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Sample records for elliptic random-walk equation

  1. 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.

  2. 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.

  3. Kardar-Parisi-Zhang Equation and Large Deviations for Random Walks in Weak Random Environments

    NASA Astrophysics Data System (ADS)

    Corwin, Ivan; Gu, Yu

    2017-01-01

    We consider the transition probabilities for random walks in 1+1 dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition probabilities for the RWRE evaluated in the large deviation regime, converge to the solution to the stochastic heat equation (SHE) with multiplicative noise (the logarithm of which is the KPZ equation). We apply this to the exactly solvable Beta RWRE and additionally present a formal derivation of the convergence of certain moment formulas for that model to those for the SHE.

  4. Fluid limit of nonintegrable continuous-time random walks in terms of fractional differential equations.

    PubMed

    Sánchez, R; Carreras, B A; van Milligen, B Ph

    2005-01-01

    The fluid limit of a recently introduced family of nonintegrable (nonlinear) continuous-time random walks is derived in terms of fractional differential equations. In this limit, it is shown that the formalism allows for the modeling of the interaction between multiple transport mechanisms with not only disparate spatial scales but also different temporal scales. For this reason, the resulting fluid equations may find application in the study of a large number of nonlinear multiscale transport problems, ranging from the study of self-organized criticality to the modeling of turbulent transport in fluids and plasmas.

  5. Delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation.

    PubMed

    Rukolaine, S A; Samsonov, A M

    2012-02-01

    It has been alleged in several papers that the so-called delayed continuous-time random walks (DCTRWs) provide a model for the one-dimensional telegraph equation at microscopic level. This conclusion, being widespread now, is strange, since the telegraph equation describes phenomena with finite propagation speed, while the velocity of the motion of particles in the DCTRWs is infinite. In this paper we investigate the accuracy of the approximations to the DCTRWs provided by the telegraph equation. We show that the diffusion equation, being the correct limit of the DCTRWs, gives better approximations in L(2) norm to the DCTRWs than the telegraph equation. We conclude, therefore, that first, the DCTRWs do not provide any correct microscopic interpretation of the one-dimensional telegraph equation, and second, the kinetic (exact) model of the telegraph equation is different from the model based on the DCTRWs.

  6. Equations for the distributions of functionals of a random-walk trajectory in an inhomogeneous medium

    SciTech Connect

    Shkilev, V. P.

    2012-01-15

    Based on the random-trap model and using the mean-field approximation, we derive an equation that allows the distribution of a functional of the trajectory of a particle making random walks over inhomogeneous-lattice site to be calculated. The derived equation is a generalization of the Feynman-Kac equation to an inhomogeneous medium. We also derive a backward equation in which not the final position of the particle but its position at the initial time is used as an independent variable. As an example of applying the derived equations, we consider the one-dimensional problem of calculating the first-passage time distribution. We show that the average first-passage times for homogeneous and inhomogeneous media with identical diffusion coefficients coincide, but the variance of the distribution for an inhomogeneous medium can be many times larger than that for a homogeneous one.

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

    NASA Astrophysics Data System (ADS)

    Bodin, Jacques

    2015-03-01

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

  8. Functional equation for the crossover in the model of one-dimensional Weierstrass random walks

    NASA Astrophysics Data System (ADS)

    Rudoi, Yu. G.; Kotel'nikova, O. A.

    2016-12-01

    We consider the problem of one-dimensional symmetric diffusion in the framework of Markov random walks of the Weierstrass type using two-parameter scaling for the transition probability. We construct a solution for the characteristic Lyapunov function as a sum of regular (homogeneous) and singular (nonhomogeneous) solutions and find the conditions for the crossover from normal to anomalous diffusion.

  9. Fractional random walk lattice dynamics

    NASA Astrophysics Data System (ADS)

    Michelitsch, T. M.; Collet, B. A.; Riascos, A. P.; Nowakowski, A. F.; Nicolleau, F. C. G. A.

    2017-02-01

    We analyze time-discrete and time-continuous ‘fractional’ random walks on undirected regular networks with special focus on cubic periodic lattices in n  =  1, 2, 3,.. dimensions. The fractional random walk dynamics is governed by a master equation involving fractional powers of Laplacian matrices {{L}\\fracα{2}}} where α =2 recovers the normal walk. First we demonstrate that the interval 0<α ≤slant 2 is admissible for the fractional random walk. We derive analytical expressions for the transition matrix of the fractional random walk and closely related the average return probabilities. We further obtain the fundamental matrix {{Z}(α )} , and the mean relaxation time (Kemeny constant) for the fractional random walk. The representation for the fundamental matrix {{Z}(α )} relates fractional random walks with normal random walks. We show that the matrix elements of the transition matrix of the fractional random walk exihibit for large cubic n-dimensional lattices a power law decay of an n-dimensional infinite space Riesz fractional derivative type indicating emergence of Lévy flights. As a further footprint of Lévy flights in the n-dimensional space, the transition matrix and return probabilities of the fractional random walk are dominated for large times t by slowly relaxing long-wave modes leading to a characteristic {{t}-\\frac{n{α}} -decay. It can be concluded that, due to long range moves of fractional random walk, a small world property is emerging increasing the efficiency to explore the lattice when instead of a normal random walk a fractional random walk is chosen.

  10. Solutions of the integral equation of diffusion and the random walk model for continuous plumes and instantaneous puffs in the atmospheric boundary layer

    NASA Astrophysics Data System (ADS)

    Smith, F. B.; Thomson, D.

    1984-09-01

    The integral equation method is related to the random walk modelling that has proved so effective and popular in recent years. The I.E. method, by using simple probability techniques, avoids the inefficient determination of thousands of trajectories in order to build up concentration profiles. In fact it is so simple and efficient it can be run on a conventional programmable calculator. The method is applied to passive material being released from an elevated source within a neutrally stable surface layer over a uniform surface, and also to an instantaneous release when the effect of wind shear is examined. The latter scenario is also studied using random walk techniques and a comparison of the solutions obtained. Agreement is very good, although downwind spread is shown to be quite sensitive to gridlength size in the I.E. method.

  11. Persistence of random walk records

    NASA Astrophysics Data System (ADS)

    Ben-Naim, E.; Krapivsky, P. L.

    2014-06-01

    We study records generated by Brownian particles in one dimension. Specifically, we investigate an ordinary random walk and define the record as the maximal position of the walk. We compare the record of an individual random walk with the mean record, obtained as an average over infinitely many realizations. We term the walk ‘superior’ if the record is always above average, and conversely, the walk is said to be ‘inferior’ if the record is always below average. We find that the fraction of superior walks, S, decays algebraically with time, S ˜ t-β, in the limit t → ∞, and that the persistence exponent is nontrivial, β = 0.382 258…. The fraction of inferior walks, I, also decays as a power law, I ˜ t-α, but the persistence exponent is smaller, α = 0.241 608…. Both exponents are roots of transcendental equations involving the parabolic cylinder function. To obtain these theoretical results, we analyze the joint density of superior walks with a given record and position, while for inferior walks it suffices to study the density as a function of position.

  12. Random-walk enzymes.

    PubMed

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

    2015-09-01

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

  13. Random-walk enzymes

    PubMed Central

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

    2015-01-01

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

  14. Random-walk 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.

  15. 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.

  16. Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation.

    PubMed

    Fulger, Daniel; Scalas, Enrico; Germano, Guido

    2008-02-01

    We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy alpha -stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Lévy alpha -stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.

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

    SciTech Connect

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

    2014-04-15

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

  18. Theory of Random Walks.

    NASA Astrophysics Data System (ADS)

    Sokol, M.

