targets, actual daily step counts, and adverse events were recorded in a walking diary over the 8 weeks of intervention for the EWP group only. All other outcomes (eg, functional disability using the Oswestry Disability Questionnaire (ODQ), pain scores, physical activity (PA) measurement etc.) were recorded at baseline, week 9 (immediately post intervention), and 6 months in both groups. Results The recruitment rate was 22% and the dropout rate was lower than anticipated (13% to 18% at 6 mo). Adherence with the EWP was high, 93% (n=37/40) walked for ≥6 weeks, and increased their steps/day (mean absolute increase in steps/d, 2776, 95% confidence interval [CI], 1996–3557) by 59% (95% CI, 40.73%–76.25%) from baseline. Mean percentage adherence with weekly step targets was 70% (95% CI, 62%–77%). Eight (20%) minor-related adverse events were observed in 13% (5/40) of the participants. The EWP group participants demonstrated an 8.2% point improvement (95% CI, −13 to −3.4) on the ODQ at 6 months compared with 1.6% points (95% CI, –9.3 to 6.1) for the E group (between group d=0.44). There was also a larger mean improvement in pain (d=0.4) and a larger increase in PA (d=0.59) at 6 months in EWP. Discussion This preliminary study demonstrated that a main RCT is feasible. EWP was safe and produced a real increase in walking; CLBP function and pain improved, and participants perceived a greater improvement in their PA levels. These improvements require confirmation in a fully powered RCT. PMID:23446066

  2. 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

  3. Constructing acoustic timefronts using random matrix theory.

    PubMed

    Hegewisch, Katherine C; Tomsovic, Steven

    2013-10-01

    In a recent letter [Hegewisch and Tomsovic, Europhys. Lett. 97, 34002 (2012)], random matrix theory is introduced for long-range acoustic propagation in the ocean. The theory is expressed in terms of unitary propagation matrices that represent the scattering between acoustic modes due to sound speed fluctuations induced by the ocean's internal waves. The scattering exhibits a power-law decay as a function of the differences in mode numbers thereby generating a power-law, banded, random unitary matrix ensemble. This work gives a more complete account of that approach and extends the methods to the construction of an ensemble of acoustic timefronts. The result is a very efficient method for studying the statistical properties of timefronts at various propagation ranges that agrees well with propagation based on the parabolic equation. It helps identify which information about the ocean environment can be deduced from the timefronts and how to connect features of the data to that environmental information. It also makes direct connections to methods used in other disordered waveguide contexts where the use of random matrix theory has a multi-decade history. PMID:24116514

  4. Randomized central limit theorems: A unified theory

    NASA Astrophysics Data System (ADS)

    Eliazar, Iddo; Klafter, Joseph

    2010-08-01

    The central limit theorems (CLTs) characterize the macroscopic statistical behavior of large ensembles of independent and identically distributed random variables. The CLTs assert that the universal probability laws governing ensembles’ aggregate statistics are either Gaussian or Lévy, and that the universal probability laws governing ensembles’ extreme statistics are Fréchet, Weibull, or Gumbel. The scaling schemes underlying the CLTs are deterministic—scaling all ensemble components by a common deterministic scale. However, there are “random environment” settings in which the underlying scaling schemes are stochastic—scaling the ensemble components by different random scales. Examples of such settings include Holtsmark’s law for gravitational fields and the Stretched Exponential law for relaxation times. In this paper we establish a unified theory of randomized central limit theorems (RCLTs)—in which the deterministic CLT scaling schemes are replaced with stochastic scaling schemes—and present “randomized counterparts” to the classic CLTs. The RCLT scaling schemes are shown to be governed by Poisson processes with power-law statistics, and the RCLTs are shown to universally yield the Lévy, Fréchet, and Weibull probability laws.

  5. Scalar decay constant and Yukawa coupling in walking gauge theories

    SciTech Connect

    Hashimoto, Michio

    2011-05-01

    We propose an approach for the calculation of the Yukawa coupling through the scalar decay constant and the chiral condensate in the context of the extended technicolor . We perform the nonperturbative computation of the Yukawa coupling based on the improved ladder Schwinger-Dyson equation. It turns out that the Yukawa coupling can be larger or smaller than the standard model value, depending on the number N{sub D} of the weak doublets for each technicolor (TC) index. It is thus nontrivial whether or not the huge enhancement of the production of the scalar via the gluon fusion takes place even for a walking TC model with a colored techni-fermion. For the typical one-family TC model near conformality, it is found that the Yukawa coupling is slightly larger than the standard model one, where the expected mass of the scalar bound state is around 500 GeV. In this case, the production cross section via the gluon fusion is considerably enhanced, as naively expected, and hence such a scalar can be discovered/excluded at the early stage of the LHC.

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

    PubMed

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

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

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

    PubMed Central

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2005-10-01

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

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

    NASA Astrophysics Data System (ADS)

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

    1992-09-01

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

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

    SciTech Connect

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

    1992-09-04

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

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

    PubMed

    Aurela, B; Ketoja, J A

    2002-01-01

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

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

    SciTech Connect

    Shiltsev, Vladimir; /Fermilab

    2010-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-09-01

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

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

    NASA Astrophysics Data System (ADS)

    Tao, Yu-Guo; Slater, Gary

    2013-03-01

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

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

    NASA Astrophysics Data System (ADS)

    Ball, Lauren; Farris, Alfred; Boettcher, Stefan

    2014-03-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

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

    PubMed

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

    2016-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2009-10-01

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

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

    PubMed

    Tang, Lisa Y W; Hamarneh, Ghassan

    2013-01-01

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

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

    PubMed

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

    2016-03-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-11-01

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

  4. Random phase textures: theory and synthesis.

    PubMed

    Galerne, Bruno; Gousseau, Yann; Morel, Jean-Michel

    2011-01-01

    This paper explores the mathematical and algorithmic properties of two sample-based texture models: random phase noise (RPN) and asymptotic discrete spot noise (ADSN). These models permit to synthesize random phase textures. They arguably derive from linearized versions of two early Julesz texture discrimination theories. The ensuing mathematical analysis shows that, contrarily to some statements in the literature, RPN and ADSN are different stochastic processes. Nevertheless, numerous experiments also suggest that the textures obtained by these algorithms from identical samples are perceptually similar. The relevance of this study is enhanced by three technical contributions providing solutions to obstacles that prevented the use of RPN or ADSN to emulate textures. First, RPN and ADSN algorithms are extended to color images. Second, a preprocessing is proposed to avoid artifacts due to the nonperiodicity of real-world texture samples. Finally, the method is extended to synthesize textures with arbitrary size from a given sample. PMID:20550995

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

    ERIC Educational Resources Information Center

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

    2011-01-01

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

  6. Effectiveness of Functional Progressive Resistance Exercise Training on Walking Ability in Children with Cerebral Palsy: A Randomized Controlled Trial

    ERIC Educational Resources Information Center

    Scholtes, Vanessa A.; Becher, Jules G.; Janssen-Potten, Yvonne J.; Dekkers, Hurnet; Smallenbroek, Linda; Dallmeijer, Annet J.

    2012-01-01

    The objective of the study was to evaluate the effectiveness of functional progressive resistance exercise (PRE) training on walking ability in children with cerebral palsy (CP). Fifty-one ambulant children with spastic CP (mean age 10 years 5 months, 29 boys) were randomized to an intervention (n=26) or control group (n=25, receiving usual care).…

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

    SciTech Connect

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

    2011-11-01

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

  8. Effect of intensive aerobic exercise on respiratory capacity and walking ability with chronic stroke patients: a randomized controlled pilot trial

    PubMed Central

    Bang, Dae-Hyouk; Son, Young-Lan

    2016-01-01

    [Purpose] To investigate the effects of intensive aerobic exercise on respiratory capacity and walking ability in chronic stroke patients. [Subjects and Methods] The subjects were randomly assigned to an experimental group (n=6) or a control group (n=6). Patients in the experimental group received intensive aerobic exercise for 30 minutes and traditional physical therapy once a day, five days a week, for four weeks. The control group received aerobic exercise for 30 minutes and traditional physical therapy for 30 minutes a day, five days a week, for four weeks. [Results] After the intervention, both groups showed significant improvements in the forced vital capacity, forced expiratory volume in one second, 10-meter walking test, and six-minute walking test over the baseline results. The comparison of the two groups after the intervention revealed that the experimental group showed more significant improvements in the forced vital capacity, forced expiratory volume in one second, and six-minute walking test. There was no significant difference in saturation pulse oximetry oxygen and 10-meter walking test between the groups. [Conclusion] The results of this study suggest that intensive aerobic exercise has a positive effect on respiratory capacity and walking endurance in patients with chronic stroke.

  9. 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

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

    NASA Astrophysics Data System (ADS)

    Nerukh, Dmitry; Ryabov, Vladimir; Taiji, Makoto

    2009-11-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2011-12-01

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

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

    PubMed

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

    2016-06-01

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

  13. Walking solutions in the string background dual to N=1 SQCD-like theories

    SciTech Connect

    Guerdogan, Omer Can

    2010-03-15

    A new solution in the string background dual to N=1 SQCD-like theories is presented. The gauge coupling in this solution has walking property. The Wilson loop calculations show that quark anti-quark potential makes phase transitions. Additionally the effect of flavours on other solutions in this background is investigated by considering some unflavoured solutions and perturbing them with small parameter x=(N{sub f})/(N{sub c})

  14. Use of formative research and social network theory to develop a group walking intervention: Sumter County on the Move!

    PubMed

    Forthofer, Melinda; Burroughs-Girardi, Ericka; Stoisor-Olsson, Liliana; Wilcox, Sara; Sharpe, Patricia A; Pekuri, Linda M

    2016-10-01

    Although social support is a frequently cited enabler of physical activity, few studies have examined how to harness social support in interventions. This paper describes community-based formative research to design a walking program for mobilizing naturally occurring social networks to support increases in walking behavior. Focus group methods were used to engage community members in discussions about desired walking program features. The research was conducted with underserved communities in Sumter County, South Carolina. The majority of focus group participants were women (76%) and African American (92%). Several important themes emerged from the focus group results regarding attitudes toward walking, facilitators of and barriers to walking, ideal walking program characteristics, and strategies for encouraging community members to walk. Most noteably, the role of existing social networks as a supportive influence on physical activity was a recurring theme in our formative research and a gap in the existing evidence base. The resulting walking program focused on strategies for mobilizing, supporting and reinforcing existing social networks as mechanisms for increasing walking. Our approach to linking theory, empirical evidence and community-based formative research for the development of a walking intervention offers an example for practitioners developing intervention strategies for a wide range of behaviors. PMID:27268867

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

    NASA Astrophysics Data System (ADS)

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

    2016-06-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2008-09-01

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

  17. Quantum graphs and random-matrix theory

    NASA Astrophysics Data System (ADS)

    Pluhař, Z.; Weidenmüller, H. A.

    2015-07-01

    For simple connected graphs with incommensurate bond lengths and with unitary symmetry we prove the Bohigas-Giannoni-Schmit (BGS) conjecture in its most general form. Using supersymmetry and taking the limit of infinite graph size, we show that the generating function for every (P,Q) correlation function for both closed and open graphs coincides with the corresponding expression of random-matrix theory. We show that the classical Perron-Frobenius operator is bistochastic and possesses a single eigenvalue +1. In the quantum case that implies the existence of a zero (or massless) mode of the effective action. That mode causes universal fluctuation properties. Avoiding the saddle-point approximation we show that for graphs that are classically mixing (i.e. for which the spectrum of the classical Perron-Frobenius operator possesses a finite gap) and that do not carry a special class of bound states, the zero mode dominates in the limit of infinite graph size.

  18. Theory of a random fiber laser

    NASA Astrophysics Data System (ADS)

    Kolokolov, I. V.; Lebedev, V. V.; Podivilov, E. V.; Vergeles, S. S.

    2014-12-01

    We develop the theory explaining the role of nonlinearity in generation of radiation in a fiber laser that is pumped by external light. The pumping energy is converted into the generating signal due to the Raman scattering supplying an effective gain for the signal. The signal is generated with frequencies near the one corresponding to the maximum value of the gain. Generation conditions and spectral properties of the generated signal are examined. We focus mainly on the case of a random laser where reflection of the signal occurs on impurities of the fiber. From the theoretical standpoint, kinetics of a wave system close to an integrable one are investigated. We demonstrate that in this case, the perturbation expansion in the kinetic equation has to use the closeness to the integrable case.

  19. Theory of a random fiber laser

    SciTech Connect

    Kolokolov, I. V. Lebedev, V. V.; Podivilov, E. V.; Vergeles, S. S.

    2014-12-15

    We develop the theory explaining the role of nonlinearity in generation of radiation in a fiber laser that is pumped by external light. The pumping energy is converted into the generating signal due to the Raman scattering supplying an effective gain for the signal. The signal is generated with frequencies near the one corresponding to the maximum value of the gain. Generation conditions and spectral properties of the generated signal are examined. We focus mainly on the case of a random laser where reflection of the signal occurs on impurities of the fiber. From the theoretical standpoint, kinetics of a wave system close to an integrable one are investigated. We demonstrate that in this case, the perturbation expansion in the kinetic equation has to use the closeness to the integrable case.

