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Sample records for random walks estimate

  1. 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

  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. 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.

  5. 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

  6. 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.

  7. 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.

  8. 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.

  9. 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

  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. 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.

  13. 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 \

  14. 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.

  15. 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

  16. 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.

  17. 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.

  18. 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.

  19. 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.

  20. 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

  1. 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.

  2. Sunspot random walk and 22-year variation

    NASA Astrophysics Data System (ADS)

    Love, Jeffrey J.; Rigler, E. Joshua

    2012-05-01

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

  3. 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.

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. Generalized ruin problems and asynchronous random walks

    NASA Astrophysics Data System (ADS)

    Abad, E.

    2005-07-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  15. 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.

  16. 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.

  17. 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…

  18. 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.

  19. 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.

  20. 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.

  1. 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

  2. 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.

  3. 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

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

    PubMed Central

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

    2013-01-01

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

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

    PubMed

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

    2013-01-01

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

  6. 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.

  7. 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

  8. 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

  9. 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.

  10. Gait Recognition and Walking Exercise Intensity Estimation

    PubMed Central

    Lin, Bor-Shing; Liu, Yu-Ting; Yu, Chu; Jan, Gene Eu; Hsiao, Bo-Tang

    2014-01-01

    Cardiovascular patients consult doctors for advice regarding regular exercise, whereas obese patients must self-manage their weight. Because a system for permanently monitoring and tracking patients’ exercise intensities and workouts is necessary, a system for recognizing gait and estimating walking exercise intensity was proposed. For gait recognition analysis, αβ filters were used to improve the recognition of athletic attitude. Furthermore, empirical mode decomposition (EMD) was used to filter the noise of patients’ attitude to acquire the Fourier transform energy spectrum. Linear discriminant analysis was then applied to this energy spectrum for training and recognition. When the gait or motion was recognized, the walking exercise intensity was estimated. In addition, this study addressed the correlation between inertia and exercise intensity by using the residual function of the EMD and quadratic approximation to filter the effect of the baseline drift integral of the acceleration sensor. The increase in the determination coefficient of the regression equation from 0.55 to 0.81 proved that the accuracy of the method for estimating walking exercise intensity proposed by Kurihara was improved in this study. PMID:24714057

  11. A scaling law for random walks on networks.

    PubMed

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

    2014-01-01

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

  12. 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

  13. 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

  14. 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.

  15. 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

  16. 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.

  17. 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

  18. 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}.

  19. 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.

  20. 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.

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

    SciTech Connect

    Roberts, S.

    1985-10-01

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

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

    PubMed

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

    2016-01-01

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

  3. 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

  4. 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.

  5. 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.

  6. Quantum random walks do not need a coin toss

    SciTech Connect

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

    2005-03-01

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

  7. 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.

  8. 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.

  9. 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.

  10. 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.

  11. 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

  12. 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

  13. 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.

  14. 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.

  15. 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.

  16. 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)

  17. 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.

  18. 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.

  19. 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.

  20. 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.

  1. 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.

  2. 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.

  3. 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

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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.

  10. Walking there: environmental influence on walking-distance estimation.

    PubMed

    Iosa, M; Fusco, A; Morone, G; Paolucci, S

    2012-01-01

    In a dark environment, when vision is excluded, humans are usually able to walk towards a target the position of which was previously memorized. Changes in spatio-temporal gait parameters, the presence of obstacles on the ground or pathway tilt can affect their performances. The aim of this study was to investigate the influence of the environment on this ability. We have enrolled sixty healthy subjects, separately tested in a small indoor and in an outdoor open-field environment. In experiment 1, significant differences were found between 15 indoor and 15 outdoor blindfolded walkers. According to previous studies, the distances walked outdoors were not significantly different from the three-tested target's distances (3m, 6m and 10m). Conversely, a systematic and significant undershooting was observed for blindfolded indoor walkers for all the three distances (errors: -0.34, -0.73 and -1.99m, respectively). This indoor undershooting was found related to shorter steps not compensated by any increment of the step number. In experiment 2, also the perception of the indoor distance resulted underestimated in other two tested groups of 15 subjects each. But the perceived distance resulted poorly correlated with motor performances (R=0.23, p=0.410). In spite of the fact that the errors were consistent among trials, when indoor walkers could not access to environmental acoustic features, their performance resulted highly variable among subjects, but it improved, on average. At the light of these results, the environment seems acting as a selective tuning between different strategies. PMID:21925542