    1996-11-01

    We develope a mathematical analysis derived from a simple vector-kick model of the evolution of a laser field due to strictly phase diffusion and having arbitrary average photon number barn. We write the exact-coupled, nonlinear equations in two dynamical variables, namely the magnitude of the new field E_0^' and the differential change in angle δ φ. A closed form approximate solution to find the variance in the tangent of phase, for small angles, has yielded the theoretical lower limit for large photon number √n=E_0>> 1. The exact solution to the variance in the tangent of phase angle δ φ was made possible by a trigonometric substitution method, and the transformed argument has been analyzed using residue calculus. There is a double-zero at z=0, simple-poles at z=± i, and double poles at z=± √(E0 +1)(E_0-1) i, in the Argand plane. The variance in the tangent of phase is found to be <(tan δφ)^2> = 2π(√(barn)/(barn-1) -1). An extension of this result would include effects due to amplification and saturation. The general result would include a regime of small photon numbers. Part C of program listing

  19. Directed random walk with random restarts: The Sisyphus random walk

    NASA Astrophysics Data System (ADS)

    Montero, Miquel; Villarroel, Javier

    2016-09-01

    In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.

  20. Directed random walk with random restarts: The Sisyphus random walk.

    PubMed

    Montero, Miquel; Villarroel, Javier

    2016-09-01

    In this paper we consider a particular version of the random walk with restarts: random reset events which suddenly bring the system to the starting value. We analyze its relevant statistical properties, like the transition probability, and show how an equilibrium state appears. Formulas for the first-passage time, high-water marks, and other extreme statistics are also derived; we consider counting problems naturally associated with the system. Finally we indicate feasible generalizations useful for interpreting different physical effects.

  1. 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.

  2. 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.

  3. Galerkin Methods for Nonlinear Elliptic Equations.

    NASA Astrophysics Data System (ADS)

    Murdoch, Thomas

    Available from UMI in association with The British Library. Requires signed TDF. This thesis exploits in the nonlinear situation the optimal approximation property of the finite element method for linear, elliptic problems. Of particular interest are the steady state semiconductor equations in one and two dimensions. Instead of discretising the differential equations by the finite element method and solving the nonlinear algebraic equations by Newton's method, a Newton linearisation of the continuous problem is preferred and a sequence of linear problems solved until some convergence criterion is achieved. For nonlinear Poisson equations, this approach reduces to solving a sequence of linear, elliptic, self -adjoint problems, their approximation by the finite element being optimal in a suitably defined energy norm. Consequently, there is the potential to recover a smoother representation of the underlying solution at each step of the Newton iteration. When this approach is applied to the continuity equations for semiconductor devices, a sequence of linear problems of the form -_{nabla }(anabla u - bu) = f must be solved. The Galerkin method in its crude form does not adequately represent the true solution: however, generalising the framework to permit Petrov-Galerkin approximations remedies the situation. For one dimensional problems, the work of Barrett and Morton allows an optimal test space to be chosen at each step of the Newton iteration so that the resulting approximation is near optimal in a norm closely related to the standard L^2 norm. More detailed information about the underlying solution can then be obtained by recovering a solution of an appropriate form. For two-dimensional problems, since the optimal test functions are difficult to find in practice, an upwinding method due to Heinrich et.al. is used at each step of the Newton iteration. Also, a framework is presented in which various upwind methods may be compared. The thesis also addresses the

  4. Molecular motors: thermodynamics and the random walk.

    PubMed Central

    Thomas, N.; Imafuku, Y.; Tawada, K.

    2001-01-01

    The biochemical cycle of a molecular motor provides the essential link between its thermodynamics and kinetics. The thermodynamics of the cycle determine the motor's ability to perform mechanical work, whilst the kinetics of the cycle govern its stochastic behaviour. We concentrate here on tightly coupled, processive molecular motors, such as kinesin and myosin V, which hydrolyse one molecule of ATP per forward step. Thermodynamics require that, when such a motor pulls against a constant load f, the ratio of the forward and backward products of the rate constants for its cycle is exp [-(DeltaG + u(0)f)/kT], where -DeltaG is the free energy available from ATP hydrolysis and u(0) is the motor's step size. A hypothetical one-state motor can therefore act as a chemically driven ratchet executing a biased random walk. Treating this random walk as a diffusion problem, we calculate the forward velocity v and the diffusion coefficient D and we find that its randomness parameter r is determined solely by thermodynamics. However, real molecular motors pass through several states at each attachment site. They satisfy a modified diffusion equation that follows directly from the rate equations for the biochemical cycle and their effective diffusion coefficient is reduced to D-v(2)tau, where tau is the time-constant for the motor to reach the steady state. Hence, the randomness of multistate motors is reduced compared with the one-state case and can be used for determining tau. Our analysis therefore demonstrates the intimate relationship between the biochemical cycle, the force-velocity relation and the random motion of molecular motors. PMID:11600075

  5. Quantum random walks and decision making.

    PubMed

    Shankar, Karthik H

    2014-01-01

    How realistic is it to adopt a quantum random walk model to account for decisions involving two choices? Here, we discuss the neural plausibility and the effect of initial state and boundary thresholds on such a model and contrast it with various features of the classical random walk model of decision making.

  6. Random walks models with intermediate fractional diffusion asymptotics

    NASA Astrophysics Data System (ADS)

    Saichev, Alexander I.; Utkin, Sergei G.

    2004-05-01

    Random walk process was investigated with PDF of random time intervals similar to fractional exponential law on small times and to regular exponential law on long times. Generalized fractional Kolmogorov-Feller equation was derived for such kind of process. Asymptotics of its PDF in the long time limit and for intermediate times were found. They obey standard diffusion law or fractional diffusion law respectively. Exact solutions of mentioned equations were numerically calculated, demonstrating crossover of fractional diffusion law into the linear one.

  7. Random walks on simplicial complexes and harmonics†

    PubMed Central

    Steenbergen, John

    2016-01-01

    Abstract In this paper, we introduce a class of random walks with absorbing states on simplicial complexes. Given a simplicial complex of dimension d, a random walk with an absorbing state is defined which relates to the spectrum of the k‐dimensional Laplacian for 1 ≤ k ≤ d. We study an example of random walks on simplicial complexes in the context of a semi‐supervised learning problem. Specifically, we consider a label propagation algorithm on oriented edges, which applies to a generalization of the partially labelled classification problem on graphs. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 49, 379–405, 2016

  8. Epidemic spreading driven by biased random walks

    NASA Astrophysics Data System (ADS)

    Pu, Cunlai; Li, Siyuan; Yang, Jian

    2015-08-01

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

  9. Random walks in the history of life

    PubMed Central

    Cornette, James L.; Lieberman, Bruce S.

    2004-01-01

    The simplest null hypothesis for evolutionary time series is that the observed data follow a random walk. We examined whether aspects of Sepkoski's compilation of marine generic diversity depart from a random walk by using statistical tests from econometrics. Throughout most of the Phanerozoic, the random-walk null hypothesis is not rejected for marine diversity, accumulated origination or accumulated extinction, suggesting that either these variables were correlated with environmental variables that follow a random walk or so many mechanisms were affecting these variables, in different ways, that the resultant trends appear random. The only deviation from this pattern involves rejection of the null hypothesis for roughly the last 75 million years for the diversity and accumulated origination time series. PMID:14684835

  10. Theory of continuum random walks and application to chemotaxis

    NASA Astrophysics Data System (ADS)

    Schnitzer, Mark J.

    1993-10-01

    We formulate the general theory of random walks in continuum, essential for treating a collision rate which depends smoothly upon direction of motion. We also consider a smooth probability distribution of correlations between the directions of motion before and after collisions, as well as orientational Brownian motion between collisions. These features lead to an effective Smoluchowski equation. Such random walks involving an infinite number of distinct directions of motion cannot be treated on a lattice, which permits only a finite number of directions of motion, nor by Langevin methods, which make no reference to individual collisions. The effective Smoluchowski equation enables a description of the biased random walk of the bacterium Escherichia coli during chemotaxis, its search for food. The chemotactic responses of cells which perform temporal comparisons of the concentration of a chemical attractant are predicted to be strongly positive, whereas those of cells which measure averages of the ambient attractant concentration are predicted to be negative. The former prediction explains the observed behavior of wild-type (naturally occurring) cells; however, the latter behavior has yet to be observed, even in cells defective in adaption.