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

    PubMed Central

    Blatti, Charles; Sinha, Saurabh

    2016-01-01

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

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

    PubMed

    Grebenkov, Denis S

    2011-02-01

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

  2. Motor Learning Versus StandardWalking Exercise in Older Adults with Subclinical Gait Dysfunction: A Randomized Clinical Trial

    PubMed Central

    Brach, Jennifer S.; Van Swearingen, Jessie M.; Perera, Subashan; Wert, David M.; Studenski, Stephanie

    2013-01-01

    Background Current exercise recommendationsfocus on endurance and strength, but rarely incorporate principles of motor learning. Motor learning exerciseis designed to address neurological aspects of movement. Motor learning exercise has not been evaluated in older adults with subclinical gait dysfunction. Objectives Tocompare motor learning versus standard exercise on measures of mobility and perceived function and disability. Design Single-blind randomized trial. Setting University research center. Participants Olderadults (n=40), mean age 77.1±6.0 years), who had normal walking speed (≥1.0 m/s) and impaired motor skill (Figure of 8 walk time > 8 s). Interventions The motor learning program (ML) incorporated goal-oriented stepping and walking to promote timing and coordination within the phases of the gait cycle. The standard program (S) employed endurance training by treadmill walking.Both included strength training and were offered twice weekly for one hour for 12 weeks. Measurements Primary outcomes included mobility performance (gait efficiency, motor skill in walking, gait speed, and walking endurance)and secondary outcomes included perceived function and disability (Late Life Function and Disability Instrument). Results 38 of 40 participants completed the trial (ML, n=18; S, n=20). ML improved more than Sin gait speed (0.13 vs. 0.05 m/s, p=0.008) and motor skill (−2.2 vs. −0.89 s, p<0.0001). Both groups improved in walking endurance (28.3 and 22.9m, but did not differ significantly p=0.14). Changes in gait efficiency and perceived function and disability were not different between the groups (p>0.10). Conclusion In older adults with subclinical gait dysfunction, motor learning exercise improved some parameters of mobility performance more than standard exercise. PMID:24219189

  3. Effect of body awareness training on balance and walking ability in chronic stroke patients: a randomized controlled trial

    PubMed Central

    Bang, Dae-Hyouk; Cho, Hyuk-Shin

    2016-01-01

    [Purpose] To investigate the effects of body awareness training on balance and walking ability in chronic stroke patients. [Subjects] The subjects were randomly assigned to a body awareness training group (n=6) and a control group (n=6). [Methods] Patients in the body awareness training group received body awareness training for 20 minutes, followed by walking training for 30 minutes a day, 5 days a week for 4 weeks. The control group received walking training for 30 minutes a day, 5 days a week for 4 weeks. [Results] After the intervention, both groups showed significant improvements in the Berg Balance Scale, Timed Up and Go Test, and 10 m walk test compared with baseline results. The body awareness training group showed more significant improvements in the Berg Balance Scale and Timed Up and Go Test than the control group. There was no significant difference in the 10 m walk test between the groups. [Conclusion] The results of this study suggest that body awareness training has a positive effect on balance in patients with chronic stroke. PMID:26957757

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

    PubMed

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

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

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

    NASA Astrophysics Data System (ADS)

    Milovanov, Alexander V.

    2011-04-01

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

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

    SciTech Connect

    Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens

    2008-06-01

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

  7. 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.

  8. 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.

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

    NASA Astrophysics Data System (ADS)

    Sibani, Paolo

    2013-02-01

    Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical of complex dynamics is provided by a fat-tailed distribution of the waiting time between consecutive jumps. We first argue that CTRW are inadequate to describe macroscopic relaxation processes for three reasons: macroscopic variables are not self-averaging, memory effects require an all-knowing observer, and different mechanisms whereby the jumps affect macroscopic variables all produce identical long-time relaxation behaviors. Hence, CTRW shed no light on the link between microscopic and macroscopic dynamics. We then highlight how a more recent approach, Record Dynamics (RD), provides a viable alternative, based on a very different set of physical ideas: while CTRW make use of a renewal process involving identical traps of infinite size, RD embodies a dynamical entrenchment into a hierarchy of traps which are finite in size and possess different degrees of meta-stability. We show in particular how RD produces the stretched exponential, power-law and logarithmic relaxation behaviors ubiquitous in complex dynamics, together with the sub-diffusive time dependence of the Mean Square Displacement characteristic of single particles moving in a complex environment.

  10. 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.

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

    NASA Astrophysics Data System (ADS)

    Saha, Sudipta; Ganguly, Niloy

    2013-02-01

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

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

    NASA Astrophysics Data System (ADS)

    Schulz, Johannes H. P.; Barkai, Eli

    2015-06-01

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

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

    PubMed

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

    2015-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

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

    PubMed Central

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

    2009-01-01

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

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

    PubMed

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

    2014-03-01

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

  17. 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.

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

    PubMed

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

    2015-08-01

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

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

    NASA Astrophysics Data System (ADS)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

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

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

    PubMed Central

    Woess, Wolfgang

    2012-01-01

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

  1. 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

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

    PubMed

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

    2015-01-01

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

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

    PubMed Central

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

    2015-01-01

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

  4. Influence of memory in deterministic walks in random media: analytical calculation within a mean-field approximation.

    PubMed

    Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

    2008-09-01

    Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2 , as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N1) is just n=e=2.72... while in the mu=2 case, the mean number n of visited points grows proportionally to N;{12} . Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones. PMID:18850997

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

    NASA Astrophysics Data System (ADS)

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

    2011-03-01

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

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

    SciTech Connect

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

    2015-06-15

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

  7. Cluster Mass Inference via Random Field Theory

    PubMed Central

    Zhang, Hui; Nichols, Thomas E.; Johnson, Timothy D.

    2009-01-01

    Cluster extent and voxel intensity are two widely used statistics in neuroimaging inference. Cluster extent is sensitive to spatially extended signals while voxel intensity is better for intense but focal signals. In order to leverage strength from both statistics, several nonparametric permutation methods have been proposed to combine the two methods. Simulation studies have shown that of the different cluster permutation methods, the cluster mass statistic is generally the best. However, to date, there is no parametric cluster mass inference method available. In this paper, we propose a cluster mass inference method based on random field theory (RFT). We develop this method for Gaussian images, evaluate it on Gaussian and Gaussianized t-statistic images and investigate its statistical properties via simulation studies and real data. Simulation results show that the method is valid under the null hypothesis and demonstrate that it can be more powerful than the cluster extent inference method. Further, analyses with a single-subject and a group fMRI dataset demonstrate better power than traditional cluster extent inference, and good accuracy relative to a gold-standard permutation test. PMID:18805493

  8. Comparison of training methods to improve walking in persons with chronic spinal cord injury: a randomized clinical trial

    PubMed Central

    Alexeeva, Natalia; Sames, Carol; Jacobs, Patrick L.; Hobday, Lori; DiStasio, Marcello M.; Mitchell, Sarah A.; Calancie, Blair

    2011-01-01

    Objective To compare two forms of device-specific training – body-weight-supported (BWS) ambulation on a fixed track (TRK) and BWS ambulation on a treadmill (TM) – to comprehensive physical therapy (PT) for improving walking speed in persons with chronic, motor-incomplete spinal cord injury (SCI). Methods Thirty-five adult subjects with a history of chronic SCI (>1 year; AIS ‘C’ or ‘D’) participated in a 13-week (1 hour/day; 3 days per week) training program. Subjects were randomized into one of the three training groups. Subjects in the two BWS groups trained without the benefit of additional input from a physical therapist or gait expert. For each training session, performance values and heart rate were monitored. Pre- and post-training maximal 10-m walking speed, balance, muscle strength, fitness, and quality of life were assessed in each subject. Results All three training groups showed significant improvement in maximal walking speed, muscle strength, and psychological well-being. A significant improvement in balance was seen for PT and TRK groups but not for subjects in the TM group. In all groups, post-training measures of fitness, functional independence, and perceived health and vitality were unchanged. Conclusions Our results demonstrate that persons with chronic, motor-incomplete SCI can improve walking ability and psychological well-being following a concentrated period of ambulation therapy, regardless of training method. Improvement in walking speed was associated with improved balance and muscle strength. In spite of the fact that we withheld any formal input of a physical therapist or gait expert from subjects in the device-specific training groups, these subjects did just as well as subjects receiving comprehensive PT for improving walking speed and strength. It is likely that further modest benefits would accrue to those subjects receiving a combination of device-specific training with input from a physical therapist or gait expert to

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

    NASA Astrophysics Data System (ADS)

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

    2015-08-01

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

  10. 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.

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

    PubMed Central

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

    2015-01-01

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

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

    PubMed

    Bernini, S; Leporini, D

    2016-05-11

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

  13. 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.

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

    PubMed

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

    2016-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Bernini, S.; Leporini, D.

    2016-05-01

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

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

    NASA Astrophysics Data System (ADS)

    Martin, R.; Jerolmack, D. J.

    2009-12-01

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

  17. Promoting walking among office employees ― evaluation of a randomized controlled intervention with pedometers and e-mail messages

    PubMed Central

    2012-01-01

    Background The purpose of the study was to evaluate a 6-month intervention to promote office-employees’ walking with pedometers and e-mail messages. Methods Participants were recruited by 10 occupational health care units (OHC) from 20 worksites with 2,230 employees. Voluntary and insufficiently physically active employees (N = 241) were randomized to a pedometer (STEP, N = 123) and a comparison group (COMP, N = 118). STEP included one group meeting, log-monitored pedometer-use and six e-mail messages from OHC. COMP participated in data collection. Reach, effectiveness, adoption, implementation, maintenance (RE-AIM) and costs were assessed with questionnaires (0, 2, 6, 12 months), process evaluation and interviews (12 months). Results The intervention reached 29% (N = 646) of employees in terms of participation willingness. Logistic regression showed that the proportion of walkers tended to increase more in STEP than in COMP at 2 months in “walking for transportation” (Odds ratio 2.12, 95%CI 0.94 to 4.81) and at 6 months in “walking for leisure” (1.86, 95%CI 0.94 to 3.69). Linear model revealed a modest increase in the mean duration of “walking stairs” at 2 and 6 months (Geometric mean ratio 1.26, 95%CI 0.98 to 1.61; 1.27, 0.98 to 1.64). Adoption and implementation succeeded as intended. At 12 months, some traces of the intervention were sustained in 15 worksites, and a slightly higher number of walkers in STEP in comparison with COMP was observed in “walking stairs” (OR 2.24, 95%CI 0.94 to 5.31) and in “walking for leisure” (2.07, 95%CI 0.99 to 4.34). The direct costs of the intervention were 43 Euros per participant. Conclusions The findings indicate only modest impact on some indicators of walking. Future studies should invest in reaching the employees, minimizing attrition rate and using objective walking assessment. Trial registeration ISRCTN79432107 PMID:22672576

  18. Changes in work affect in response to lunchtime walking in previously physically inactive employees: A randomized trial.

    PubMed

    Thøgersen-Ntoumani, C; Loughren, E A; Kinnafick, F-E; Taylor, I M; Duda, J L; Fox, K R

    2015-12-01

    Physical activity may regulate affective experiences at work, but controlled studies are needed and there has been a reliance on retrospective accounts of experience. The purpose of the present study was to examine the effect of lunchtime walks on momentary work affect at the individual and group levels. Physically inactive employees (N = 56; M age = 47.68; 92.86% female) from a large university in the UK were randomized to immediate treatment or delayed treatment (DT). The DT participants completed both a control and intervention period. During the intervention period, participants partook in three weekly 30-min lunchtime group-led walks for 10 weeks. They completed twice daily affective reports at work (morning and afternoon) using mobile phones on two randomly chosen days per week. Multilevel modeling was used to analyze the data. Lunchtime walks improved enthusiasm, relaxation, and nervousness at work, although the pattern of results differed depending on whether between-group or within-person analyses were conducted. The intervention was effective in changing some affective states and may have broader implications for public health and workplace performance. PMID:25559067

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

    SciTech Connect

    Bhattacharjee, Sudeep; Paul, Samit; Dey, Indranuj

    2013-04-15

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

  20. Complementarity and quantum walks

    SciTech Connect

    Kendon, Viv; Sanders, Barry C.

    2005-02-01

    We show that quantum walks interpolate between a coherent 'wave walk' and a random walk depending on how strongly the walker's coin state is measured; i.e., the quantum walk exhibits the quintessentially quantum property of complementarity, which is manifested as a tradeoff between knowledge of which path the walker takes vs the sharpness of the interference pattern. A physical implementation of a quantum walk (the quantum quincunx) should thus have an identifiable walker and the capacity to demonstrate the interpolation between wave walk and random walk depending on the strength of measurement.

  1. Conformal window of gauge theories with four-fermion interactions and ideal walking technicolor

    SciTech Connect

    Fukano, Hidenori S.; Sannino, Francesco

    2010-08-01

    We investigate the effects of four-fermion interactions on the phase diagram of strongly interacting theories for any representation as function of the number of colors and flavors. We show that the conformal window, for any representation, shrinks with respect to the case in which the four-fermion interactions are neglected. The anomalous dimension of the mass increases beyond the unity value at the lower boundary of the new conformal window. We plot the new phase diagram which can be used, together with the information about the anomalous dimension, to propose ideal models of walking technicolor. We discover that when the extended technicolor sector, responsible for giving masses to the standard model fermions, is sufficiently strongly coupled the technicolor theory, in isolation, must have an infrared fixed point for the full model to be phenomenologically viable. Using the new phase diagram we show that the simplest one family and minimal walking technicolor models are the archetypes of models of dynamical electroweak symmetry breaking. Our predictions can be verified via first principle lattice simulations.

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

    PubMed Central

    2011-01-01

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

  3. Neighborhood walkability, fear and risk of falling and response to walking promotion: The Easy Steps to Health 12-month randomized controlled trial

    PubMed Central

    Merom, D.; Gebel, K.; Fahey, P.; Astell-Burt, T.; Voukelatos, A.; Rissel, C.; Sherrington, C.