  11. An Analysis of Random-Walk Cuckoo Hashing

    NASA Astrophysics Data System (ADS)

    Frieze, Alan; Melsted, Páll; Mitzenmacher, Michael

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

  12. 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.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. 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

  1. 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…

  2. A random walk in physical biology

    NASA Astrophysics Data System (ADS)

    Peterson, Eric Lee

    Biology as a scientific discipline is becoming evermore quantitative as tools become available to probe living systems on every scale from the macro to the micro and now even to the nanoscale. In quantitative biology the challenge is to understand the living world in an in vivo context, where it is often difficult for simple theoretical models to connect with the full richness and complexity of the observed data. Computational models and simulations offer a way to bridge the gap between simple theoretical models and real biological systems; towards that aspiration are presented in this thesis three case studies in applying computational models that may give insight into native biological structures.The first is concerned with soluble proteins; proteins, like DNA, are linear polymers written in a twenty-letter "language" of amino acids. Despite the astronomical number of possible proteins sequences, a great amount of similarity is observed among the folded structures of globular proteins. One useful way of discovering similar sequences is to align their sequences, as done e.g. by the popular BLAST program. By clustering together amino acids and reducing the alphabet that proteins are written in to fewer than twenty letters, we find that pairwise sequence alignments are actually more sensitive to proteins with similar structures.The second case study is concerned with the measurement of forces applied to a membrane. We demonstrate a general method for extracting the forces applied to a fluid lipid bilayer of arbitrary shape and show that the subpiconewton forces applied by optical tweezers to vesicles can be accurately measured in this way.In the third and final case study we examine the forces between proteins in a lipid bilayer membrane. Due to the bending of the membrane surrounding them, such proteins feel mutually attractive forces which can help them to self-organize and act in concert. These finding are relevant at the areal densities estimated for membrane

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. Stride Counting in Human Walking and Walking Distance Estimation Using Insole Sensors

    PubMed Central

    Truong, Phuc Huu; Lee, Jinwook; Kwon, Ae-Ran; Jeong, Gu-Min

    2016-01-01

    This paper proposes a novel method of estimating walking distance based on a precise counting of walking strides using insole sensors. We use an inertial triaxial accelerometer and eight pressure sensors installed in the insole of a shoe to record walkers’ movement data. The data is then transmitted to a smartphone to filter out noise and determine stance and swing phases. Based on phase information, we count the number of strides traveled and estimate the movement distance. To evaluate the accuracy of the proposed method, we created two walking databases on seven healthy participants and tested the proposed method. The first database, which is called the short distance database, consists of collected data from all seven healthy subjects walking on a 16 m distance. The second one, named the long distance database, is constructed from walking data of three healthy subjects who have participated in the short database for an 89 m distance. The experimental results show that the proposed method performs walking distance estimation accurately with the mean error rates of 4.8% and 3.1% for the short and long distance databases, respectively. Moreover, the maximum difference of the swing phase determination with respect to time is 0.08 s and 0.06 s for starting and stopping points of swing phases, respectively. Therefore, the stride counting method provides a highly precise result when subjects walk. PMID:27271634

  8. Stride Counting in Human Walking and Walking Distance Estimation Using Insole Sensors.

    PubMed

    Truong, Phuc Huu; Lee, Jinwook; Kwon, Ae-Ran; Jeong, Gu-Min

    2016-01-01

    This paper proposes a novel method of estimating walking distance based on a precise counting of walking strides using insole sensors. We use an inertial triaxial accelerometer and eight pressure sensors installed in the insole of a shoe to record walkers' movement data. The data is then transmitted to a smartphone to filter out noise and determine stance and swing phases. Based on phase information, we count the number of strides traveled and estimate the movement distance. To evaluate the accuracy of the proposed method, we created two walking databases on seven healthy participants and tested the proposed method. The first database, which is called the short distance database, consists of collected data from all seven healthy subjects walking on a 16 m distance. The second one, named the long distance database, is constructed from walking data of three healthy subjects who have participated in the short database for an 89 m distance. The experimental results show that the proposed method performs walking distance estimation accurately with the mean error rates of 4.8% and 3.1% for the short and long distance databases, respectively. Moreover, the maximum difference of the swing phase determination with respect to time is 0.08 s and 0.06 s for starting and stopping points of swing phases, respectively. Therefore, the stride counting method provides a highly precise result when subjects walk. PMID:27271634

  9. 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

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

    PubMed

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

    2013-02-01

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

  11. 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.