  11. Solving Schroedinger's equation using random walks

    NASA Astrophysics Data System (ADS)

    Aspuru-Guzik, Alan

    Exact and almost exact solutions for energies and properties of atoms and molecules can be obtained by quantum Monte Carlo (QMC) methods. This thesis is composed of different contributions to various QMC methodologies, as well as applications to electronic excitations of biological systems. We propose a wave function optimization functional that is robust regarding the presence of outliers. Our work, and subsequent applications by others, has shown the convergence properties and robustness of the absolute deviation (AD) functional as compared to the variance functional (VF). We apply the method to atoms from the second row of the periodic table, as well as third-row transition metal atoms, including an all-electron calculation of Sc. In all cases, the AD functional converges faster than the VF. Soft effective core potentials (ECPs) with no divergence at the origin are constructed and validated for second- an third-row atoms of the periodic table. The ECPs we developed have been used by others in several successful studies. As an application of the DMC approach to biochemical problems, we studied the electronic excitations of free-base porphyrin and obtained results in excellent agreement with experiment. These findings validate the use of the DMC approach for these kinds of systems. A study of the role of spheroidene in the photo-protection mechanism of Rhodobacter sphaeroides is described. At the time of writing, calculations for the estimation of excitation energies for the bacteriochlorophyll and spheroidene molecules as well as storage of the random walkers for future prediction of the excitation energy transfer rate are being performed. To date, the calculations mentioned above are the largest all-electron studies on molecules. For the computation of these systems, a sparse linear-scaling DMC algorithm was developed. This algorithm provides a speedup of at least a factor of ten over previously published methods. The method is validated on systems up to 390 electrons. A summary of the Fermion Monte Carlo (FMC) algorithm as well as an application to the Be atom are discussed. The Zori package, a linear-scaling massively-parallel open-source program that uses modern programming libraries, was developed. The program is made available to the public under the GNU/General Public License (GPL). The capabilities of the Zori program are summarized.

  12. On an algorithm for solving parabolic and elliptic equations

    NASA Astrophysics Data System (ADS)

    D'Ascenzo, N.; Saveliev, V. I.; Chetverushkin, B. N.

    2015-08-01

    The present-day rapid growth of computer power, in particular, parallel computing systems of ultrahigh performance requires a new approach to the creation of models and solution algorithms for major problems. An algorithm for solving parabolic and elliptic equations is proposed. The capabilities of the method are demonstrated by solving astrophysical problems on high-performance computer systems with massive parallelism.

  13. 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.

  14. 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.

  15. 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.

  16. 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.

  17. 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.

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

    PubMed

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

    2011-06-01

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

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

    PubMed Central

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

    2011-01-01

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

  20. 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

  1. Lipschitz Regularity for Elliptic Equations with Random Coefficients

    NASA Astrophysics Data System (ADS)

    Armstrong, Scott N.; Mourrat, Jean-Christophe

    2016-01-01

    We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale L ∞-type estimate for the gradient of a solution. The estimate is proved with optimal stochastic integrability under a one-parameter family of mixing assumptions, allowing for very weak mixing with non-integrable correlations to very strong mixing (for example finite range of dependence). We also prove a quenched L 2 estimate for the error in homogenization of Dirichlet problems. The approach is based on subadditive arguments which rely on a variational formulation of general quasilinear divergence-form equations.

  2. Singular Solutions of Fully Nonlinear Elliptic Equations and Applications

    NASA Astrophysics Data System (ADS)

    Armstrong, Scott N.; Sirakov, Boyan; Smart, Charles K.

    2012-08-01

    We study the properties of solutions of fully nonlinear, positively homogeneous elliptic equations near boundary points of Lipschitz domains at which the solution may be singular. We show that these equations have two positive solutions in each cone of {R^n} , and the solutions are unique in an appropriate sense. We introduce a new method for analyzing the behavior of solutions near certain Lipschitz boundary points, which permits us to classify isolated boundary singularities of solutions which are bounded from either above or below. We also obtain a sharp Phragmén-Lindelöf result as well as a principle of positive singularities in certain Lipschitz domains.

  3. 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.

  4. From random walks to spin glasses

    NASA Astrophysics Data System (ADS)

    Derrida, B.

    1997-02-01

    The talk was a short review on systems which exhibit non-self-averaging effects: sums of random variables when the distribution has a long tail, mean field spin glasses, random map models and returns of a random walk to the origin. Non-self-averaging effects are identical in the case of sums of random variables and in the spin glass problem as predicted by the replica approach. Also we will see that for the random map models or for the problem of the returns of a random walk to the origin, the non-self-averaging effects coincide with the results of the replica approach when the number n of replica n = - {1}/{2} or n = -1.

  5. Simulation of pedigree genotypes by random walks.

    PubMed Central

    Lange, K; Matthysse, S

    1989-01-01

    A random walk method, based on the Metropolis algorithm, is developed for simulating the distribution of trait and linkage marker genotypes in pedigrees where trait phenotypes are already known. The method complements techniques suggested by Ploughman and Boehnke and by Ott that are based on sequential sampling of genotypes within a pedigree. These methods are useful for estimating the power of linkage analysis before complete study of a pedigree is undertaken. We apply the random walk technique to a partially penetrant disease, schizophrenia, and to a recessive disease, ataxia-telangiectasia. In the first case we show that accessory phenotypes with higher penetrance than that of schizophrenia itself may be crucial for effective linkage analysis, and in the second case we show that impressionistic selection of informative pedigrees may be misleading. PMID:2589323

  6. 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.

  7. 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.

  8. 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.

  9. Analysis and Numerical Treatment of Elliptic Equations with Stochastic Data

    NASA Astrophysics Data System (ADS)

    Cheng, Shi

    Many science and engineering applications are impacted by a significant amount of uncertainty in the model. Examples include groundwater flow, microscopic biological system, material science and chemical engineering systems. Common mathematical problems in these applications are elliptic equations with stochastic data. In this dissertation, we examine two types of stochastic elliptic partial differential equations(SPDEs), namely nonlinear stochastic diffusion reaction equations and general linearized elastostatic problems in random media. We begin with the construction of an analysis framework for this class of SPDEs, extending prior work of Babuska in 2010. We then use the framework both for establishing well-posedness of the continuous problems and for posing Galerkintype numerical methods. In order to solve these two types of problems, single integral weak formulations and stochastic collocation methods are applied. Moreover, a priori error estimates for stochastic collocation methods are derived, which imply that the rate of convergence is exponential, along with the order of polynomial increasing in the space of random variables. As expected, numerical experiments show the exponential rate of convergence, verified by a posterior error analysis. Finally, an adaptive strategy driven by a posterior error indicators is designed.

  10. Scalable networks for discrete quantum random walks

    SciTech Connect

    Fujiwara, S.; Osaki, H.; Buluta, I.M.; Hasegawa, S.

    2005-09-15

    Recently, quantum random walks (QRWs) have been thoroughly studied in order to develop new quantum algorithms. In this paper we propose scalable quantum networks for discrete QRWs on circles, lines, and also in higher dimensions. In our method the information about the position of the walker is stored in a quantum register and the network consists of only one-qubit rotation and (controlled){sup n}-NOT gates, therefore it is purely computational and independent of the physical implementation. As an example, we describe the experimental realization in an ion-trap system.