    2015-01-01

    In older adults the relationships between health, fall-related risk factors, perceived neighborhood walkability, walking behavior and intervention impacts are poorly understood. To determine whether: i) health and fall-related risk factors were associated with perceptions of neighborhood walkability; ii) perceived environmental attributes, and fall-related risk factors predicted change in walking behavior at 12 months; and iii) perceived environmental attributes and fall-related risk factors moderated the effect of a self-paced walking program on walking behavior. Randomized trial on walking and falls conducted between 2009 and 2012 involving 315 community-dwelling inactive adults ≥ 65 years living in Sydney, Australia. Measures were: mobility status, fall history, injurious fall and fear of falling (i.e., fall-related risk factors), health status, walking self-efficacy and 11 items from the neighborhood walkability scale and planned walking ≥ 150 min/week at 12 months. Participants with poorer mobility, fear of falling, and poor health perceived their surroundings as less walkable. Walking at 12 months was significantly greater in “less greenery” (AOR = 3.3, 95% CI: 1.11–9.98) and “high traffic” (AOR = 1.98, 95% CI: 1.00–3.91) neighborhoods. The intervention had greater effects in neighborhoods perceived to have poorer pedestrian infrastructure (p for interaction = 0.036). Low perceived walkability was shaped by health status and did not appear to be a barrier to walking behavior. There appears to be a greater impact of, and thus, need for, interventions to encourage walking in environments perceived not to have supportive walking infrastructure. Future studies on built environments and walking should gather information on fall-related risk factors to better understand how these characteristics interact. PMID:26844140

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

    PubMed

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

    2016-01-01

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

  5. A randomized controlled trial of telephone-mentoring with home-based walking preceding rehabilitation in COPD

    PubMed Central

    Cameron-Tucker, Helen Laura; Wood-Baker, Richard; Joseph, Lyn; Walters, Julia A; Schüz, Natalie; Walters, E Haydn

    2016-01-01

    Purpose With the limited reach of pulmonary rehabilitation (PR) and low levels of daily physical activity in chronic obstructive pulmonary disease (COPD), a need exists to increase daily exercise. This study evaluated telephone health-mentoring targeting home-based walking (tele-rehab) compared to usual waiting time (usual care) followed by group PR. Patients and methods People with COPD were randomized to tele-rehab (intervention) or usual care (controls). Tele-rehab delivered by trained nurse health-mentors supported participants’ home-based walking over 8–12 weeks. PR, delivered to both groups simultaneously, included 8 weeks of once-weekly education and self-management skills, with separate supervised exercise. Data were collected at three time-points: baseline (TP1), before (TP2), and after (TP3) PR. The primary outcome was change in physical capacity measured by 6-minute walk distance (6MWD) with two tests performed at each time-point. Secondary outcomes included changes in self-reported home-based walking, health-related quality of life, and health behaviors. Results Of 65 recruits, 25 withdrew before completing PR. Forty attended a median of 6 (4) education sessions. Seventeen attended supervised exercise (5±2 sessions). Between TP1 and TP2, there was a statistically significant increase in the median 6MWD of 12 (39.1) m in controls, but no change in the tele-rehab group. There were no significant changes in 6MWD between other time-points or groups, or significant change in any secondary outcomes. Participants attending supervised exercise showed a nonsignificant improvement in 6MWD, 12.3 (71) m, while others showed no change, 0 (33) m. The mean 6MWD was significantly greater, but not clinically meaningful, for the second test compared to the first at all time-points. Conclusion Telephone-mentoring for home-based walking demonstrated no benefit to exercise capacity. Two 6-minute walking tests at each time-point may not be necessary. Supervised exercise

  6. Statistical theory of correlations in random packings of hard particles.

    PubMed

    Jin, Yuliang; Puckett, James G; Makse, Hernán A

    2014-05-01

    A random packing of hard particles represents a fundamental model for granular matter. Despite its importance, analytical modeling of random packings remains difficult due to the existence of strong correlations which preclude the development of a simple theory. Here, we take inspiration from liquid theories for the n-particle angular correlation function to develop a formalism of random packings of hard particles from the bottom up. A progressive expansion into a shell of particles converges in the large layer limit under a Kirkwood-like approximation of higher-order correlations. We apply the formalism to hard disks and predict the density of two-dimensional random close packing (RCP), ϕ(rcp) = 0.85 ± 0.01, and random loose packing (RLP), ϕ(rlp) = 0.67 ± 0.01. Our theory also predicts a phase diagram and angular correlation functions that are in good agreement with experimental and numerical data. PMID:25353787

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

    NASA Astrophysics Data System (ADS)

    Peng, Junhao; Xiong, Jian; Xu, Guoai

    2014-08-01

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

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

    SciTech Connect

    Chair, Noureddine

    2012-12-15

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

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

    PubMed

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

    2009-11-28

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

  10. Design considerations for a theory-driven exergame-based rehabilitation program to improve walking of persons with stroke.

    PubMed

    Wüest, Seline; van de Langenberg, Rolf; de Bruin, Eling D

    2014-01-01

    Virtual rehabilitation approaches for promoting motor recovery has attracted considerable attention in recent years. It appears to be a useful tool to provide beneficial and motivational rehabilitation conditions. Following a stroke, hemiparesis is one of the most disabling impairments and, therefore, many affected people often show substantial deficits in walking abilities. Hence, one of the major goals of stroke rehabilitation is to improve patients' gait characteristics and hence to regain their highest possible level of walking ability. Because previous studies indicate a relationship between walking and balance ability, this article proposes a stroke rehabilitation program that targets balance impairments to improve walking in stroke survivors. Most currently, available stroke rehabilitation programs lack a theory-driven, feasible template consistent with widely accepted motor learning principles and theories in rehabilitation. To address this hiatus, we explore the potential of a set of virtual reality games specifically developed for stroke rehabilitation and ordered according to an established two-dimensional motor skill classification taxonomy. We argue that the ensuing "exergame"-based rehabilitation program warrants individually tailored balance progression in a learning environment that allows variable practice and hence optimizes the recovery of walking ability. PMID:25309631

  11. Theory of planned behaviour variables and objective walking behaviour do not show seasonal variation in a randomised controlled trial

    PubMed Central

    2014-01-01

    Background Longitudinal studies have shown that objectively measured walking behaviour is subject to seasonal variation, with people walking more in summer compared to winter. Seasonality therefore may have the potential to bias the results of randomised controlled trials if there are not adequate statistical or design controls. Despite this there are no studies that assess the impact of seasonality on walking behaviour in a randomised controlled trial, to quantify the extent of such bias. Further there have been no studies assessing how season impacts on the psychological predictors of walking behaviour to date. The aim of the present study was to assess seasonal differences in a) objective walking behaviour and b) Theory of Planned Behaviour (TPB) variables during a randomised controlled trial of an intervention to promote walking. Methods 315 patients were recruited to a two-arm cluster randomised controlled trial of an intervention to promote walking in primary care. A series of repeated measures ANCOVAs were conducted to examine the effect of season on pedometer measures of walking behaviour and TPB measures, assessed immediately post-intervention and six months later. Hierarchical regression analyses were conducted to assess whether season moderated the prediction of intention and behaviour by TPB measures. Results There were no significant differences in time spent walking in spring/summer compared to autumn/winter. There was no significant seasonal variation in most TPB variables, although the belief that there will be good weather was significantly higher in spring/summer (F = 19.46, p < .001). Season did not significantly predict intention or objective walking behaviour, or moderate the effects of TPB variables on intention or behaviour. Conclusion Seasonality does not influence objectively measured walking behaviour or psychological variables during a randomised controlled trial. Consequently physical activity behaviour outcomes in trials will

  12. Low-temperature random matrix theory at the soft edge

    SciTech Connect

    Edelman, Alan; Persson, Per-Olof; Sutton, Brian D.

    2014-06-15

    “Low temperature” random matrix theory is the study of random eigenvalues as energy is removed. In standard notation, β is identified with inverse temperature, and low temperatures are achieved through the limit β → ∞. In this paper, we derive statistics for low-temperature random matrices at the “soft edge,” which describes the extreme eigenvalues for many random matrix distributions. Specifically, new asymptotics are found for the expected value and standard deviation of the general-β Tracy-Widom distribution. The new techniques utilize beta ensembles, stochastic differential operators, and Riccati diffusions. The asymptotics fit known high-temperature statistics curiously well and contribute to the larger program of general-β random matrix theory.

  13. Efficient quantum walk on a quantum processor.

    PubMed

    Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiaoqi; O'Brien, Jeremy L; Wang, Jingbo B; Matthews, Jonathan C F

    2016-01-01

    The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise, quantum walks have shown much potential as a framework for developing new quantum algorithms. Here we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs efficiently. We also show that solving the same sampling problem for arbitrary circulant quantum circuits is intractable for a classical computer, assuming conjectures from computational complexity theory. This is a new link between continuous-time quantum walks and computational complexity theory and it indicates a family of tasks that could ultimately demonstrate quantum supremacy over classical computers. As a proof of principle, we experimentally implement the proposed quantum circuit on an example circulant graph using a two-qubit photonics quantum processor. PMID:27146471

  14. Efficient quantum walk on a quantum processor

    PubMed Central

    Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiaoqi; O'Brien, Jeremy L.; Wang, Jingbo B.; Matthews, Jonathan C. F.

    2016-01-01

    The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise, quantum walks have shown much potential as a framework for developing new quantum algorithms. Here we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs efficiently. We also show that solving the same sampling problem for arbitrary circulant quantum circuits is intractable for a classical computer, assuming conjectures from computational complexity theory. This is a new link between continuous-time quantum walks and computational complexity theory and it indicates a family of tasks that could ultimately demonstrate quantum supremacy over classical computers. As a proof of principle, we experimentally implement the proposed quantum circuit on an example circulant graph using a two-qubit photonics quantum processor. PMID:27146471

  15. Efficient quantum walk on a quantum processor

    NASA Astrophysics Data System (ADS)

    Qiang, Xiaogang; Loke, Thomas; Montanaro, Ashley; Aungskunsiri, Kanin; Zhou, Xiaoqi; O'Brien, Jeremy L.; Wang, Jingbo B.; Matthews, Jonathan C. F.

    2016-05-01

    The random walk formalism is used across a wide range of applications, from modelling share prices to predicting population genetics. Likewise, quantum walks have shown much potential as a framework for developing new quantum algorithms. Here we present explicit efficient quantum circuits for implementing continuous-time quantum walks on the circulant class of graphs. These circuits allow us to sample from the output probability distributions of quantum walks on circulant graphs efficiently. We also show that solving the same sampling problem for arbitrary circulant quantum circuits is intractable for a classical computer, assuming conjectures from computational complexity theory. This is a new link between continuous-time quantum walks and computational complexity theory and it indicates a family of tasks that could ultimately demonstrate quantum supremacy over classical computers. As a proof of principle, we experimentally implement the proposed quantum circuit on an example circulant graph using a two-qubit photonics quantum processor.

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

    NASA Technical Reports Server (NTRS)

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

    2000-01-01

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

  17. Raney Distributions and Random Matrix Theory

    NASA Astrophysics Data System (ADS)

    Forrester, Peter J.; Liu, Dang-Zheng

    2015-03-01

    Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

  19. Random-matrix theory of Majorana fermions and topological superconductors

    NASA Astrophysics Data System (ADS)

    Beenakker, C. W. J.

    2015-07-01

    The theory of random matrices originated half a century ago as a universal description of the spectral statistics of atoms and nuclei, dependent only on the presence or absence of fundamental symmetries. Applications to quantum dots (artificial atoms) followed, stimulated by developments in the field of quantum chaos, as well as applications to Andreev billiards—quantum dots with induced superconductivity. Superconductors with topologically protected subgap states, Majorana zero modes, and Majorana edge modes, provide a new arena for applications of random-matrix theory. These recent developments are reviewed, with an emphasis on electrical and thermal transport properties that can probe the Majorana fermions.

  20. Node-avoiding Levy flight - A numerical test of the epsilon expansion. [random walk

    NASA Technical Reports Server (NTRS)

    Halley, J. W.; Nakanishi, H.

    1985-01-01

    A study is conducted of an extension of Levy flight to include self-repulsion in the path of the walk. The extension is called node-avoiding Levy flight and its equivalence to the n approaches 0 limit of a statistical mechanical model for a magnetic system with long-range interactions between the spins is shown. By use of this equivalence it is possible to make a detailed comparison beween the results of the epsilon expansion for the magnetic model, a Monte Carlo simulation of the Levy flight model, and the results of a Flory-type argument. This is the first comparison of the epsilon expansion for epsilon much less than 1 with a numerical simulation for any model. Some speculations are made on applications of the model of node-avoiding Levy flight.

  1. Methods for a Randomized Trial of Weight-Supported Treadmill Training versus Conventional Training for Walking during Inpatient Rehabilitation after Incomplete Traumatic Spinal Cord Injury

    PubMed Central

    Dobkin, Bruce H.; Apple, David; Barbeau, Hugues; Basso, Michele; Behrman, Andrea; Deforge, Dan; Ditunno, John; Dudley, Gary; Elashoff, Robert; Fugate, Lisa; Harkema, Susan; Saulino, Michael; Scott, Michael

    2014-01-01

    The authors describe the rationale and methodology for the first prospective, multicenter, randomized clinical trial (RCT) of a task-oriented walking intervention for subjects during early rehabilitation for an acute traumatic spinal cord injury (SCI). The experimental strategy, body weight–supported treadmill training (BWSTT), allows physical therapists to systematically train patients to walk on a treadmill at increasing speeds typical of community ambulation with increasing weight bearing. The therapists provide verbal and tactile cues to facilitate the kinematic, kinetic, and temporal features of walking. Subjects were randomly assigned to a conventional therapy program for mobility versus the same intensity and duration of a combination of BWSTT and over-ground locomotor retraining. Subjects had an incomplete SCI (American Spinal Injury Association grades B, C, and D) from C-4 to T-10 (upper motoneuron group) or from T-11 to L-3 (lower motoneuron group). Within 8 weeks of a SCI, 146 subjects were entered for 12 weeks of intervention. The 2 single-blinded primary outcome measures are the level of independence for ambulation and, for those who are able to walk, the maximal speed for walking 50 feet, tested 6 and 12 months after randomization. The trial’s methodology offers a model for the feasibility of translating neuroscientific experiments into a RCT to develop evidence-based rehabilitation practices. PMID:14503436

  2. Strength training versus robot-assisted gait training after incomplete spinal cord injury: a randomized pilot study in patients depending on walking assistance

    PubMed Central

    2014-01-01

    Background Task-specific locomotor training has been promoted to improve walking-related outcome after incomplete spinal cord injury (iSCI). However, there is also evidence that lower extremity strength training might lead to such improvements. The aim of this randomized cross-over pilot study was to compare changes in a broad spectrum of walking-related outcome measures and pain between robot-assisted gait training (RAGT) and strength training in patients with chronic iSCI, who depended on walking assistance. We hypothesized that task-specific locomotor training would result in better improvements compared to strength training. Methods Nine participants with a chronic iSCI were randomized to group 1 or 2. Group 1 received 16 sessions of RAGT (45 min each) within 4 weeks followed by 16 sessions of strength training (45 min each) within 4 weeks. Group 2 received the same interventions in reversed order. Main outcome measures were the 10 m Walk Test (10MWT) at preferred and maximal speed. Furthermore, we assessed several measures such as walking speed under different conditions, balance, strength, and 2 questionnaires that evaluate risk of falling and pain. Data were collected at baseline, between interventions after 4 weeks, directly after the interventions and at follow-up 6 months after the interventions. Pain was assessed repeatedly throughout the study. Results There were no significant differences in changes in scores between the 2 interventions, except for maximal walking speed (10MWT), which improved significantly more after strength training than after RAGT. Pain reduced after both interventions. Conclusion In patients with chronic iSCI dependent on walking assistance, RAGT was not more effective in improving walking-related outcome compared to lower extremity strength training. However, the low sample size limits generalizability and precision of data interpretation. Trial registration This study was registered at Clinicaltrials.gov (NCT01087918). PMID

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

    NASA Astrophysics Data System (ADS)

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

    2016-01-01

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

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

    PubMed Central

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

    2010-01-01

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

  5. Effectiveness of an Activity Tracker- and Internet-Based Adaptive Walking Program for Adults: A Randomized Controlled Trial

    PubMed Central

    Poirier, Josée; Bennett, Wendy L; Jerome, Gerald J; Shah, Nina G; Lazo, Mariana; Yeh, Hsin-Chieh; Clark, Jeanne M

    2016-01-01

    Background The benefits of physical activity are well documented, but scalable programs to promote activity are needed. Interventions that assign tailored and dynamically adjusting goals could effect significant increases in physical activity but have not yet been implemented at scale. Objective Our aim was to examine the effectiveness of an open access, Internet-based walking program that assigns daily step goals tailored to each participant. Methods A two-arm, pragmatic randomized controlled trial compared the intervention to no treatment. Participants were recruited from a workplace setting and randomized to a no-treatment control (n=133) or to treatment (n=132). Treatment participants received a free wireless activity tracker and enrolled in the walking program, Walkadoo. Assessments were fully automated: activity tracker recorded primary outcomes (steps) without intervention by the participant or investigators. The two arms were compared on change in steps per day from baseline to follow-up (after 6 weeks of treatment) using a two-tailed independent samples t test. Results Participants (N=265) were 66.0% (175/265) female with an average age of 39.9 years. Over half of the participants (142/265, 53.6%) were sedentary (<5000 steps/day) and 44.9% (119/265) were low to somewhat active (5000-9999 steps/day). The intervention group significantly increased their steps by 970 steps/day over control (P<.001), with treatment effects observed in sedentary (P=.04) and low-to-somewhat active (P=.004) participants alike. Conclusions The program is effective in increasing daily steps. Participants benefited from the program regardless of their initial activity level. A tailored, adaptive approach using wireless activity trackers is realistically implementable and scalable. Trial Registration Clinicaltrials.gov NCT02229409, https://clinicaltrials.gov/ct2/show/NCT02229409 (Archived by WebCite at http://www.webcitation.org/6eiWCvBYe) PMID:26860434

  6. Quantum walk computation

    SciTech Connect

    Kendon, Viv

    2014-12-04

    Quantum versions of random walks have diverse applications that are motivating experimental implementations as well as theoretical studies. Recent results showing quantum walks are “universal for quantum computation” relate to algorithms, to be run on quantum computers. We consider whether an experimental implementation of a quantum walk could provide useful computation before we have a universal quantum computer.