  12. 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.

  13. Treadmill motor current value based walk phase estimation.

    PubMed

    Ohki, Eiichi; Nakashima, Yasutaka; Ando, Takeshi; Fujie, Masakatsu G

    2009-01-01

    We have developed a gait rehabilitation robot for hemiplegic patients using the treadmill. A walk phase, which includes time balance of stance and swing legs, is one of the most basic indexes to evaluate patients' gait. In addition, the walking phase is one of the indexes to control our robotic rehabilitation system. However, conventional methods to measure the walk phase require another system such as the foot switch and force plate. In this paper, an original algorithm to estimate the walk phase of a person on a treadmill using only the current value of DC motor to control the treadmill velocity is proposed. This algorithm was verified by experiments on five healthy subjects, and the walk phase of four subjects could be estimated in 0.2 (s) errors. However, the algorithm had erroneously identified a period of time in the stance phase as swing phase time when little body weight loaded on the subject's leg. Because a period of time with little body weight to affected leg is often observed in a hemiplegic walk, the proposed algorithm might fail to properly estimate the walk phase of hemiplegic patients. However, this algorithm could be used to estimate the time when body weight is loaded on patient legs, and thus could be used as a new quantitative evaluation index. PMID:19963952

  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. 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.

  16. 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.

  17. 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.

  18. 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.

  19. 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

  20. 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

  1. 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.

  2. 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.

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

    NASA Astrophysics Data System (ADS)

    Masoliver, Jaume

    2016-05-01

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

  4. 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

  5. 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.

  6. 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.

  7. 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.

  8. 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.

  9. 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

  10. 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.

  11. 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

  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 Walks in a One-Dimensional Lévy Random Environment

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

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

  14. 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

  15. 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.

  16. 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

  17. 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.

  18. 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.

  19. 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

  20. 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

  1. 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.

  2. Randomized gap and amplitude estimation

    NASA Astrophysics Data System (ADS)

    Zintchenko, Ilia; Wiebe, Nathan

    2016-06-01

    We provide a method for estimating spectral gaps in low-dimensional systems. Unlike traditional phase estimation, our approach does not require ancillary qubits nor does it require well-characterized gates. Instead, it only requires the ability to perform approximate Haar random unitary operations, applying the unitary whose eigenspectrum is sought and performing measurements in the computational basis. We discuss application of these ideas to in-place amplitude estimation and quantum device calibration.

  3. 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

  4. 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

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

    NASA Astrophysics Data System (ADS)

    Pellegrini, Clément

    2014-02-01

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

  6. 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

  7. 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

  8. 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

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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

  14. 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.

  15. 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.

  16. 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.

  17. 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.

  18. 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

  19. 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.

  20. 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.

  1. 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

  2. Multisensory integration in the estimation of walked distances.

    PubMed

    Campos, Jennifer L; Butler, John S; Bülthoff, Heinrich H

    2012-05-01

    When walking through space, both dynamic visual information (optic flow) and body-based information (proprioceptive and vestibular) jointly specify the magnitude of distance travelled. While recent evidence has demonstrated the extent to which each of these cues can be used independently, less is known about how they are integrated when simultaneously present. Many studies have shown that sensory information is integrated using a weighted linear sum, yet little is known about whether this holds true for the integration of visual and body-based cues for travelled distance perception. In this study using Virtual Reality technologies, participants first travelled a predefined distance and subsequently matched this distance by adjusting an egocentric, in-depth target. The visual stimulus consisted of a long hallway and was presented in stereo via a head-mounted display. Body-based cues were provided either by walking in a fully tracked free-walking space (Exp. 1) or by being passively moved in a wheelchair (Exp. 2). Travelled distances were provided either through optic flow alone, body-based cues alone or through both cues combined. In the combined condition, visually specified distances were either congruent (1.0×) or incongruent (0.7× or 1.4×) with distances specified by body-based cues. Responses reflect a consistent combined effect of both visual and body-based information, with an overall higher influence of body-based cues when walking and a higher influence of visual cues during passive movement. When comparing the results of Experiments 1 and 2, it is clear that both proprioceptive and vestibular cues contribute to travelled distance estimates during walking. These observed results were effectively described using a basic linear weighting model. PMID:22411581

  3. 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

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

    NASA Astrophysics Data System (ADS)

    Kennedy, Tom

    2016-07-01

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

  5. 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

  6. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2013-12-01

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

  8. 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

  9. 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.