  11. Random Walks in Model Brain Tissue

    NASA Astrophysics Data System (ADS)

    Grinberg, Farida; Farrher, Ezequiel; Oros-Peusquens, Ana-Maria; Shah, N. Jon

    2011-03-01

    The propagation of water molecules in the brain and the corresponding NMR response are affected by many factors such as compartmentalization, restrictions and anisotropy imposed by the cellular microstructure. Interfacial interactions with cell membranes and exchange additionally come into play. Due to the complexity of the underlying factors, a differentiation between the various contributions to the average NMR signal in in vivo studies represents a difficult task. In this work we perform random-walk Monte Carlo simulations in well-defined model systems aiming at establishing quantitative relations between dynamics and microstructure. The results are compared with experimental data obtained for artificial anisotropic model systems.

  12. Clustered continuous-time random walks: diffusion and relaxation consequences

    PubMed Central

    Weron, Karina; Stanislavsky, Aleksander; Jurlewicz, Agnieszka; Meerschaert, Mark M.; Scheffler, Hans-Peter

    2012-01-01

    We present a class of continuous-time random walks (CTRWs), in which random jumps are separated by random waiting times. The novel feature of these CTRWs is that the jumps are clustered. This introduces a coupled effect, with longer waiting times separating larger jump clusters. We show that the CTRW scaling limits are time-changed processes. Their densities solve two different fractional diffusion equations, depending on whether the waiting time is coupled to the preceding jump, or the following one. These fractional diffusion equations can be used to model all types of experimentally observed two power-law relaxation patterns. The parameters of the scaling limit process determine the power-law exponents and loss peak frequencies. PMID:22792038

  13. Convergence of quantum random walks with decoherence

    SciTech Connect

    Fan Shimao; Feng Zhiyong; Yang, Wei-Shih; Xiong Sheng

    2011-10-15

    In this paper, we study the discrete-time quantum random walks on a line subject to decoherence. The convergence of the rescaled position probability distribution p(x,t) depends mainly on the spectrum of the superoperator L{sub kk}. We show that if 1 is an eigenvalue of the superoperator with multiplicity one and there is no other eigenvalue whose modulus equals 1, then P(({nu}/{radical}(t)),t) converges to a convex combination of normal distributions. In terms of position space, the rescaled probability mass function p{sub t}(x,t){identical_to}p({radical}(t)x,t), x is an element of Z/{radical}(t), converges in distribution to a continuous convex combination of normal distributions. We give a necessary and sufficient condition for a U(2) decoherent quantum walk that satisfies the eigenvalue conditions. We also give a complete description of the behavior of quantum walks whose eigenvalues do not satisfy these assumptions. Specific examples such as the Hadamard walk and walks under real and complex rotations are illustrated. For the O(2) quantum random walks, an explicit formula is provided for the scaling limit of p(x,t) and their moments. We also obtain exact critical exponents for their moments at the critical point and show universality classes with respect to these critical exponents.

  14. 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.

  15. Mild solutions of semilinear elliptic equations in Hilbert spaces

    NASA Astrophysics Data System (ADS)

    Federico, Salvatore; Gozzi, Fausto

    2017-03-01

    This paper extends the theory of regular solutions (C1 in a suitable sense) for a class of semilinear elliptic equations in Hilbert spaces. The notion of regularity is based on the concept of G-derivative, which is introduced and discussed. A result of existence and uniqueness of solutions is stated and proved under the assumption that the transition semigroup associated to the linear part of the equation has a smoothing property, that is, it maps continuous functions into G-differentiable ones. The validity of this smoothing assumption is fully discussed for the case of the Ornstein-Uhlenbeck transition semigroup and for the case of invertible diffusion coefficient covering cases not previously addressed by the literature. It is shown that the results apply to Hamilton-Jacobi-Bellman (HJB) equations associated to infinite horizon optimal stochastic control problems in infinite dimension and that, in particular, they cover examples of optimal boundary control of the heat equation that were not treatable with the approaches developed in the literature up to now.

  16. Background Extraction Using Random Walk Image Fusion.

    PubMed

    Hua, Kai-Lung; Wang, Hong-Cyuan; Yeh, Chih-Hsiang; Cheng, Wen-Huang; Lai, Yu-Chi

    2016-12-23

    It is important to extract a clear background for computer vision and augmented reality. Generally, background extraction assumes the existence of a clean background shot through the input sequence, but realistically, situations may violate this assumption such as highway traffic videos. Therefore, our probabilistic model-based method formulates fusion of candidate background patches of the input sequence as a random walk problem and seeks a globally optimal solution based on their temporal and spatial relationship. Furthermore, we also design two quality measures to consider spatial and temporal coherence and contrast distinctness among pixels as background selection basis. A static background should have high temporal coherence among frames, and thus, we improve our fusion precision with a temporal contrast filter and an optical-flow-based motionless patch extractor. Experiments demonstrate that our algorithm can successfully extract artifact-free background images with low computational cost while comparing to state-of-the-art algorithms.

  17. Discriminative parameter estimation for random walks segmentation.

    PubMed

    Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan

    2013-01-01

    The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.

  18. A Branching Random Walk Seen from the Tip

    NASA Astrophysics Data System (ADS)

    Brunet, Éric; Derrida, Bernard

    2011-05-01

    We show that all the time-dependent statistical properties of the rightmost points of a branching Brownian motion can be extracted from the traveling wave solutions of the Fisher-KPP equation. The distribution of all the distances between the rightmost points has a long time limit which can be understood as the delay of the Fisher-KPP traveling waves when the initial condition is modified. The limiting measure exhibits the surprising property of superposability: the statistical properties of the distances between the rightmost points of the union of two realizations of the branching Brownian motion shifted by arbitrary amounts are the same as those of a single realization. We discuss the extension of our results to more general branching random walks.

  19. Binary Black Hole Initial Data Without Elliptic Equations

    NASA Astrophysics Data System (ADS)

    Winicour, Jeffrey; Racz, Istvan

    2016-03-01

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

  20. When Human Walking is a Random Walk

    NASA Astrophysics Data System (ADS)

    Hausdorff, J. M.

    1998-03-01

    The complex, hierarchical locomotor system normally does a remarkable job of controlling an inherently unstable, multi-joint system. Nevertheless, the stride interval --- the duration of a gait cycle --- fluctuates from one stride to the next, even under stationary conditions. We used random walk analysis to study the dynamical properties of these fluctuations under normal conditions and how they change with disease and aging. Random walk analysis of the stride-to-stride fluctuations of healthy, young adult men surprisingly reveals a self-similar pattern: fluctuations at one time scale are statistically similar to those at multiple other time scales (Hausdorff et al, J Appl Phsyiol, 1995). To study the stability of this fractal property, we analyzed data obtained from healthy subjects who walked for 1 hour at their usual pace, as well as at slower and faster speeds. The stride interval fluctuations exhibited long-range correlations with power-law decay for up to a thousand strides at all three walking rates. In contrast, during metronomically-paced walking, these long-range correlations disappeared; variations in the stride interval were uncorrelated and non-fractal (Hausdorff et al, J Appl Phsyiol, 1996). To gain insight into the mechanism(s) responsible for this fractal property, we examined the effects of aging and neurological impairment. Using detrended fluctuation analysis (DFA), we computed α, a measure of the degree to which one stride interval is correlated with previous and subsequent intervals over different time scales. α was significantly lower in healthy elderly subjects compared to young adults (p < .003) and in subjects with Huntington's disease, a neuro-degenerative disorder of the central nervous system, compared to disease-free controls (p < 0.005) (Hausdorff et al, J Appl Phsyiol, 1997). α was also significantly related to degree of functional impairment in subjects with Huntington's disease (r=0.78). Recently, we have observed that just as

  1. The Sylvester equation and the elliptic Korteweg-de Vries system

    NASA Astrophysics Data System (ADS)

    Sun, Ying-ying; Zhang, Da-jun; Nijhoff, Frank W.