  7. An elementary mode coupling theory of random heteropolymer dynamics.

    PubMed

    Takada, S; Portman, J J; Wolynes, P G

    1997-03-18

    The Langevin dynamics of a random heteropolymer and its dynamic glass transition are studied using elementary mode coupling theory. Contrary to recent reports using a similar framework, a discontinuous ergodic-nonergodic phase transition is predicted for all Rouse modes at a finite temperature T(A). For sufficiently long chains, T(A) is almost independent of chain length and is in good agreement with the value previously estimated by a static replica theory. PMID:9122192

  8. Factors Shaping the Decision of College Students to Walk or Drive under the Influence of Alcohol: A Test of Rational Choice Theory

    ERIC Educational Resources Information Center

    Mason, Ashley; Monk-Turner, Elizabeth

    2010-01-01

    Aims: Rational Choice theory was tested to better understand the differences in behaviour regarding walking and driving under the influence of alcohol. Methods: Students at a residential college campus in Virginia were surveyed. Findings: Results show that students were less likely to walk or drive while intoxicated if they believed such behaviour…

  9. Generating functionals for quantum field theories with random potentials

    NASA Astrophysics Data System (ADS)

    Jain, Mudit; Vanchurin, Vitaly

    2016-01-01

    We consider generating functionals for computing correlators in quantum field theories with random potentials. Examples of such theories include cosmological systems in context of the string theory landscape (e.g. cosmic inflation) or condensed matter systems with quenched disorder (e.g. spin glass). We use the so-called replica trick to define two different generating functionals for calculating correlators of the quantum fields averaged over a given distribution of random potentials. The first generating functional is appropriate for calculating averaged (in-out) amplitudes and involves a single replica of fields, but the replica limit is taken to an (unphysical) negative one number of fields outside of the path integral. When the number of replicas is doubled the generating functional can also be used for calculating averaged probabilities (squared amplitudes) using the in-in construction. The second generating functional involves an infinite number of replicas, but can be used for calculating both in-out and in-in correlators and the replica limits are taken to only a zero number of fields. We discuss the formalism in details for a single real scalar field, but the generalization to more fields or to different types of fields is straightforward. We work out three examples: one where the mass of scalar field is treated as a random variable and two where the functional form of interactions is random, one described by a Gaussian random field and the other by a Euclidean action in the field configuration space.

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

    NASA Astrophysics Data System (ADS)

    Zhang, Zhongzhi; Dong, Yuze; Sheng, Yibin

    2015-10-01

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

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

    ERIC Educational Resources Information Center

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

    2010-01-01

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

  12. A Telehealth Intervention Using Nintendo Wii Fit Balance Boards and iPads to Improve Walking in Older Adults With Lower Limb Amputation (Wii.n.Walk): Study Protocol for a Randomized Controlled Trial

    PubMed Central

    Imam, Bita; Finlayson, Heather C; Eng, Janice J; Payne, Michael WC; Jarus, Tal; Goldsmith, Charles H; Mitchell, Ian M

    2014-01-01

    Background The number of older adults living with lower limb amputation (LLA) who require rehabilitation for improving their walking capacity and mobility is growing. Existing rehabilitation practices frequently fail to meet this demand. Nintendo Wii Fit may be a valuable tool to enable rehabilitation interventions. Based on pilot studies, we have developed “Wii.n.Walk”, an in-home telehealth Wii Fit intervention targeted to improve walking capacity in older adults with LLA. Objective The objective of this study is to determine whether the Wii.n.Walk intervention enhances walking capacity compared to an attention control group. Methods This project is a multi-site (Vancouver BC, London ON), parallel, evaluator-blind randomized controlled trial. Participants include community-dwelling older adults over the age of 50 years with unilateral transtibial or transfemoral amputation. Participants will be stratified by site and block randomized in triplets to either the Wii.n.Walk intervention or an attention control group employing the Wii Big Brain cognitive software. This trial will include both supervised and unsupervised phases. During the supervised phase, both groups will receive 40-minute sessions of supervised group training three times per week for a duration of 4 weeks. Participants will complete the first week of the intervention in groups of three at their local rehabilitation center with a trainer. The remaining 3 weeks will take place at participants’ homes using remote supervision by the trainer using Apple iPad technology. At the end of 4 weeks, the supervised period will end and the unsupervised period will begin. Participants will retain the Wii console and be encouraged to continue using the program for an additional 4 weeks’ duration. The primary outcome measure will be the “Two-Minute Walk Test” to measure walking capacity. Outcome measures will be evaluated for all participants at baseline, after the end of both the supervised and

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

    NASA Astrophysics Data System (ADS)

    Gunaratne, Gemunu H.; McCauley, Joseph L.

    2005-05-01

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

  14. Random walk, zonation and the food searching strategy of Terebralia palustris (Mollusca, Potamididae) in Kenya

    NASA Astrophysics Data System (ADS)

    Vannini, Marco; Cannicci, Stefano; Mrabu, Elisha; Rorandelli, Rocco; Fratini, Sara

    2008-12-01

    Terebralia palustris is a common mud-whelk present at a particularly high density in all Indo-West Pacific mangroves. Young snails feed on nothing but mud while larger specimens are able to feed on fallen leaves too. In Kenya (Mida Creek) under the canopy, competition for mangrove leaves can be very high due to the high density of Sesarmidae crabs. On open exposed muddy platforms, no Sesarmidae occur but the leaf density is very low because the leaves are only randomly present as they are deposited and removed twice a day by the tide. However, the snail density is always very high, raising the question as to whether the snails use a special searching strategy to optimize their resource finding rather than a purely random movement. By analyzing the snails' movements on a uniform area at different levels and comparing them with simulated random paths, we could show that the snails' movements are not purely random. The distribution of different size classes of T. palustris in Mida Creek was known to be quite odd: the same simulation approach suggests that the zonation asymmetry could reasonably be due to the stochastic recruitment of juveniles in space and time and maintained by a substantial long-lasting spatial inertia.

  15. Random Walks on a Simple Cubic Lattice, the Multinomial Theorem, and Configurational Properties of Polymers

    ERIC Educational Resources Information Center

    Hladky, Paul W.

    2007-01-01

    Random-climb models enable undergraduate chemistry students to visualize polymer molecules, quantify their configurational properties, and relate molecular structure to a variety of physical properties. The model could serve as an introduction to more elaborate models of polymer molecules and could help in learning topics such as lattice models of…

  16. a Path-Integration Approach to the Correlators of XY Heisenberg Magnet and Random Walks

    NASA Astrophysics Data System (ADS)

    Bogoliubov, N. M.; Malyshev, C.

    2008-11-01

    The path integral approach is used for the calculation of the correlation functions of the XY Heisenberg chain. The obtained answers for the two-point correlators of the XX magnet are of the determinantal form and are interpreted in terms of the generating functions for the random turns vicious walkers.

  17. Evaluation of the Effectiveness of Tai Chi versus Brisk Walking in Reducing Cardiovascular Risk Factors: Protocol for a Randomized Controlled Trial

    PubMed Central

    Chan, Aileen W. K.; Sit, Janet W. H.; Chair, Sek Ying; Leung, Doris Y. P.; Lee, Diana T. F.; Wong, Eliza M. L.; Fung, Lawrence C. W.

    2016-01-01

    Physical inactivity is one of the major modifiable lifestyle risk factors for cardiovascular disease (CVD). This protocol aims to evaluate the effectiveness of Tai Chi versus brisk walking in reducing CVD risk factors. This is a randomized controlled trial with three arms, namely, Tai Chi group, walking group, and control group. The Tai Chi group will receive Tai Chi training, which consists of two 60-min sessions each week for three months, and self-practice for 30 min every day. The walking group will perform brisk walking for 30 min every day. The control group will receive their usual care. 246 subjects with CVD risk factors will be recruited from two outpatient clinics. The primary outcome is blood pressure. Secondary outcomes include fasting blood for lipid profile, sugar and glycated haemoglobin (HbA1c); body mass index, waist circumference, body fat percentage; perceived stress level and quality of life. Data collections will be conducted at baseline, 3-month, 6-month and 9-month. Generalized estimating equations model will be used to compare the changes in outcomes across time between groups. It is expected that both the Tai Chi and walking groups could maintain better health and have improved quality of life, and that Tai Chi will be more effective than brisk walking in reducing CVD risk factors. PMID:27399735

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

    PubMed Central

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

    2015-01-01

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

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

    PubMed

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-11-01

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

  1. Reducing The Cost of Transport and Increasing Walking Distance After Stroke: A Randomized Controlled Trial on Fast Locomotor Training Combined With Functional Electrical Stimulation.

    PubMed

    Awad, Louis N; Reisman, Darcy S; Pohlig, Ryan T; Binder-Macleod, Stuart A

    2016-08-01

    Background Neurorehabilitation efforts have been limited in their ability to restore walking function after stroke. Recent work has demonstrated proof-of-concept for a functional electrical stimulation (FES)-based combination therapy designed to improve poststroke walking by targeting deficits in paretic propulsion. Objectives To determine the effects on the energy cost of walking (EC) and long-distance walking ability of locomotor training that combines fast walking with FES to the paretic ankle musculature (FastFES). Methods Fifty participants >6 months poststroke were randomized to 12 weeks of gait training at self-selected speeds (SS), fast speeds (Fast), or FastFES. Participants' 6-minute walk test (6MWT) distance and EC at comfortable (EC-CWS) and fast (EC-Fast) walking speeds were measured pretraining, posttraining, and at a 3-month follow-up. A reduction in EC-CWS, independent of changes in speed, was the primary outcome. Group differences in the number of 6MWT responders and moderation by baseline speed were also evaluated. Results When compared with SS and Fast, FastFES produced larger reductions in EC (Ps ≤.03). FastFES produced reductions of 24% and 19% in EC-CWS and EC-Fast (Ps <.001), respectively, whereas neither Fast nor SS influenced EC. Between-group 6MWT differences were not observed; however, 73% of FastFES and 68% of Fast participants were responders, in contrast to 35% of SS participants. Conclusions Combining fast locomotor training with FES is an effective approach to reducing the high EC of persons poststroke. Surprisingly, differences in 6MWT gains were not observed between groups. Closer inspection of the 6MWT and EC relationship and elucidation of how reduced EC may influence walking-related disability is warranted. PMID:26621366

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

    NASA Astrophysics Data System (ADS)

    Monthus, Cécile; Garel, Thomas

    2010-08-01

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

  3. Cardiac Patients’ Walking Activity Determined by a Step Counter in Cardiac Telerehabilitation: Data From the Intervention Arm of a Randomized Controlled Trial

    PubMed Central

    Hansen, John; Grønkjær, Mette; Andreasen, Jan Jesper; Nielsen, Gitte; Sørensen, Erik Elgaard; Dinesen, Birthe Irene

    2016-01-01

    Background Walking represents a large part of daily physical activity. It reduces both overall and cardiovascular diseases and mortality and is suitable for cardiac patients. A step counter measures walking activity and might be a motivational tool to increase and maintain physical activity. There is a lack of knowledge about both cardiac patients’ adherence to step counter use in a cardiac telerehabilitation program and how many steps cardiac patients walk up to 1 year after a cardiac event. Objective The purpose of this substudy was to explore cardiac patients’ walking activity. The walking activity was analyzed in relation to duration of pedometer use to determine correlations between walking activity, demographics, and medical and rehabilitation data. Methods A total of 64 patients from a randomized controlled telerehabilitation trial (Teledi@log) from Aalborg University Hospital and Hjoerring Hospital, Denmark, from December 2012 to March 2014 were included in this study. Inclusion criteria were patients hospitalized with acute coronary syndrome, heart failure, and coronary artery bypass grafting or valve surgery. In Teledi@log, the patients received telerehabilitation technology and selected one of three telerehabilitation settings: a call center, a community health care center, or a hospital. Monitoring of steps continued for 12 months and a step counter (Fitbit Zip) was used to monitor daily steps. Results Cardiac patients walked a mean 5899 (SD 3274) steps per day, increasing from mean 5191 (SD 3198) steps per day in the first week to mean 7890 (SD 2629) steps per day after 1 year. Adherence to step counter use lasted for a mean 160 (SD 100) days. The patients who walked significantly more were younger (P=.01) and continued to use the pedometer for a longer period (P=.04). Furthermore, less physically active patients weighed more. There were no significant differences in mean steps per day for patients in the three rehabilitation settings or in the

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

    NASA Technical Reports Server (NTRS)

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

    2001-01-01

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

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

    PubMed Central

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

    2015-01-01

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

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

    PubMed Central

    Rosvall, Martin; Bergstrom, Carl T.