  10. 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.

  11. 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

  12. Validity of estimating minute-by-minute energy expenditure of continuous walking bouts by accelerometry

    PubMed Central

    2011-01-01

    Background Objective measurement of physical activity remains an important challenge. For wearable monitors such as accelerometer-based physical activity monitors, more accurate methods are needed to convert activity counts into energy expenditure (EE). Purpose The purpose of this study was to examine the accuracy of the refined Crouter 2-Regression Model (C2RM) for estimating EE during the transition from rest to walking and walking to rest. A secondary purpose was to determine the extent of overestimation in minute-by-minute EE between the refined C2RM and the 2006 C2RM. Methods Thirty volunteers (age, 28 ± 7.7 yrs) performed 15 minutes of seated rest, 8 minutes of over-ground walking, and 8 minutes of seated rest. An ActiGraph GT1M accelerometer and Cosmed K4b2 portable metabolic system were worn during all activities. Participants were randomly assigned to start the walking bout at 0, 20, or 40 s into the minute (according to the ActiGraph clock). Acceleration data were analyzed by two methods: 2006 Crouter model and a new refined model. Results The 2006 Crouter 2-Regression model over-predicted measured kcal kg-1 hr-1 during the first and last transitional minutes of the 20-s and 40-s walking conditions (P < 0.001). It also over-predicted the average EE for a walking bout (4.0 ± 0.5 kcal kg-1 hr-1), compared to both the measured kcal kg-1 hr-1 (3.6 ± 0.7 kcal kg-1 hr-1) and the refined Crouter model (3.5 ± 0.5 kcal kg-1 hr-1) (P < 0.05). Conclusion The 2006 Crouter 2-regression model over-predicts EE at the beginning and end of walking bouts, due to high variability in accelerometer counts during the transitional minutes. The new refined model eliminates this problem and results in a more accurate prediction of EE during walking. PMID:21864359

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

  14. 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

  15. 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.

  16. 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

  17. 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

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

    NASA Astrophysics Data System (ADS)

    Koutsoyiannis, D.

    2009-04-01

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

  19. 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

  20. 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.

  1. 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.

  2. 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

  3. 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.

  4. 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.

  5. 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.

  6. 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

  7. 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.

  8. 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

  9. 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.

  10. 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.

  11. Walking Intensity Estimation with a Portable Pedobarography System.

    PubMed

    Hellstrom, Per Anders Rickard; Åkerberg, Anna; Ekström, Martin; Folke, Mia

    2016-01-01

    The aim of this pilot study was to investigate the possibility to find a correlation between the output from a portable pedobarography system and the walking intensity expressed as walking speed. The system uses shoe insoles with force sensing resistors and wireless transmission of the data via Bluetooth. The force-time integral, at the toe-off phase of the step, for the force sensors in the forward part of the right foot was used to measure impulse data for 10 subjects performing walks in three different walking speeds. This data was then corrected by multiplication with the step frequency. This pilot study indicates that the portable pedobarography system output shows a linear relationship with the walking intensity expressed as walking speed on an individual level. PMID:27225549

  12. 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.

  13. 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

  14. 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.

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

    NASA Astrophysics Data System (ADS)

    Summy, Gil; Wimberger, Sandro

    2016-02-01

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

  16. A growth walk model for estimating the canonical partition function of interacting self-avoiding walk.

    PubMed

    Narasimhan, S L; Krishna, P S R; Ponmurugan, M; Murthy, K P N

    2008-01-01

    We have explained in detail why the canonical partition function of interacting self-avoiding walk (ISAW) is exactly equivalent to the configurational average of the weights associated with growth walks, such as the interacting growth walk (IGW), if the average is taken over the entire genealogical tree of the walk. In this context, we have shown that it is not always possible to factor the density of states out of the canonical partition function if the local growth rule is temperature dependent. We have presented Monte Carlo results for IGWs on a diamond lattice in order to demonstrate that the actual set of IGW configurations available for study is temperature dependent even though the weighted averages lead to the expected thermodynamic behavior of ISAW. PMID:18190183

  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. 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.