    2017-03-01

    The elliptic potential Korteweg-de Vries lattice system is a multi-component extension of the lattice potential Korteweg-de Vries equation, whose soliton solutions are associated with an elliptic Cauchy kernel (i.e., a Cauchy kernel on the torus). In this paper we generalize the class of solutions by allowing the spectral parameter to be a full matrix obeying a matrix version of the equation of the elliptic curve, and for the Cauchy matrix to be a solution of a Sylvester type matrix equation subject to this matrix elliptic curve equation. The construction involves solving the matrix elliptic curve equation by using Toeplitz matrix techniques, and analysing the solution of the Sylvester equation in terms of Jordan normal forms. Furthermore, we consider the continuum limit system associated with the elliptic potential Korteweg-de Vries system, and analyse the dynamics of the soliton solutions, which reveals some new features of the elliptic system in comparison to the non-elliptic case.

  2. Random walks in directed modular networks

    NASA Astrophysics Data System (ADS)

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

    2014-12-01

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

  3. Random-walk model of homologous recombination

    NASA Astrophysics Data System (ADS)

    Fujitani, Youhei; Kobayashi, Ichizo

    1995-12-01

    Interaction between two homologous (i.e., identical or nearly identical) DNA sequences leads to their homologous recombination in the cell. We present the following stochastic model to explain the dependence of the frequency of homologous recombination on the length of the homologous region. The branch point connecting the two DNAs in a reaction intermediate follows the random-walk process along the homology (N base-pairs). If the branch point reaches either of the homology ends, it bounds back to the homologous region at a probability of γ (reflection coefficient) and is destroyed at a probability of 1-γ. When γ is small, the frequency of homologous recombination is found to be proportional to N3 for smaller N and a linear function of N for larger N. The exponent of the nonlinear dependence for smaller N decreases from three as γ increases. When γ=1, only the linear dependence is left. These theoretical results can explain many experimental data in various systems. (c) 1995 The American Physical Society

  4. Random walk with chaotically driven bias

    NASA Astrophysics Data System (ADS)

    Kim, Song-Ju; Naruse, Makoto; Aono, Masashi; Hori, Hirokazu; Akimoto, Takuma

    2016-12-01

    We investigate two types of random walks with a fluctuating probability (bias) in which the random walker jumps to the right. One is a ‘time-quenched framework’ using bias time series such as periodic, quasi-periodic, and chaotic time series (chaotically driven bias). The other is a ‘time-annealed framework’ using the fluctuating bias generated by a stochastic process, which is not quenched in time. We show that the diffusive properties in the time-quenched framework can be characterised by the ensemble average of the time-averaged variance (ETVAR), whereas the ensemble average of the time-averaged mean square displacement (ETMSD) fails to capture the diffusion, even when the total bias is zero. We demonstrate that the ETVAR increases linearly with time, and the diffusion coefficient can be estimated by the time average of the local diffusion coefficient. In the time-annealed framework, we analytically and numerically show normal diffusion and superdiffusion, similar to the Lévy walk. Our findings will lead to new developments in information and communication technologies, such as efficient energy transfer for information propagation and quick solution searching.

  5. Random walks on real metro systems

    NASA Astrophysics Data System (ADS)

    Zhu, Yueying; Zhao, Longfeng; Li, Wei; Wang, Qiuping A.; Cai, Xu

    2016-04-01

    In this paper, we investigate the random walks on metro systems in 28 cities from worldwide via the Laplacian spectrum to realize the trapping process on real systems. The average trapping time is a primary description to response the trapping process. Firstly, we calculate the mean trapping time to each target station and to each entire system, respectively. Moreover, we also compare the average trapping time with the strength (the weighted degree) and average shortest path length for each station, separately. It is noted that the average trapping time has a close inverse relation with the station’s strength but rough positive correlation with the average shortest path length. And we also catch the information that the mean trapping time to each metro system approximately positively correlates with the system’s size. Finally, the trapping process on weighted and unweighted metro systems is compared to each other for better understanding the influence of weights on trapping process on metro networks. Numerical results show that the weights have no significant impact on the trapping performance on metro networks.

  6. 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.

  7. Random walk with chaotically driven bias

    PubMed Central

    Kim, Song-Ju; Naruse, Makoto; Aono, Masashi; Hori, Hirokazu; Akimoto, Takuma

    2016-01-01

    We investigate two types of random walks with a fluctuating probability (bias) in which the random walker jumps to the right. One is a ‘time-quenched framework’ using bias time series such as periodic, quasi-periodic, and chaotic time series (chaotically driven bias). The other is a ‘time-annealed framework’ using the fluctuating bias generated by a stochastic process, which is not quenched in time. We show that the diffusive properties in the time-quenched framework can be characterised by the ensemble average of the time-averaged variance (ETVAR), whereas the ensemble average of the time-averaged mean square displacement (ETMSD) fails to capture the diffusion, even when the total bias is zero. We demonstrate that the ETVAR increases linearly with time, and the diffusion coefficient can be estimated by the time average of the local diffusion coefficient. In the time-annealed framework, we analytically and numerically show normal diffusion and superdiffusion, similar to the Lévy walk. Our findings will lead to new developments in information and communication technologies, such as efficient energy transfer for information propagation and quick solution searching. PMID:27929091

  8. Stochastic calculus for uncoupled continuous-time random walks.

    PubMed

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy alpha -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  9. Stochastic calculus for uncoupled continuous-time random walks

    NASA Astrophysics Data System (ADS)

    Germano, Guido; Politi, Mauro; Scalas, Enrico; Schilling, René L.

    2009-06-01

    The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics. A definition is given for a class of stochastic integrals driven by a CTRW, which includes the Itō and Stratonovich cases. An uncoupled CTRW with zero-mean jumps is a martingale. It is proved that, as a consequence of the martingale transform theorem, if the CTRW is a martingale, the Itō integral is a martingale too. It is shown how the definition of the stochastic integrals can be used to easily compute them by Monte Carlo simulation. The relations between a CTRW, its quadratic variation, its Stratonovich integral, and its Itō integral are highlighted by numerical calculations when the jumps in space of the CTRW have a symmetric Lévy α -stable distribution and its waiting times have a one-parameter Mittag-Leffler distribution. Remarkably, these distributions have fat tails and an unbounded quadratic variation. In the diffusive limit of vanishing scale parameters, the probability density of this kind of CTRW satisfies the space-time fractional diffusion equation (FDE) or more in general the fractional Fokker-Planck equation, which generalizes the standard diffusion equation, solved by the probability density of the Wiener process, and thus provides a phenomenologic model of anomalous diffusion. We also provide an analytic expression for the quadratic variation of the stochastic process described by the FDE and check it by Monte Carlo.

  10. Phenomenological picture of fluctuations in branching random walks.

    PubMed

    Mueller, A H; Munier, S

    2014-10-01

    We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the 1/sqrt[t] correction to the average position of the rightmost particle of a branching random walk for large times t≫1, computed by Ebert and Van Saarloos, as fluctuations on top of the mean-field approximation of this process with a Brunet-Derrida cutoff at the tip that simulates discreteness. Our analytical formulas successfully compare to numerical simulations of a particular model of a branching random walk.

  11. Phenomenological picture of fluctuations in branching random walks

    NASA Astrophysics Data System (ADS)

    Mueller, A. H.; Munier, S.

    2014-10-01

    We propose a picture of the fluctuations in branching random walks, which leads to predictions for the distribution of a random variable that characterizes the position of the bulk of the particles. We also interpret the 1 /√{t } correction to the average position of the rightmost particle of a branching random walk for large times t ≫1 , computed by Ebert and Van Saarloos, as fluctuations on top of the mean-field approximation of this process with a Brunet-Derrida cutoff at the tip that simulates discreteness. Our analytical formulas successfully compare to numerical simulations of a particular model of a branching random walk.