    2011-01-01

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

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

    PubMed

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

  9. Genealogical theory for random mating populations with two sexes.

    PubMed

    Pollak, Edward

    2006-07-01

    Consider a random mating population that has N(m) males and N(f) females in each generation. Let us assume that at time 0 a random sample of n copies of a gene is taken from this population. Then, for models introduced by Wright [Evolution in Mendelian populations, Genetics 16 (1931) 97; Inbreeding and homozygosis, Proc. Nat. Acad. Wash. 19 (1933) 420; Evolution and the Genetics of Populations, The Theory of Gene Frequencies, vol. II, The University of Chicago, Chicago and London, 1969.], it is possible to obtain generalizations of the haploid theory of genealogical processes developed by Felsenstein . It is conjectured that these hold generally, regardless of the effective population size, if n

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

    NASA Astrophysics Data System (ADS)

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

    2008-05-01

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

  11. Effects of finite probing windows on the interpretation of the multifractal properties of random walks

    NASA Astrophysics Data System (ADS)

    Giuggioli, L.; Viswanathan, G. M.; Kenkre, V. M.; Parmenter, R. R.; Yates, T. L.

    2007-02-01

    We investigate the general problem of how the finiteness of a probing window for measurements of the movements of a random walker can lead to spurious detection of multifractality as well as to incorrect values of Hurst exponents, and propose a method for correcting for these effects. We also study the case in which the roaming region of the walker is itself of limited extent, when a nonlinear interplay occurs between the roaming area and the window size. In the context of animal movements, we describe briefly an application of these ideas to mark-recapture observations in a mouse population, of interest to the important topic of the spread of the Hantavirus epidemic.

  12. Random walks, diffusion limited aggregation in a wedge, and average conformal maps.

    PubMed

    Sander, Leonard M; Somfai, Ellák

    2005-06-01

    We investigate diffusion-limited aggregation (DLA) in a wedge geometry. Arneodo and collaborators have suggested that the ensemble average of DLA cluster density should be close to the noise-free selected Saffman-Taylor finger. We show that a different, but related, ensemble average, that of the conformal maps associated with random clusters, yields a nontrivial shape which is also not far from the Saffman-Taylor finger. However, we have previously demonstrated that the same average of DLA in a channel geometry is not the Saffman-Taylor finger. This casts doubt on the idea that the average of noisy diffusion-limited growth is governed by a simple transcription of noise-free results. PMID:16035911

  13. Large N (=3) neutrinos and random matrix theory

    NASA Astrophysics Data System (ADS)

    Bai, Yang; Torroba, Gonzalo

    2012-12-01

    The large N limit has been successfully applied to QCD, leading to qualitatively correct results even for N = 3. In this work, we propose to treat the number N = 3 of Standard Model generations as a large number. Specifically, we apply this idea to the neutrino anarchy scenario and study neutrino physics using Random Matrix Theory, finding new results in both areas. For neutrino physics, we obtain predictions for the masses and mixing angles as a function of the generation number N. The Seesaw mechanism produces a hierarchy of order 1 /N 3 between the lightest and heaviest neutrino, and a θ 13 mixing angle of order 1 /N, in parametric agreement with experimental data when N goes to 3. For Random Matrix Theory, this motivates the introduction of a new type of ensemble of random matrices, the "Seesaw ensemble." Basic properties of such matrices are studied, including the eigenvalue density and the interpretation as a Coulomb gas system. Besides its mathematical interest, the Seesaw ensemble may be useful in random systems where two hierarchical scales exist.

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

    NASA Astrophysics Data System (ADS)

    Tahir-Kheli, R. A.

    1983-06-01

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

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

  15. Improvement of walking distance by defibrotide in patients with intermittent claudication--results of a randomized, placebo-controlled study (the DICLIS study). Defibrotide Intermittent CLaudication Italian Study.

    PubMed

    Violi, F; Marubini, E; Coccheri, S; Nenci, G G

    2000-05-01

    Defibrotide is an antithrombotic drug which enhances prostacyclin production and activates fibrinolytic system. The aim of this study was to investigate the improvement of walking distance in patients with intermittent claudication treated with defibrotide. DICLIS was a double blind, placebo-controlled study which included patients with walking distance autonomy at a standardized treadmill test < or =350 > or =100 meters. A total of 310 patients were randomly allocated to placebo (n = 101), defibrotide 800 mg/day (n = 104) or defibrotide 1200 mg/day (n = 105). During a one year follow-up, the Absolute Walking Distance (AWD) was measured six times (0, 30, 60, 90, 180, 360 days). Similar improvement in walking distance was found in the three groups until the 90th day; thereafter placebo group showed no further increase, while AWD continued to increase in the defibrotide groups. Between the 180th and 360th day visits, AWD was significantly higher (P <0.01) in patients given defibrotide than in patients given placebo. No difference in efficacy was observed between the two dosages of defibrotide. No differences in side effects were observed among the three groups. The results of the present trial suggest that long-term administration of defibrotide improves walking distance in patients with intermittent claudication. PMID:10823260

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

    SciTech Connect

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

    2013-02-15

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

  17. Promoting walking as an adjunct intervention to group cognitive behavioral therapy for anxiety disorders--a pilot group randomized trial.

    PubMed

    Merom, Dafna; Phongsavan, Philayrath; Wagner, Renate; Chey, Tien; Marnane, Claire; Steel, Zachary; Silove, Derrick; Bauman, Adrian

    2008-08-01

    A group randomized trial of adding a home-based walking program to a standard group cognitive behavioral therapy (GCBT+EX) was compared with groups receiving GCBT and educational sessions (GCBT+ED). The study was implemented in an outpatient clinic providing GCBT for clients diagnosed with panic disorder, generalized anxiety disorder or social phobia. Pre- and post-treatment measures included the self-report depression, anxiety, and stress scale (DASS-21) and measures of physical activity. From January 2004 to May 2005, six groups were allocated to GCBT+EX (n=38) and five to GCBT+ED (n=36). Analysis of covariance for completed cases (GCBT+EX, n=21; GCBT+ED, n=20), adjusting for the group design, baseline DASS-21 scores, and anxiety diagnosis showed significant effect for GCBT+EX on depression, anxiety, and stress (regression coefficients=-6.21, -3.41, and -5.14, respectively, p<0.05) compared to the GCBT+ED. The potential of exercise interventions as adjunct to GCBT for anxiety disorder needs to be further explored. PMID:17988832

  18. Analytical calculation for the percolation crossover in deterministic partially self-avoiding walks in one-dimensional random media.

    PubMed

    Terçariol, César Augusto Sangaletti; González, Rodrigo Silva; Martinez, Alexandre Souto

    2007-06-01

    Consider N points randomly distributed along a line segment of unitary length. A walker explores this disordered medium, moving according to a partially self-avoiding deterministic walk. The walker, with memory mu , leaves from the leftmost point and moves, at each discrete time step, to the nearest point that has not been visited in the preceding mu steps. Using open boundary conditions, we have calculated analytically the probability P{N}(mu)=(1-2{-mu}){N-mu-1} that all N points are visited, with N>mu>1 . This approximated expression for P{N}(mu) is reasonable even for small N and mu values, as validated by Monte Carlo simulations. We show the existence of a critical memory mu{1}=lnNln2 . For mumu{1}+e(2ln2) , the walker explores the whole system. Since the intermediate region increases as lnN and its width is constant, a sharp transition is obtained for one-dimensional large systems. This means that the walker need not have full memory of its trajectory to explore the whole system. Instead, it suffices to have memory of order log{2}N . PMID:17677230

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

    PubMed Central

    Fatima, Mehwish

    2014-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Turban, Loïc

    2015-11-01

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

  1. Correlation functions of XX0 Heisenberg chain, q-binomial determinants, and random walks

    NASA Astrophysics Data System (ADS)

    Bogoliubov, N. M.; Malyshev, C.

    2014-02-01

    The XX0 Heisenberg model on a cyclic chain is considered. The representation of the Bethe wave functions via the Schur functions allows to apply the well-developed theory of the symmetric functions to the calculation of the thermal correlation functions. The determinantal expressions of the form-factors and of the thermal correlation functions are obtained. The q-binomial determinants enable the connection of the form-factors with the generating functions both of boxed plane partitions and of self-avoiding lattice paths. The asymptotical behavior of the thermal correlation functions is studied in the limit of low temperature provided that the characteristic parameters of the system are large enough.

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

    NASA Astrophysics Data System (ADS)

    van Strien, Sebastian

    2011-06-01

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

  3. Random walk patterns of a soil bacterium in open and confined environments

    NASA Astrophysics Data System (ADS)

    Theves, M.; Taktikos, J.; Zaburdaev, V.; Stark, H.; Beta, C.

    2015-01-01

    We used microfluidic tools and high-speed time-lapse microscopy to record trajectories of the soil bacterium Pseudomonas putida in a confined environment with cells swimming in close proximity to a glass-liquid interface. While the general swimming pattern is preserved, when compared to swimming in the bulk fluid, our results show that cells in the presence of two solid boundaries display more frequent reversals in swimming direction and swim faster. Additionally, we observe that run segments are no longer straight and that cells swim on circular trajectories, which can be attributed to the hydrodynamic wall effect. Using the experimentally observed parameters together with a recently presented analytic model for a run-reverse random walker, we obtained additional insight on how the spreading behavior of a cell population is affected under confinement. While on short time scales, the mean square displacement of confined swimmers grows faster as compared to the bulk fluid case, our model predicts that for large times the situation reverses due to the strong increase in effective rotational diffusion.

  4. Random matrix theory analysis of cross correlations in financial markets

    NASA Astrophysics Data System (ADS)

    Utsugi, Akihiko; Ino, Kazusumi; Oshikawa, Masaki

    2004-08-01

    We confirm universal behaviors such as eigenvalue distribution and spacings predicted by random matrix theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of “level repulsion” in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.

  5. From Random Walks to Brownian Motion, from Diffusion to Entropy: Statistical Principles in Introductory Physics

    NASA Astrophysics Data System (ADS)

    Reeves, Mark

    2014-03-01

    Entropy changes underlie the physics that dominates biological interactions. Indeed, introductory biology courses often begin with an exploration of the qualities of water that are important to living systems. However, one idea that is not explicitly addressed in most introductory physics or biology textbooks is dominant contribution of the entropy in driving important biological processes towards equilibrium. From diffusion to cell-membrane formation, to electrostatic binding in protein folding, to the functioning of nerve cells, entropic effects often act to counterbalance deterministic forces such as electrostatic attraction and in so doing, allow for effective molecular signaling. A small group of biology, biophysics and computer science faculty have worked together for the past five years to develop curricular modules (based on SCALEUP pedagogy) that enable students to create models of stochastic and deterministic processes. Our students are first-year engineering and science students in the calculus-based physics course and they are not expected to know biology beyond the high-school level. In our class, they learn to reduce seemingly complex biological processes and structures to be described by tractable models that include deterministic processes and simple probabilistic inference. The students test these models in simulations and in laboratory experiments that are biologically relevant. The students are challenged to bridge the gap between statistical parameterization of their data (mean and standard deviation) and simple model-building by inference. This allows the students to quantitatively describe realistic cellular processes such as diffusion, ionic transport, and ligand-receptor binding. Moreover, the students confront ``random'' forces and traditional forces in problems, simulations, and in laboratory exploration throughout the year-long course as they move from traditional kinematics through thermodynamics to electrostatic interactions. This talk

  6. A Walking Education Program for Patients with Osteoarthritis of the Knee: Theory and Intervention Strategies.

    ERIC Educational Resources Information Center

    Allegrante, John P.; And Others

    1993-01-01

    A walking program for osteoarthritis patients promoted adoption by guided practice, reinforcement, and stimulus control; facilitated compliance by behavioral contracting; maintained behavior change through generalization and self-control strategies; and prevented relapse by realignment of normative beliefs and planned relapse techniques. (SK)

  7. Lévy walks

    NASA Astrophysics Data System (ADS)

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

    2015-04-01

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

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

    NASA Astrophysics Data System (ADS)

    Berger, Quentin; Lacoin, Hubert

    2011-01-01

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

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

    PubMed

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

    2015-01-01

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

  10. Charting an Inflationary Landscape with Random Matrix Theory

    SciTech Connect

    Marsh, M.C. David; McAllister, Liam; Pajer, Enrico; Wrase, Timm E-mail: mcallister@cornell.edu E-mail: timm.wrase@stanford.edu

    2013-11-01

    We construct a class of random potentials for N >> 1 scalar fields using non-equilibrium random matrix theory, and then characterize multifield inflation in this setting. By stipulating that the Hessian matrices in adjacent coordinate patches are related by Dyson Brownian motion, we define the potential in the vicinity of a trajectory. This method remains computationally efficient at large N, permitting us to study much larger systems than has been possible with other constructions. We illustrate the utility of our approach with a numerical study of inflation in systems with up to 100 coupled scalar fields. A significant finding is that eigenvalue repulsion sharply reduces the duration of inflation near a critical point of the potential: even if the curvature of the potential is fine-tuned to be small at the critical point, small cross-couplings in the Hessian cause the curvature to grow in the neighborhood of the critical point.

  11. Random matrix theory and portfolio optimization in Moroccan stock exchange

    NASA Astrophysics Data System (ADS)

    El Alaoui, Marwane

    2015-09-01

    In this work, we use random matrix theory to analyze eigenvalues and see if there is a presence of pertinent information by using Marčenko-Pastur distribution. Thus, we study cross-correlation among stocks of Casablanca Stock Exchange. Moreover, we clean correlation matrix from noisy elements to see if the gap between predicted risk and realized risk would be reduced. We also analyze eigenvectors components distributions and their degree of deviations by computing the inverse participation ratio. This analysis is a way to understand the correlation structure among stocks of Casablanca Stock Exchange portfolio.

  12. Theory of optimum radio reception methods in random noise

    NASA Astrophysics Data System (ADS)

    Gutkin, L. S.

    1982-09-01

    The theory of optimum methods of reception of signals on the background of random noise, widely used in development of any radioelectronic systems and devices based on reception and transmission of information (radar and radio controlled, radio communications, radio telemetry, radio astronomy, television, and other systems), as well as electroacoustical and wire communications sytems, is presented. Optimum linear and nonlinear filtration, binary and comples signal detection and discrimination, estimation of signal parameters, receiver synthesis for incomplete a priori data, special features of synthesis with respect to certain quality indicators, and other problems are examined.