  1. 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.

  2. 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.

  3. 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

  4. 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.

  5. 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.

  6. 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.

  7. 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.

  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. 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.

  10. 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.

  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. 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

  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. 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.

  16. 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.

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

    NASA Astrophysics Data System (ADS)

    French, O. E.

    2009-06-01

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

  18. Random 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.

  19. 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.

  20. Dwell Time Symmetry in Random Walks and Molecular Motors

    PubMed Central

    Lindén, Martin; Wallin, Mats

    2007-01-01

    The statistics of steps and dwell times in reversible molecular motors differ from those of cycle completion in enzyme kinetics. The reason is that a step is only one of several transitions in the mechanochemical cycle. As a result, theoretical results for cycle completion in enzyme kinetics do not apply to stepping data. To allow correct parameter estimation, and to guide data analysis and experiment design, a theoretical treatment is needed that takes this observation into account. In this article, we model the distribution of dwell times and number of forward and backward steps using first passage processes, based on the assumption that forward and backward steps correspond to different directions of the same transition. We extend recent results for systems with a single cycle and consider the full dwell time distributions as well as models with multiple pathways, detectable substeps, and detachments. Our main results are a symmetry relation for the dwell time distributions in reversible motors, and a relation between certain relative step frequencies and the free energy per cycle. We demonstrate our results by analyzing recent stepping data for a bacterial flagellar motor, and discuss the implications for the efficiency and reversibility of the force-generating subunits. PMID:17369422

  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. 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.

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

    PubMed

    Wergen, Gregor; Bogner, Miro; Krug, Joachim

    2011-05-01

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

  4. 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.

  5. 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.

  6. 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.

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

    NASA Astrophysics Data System (ADS)

    Wergen, Gregor; Bogner, Miro; Krug, Joachim

    2011-05-01

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

  8. 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…

  9. 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

  10. 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

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. 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

  16. 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) .

  17. Inertial sensor-based methods in walking speed estimation: a systematic review.

    PubMed

    Yang, Shuozhi; Li, Qingguo

    2012-01-01

    Self-selected walking speed is an important measure of ambulation ability used in various clinical gait experiments. Inertial sensors, i.e., accelerometers and gyroscopes, have been gradually introduced to estimate walking speed. This research area has attracted a lot of attention for the past two decades, and the trend is continuing due to the improvement of performance and decrease in cost of the miniature inertial sensors. With the intention of understanding the state of the art of current development in this area, a systematic review on the exiting methods was done in the following electronic engines/databases: PubMed, ISI Web of Knowledge, SportDiscus and IEEE Xplore. Sixteen journal articles and papers in proceedings focusing on inertial sensor based walking speed estimation were fully reviewed. The existing methods were categorized by sensor specification, sensor attachment location, experimental design, and walking speed estimation algorithm. PMID:22778632

  18. Inertial Sensor-Based Methods in Walking Speed Estimation: A Systematic Review

    PubMed Central

    Yang, Shuozhi; Li, Qingguo

    2012-01-01

    Self-selected walking speed is an important measure of ambulation ability used in various clinical gait experiments. Inertial sensors, i.e., accelerometers and gyroscopes, have been gradually introduced to estimate walking speed. This research area has attracted a lot of attention for the past two decades, and the trend is continuing due to the improvement of performance and decrease in cost of the miniature inertial sensors. With the intention of understanding the state of the art of current development in this area, a systematic review on the exiting methods was done in the following electronic engines/databases: PubMed, ISI Web of Knowledge, SportDiscus and IEEE Xplore. Sixteen journal articles and papers in proceedings focusing on inertial sensor based walking speed estimation were fully reviewed. The existing methods were categorized by sensor specification, sensor attachment location, experimental design, and walking speed estimation algorithm. PMID:22778632

  19. 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.

  20. 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

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

    PubMed

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

    2009-11-28

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

  2. 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

  3. 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 .

  4. 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.

  5. 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

  6. 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

  7. 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

  8. 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.

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

    SciTech Connect

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

    2013-12-10

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

  10. Random walk 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 .