  12. Crossover from random walk to self-avoiding walk

    NASA Astrophysics Data System (ADS)

    Rieger, Jens

    1988-11-01

    A one-dimensional n-step random walk on openZ1 which must not visit a vertex more than k times is studied via Monte Carlo methods. The dependences of the mean-square end-to-end distance of the walk and of the fraction of trapped walks on λ=(k-1)/n will be given for the range from λ=0 (self-avoiding walk) to λ=1 (unrestricted random walk). From the results it is conjectured that in the limit n-->∞ the walk obeys simple random walk statistics with respect to its static properties for all λ>0.

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

    NASA Technical Reports Server (NTRS)

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

    1986-01-01

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

  14. Biased random walks on Kleinberg's spatial networks

    NASA Astrophysics Data System (ADS)

    Pan, Gui-Jun; Niu, Rui-Wu

    2016-12-01

    We investigate the problem of the particle or message that travels as a biased random walk toward a target node in Kleinberg's spatial network which is built from a d-dimensional (d = 2) regular lattice improved by adding long-range shortcuts with probability P(rij) ∼rij-α, where rij is the lattice distance between sites i and j, and α is a variable exponent. Bias is represented as a probability p of the packet to travel at every hop toward the node which has the smallest Manhattan distance to the target node. We study the mean first passage time (MFPT) for different exponent α and the scaling of the MFPT with the size of the network L. We find that there exists a threshold probability pth ≈ 0.5, for p ≥pth the optimal transportation condition is obtained with an optimal transport exponent αop = d, while for 0 < p pth, and increases with L less than a power law and get close to logarithmical law for 0 < p

  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.

  16. 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.

  17. 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

  18. 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.

  19. Hessian estimates in weighted Lebesgue spaces for fully nonlinear elliptic equations

    NASA Astrophysics Data System (ADS)

    Byun, Sun-Sig; Lee, Mikyoung; Palagachev, Dian K.

    2016-03-01

    We prove global regularity in weighted Lebesgue spaces for the viscosity solutions to the Dirichlet problem for fully nonlinear elliptic equations. As a consequence, regularity in Morrey spaces of the Hessian is derived as well.

  20. 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}.

  1. 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.

  2. Lévy random walks on multiplex networks

    PubMed Central

    Guo, Quantong; Cozzo, Emanuele; Zheng, Zhiming; Moreno, Yamir

    2016-01-01

    Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical processes that occur on top of them. Here, inspired by one specific model of random walks that seems to be ubiquitous across many scientific fields, the Lévy flight, we study a new navigation strategy on top of multiplex networks. Capitalizing on spectral graph and stochastic matrix theories, we derive analytical expressions for the mean first passage time and the average time to reach a node on these networks. Moreover, we also explore the efficiency of Lévy random walks, which we found to be very different as compared to the single layer scenario, accounting for the structure and dynamics inherent to the multiplex network. Finally, by comparing with some other important random walk processes defined on multiplex networks, we find that in some region of the parameters, a Lévy random walk is the most efficient strategy. Our results give us a deeper understanding of Lévy random walks and show the importance of considering the topological structure of multiplex networks when trying to find efficient navigation strategies. PMID:27892508

  3. Lévy random walks on multiplex networks

    NASA Astrophysics Data System (ADS)

    Guo, Quantong; Cozzo, Emanuele; Zheng, Zhiming; Moreno, Yamir

    2016-11-01

    Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical processes that occur on top of them. Here, inspired by one specific model of random walks that seems to be ubiquitous across many scientific fields, the Lévy flight, we study a new navigation strategy on top of multiplex networks. Capitalizing on spectral graph and stochastic matrix theories, we derive analytical expressions for the mean first passage time and the average time to reach a node on these networks. Moreover, we also explore the efficiency of Lévy random walks, which we found to be very different as compared to the single layer scenario, accounting for the structure and dynamics inherent to the multiplex network. Finally, by comparing with some other important random walk processes defined on multiplex networks, we find that in some region of the parameters, a Lévy random walk is the most efficient strategy. Our results give us a deeper understanding of Lévy random walks and show the importance of considering the topological structure of multiplex networks when trying to find efficient navigation strategies.

  4. Continuous time random walk with linear force applied to hydrated proteins.

    PubMed

    Fa, Kwok Sau

    2013-08-14

    An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations. Analytical expressions for transition probability density, mean square displacement, and intermediate scattering function are presented. The mean square displacement and intermediate scattering function can fit well the simulation data of the temperature-dependent translational dynamics of nitrogen atoms of elastin for a wide range of temperatures and various scattering vectors. Moreover, the numerical results are also compared with those of a fractional diffusion equation.

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

    NASA Astrophysics Data System (ADS)

    Temirbekov, Almas N.

    2016-08-01

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

  6. Exact Jacobian elliptic function solutions and hyperbolic function solutions for Sawada Kotere equation with variable coefficient

    NASA Astrophysics Data System (ADS)

    Liu, Qing; Zhu, Jia-Min

    2006-03-01

    Variable-coefficient Sawada Kotere equation is researched. By the means of modified mapping method, we establish a mapping relation between the known solutions of elliptic functional equation and the unknown solutions of variable-coefficient Sawada Kotere equation. Based on the relation, we easily deduce abundant exact solutions of Jacobi elliptic function and of hyperbolic function to variable-coefficient Sawada Kotere equation. The merit of our method is that, without much extra effort, we circumvent integration and directly get the above all solutions in an uniform way.

  7. All-time dynamics of continuous-time random walks on complex networks

    NASA Astrophysics Data System (ADS)

    Teimouri, Hamid; Kolomeisky, Anatoly B.

    2013-02-01

    The concept of continuous-time random walks (CTRW) is a generalization of ordinary random walk models, and it is a powerful tool for investigating a broad spectrum of phenomena in natural, engineering, social, and economic sciences. Recently, several theoretical approaches have been developed that allowed to analyze explicitly dynamics of CTRW at all times, which is critically important for understanding mechanisms of underlying phenomena. However, theoretical analysis has been done mostly for systems with a simple geometry. Here we extend the original method based on generalized master equations to analyze all-time dynamics of CTRW models on complex networks. Specific calculations are performed for models on lattices with branches and for models on coupled parallel-chain lattices. Exact expressions for velocities and dispersions are obtained. Generalized fluctuations theorems for CTRW models on complex networks are discussed.

  8. 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

  9. Current-reinforced random walks for constructing transport networks

    PubMed Central

    Ma, Qi; Johansson, Anders; Tero, Atsushi; Nakagaki, Toshiyuki; Sumpter, David J. T.

    2013-01-01

    Biological systems that build transport networks, such as trail-laying ants and the slime mould Physarum, can be described in terms of reinforced random walks. In a reinforced random walk, the route taken by ‘walking’ particles depends on the previous routes of other particles. Here, we present a novel form of random walk in which the flow of particles provides this reinforcement. Starting from an analogy between electrical networks and random walks, we show how to include current reinforcement. We demonstrate that current-reinforcement results in particles converging on the optimal solution of shortest path transport problems, and avoids the self-reinforcing loops seen in standard density-based reinforcement models. We further develop a variant of the model that is biologically realistic, in the sense that the particles can be identified as ants and their measured density corresponds to those observed in maze-solving experiments on Argentine ants. For network formation, we identify the importance of nonlinear current reinforcement in producing networks that optimize both network maintenance and travel times. Other than ant trail formation, these random walks are also closely related to other biological systems, such as blood vessels and neuronal networks, which involve the transport of materials or information. We argue that current reinforcement is likely to be a common mechanism in a range of systems where network construction is observed. PMID:23269849

  10. Boundary-value problems for elliptic functional-differential equations and their applications

    NASA Astrophysics Data System (ADS)

    Skubachevskii, A. L.