  13. Renormalized field theory of collapsing directed randomly branched polymers.

    PubMed

    Janssen, Hans-Karl; Wevelsiep, Frank; Stenull, Olaf

    2009-10-01

    We present a dynamical field theory for directed randomly branched polymers and in particular their collapse transition. We develop a phenomenological model in the form of a stochastic response functional that allows us to address several interesting problems such as the scaling behavior of the swollen phase and the collapse transition. For the swollen phase, we find that by choosing model parameters appropriately, our stochastic functional reduces to the one describing the relaxation dynamics near the Yang-Lee singularity edge. This corroborates that the scaling behavior of swollen branched polymers is governed by the Yang-Lee universality class as has been known for a long time. The main focus of our paper lies on the collapse transition of directed branched polymers. We show to arbitrary order in renormalized perturbation theory with epsilon expansion that this transition belongs to the same universality class as directed percolation. PMID:19905335

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

    PubMed

    Liu, Baoshun; Zhao, Xiujian

    2014-10-28

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

  15. Communication: Random phase approximation renormalized many-body perturbation theory

    SciTech Connect

    Bates, Jefferson E.; Furche, Filipp

    2013-11-07

    We derive a renormalized many-body perturbation theory (MBPT) starting from the random phase approximation (RPA). This RPA-renormalized perturbation theory extends the scope of single-reference MBPT methods to small-gap systems without significantly increasing the computational cost. The leading correction to RPA, termed the approximate exchange kernel (AXK), substantially improves upon RPA atomization energies and ionization potentials without affecting other properties such as barrier heights where RPA is already accurate. Thus, AXK is more balanced than second-order screened exchange [A. Grüneis et al., J. Chem. Phys. 131, 154115 (2009)], which tends to overcorrect RPA for systems with stronger static correlation. Similarly, AXK avoids the divergence of second-order Møller-Plesset (MP2) theory for small gap systems and delivers a much more consistent performance than MP2 across the periodic table at comparable cost. RPA+AXK thus is an accurate, non-empirical, and robust tool to assess and improve semi-local density functional theory for a wide range of systems previously inaccessible to first-principles electronic structure calculations.

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

    NASA Astrophysics Data System (ADS)

    Linhananta, Apichart

    2004-03-01

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

  17. Spatially random models, estimation theory, and robot arm dynamics

    NASA Technical Reports Server (NTRS)

    Rodriguez, G.

    1987-01-01

    Spatially random models provide an alternative to the more traditional deterministic models used to describe robot arm dynamics. These alternative models can be used to establish a relationship between the methodologies of estimation theory and robot dynamics. A new class of algorithms for many of the fundamental robotics problems of inverse and forward dynamics, inverse kinematics, etc. can be developed that use computations typical in estimation theory. The algorithms make extensive use of the difference equations of Kalman filtering and Bryson-Frazier smoothing to conduct spatial recursions. The spatially random models are very easy to describe and are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. The models can also be used to generate numerically the composite multibody system inertia matrix. This is done without resorting to the more common methods of deterministic modeling involving Lagrangian dynamics, Newton-Euler equations, etc. These methods make substantial use of human knowledge in derivation and minipulation of equations of motion for complex mechanical systems.

  18. An improved exceedance theory for combined random stresses

    NASA Technical Reports Server (NTRS)

    Lester, H. C.

    1974-01-01

    An extension is presented of Rice's classic solution for the exceedances of a constant level by a single random process to its counterpart for an n-dimensional vector process. An interaction boundary, analogous to the constant level considered by Rice for the one-dimensional case, is assumed in the form of a hypersurface. The theory for the numbers of boundary exceedances is developed by using a joint statistical approach which fully accounts for all cross-correlation effects. An exact expression is derived for the n-dimensional exceedance density function, which is valid for an arbitrary interaction boundary. For application to biaxial states of combined random stress, the general theory is reduced to the two-dimensional case. An elliptical stress interaction boundary is assumed and the exact expression for the density function is presented. The equations are expressed in a format which facilitates calculating the exceedances by numerically evaluating a line integral. The behavior of the density function for the two-dimensional case is briefly discussed.

  19. “Not just another walking program”: Everyday Activity Supports You (EASY) model—a randomized pilot study for a parallel randomized controlled trial

    PubMed Central

    Ashe, Maureen C; Winters, Meghan; Hoppmann, Christiane A; Dawes, Martin G; Gardiner, Paul A; Giangregorio, Lora M; Madden, Kenneth M; McAllister, Megan M; Wong, Gillian; Puyat, Joseph H; Singer, Joel; Sims-Gould, Joanie; McKay, Heather A

    2016-01-01

    Background Maintaining physical activity is an important goal with positive health benefits, yet many people spend most of their day sitting. Our Everyday Activity Supports You (EASY) model aims to encourage movement through daily activities and utilitarian walking. The primary objective of this phase was to test study feasibility (recruitment and retention rates) for the EASY model. Methods This 6-month study took place in Vancouver, Canada, from May to December 2013, with data analyses in February 2014. Participants were healthy, inactive, community-dwelling women aged 55–70 years. We recruited through advertisements in local community newspapers and randomized participants using a remote web service. The model included the following: group-based education and social support, individualized physical activity prescription (called Activity 4-1-1), and use of a Fitbit activity monitor. The control group received health-related information only. The main outcome measures were descriptions of study feasibility (recruitment and retention rates). We also collected information on activity patterns (ActiGraph GT3X+ accelerometers) and health-related outcomes such as body composition (height and weight using standard techniques), blood pressure (automatic blood pressure monitor), and psychosocial variables (questionnaires). Results We advertised in local community newspapers to recruit participants. Over 3 weeks, 82 participants telephoned; following screening, 68% (56/82) met the inclusion criteria and 45% (25/56) were randomized by remote web-based allocation. This included 13 participants in the intervention group and 12 participants in the control group (education). At 6 months, 12/13 (92%) intervention and 8/12 (67%) control participants completed the final assessment. Controlling for baseline values, the intervention group had an average of 2,080 [95% confidence intervals (CIs) 704, 4,918] more steps/day at 6 months compared with the control group. There was an

  20. Theory of the Miscibility of Fullerenes in Random Copolymer Melts

    SciTech Connect

    Dadmun, Mark D; Sumpter, Bobby G; Schweizer, Kenneth; Banerjee, Debapriya

    2013-01-01

    We combine polymer integral equation theory and computational chemistry methods to study the interfacial structure, effective interactions, miscibility and spatial dispersion mechanism of fullerenes dissolved in specific random AB copolymer melts characterized by strong non-covalent electron donor-acceptor interactions with the nanofiller. A statistical mechanical basis is developed for designing random copolymers to optimize fullerene dispersion at intermediate copolymer compositions. Pair correlation calculations reveal a strong sensitivity of interfacial packing near the fullerene to copolymer composition and adsorption energy mismatch. The potential of mean force between fullerenes displays rich trends, often non-monotonic with copolymer composition, reflecting a non-additive competition between direct filler attractions and polymer-mediated bridging and steric stabilization. The spinodal phase diagrams are in qualitative agreement with recent solubility limit experimental observations on three systems, and testable predictions are made for other random copolymers. The distinctive non-monotonic variation of miscibility with copolymer composition is found to be primarily a consequence of composition-dependent, spatially short-range attractions between the A and B monomers with the fullerene. A remarkably rich, polymer-specific temperature dependence of the spinodal diagram is predicted which reflects the thermal sensitivity of spatial correlations which can result in fullerene miscibility either increasing or decreasing with cooling. The calculations are contrasted with a simpler effective homopolymer model and the random structure Flory-Huggins model. The former appears to be qualitatively reasonable but can incur large quantitative errors since it misses preferential packing of monomers near nanoparticles, while the latter appears to fail qualitatively due to its neglect of all spatial correlations.

  1. Theory of second harmonic generation in randomly oriented species

    NASA Astrophysics Data System (ADS)

    Andrews, David L.; Allcock, Philip; Demidov, Andrey A.

    1995-01-01

    It is well known that second harmonic generation (SHG) is a process forbidden within atomic and molecular fluids. Nonetheless recent experimental observations of second harmonic evolution in suspensions of randomly oriented Halobacterium halobium purple membranes have raised new questions about the precise criteria which determine prohibition of the second harmonic. To address the problem a theoretical framework for SHG is developed that specifically deals with molecular systems, and is therefore cast in terms of molecular properties with more regard to the influence of the local structure. This contrasts with the classical approach based on bulk susceptibilities, which has not proved adequate to explain the conflicting experimental results. By properly formulating the detailed procedure for dealing with the necessary orientational averages, the present theory discloses a relationship between the coherent process of second harmonic generation and a directed component of its incoherent counterpart, hyper-Rayleigh scattering. Inter alia, the theory explains the SHG detected in purple membrane suspensions. The polarisation features of the harmonic evolution are also considered more generally, and in particular it is shown that the SHG signal will persist under conditions of circularly polarised pumping. This specific polarisation feature will allow experimental validation of the theory.

  2. Influence of a Locomotor Training Approach on Walking Speed and Distance in People With Chronic Spinal Cord Injury: A Randomized Clinical Trial

    PubMed Central

    Roach, Kathryn E.

    2011-01-01

    Background Impaired walking limits function after spinal cord injury (SCI), but training-related improvements are possible even in people with chronic motor incomplete SCI. Objective The objective of this study was to compare changes in walking speed and distance associated with 4 locomotor training approaches. Design This study was a single-blind, randomized clinical trial. Setting This study was conducted in a rehabilitation research laboratory. Participants Participants were people with minimal walking function due to chronic SCI. Intervention Participants (n=74) trained 5 days per week for 12 weeks with the following approaches: treadmill-based training with manual assistance (TM), treadmill-based training with stimulation (TS), overground training with stimulation (OG), and treadmill-based training with robotic assistance (LR). Measurements Overground walking speed and distance were the primary outcome measures. Results In participants who completed the training (n=64), there were overall effects for speed (effect size index [d]=0.33) and distance (d=0.35). For speed, there were no significant between-group differences; however, distance gains were greatest with OG. Effect sizes for speed and distance were largest with OG (d=0.43 and d=0.40, respectively). Effect sizes for speed were the same for TM and TS (d=0.28); there was no effect for LR. The effect size for distance was greater with TS (d=0.16) than with TM or LR, for which there was no effect. Ten participants who improved with training were retested at least 6 months after training; walking speed at this time was slower than that at the conclusion of training but remained faster than before training. Limitations It is unknown whether the training dosage and the emphasis on training speed were optimal. Robotic training that requires active participation would likely yield different results. Conclusions In people with chronic motor incomplete SCI, walking speed improved with both overground training and

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

    NASA Astrophysics Data System (ADS)

    Comolli, Alessandro; Moussey, Charlie; Dentz, Marco

    2016-04-01

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

  4. RANDOM BALLISTIC INTERPRETATION OF NONLINEAR GUIDING CENTER THEORY

    SciTech Connect

    Ruffolo, D.; Pianpanit, T.; Matthaeus, W. H.; Chuychai, P. E-mail: th_ee@hotmail.com E-mail: p.chuychai@sci.mfu.ac.th

    2012-03-10

    Nonlinear guiding center (NLGC) theory has been used to explain the asymptotic perpendicular diffusion coefficient {kappa} of energetic charged particles in a turbulent magnetic field, which can be applied to better understand cosmic ray transport. Here we re-derive NLGC, replacing the assumption of diffusive decorrelation with random ballistic decorrelation (RBD), which yields an explicit formula for {kappa} . We note that scattering processes can cause a reversal of the guiding center motion along the field line, i.e., 'backtracking', leading to partial cancellation of contributions to {kappa}, especially for low-wavenumber components of the magnetic turbulence. We therefore include a heuristic backtracking correction (BC) that can be used in combination with RBD. In comparison with computer simulation results for various cases, NLGC with RBD and BC provides a substantially improved characterization of the perpendicular diffusion coefficient for a fluctuation amplitude less than or equal to the large-scale magnetic field.

  5. Random matrix theory and the sixth Painlevé equation

    NASA Astrophysics Data System (ADS)

    Forrester, P. J.; Witte, N. S.

    2006-09-01

    A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realized by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be τ-functions for Painlevé systems, allowing for the former to be characterized as the solution of certain nonlinear equations. We consider the random matrix ensembles for which the nonlinear equation is the σ form of PVI. Known results are reviewed, as is their implication by way of series expansions for the distributions. New results are given for the boundary conditions in the neighbourhood of the fixed singularities at t = 0, 1, ∞ of σPVI displayed by a generalization of the generating function for the distributions. The structure of these expansions is related to Jimbo's general expansions for the τ-function of σPVI in the neighbourhood of its fixed singularities, and this theory is itself put in its context of the linear isomonodromy problem relating to PVI.

  6. A Geometric-Structure Theory for Maximally Random Jammed Packings

    NASA Astrophysics Data System (ADS)

    Tian, Jianxiang; Xu, Yaopengxiao; Jiao, Yang; Torquato, Salvatore

    2015-11-01

    Maximally random jammed (MRJ) particle packings can be viewed as prototypical glasses in that they are maximally disordered while simultaneously being mechanically rigid. The prediction of the MRJ packing density ϕMRJ, among other packing properties of frictionless particles, still poses many theoretical challenges, even for congruent spheres or disks. Using the geometric-structure approach, we derive for the first time a highly accurate formula for MRJ densities for a very wide class of two-dimensional frictionless packings, namely, binary convex superdisks, with shapes that continuously interpolate between circles and squares. By incorporating specific attributes of MRJ states and a novel organizing principle, our formula yields predictions of ϕMRJ that are in excellent agreement with corresponding computer-simulation estimates in almost the entire α-x plane with semi-axis ratio α and small-particle relative number concentration x. Importantly, in the monodisperse circle limit, the predicted ϕMRJ = 0.834 agrees very well with the very recently numerically discovered MRJ density of 0.827, which distinguishes it from high-density “random-close packing” polycrystalline states and hence provides a stringent test on the theory. Similarly, for non-circular monodisperse superdisks, we predict MRJ states with densities that are appreciably smaller than is conventionally thought to be achievable by standard packing protocols.