    2016-10-01

    Boundary-value problems are considered for strongly elliptic functional-differential equations in bounded domains. In contrast to the case of elliptic differential equations, smoothness of generalized solutions of such problems can be violated in the interior of the domain and may be preserved only on some subdomains, and the symbol of a self-adjoint semibounded functional-differential operator can change sign. Both necessary and sufficient conditions are obtained for the validity of a Gårding-type inequality in algebraic form. Spectral properties of strongly elliptic functional-differential operators are studied, and theorems are proved on smoothness of generalized solutions in certain subdomains and on preservation of smoothness on the boundaries of neighbouring subdomains. Applications of these results are found to the theory of non-local elliptic problems, to the Kato square-root problem for an operator, to elasticity theory, and to problems in non-linear optics. Bibliography: 137 titles.

  11. Approximation of the Lévy Feller advection dispersion process by random walk and finite difference method

    NASA Astrophysics Data System (ADS)

    Liu, Q.; Liu, F.; Turner, I.; Anh, V.

    2007-03-01

    In this paper we present a random walk model for approximating a Lévy-Feller advection-dispersion process, governed by the Lévy-Feller advection-dispersion differential equation (LFADE). We show that the random walk model converges to LFADE by use of a properly scaled transition to vanishing space and time steps. We propose an explicit finite difference approximation (EFDA) for LFADE, resulting from the Grünwald-Letnikov discretization of fractional derivatives. As a result of the interpretation of the random walk model, the stability and convergence of EFDA for LFADE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

  12. FISHPACK: Efficient FORTRAN Subprograms for the Solution of Separable Elliptic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Adams, John C.; Swarztrauber, Paul N.; Sweet, Roland

    2016-09-01

    The FISHPACK collection of Fortran77 subroutines solves second- and fourth-order finite difference approximations to separable elliptic Partial Differential Equations (PDEs). These include Helmholtz equations in cartesian, polar, cylindrical, and spherical coordinates, as well as more general separable elliptic equations. The solvers use the cyclic reduction algorithm. When the problem is singular, a least-squares solution is computed. Singularities induced by the coordinate system are handled, including at the origin r=0 in cylindrical coordinates, and at the poles in spherical coordinates.

  13. Collage-based approaches for elliptic partial differential equations inverse problems

    NASA Astrophysics Data System (ADS)

    Yodzis, Michael; Kunze, Herb

    2017-01-01

    The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.

  14. Some Minorants and Majorants of Random Walks and Levy Processes

    NASA Astrophysics Data System (ADS)

    Abramson, Joshua Simon

    This thesis consists of four chapters, all relating to some sort of minorant or majorant of random walks or Levy processes. In Chapter 1 we provide an overview of recent work on descriptions and properties of the convex minorant of random walks and Levy processes as detailed in Chapter 2, [72] and [73]. This work rejuvenated the field of minorants, and led to the work in all the subsequent chapters. The results surveyed include point process descriptions of the convex minorant of random walks and Levy processes on a fixed finite interval, up to an independent exponential time, and in the infinite horizon case. These descriptions follow from the invariance of these processes under an adequate path transformation. In the case of Brownian motion, we note how further special properties of this process, including time-inversion, imply a sequential description for the convex minorant of the Brownian meander. This chapter is based on [3], which was co-written with Jim Pitman, Nathan Ross and Geronimo Uribe Bravo. Chapter 1 serves as a long introduction to Chapter 2, in which we offer a unified approach to the theory of concave majorants of random walks. The reasons for the switch from convex minorants to concave majorants are discussed in Section 1.1, but the results are all equivalent. This unified theory is arrived at by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave majorant - the path transformation is different from the one discussed in Chapter 1, but this is necessary to deal with a more general case than the standard one as done in Section 2.6. The path transformation of Chapter 1, which is discussed in detail in Section 2.8, is more relevant to the limiting results for Levy processes that are of interest in Chapter 1. Our results lead to a description of a walk of random geometric length as a Poisson point process of excursions away from its concave

  15. Infinite Horizon Stochastic Optimal Control Problems with Degenerate Noise and Elliptic Equations in Hilbert Spaces

    SciTech Connect

    Masiero, Federica

    2007-05-15

    Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.

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

    USGS Publications Warehouse

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

    1982-01-01

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

  17. Superstatistical analysis and modelling of heterogeneous random walks

    NASA Astrophysics Data System (ADS)

    Metzner, Claus; Mark, Christoph; Steinwachs, Julian; Lautscham, Lena; Stadler, Franz; Fabry, Ben

    2015-06-01

    Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters can be extracted from measured random walk trajectories with a Bayesian method of sequential inference. The distributions and correlations of these parameters reveal subtle features of the random process that are not captured by conventional measures, such as the mean-squared displacement or the step width distribution. We apply our new approach to migration trajectories of tumour cells in two and three dimensions, and demonstrate the superior ability of the superstatistical method to discriminate cell migration strategies in different environments. Finally, we show how the resulting insights can be used to design simple and meaningful models of the underlying random processes.

  18. Some physical consequences of a random walk in velocity space

    NASA Astrophysics Data System (ADS)

    Herzenberg, Caroline

    2012-03-01

    A simple conceptual model of stochastic behavior based on a random walk process in velocity space is examined. For objects moving at non-relativistic velocities, this leads under asymmetric directional probabilities to acceleration processes that resemble the behavior of objects subject to Newton's second law. For three dimensional space, inverse square law acceleration emerges for sufficiently separated objects. In modeling classical behavior, such non-relativistic random walks would appear to be limited to objects of sufficiently large mass. Objects with smaller mass exhibit more rapid diffusion and less localization, and a relativistic random walk would seem to be required for objects having masses smaller than a threshold mass value. Results suggest that the threshold mass value must be similar in magnitude to the Planck mass, which leads to behavior somewhat comparable to that characterizing an intrinsic quantum classical transition in the microgram mass range.

  19. Superstatistical analysis and modelling of heterogeneous random walks

    PubMed Central

    Metzner, Claus; Mark, Christoph; Steinwachs, Julian; Lautscham, Lena; Stadler, Franz; Fabry, Ben

    2015-01-01

    Stochastic time series are ubiquitous in nature. In particular, random walks with time-varying statistical properties are found in many scientific disciplines. Here we present a superstatistical approach to analyse and model such heterogeneous random walks. The time-dependent statistical parameters can be extracted from measured random walk trajectories with a Bayesian method of sequential inference. The distributions and correlations of these parameters reveal subtle features of the random process that are not captured by conventional measures, such as the mean-squared displacement or the step width distribution. We apply our new approach to migration trajectories of tumour cells in two and three dimensions, and demonstrate the superior ability of the superstatistical method to discriminate cell migration strategies in different environments. Finally, we show how the resulting insights can be used to design simple and meaningful models of the underlying random processes. PMID:26108639

  20. Feature Learning Based Random Walk for Liver Segmentation

    PubMed Central

    Zheng, Yongchang; Ai, Danni; Zhang, Pan; Gao, Yefei; Xia, Likun; Du, Shunda; Sang, Xinting; Yang, Jian

    2016-01-01

    Liver segmentation is a significant processing technique for computer-assisted diagnosis. This method has attracted considerable attention and achieved effective result. However, liver segmentation using computed tomography (CT) images remains a challenging task because of the low contrast between the liver and adjacent organs. This paper proposes a feature-learning-based random walk method for liver segmentation using CT images. Four texture features were extracted and then classified to determine the classification probability corresponding to the test images. Seed points on the original test image were automatically selected and further used in the random walk (RW) algorithm to achieve comparable results to previous segmentation methods. PMID:27846217

  1. 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.

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

    PubMed Central

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

    2011-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Golik, W. L.