  7. A Geometric-Structure Theory for Maximally Random Jammed Packings

    PubMed Central

    Tian, Jianxiang; Xu, Yaopengxiao; Jiao, Yang; Torquato, Salvatore

    2015-01-01

    Maximally random jammed (MRJ) particle packings can be viewed as prototypical glasses in that they are maximally disordered while simultaneously being mechanically rigid. The prediction of the MRJ packing density ϕMRJ, among other packing properties of frictionless particles, still poses many theoretical challenges, even for congruent spheres or disks. Using the geometric-structure approach, we derive for the first time a highly accurate formula for MRJ densities for a very wide class of two-dimensional frictionless packings, namely, binary convex superdisks, with shapes that continuously interpolate between circles and squares. By incorporating specific attributes of MRJ states and a novel organizing principle, our formula yields predictions of ϕMRJ that are in excellent agreement with corresponding computer-simulation estimates in almost the entire α-x plane with semi-axis ratio α and small-particle relative number concentration x. Importantly, in the monodisperse circle limit, the predicted ϕMRJ = 0.834 agrees very well with the very recently numerically discovered MRJ density of 0.827, which distinguishes it from high-density “random-close packing” polycrystalline states and hence provides a stringent test on the theory. Similarly, for non-circular monodisperse superdisks, we predict MRJ states with densities that are appreciably smaller than is conventionally thought to be achievable by standard packing protocols. PMID:26568437

  8. Collapse transition of randomly branched polymers: renormalized field theory.

    PubMed

    Janssen, Hans-Karl; Stenull, Olaf

    2011-05-01

    We present a minimal dynamical model for randomly branched isotropic polymers, and we study this model in the framework of renormalized field theory. For the swollen phase, we show that our model provides a route to understand the well-established dimensional-reduction results from a different angle. For the collapse θ transition, we uncover a hidden Becchi-Rouet-Stora supersymmetry, signaling the sole relevance of tree configurations. We correct the long-standing one-loop results for the critical exponents, and we push these results on to two-loop order. For the collapse θ' transition, we find a runaway of the renormalization group flow, which lends credence to the possibility that this transition is a fluctuation-induced first-order transition. Our dynamical model allows us to calculate for the first time the fractal dimension of the shortest path on randomly branched polymers in the swollen phase as well as at the collapse transition and related fractal dimensions. PMID:21728509

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

    NASA Astrophysics Data System (ADS)

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

    2014-05-01

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

  10. Theory of magnetic field line random walk in noisy reduced magnetohydrodynamic turbulence

    SciTech Connect

    Ruffolo, D.; Matthaeus, W. H.

    2013-01-15

    When a magnetic field consists of a mean part and fluctuations, the stochastic wandering of its field lines is often treated as a diffusive process. Under suitable conditions, a stable value is found for the mean square transverse displacement per unit parallel displacement relative to the mean field. Here, we compute the associated field line diffusion coefficient for a highly anisotropic 'noisy' reduced magnetohydrodynamic model of the magnetic field, which is useful in describing low frequency turbulence in the presence of a strong applied DC mean magnetic field, as may be found, for example, in the solar corona, or in certain laboratory devices. Our approach is nonperturbative, based on Corrsin's independence hypothesis, and makes use of recent advances in understanding factors that control decorrelation over a range of parameters described by the Kubo number. Both Bohm and quasilinear regimes are identified.

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

    NASA Astrophysics Data System (ADS)

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

    2010-10-01

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

  12. A wrist-walker exhibiting no "Uner Tan Syndrome": a theory for possible mechanisms of human devolution toward the atavistic walking patterns.

    PubMed

    Tan, Uner

    2007-01-01

    After discovering two families with handicapped children exhibiting the "Uner Tan syndrome," the author discovered a man exhibiting only wrist-walking with no primitive mental abilities including language. According to his mother, he had an infectious disease with high fever as a three months old baby; as a result, the left leg had been paralyzed after a penicilline injection. This paralysis most probably resulted from a viral disease, possibly poliomyelitis. He is now (2006) 36 years old; the left leg is flaccid and atrophic, with no tendon reflexes; however, sensation is normal. The boy never stood up on his feet while maturing. The father forced him to walk upright using physical devices and making due exercises, but the child always rejected standing upright and walking in erect posture; he always preferred wrist-walking; he expresses that wrist-walking is much more comfortable for him than upright-walking. He is very strong now, making daily body building exercises, and walking quite fast using a "three legs," although he cannot stand upright. Mental status, including the language and conscious experience, is quite normal. There was no intra-familiar marriage as in the two families mentioned earlier, and there is no wrist-walking in his family and relatives. There were no cerebellar signs and symptoms upon neurological examination. The brain-MRI was normal; there was no atrophy in cerebellum and vermis. It was concluded that there may be sporadic wrist-walkers exhibiting no "Uner Tan Syndrome." The results suggest that the cerebellum has nothing to do with human wrist-walking, which may rather be an atavistic trait appearing from time to time in normal individuals, indicating a live model for human reverse evolution. It was concluded that pure quadrupeds may sporadically appear due to random fluctuations in genotypes and/or environmental factors (hormonal or nutritional); the human development following the human evolution may be stopped in the stage of

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

    PubMed Central

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

    2016-01-01

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

  14. 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.

  15. Effects of an 8-Week Outdoor Brisk Walking Program on Fatigue in Hi-Tech Industry Employees: A Randomized Control Trial.

    PubMed

    Wu, Li-Ling; Wang, Kuo-Ming; Liao, Po-I; Kao, Yu-Hsiu; Huang, Yi-Ching

    2015-10-01

    Over 73% of hi-tech industry employees in Taiwan lack regular exercise. They are exposed to a highly variable and stressful work environment for extended periods of time, and may subsequently experience depression, detrimental to workers' physiological and mental health. In this cross-sectional survey, the authors explored the effect of an 8-week brisk walking program on the fatigue of employees in the hi-tech industry. The participants, from a hi-tech company in northern Taiwan, were randomly assigned to an experimental group (EG; 41 subjects, Mage = 33.34 ± 6.40) or control group (CG; 45 subjects, Mage = 29.40 ± 3.60). Following the 8-week brisk walking program, the EG showed significantly lower scores for subjective fatigue, working motivation, attention, and overall fatigue. The authors confirmed that the 8-week outdoor brisk walking program significantly improved the level of fatigue among employees of the hi-tech industry. The finding serves as an important reference for health authorities in Taiwan and provides awareness of workplace health promotion in the hi-tech industry. PMID:26194655

  16. Extending Lévy search theory from one to higher dimensions: Lévy walking favours the blind

    PubMed Central

    Reynolds, A. M.

    2015-01-01

    A diverse range of organisms, including T cells, E. coli, honeybees, sharks, turtles, bony fish, jellyfish, wandering albatrosses and even human hunter–gatherers have movement patterns that can be approximated by Lévy walks (LW; sometimes called Lévy flights in the biological and ecological literature). These observations lend support to the ‘Lévy flight foraging hypothesis’ which asserts that natural selection should have led to adaptations for Lévy flight foraging, because Lévy flights can optimize search efficiencies. The hypothesis stems from a rigorous theory of one-dimensional searching and from simulation data for two-dimensional searching. The potential effectiveness of three-dimensional Lévy searches has not been examined but is central to a proper understanding of marine predators and T cells which have provided the most compelling empirical evidence for LW. Here I extend Lévy search theory from one to three dimensions. The new theory predicts that three-dimensional Lévy searching can be advantageous but only when targets are large compared with the perceptual range of the searchers, i.e. only when foragers are effectively blind and need to come into contact with a target to establish its presence. This may explain why effective blindness is a common factor among three-dimensional Lévy walkers. PMID:26346221

  17. Effects of Tai Chi and Walking Exercises on Weight Loss, Metabolic Syndrome Parameters, and Bone Mineral Density: A Cluster Randomized Controlled Trial

    PubMed Central

    Hui, Stanley Sai-Chuen; Xie, Yao Jie; Woo, Jean; Kwok, Timothy Chi-Yui

    2015-01-01

    Tai Chi and walking are both moderate-intensity physical activity (PA) that can be easily practiced in daily life. The objective of the study was to determine the effects of these two PAs on weight loss, metabolic syndrome parameters, and bone mineral density (BMD) in Chinese adults. We randomized 374 middle-aged subjects (45.8 ± 5.3 years) into 12-week training (45 minutes per day, 5 days per week) of Tai Chi (n = 124) or self-paced walking (n = 121) or control group (n = 129). On average, Tai Chi and walking groups lost 0.50 and 0.76 kg of body weight and 0.47 and 0.59 kg of fat mass after intervention, respectively. The between-group difference of waist circumference (WC) and fasting blood glucose (FBG) was −3.7 cm and −0.18 mmol/L for Tai Chi versus control and −4.1 cm and −0.22 mmol/L for walking versus control. No significant differences were observed regarding lean mass, blood pressure, triglycerides, total cholesterol, high-density and low-density lipoprotein cholesterol, and BMD compared to control. Change in lean mass, not fat mass or total weight loss, was significantly correlated to the change in BMD. Our results suggest that both of these two PAs can produce moderate weight loss and significantly improve the WC and FBG in Hong Kong Chinese adults, with no additional effects on BMD. PMID:26543489

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

    PubMed

    Zheng, Lianqing; Chen, Mengen; Yang, Wei

    2009-06-21

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-07-01

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

  20. Advances in random matrix theory, zeta functions, and sphere packing.

    PubMed

    Hales, T C; Sarnak, P; Pugh, M C

    2000-11-21

    Over four hundred years ago, Sir Walter Raleigh asked his mathematical assistant to find formulas for the number of cannonballs in regularly stacked piles. These investigations aroused the curiosity of the astronomer Johannes Kepler and led to a problem that has gone centuries without a solution: why is the familiar cannonball stack the most efficient arrangement possible? Here we discuss the solution that Hales found in 1998. Almost every part of the 282-page proof relies on long computer verifications. Random matrix theory was developed by physicists to describe the spectra of complex nuclei. In particular, the statistical fluctuations of the eigenvalues ("the energy levels") follow certain universal laws based on symmetry types. We describe these and then discuss the remarkable appearance of these laws for zeros of the Riemann zeta function (which is the generating function for prime numbers and is the last special function from the last century that is not understood today.) Explaining this phenomenon is a central problem. These topics are distinct, so we present them separately with their own introductory remarks. PMID:11058156

  1. Advances in random matrix theory, zeta functions, and sphere packing

    PubMed Central

    Hales, T. C.; Sarnak, P.; Pugh, M. C.

    2000-01-01

    Over four hundred years ago, Sir Walter Raleigh asked his mathematical assistant to find formulas for the number of cannonballs in regularly stacked piles. These investigations aroused the curiosity of the astronomer Johannes Kepler and led to a problem that has gone centuries without a solution: why is the familiar cannonball stack the most efficient arrangement possible? Here we discuss the solution that Hales found in 1998. Almost every part of the 282-page proof relies on long computer verifications. Random matrix theory was developed by physicists to describe the spectra of complex nuclei. In particular, the statistical fluctuations of the eigenvalues (“the energy levels”) follow certain universal laws based on symmetry types. We describe these and then discuss the remarkable appearance of these laws for zeros of the Riemann zeta function (which is the generating function for prime numbers and is the last special function from the last century that is not understood today.) Explaining this phenomenon is a central problem. These topics are distinct, so we present them separately with their own introductory remarks. PMID:11058156

  2. Random matrix theory and fund of funds portfolio optimisation

    NASA Astrophysics Data System (ADS)

    Conlon, T.; Ruskin, H. J.; Crane, M.

    2007-08-01

    The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a fund of hedge funds portfolio requires a correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which induces noise. In this paper, random matrix theory (RMT) is applied to a cross-correlation matrix C, constructed using hedge fund returns data. The analysis reveals a number of eigenvalues that deviate from the spectrum suggested by RMT. The components of the deviating eigenvectors are found to correspond to distinct groups of strategies that are applied by hedge fund managers. The inverse participation ratio is used to quantify the number of components that participate in each eigenvector. Finally, the correlation matrix is cleaned by separating the noisy part from the non-noisy part of C. This technique is found to greatly reduce the difference between the predicted and realised risk of a portfolio, leading to an improved risk profile for a fund of hedge funds.

  3. Effects of Home-Based Interval Walking Training on Thigh Muscle Strength and Aerobic Capacity in Female Total Hip Arthroplasty Patients: A Randomized, Controlled Pilot Study

    PubMed Central

    Morishima, Yutaka; Mizushima, Takashi; Yamauchi, Katsuya; Morikawa, Mayuko; Masuki, Shizue; Nose, Hiroshi

    2014-01-01

    Due to the reduced physical activity of patients who have undergone total hip arthroplasty (THA), there are no home-based exercise training regimens for preventing muscle atrophy and aerobic capacity impairment in these patients. We examined whether interval walking training (IWT) could prevented these issues. Twenty-eight female patients (∼60 years of age) who had undergone THA more than 2 months prior were randomly divided into IWT (n = 14) and control (CNT, n = 14) groups. The IWT subjects trained at a target of 60 min of fast walking at >70% peak aerobic capacity for walking (O2peak) per wk for 12 wk, while those in the CNT maintained their previous sedentary life during the same period. We measured the energy expenditure of the daily physical activity, except during sleeping and bathing, every minute and every day during the intervention. We also measured the isometric knee extension (FEXT) and flexion (FFLX) forces, O2peak, and anaerobic threshold during the graded cycling exercise (O2AT) before and after the intervention. All subjects, except for one in IWT, completed the protocol. FFLX increased by 23% on the operated side (P = 0.003) and 14% on the non-operated side of IWT (P = 0.006), while it only increased on the operated side of CNT (P = 0.03). The O2peak and O2AT in IWT increased by 8% (P = 0.08) and 13% (P = 0.002), respectively, and these changes were significantly higher in the IWT than in CNT group (both, P<0.05). In conclusion, IWT might be an effective home-based training regimen for preventing the muscle atrophy from reduced daily physical activity in THA patients. Trial Registration UMIN-CTR UMIN000013172 PMID:25268505

  4. The relationship of dynamical heterogeneity to the Adam-Gibbs and random first-order transition theories of glass formation

    PubMed Central

    Starr, Francis W.; Douglas, Jack F.; Sastry, Srikanth

    2013-01-01

    We carefully examine common measures of dynamical heterogeneity for a model polymer melt and test how these scales compare with those hypothesized by the Adam and Gibbs (AG) and random first-order transition (RFOT) theories of relaxation in glass-forming liquids. To this end, we first analyze clusters of highly mobile particles, the string-like collective motion of these mobile particles, and clusters of relative low mobility. We show that the time scale of the high-mobility clusters and strings is associated with a diffusive time scale, while the low-mobility particles' time scale relates to a structural relaxation time. The difference of the characteristic times for the high- and low-mobility particles naturally explains the well-known decoupling of diffusion and structural relaxation time scales. Despite the inherent difference of dynamics between high- and low-mobility particles, we find a high degree of similarity in the geometrical structure of these particle clusters. In particular, we show that the fractal dimensions of these clusters are consistent with those of swollen branched polymers or branched polymers with screened excluded-volume interactions, corresponding to lattice animals and percolation clusters, respectively. In contrast, the fractal dimension of the strings crosses over from that of self-avoiding walks for small strings, to simple random walks for longer, more strongly interacting, strings, corresponding to flexible polymers with screened excluded-volume interactions. We examine the appropriateness of identifying the size scales of either mobile particle clusters or strings with the size of cooperatively rearranging regions (CRR) in the AG and RFOT theories. We find that the string size appears to be the most consistent measure of CRR for both the AG and RFOT models. Identifying strings or clusters with the “mosaic” length of the RFOT model relaxes the conventional assumption that the “entropic droplets” are compact. We also confirm

  5. The relationship of dynamical heterogeneity to the Adam-Gibbs and random first-order transition theories of glass formation.

    PubMed

    Starr, Francis W; Douglas, Jack F; Sastry, Srikanth

    2013-03-28

    We carefully examine common measures of dynamical heterogeneity for a model polymer melt and test how these scales compare with those hypothesized by the Adam and Gibbs (AG) and random first-order transition (RFOT) theories of relaxation in glass-forming liquids. To this end, we first analyze clusters of highly mobile particles, the string-like collective motion of these mobile particles, and clusters of relative low mobility. We show that the time scale of the high-mobility clusters and strings is associated with a diffusive time scale, while the low-mobility particles' time scale relates to a structural relaxation time. The difference of the characteristic times for the high- and low-mobility particles naturally explains the well-known decoupling of diffusion and structural relaxation time scales. Despite the inherent difference of dynamics between high- and low-mobility particles, we find a high degree of similarity in the geometrical structure of these particle clusters. In particular, we show that the fractal dimensions of these clusters are consistent with those of swollen branched polymers or branched polymers with screened excluded-volume interactions, corresponding to lattice animals and percolation clusters, respectively. In contrast, the fractal dimension of the strings crosses over from that of self-avoiding walks for small strings, to simple random walks for longer, more strongly interacting, strings, corresponding to flexible polymers with screened excluded-volume interactions. We examine the appropriateness of identifying the size scales of either mobile particle clusters or strings with the size of cooperatively rearranging regions (CRR) in the AG and RFOT theories. We find that the string size appears to be the most consistent measure of CRR for both the AG and RFOT models. Identifying strings or clusters with the "mosaic" length of the RFOT model relaxes the conventional assumption that the "entropic droplets" are compact. We also confirm the

  6. The relationship of dynamical heterogeneity to the Adam-Gibbs and random first-order transition theories of glass formation

    NASA Astrophysics Data System (ADS)

    Starr, Francis W.; Douglas, Jack F.; Sastry, Srikanth

    2013-03-01

    We carefully examine common measures of dynamical heterogeneity for a model polymer melt and test how these scales compare with those hypothesized by the Adam and Gibbs (AG) and random first-order transition (RFOT) theories of relaxation in glass-forming liquids. To this end, we first analyze clusters of highly mobile particles, the string-like collective motion of these mobile particles, and clusters of relative low mobility. We show that the time scale of the high-mobility clusters and strings is associated with a diffusive time scale, while the low-mobility particles' time scale relates to a structural relaxation time. The difference of the characteristic times for the high- and low-mobility particles naturally explains the well-known decoupling of diffusion and structural relaxation time scales. Despite the inherent difference of dynamics between high- and low-mobility particles, we find a high degree of similarity in the geometrical structure of these particle clusters. In particular, we show that the fractal dimensions of these clusters are consistent with those of swollen branched polymers or branched polymers with screened excluded-volume interactions, corresponding to lattice animals and percolation clusters, respectively. In contrast, the fractal dimension of the strings crosses over from that of self-avoiding walks for small strings, to simple random walks for longer, more strongly interacting, strings, corresponding to flexible polymers with screened excluded-volume interactions. We examine the appropriateness of identifying the size scales of either mobile particle clusters or strings with the size of cooperatively rearranging regions (CRR) in the AG and RFOT theories. We find that the string size appears to be the most consistent measure of CRR for both the AG and RFOT models. Identifying strings or clusters with the "mosaic" length of the RFOT model relaxes the conventional assumption that the "entropic droplets" are compact. We also confirm the

  7. Walking Problems

    MedlinePlus

    ... daily activities, get around, and exercise. Having a problem with walking can make daily life more difficult. ... walk is called your gait. A variety of problems can cause an abnormal gait and lead to ...

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

    SciTech Connect

    Jeon, Sangyong; Venugopalan, Raju

    2004-11-15

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-04-01

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

  10. Effect of a Nutrition Supplement and Physical Activity Program on Pneumonia and Walking Capacity in Chilean Older People: A Factorial Cluster Randomized Trial

    PubMed Central

    Dangour, Alan D.; Albala, Cecilia; Allen, Elizabeth; Grundy, Emily; Walker, Damian G.; Aedo, Cristian; Sanchez, Hugo; Fletcher, Olivia; Elbourne, Diana; Uauy, Ricardo

    2011-01-01

    Background Ageing is associated with increased risk of poor health and functional decline. Uncertainties about the health-related benefits of nutrition and physical activity for older people have precluded their widespread implementation. We investigated the effectiveness and cost-effectiveness of a national nutritional supplementation program and/or a physical activity intervention among older people in Chile. Methods and Findings We conducted a cluster randomized factorial trial among low to middle socioeconomic status adults aged 65–67.9 years living in Santiago, Chile. We randomized 28 clusters (health centers) into the study and recruited 2,799 individuals in 2005 (∼100 per cluster). The interventions were a daily micronutrient-rich nutritional supplement, or two 1-hour physical activity classes per week, or both interventions, or neither, for 24 months. The primary outcomes, assessed blind to allocation, were incidence of pneumonia over 24 months, and physical function assessed by walking capacity 24 months after enrolment. Adherence was good for the nutritional supplement (∼75%), and moderate for the physical activity intervention (∼43%). Over 24 months the incidence rate of pneumonia did not differ between intervention and control clusters (32.5 versus 32.6 per 1,000 person years respectively; risk ratio = 1.00; 95% confidence interval 0.61–1.63; p = 0.99). In intention-to-treat analysis, after 24 months there was a significant difference in walking capacity between the intervention and control clusters (mean difference 33.8 meters; 95% confidence interval 13.9–53.8; p = 0.001). The overall cost of the physical activity intervention over 24 months was US$164/participant; equivalent to US$4.84/extra meter walked. The number of falls and fractures was balanced across physical activity intervention arms and no serious adverse events were reported for either intervention. Conclusions Chile's nutritional supplementation program for older

  11. Walking the walk

    SciTech Connect

    Butler, B.

    1994-12-31

    Earth Day, celebrated this April, brought out a spate of press conferences, fairs and media spots. The White House announced its plans to green itself by incorporating energy efficiency and recycling, and Vice President Gore and Energy Secretary O`Leary announced the President`s Executive Order, which mandates the use of energy efficiency in federal facilities with solar as a high-profile option. At the White House itself, however, no solar application has yet been selected for installation. Another Earth Day media spot showed how the nation`s utility companies have joined Secretary O`Leary`s Climate Challenge, an ambitious voluntary program to cut greenhouse-gas emissions. During Earth Day 1994, it became clear how many houses use solar water heating and how often photovoltaics is used to power road signs and sign boards, telephones and repeaters, and for cathodic protection and security lighting. Solar energy is expanding. But if it is to become a truly everyday technology, more institution, governments, businesses and individual consumers are going to have to walk the walk. This means that Earth Day will have to last longer, environmental concerns must become more genuine, and the focus of government and business decisions must be more long-term.

  12. Greedy adaptive walks on a correlated fitness landscape.

    PubMed

    Park, Su-Chan; Neidhart, Johannes; Krug, Joachim

    2016-05-21

    We study adaptation of a haploid asexual population on a fitness landscape defined over binary genotype sequences of length L. We consider greedy adaptive walks in which the population moves to the fittest among all single mutant neighbors of the current genotype until a local fitness maximum is reached. The landscape is of the rough mount Fuji type, which means that the fitness value assigned to a sequence is the sum of a random and a deterministic component. The random components are independent and identically distributed random variables, and the deterministic component varies linearly with the distance to a reference sequence. The deterministic fitness gradient c is a parameter that interpolates between the limits of an uncorrelated random landscape (c=0) and an effectively additive landscape (c→∞). When the random fitness component is chosen from the Gumbel distribution, explicit expressions for the distribution of the number of steps taken by the greedy walk are obtained, and it is shown that the walk length varies non-monotonically with the strength of the fitness gradient when the starting point is sufficiently close to the reference sequence. Asymptotic results for general distributions of the random fitness component are obtained using extreme value theory, and it is found that the walk length attains a non-trivial limit for L→∞, different from its values for c=0 and c=∞, if c is scaled with L in an appropriate combination. PMID:26953649

  13. Inner structure of vehicular ensembles and random matrix theory

    NASA Astrophysics Data System (ADS)

    Krbálek, Milan; Hobza, Tomáš

    2016-05-01

    We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded spectra of DUE matrices) with the time-clearance distribution extracted from various areas of the flux-density diagram (evaluated from original traffic data measured on Czech expressways with high occupancies) we demonstrate that the set of classical systems showing an universality associated with Random Matrix Ensembles can be extended by traffic systems.

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

    NASA Astrophysics Data System (ADS)

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

    2008-12-01

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

  15. Mapping of Multiple Sclerosis Walking Scale (MSWS-12) to five-dimension EuroQol (EQ-5D) health outcomes: an independent validation in a randomized control cohort

    PubMed Central

    Sidovar, Matthew F; Limone, Brendan L; Coleman, Craig I

    2016-01-01

    Background Mapping of patient-reported outcomes to the five-dimension EuroQol (EQ-5D) health index is increasingly being used for understanding the relationship of outcomes to health states and for predicting utilities that have application in economic evaluations. The 12-item Multiple Sclerosis Walking Scale (MSWS-12) is a patient-reported outcome that assesses the impact of walking impairment in people with MS. An equation for mapping the MSWS-12 to the EQ-5D was previously developed and validated using a North American Research Committee on MS (NARCOMS) registry cohort. Materials and methods This analysis retested the validity of the equation mapping the MSWS-12 to the three-level EQ-5D (EQ-5D-3L) by using an independent cohort of patients with MS enrolled in a randomized controlled trial. Mapping was evaluated at two separate time points (baseline and week 4) during the clinical trial. The mapping equation’s performance was subsequently assessed with mean absolute error (MAE) and root-mean-square error (RMSE) by comparing equation-based estimates to values elicited in the trial using the actual EQ-5D-3L questionnaire. Results The mapping equation predicted EQ-5D-3L values in this external cohort with reasonable precision at both time points (MAE 0.116 and RMSE 0.155 at baseline; MAE 0.105 and RMSE 0.138 at week 4), and was similar to that reported in the original NARCOMS cohort (MAE 0.109 and RMSE 0.145). Also as observed in the original NARCOMS cohort, the mapping equation performed best in patients with EQ-5D-3L values between 0.50 and 0.75, and poorly in patients with values <0.50. Conclusion The mapping equation performed similarly in this external cohort as in the original derivation cohort, including a poorer performance in MS patients with more severe health-state severity. PMID:26893584

  16. Using Combinatorica/Mathematica for Student Projects in Random Graph Theory

    ERIC Educational Resources Information Center

    Pfaff, Thomas J.; Zaret, Michele

    2006-01-01

    We give an example of a student project that experimentally explores a topic in random graph theory. We use the "Combinatorica" package in "Mathematica" to estimate the minimum number of edges needed in a random graph to have a 50 percent chance that the graph is connected. We provide the "Mathematica" code and compare it to the known theoretical…

  17. Single integrodifferential wave equation for a Lévy walk

    NASA Astrophysics Data System (ADS)

    Fedotov, Sergei

    2016-02-01

    We derive the single integrodifferential wave equation for the probability density function of the position of a classical one-dimensional Lévy walk with continuous sample paths. This equation involves a classical wave operator together with memory integrals describing the spatiotemporal coupling of the Lévy walk. It is valid at all times, not only in the long time limit, and it does not involve any large-scale approximations. It generalizes the well-known telegraph or Cattaneo equation for the persistent random walk with the exponential switching time distribution. Several non-Markovian cases are considered when the particle's velocity alternates at the gamma and power-law distributed random times. In the strong anomalous case we obtain the asymptotic solution to the integrodifferential wave equation. We implement the nonlinear reaction term of Kolmogorov-Petrovsky-Piskounov type into our equation and develop the theory of wave propagation in reaction-transport systems involving Lévy diffusion.

  18. Deterministic Walks with Choice

    SciTech Connect

    Beeler, Katy E.; Berenhaut, Kenneth S.; Cooper, Joshua N.; Hunter, Meagan N.; Barr, Peter S.

    2014-01-10

    This paper studies deterministic movement over toroidal grids, integrating local information, bounded memory and choice at individual nodes. The research is motivated by recent work on deterministic random walks, and applications in multi-agent systems. Several results regarding passing tokens through toroidal grids are discussed, as well as some open questions.

  19. Mean field theory for scale-free random networks

    NASA Astrophysics Data System (ADS)

    Barabási, Albert-László; Albert, Réka; Jeong, Hawoong

    1999-10-01

    Random networks with complex topology are common in Nature, describing systems as diverse as the world wide web or social and business networks. Recently, it has been demonstrated that most large networks for which topological information is available display scale-free features. Here we study the scaling properties of the recently introduced scale-free model, that can account for the observed power-law distribution of the connectivities. We develop a mean-field method to predict the growth dynamics of the individual vertices, and use this to calculate analytically the connectivity distribution and the scaling exponents. The mean-field method can be used to address the properties of two variants of the scale-free model, that do not display power-law scaling.

  20. Genome walking.

    PubMed

    Shapter, Frances M; Waters, Daniel L E

    2014-01-01

    Genome walking is a method for determining the DNA sequence of unknown genomic regions flanking a region of known DNA sequence. The Genome walking has the potential to capture 6-7 kb of sequence in a single round. Ideal for identifying gene promoter regions where only the coding region. Genome walking also has significant utility for capturing homologous genes in new species when there are areas in the target gene with strong sequence conservation to the characterized species. The increasing use of next-generation sequencing technologies will see the principles of genome walking adapted to in silico methods. However, for smaller projects, PCR-based genome walking will remain an efficient method of characterizing unknown flanking sequence. PMID:24243201