    1996-01-01

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

  4. Protein localization prediction using random walks on graphs

    PubMed Central

    2013-01-01

    Background Understanding the localization of proteins in cells is vital to characterizing their functions and possible interactions. As a result, identifying the (sub)cellular compartment within which a protein is located becomes an important problem in protein classification. This classification issue thus involves predicting labels in a dataset with a limited number of labeled data points available. By utilizing a graph representation of protein data, random walk techniques have performed well in sequence classification and functional prediction; however, this method has not yet been applied to protein localization. Accordingly, we propose a novel classifier in the site prediction of proteins based on random walks on a graph. Results We propose a graph theory model for predicting protein localization using data generated in yeast and gram-negative (Gneg) bacteria. We tested the performance of our classifier on the two datasets, optimizing the model training parameters by varying the laziness values and the number of steps taken during the random walk. Using 10-fold cross-validation, we achieved an accuracy of above 61% for yeast data and about 93% for gram-negative bacteria. Conclusions This study presents a new classifier derived from the random walk technique and applies this classifier to investigate the cellular localization of proteins. The prediction accuracy and additional validation demonstrate an improvement over previous methods, such as support vector machine (SVM)-based classifiers. PMID:23815126

  5. 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.

  6. Numerical and Analytic Studies of Random-Walk Models.

    NASA Astrophysics Data System (ADS)

    Li, Bin

    We begin by recapitulating the universality approach to problems associated with critical systems, and discussing the role that random-walk models play in the study of phase transitions and critical phenomena. As our first numerical simulation project, we perform high-precision Monte Carlo calculations for the exponents of the intersection probability of pairs and triplets of ordinary random walks in 2 dimensions, in order to test the conformal-invariance theory predictions. Our numerical results strongly support the theory. Our second numerical project aims to test the hyperscaling relation dnu = 2 Delta_4-gamma for self-avoiding walks in 2 and 3 dimensions. We apply the pivot method to generate pairs of self-avoiding walks, and then for each pair, using the Karp-Luby algorithm, perform an inner -loop Monte Carlo calculation of the number of different translates of one walk that makes at least one intersection with the other. Applying a least-squares fit to estimate the exponents, we have obtained strong numerical evidence that the hyperscaling relation is true in 3 dimensions. Our great amount of data for walks of unprecedented length(up to 80000 steps), yield a updated value for the end-to-end distance and radius of gyration exponent nu = 0.588 +/- 0.001 (95% confidence limit), which comes out in good agreement with the renormalization -group prediction. In an analytic study of random-walk models, we introduce multi-colored random-walk models and generalize the Symanzik and B.F.S. random-walk representations to the multi-colored case. We prove that the zero-component lambdavarphi^2psi^2 theory can be represented by a two-color mutually -repelling random-walk model, and it becomes the mutually -avoiding walk model in the limit lambda to infty. However, our main concern and major break-through lies in the study of the two-point correlation function for the lambda varphi^2psi^2 theory with N > 0 components. By representing it as a two-color random-walk expansion

  7. The generalized Euler-Poinsot rigid body equations: explicit elliptic solutions

    NASA Astrophysics Data System (ADS)

    Fedorov, Yuri N.; Maciejewski, Andrzej J.; Przybylska, Maria

    2013-10-01

    The classical Euler-Poinsot case of the rigid body dynamics admits a class of simple but non-trivial integrable generalizations, which modify the Poisson equations describing the motion of the body in space. These generalizations possess first integrals which are polynomial in the angular momenta. We consider the modified Poisson equations as a system of linear equations with elliptic coefficients and show that all the solutions of it are single-valued. By using the vector generalization of the Picard theorem, we derive the solutions explicitly in terms of sigma-functions of the corresponding elliptic curve. The solutions are accompanied by a numerical example. We also compare the generalized Poisson equations with the classical third order Halphen equation.

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

    NASA Astrophysics Data System (ADS)

    Yeh, Li-Ming

    2016-07-01

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

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

    SciTech Connect

    Serkh, Kirill Rokhlin, Vladimir

    2016-01-15

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

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

    NASA Astrophysics Data System (ADS)

    Serkh, Kirill; Rokhlin, Vladimir

    2016-01-01

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

  11. A directed continuous time random walk model with jump length depending on waiting time.

    PubMed

    Shi, Long; Yu, Zuguo; Mao, Zhi; Xiao, Aiguo

    2014-01-01

    In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x, t) of finding the walker at position x at time t is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

  12. Statistics at the tip of a branching random walk and the delay of traveling waves

    NASA Astrophysics Data System (ADS)

    Brunet, É.; Derrida, B.

    2009-09-01

    We study the limiting distribution of particles at the frontier of a branching random walk. The positions of these particles can be viewed as the lowest energies of a directed polymer in a random medium in the mean-field case. We show that the average distances between these leading particles can be computed as the delay of a traveling wave evolving according to the Fisher-KPP front equation. These average distances exhibit universal behaviors, different from those of the probability cascades studied recently in the context of mean-field spin-glasses.

  13. Multibump solutions for quasilinear elliptic equations with critical growth

    SciTech Connect

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

    2013-12-15

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

  14. [Some exact results for random walk models with applications].

    PubMed

    Schwarz, W

    1989-01-01

    This article presents a random walk model that can be analyzed without recourse to Wald's (1947) approximation, which neglects the excess over the absorbing barriers. Hence, the model yields exact predictions for the absorption probabilities and all mean conditional absorption times. We derive these predictions in some detail and fit them to the extensive data of an identification experiment published by Green et al. (1983). The fit of the model seems satisfactory. The relationship of the model to existing classes of random walk models (SPRT and SSR; see Luce, 1986) is discussed; for certain combinations of its parameters, the model belongs either to the SPRT or to the SSR class, or to both. We stress the theoretical significance of the knowledge of exact results for the evaluation of Wald's approximation and general properties of the several models proposed derived from this approximation.

  15. Sub-Markov Random Walk for Image Segmentation.

    PubMed

    Dong, Xingping; Shen, Jianbing; Shao, Ling; Van Gool, Luc

    2016-02-01

    A novel sub-Markov random walk (subRW) algorithm with label prior is proposed for seeded image segmentation, which can be interpreted as a traditional random walker on a graph with added auxiliary nodes. Under this explanation, we unify the proposed subRW and other popular random walk (RW) algorithms. This unifying view will make it possible for transferring intrinsic findings between different RW algorithms, and offer new ideas for designing novel RW algorithms by adding or changing auxiliary nodes. To verify the second benefit, we design a new subRW algorithm with label prior to solve the segmentation problem of objects with thin and elongated parts. The experimental results on both synthetic and natural images with twigs demonstrate that the proposed subRW method outperforms previous RW algorithms for seeded image segmentation.

  16. 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.

  17. 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.

  18. The random walk of tracers through river catchments

    NASA Astrophysics Data System (ADS)

    Bhattacharya, Atreyee

    2012-08-01

    River catchments play critical roles in regional economies and in the global economy. In addition, rivers carry large volumes of nutrients, pollutants, and several other forms of tracers into the ocean. An intricate system of pathways and channels, both on the surface and in the subsurface of catchments, allows rivers to carry large volumes of tracers. However, scientists do not yet fully understand how pollutants and other tracers travel through the intricate web of channels in the catchment areas of rivers. In a new study, Cvetkovic et al show that the travel path of tracers through channels can be modeled as a random walk, which is mathematically similar to the path an animal would trace when foraging. Previous studies have applied the random walk approach to understand the behavior of fluids flowing through aquifers and soils but not to model the transport mechanism of tracers that travel passively with water flowing through catchments.

  19. Universal properties of branching random walks in confined geometries

    NASA Astrophysics Data System (ADS)

    de Mulatier, C.; Mazzolo, A.; Zoia, A.

    2014-08-01

    Characterizing the occupation statistics of random walks through confined geometries amounts to assessing the distribution of the travelled length ℓ and the number of collisions n performed by the stochastic process in a given region, for which remarkably simple Cauchy-like formulas were established in the case of branching Pearson random walks with exponentially distributed jumps. In this letter, we derive two key results: first, we show that such formulas strikingly carry over to the much broader class of branching processes with arbitrary jumps, and have thus a universal character; second, we obtain a stronger version of these formulas relating the travelled length density and the collision density at any point of the phase space. Our results are key to such technological issues as the analysis of radiation flow for nuclear reactor design and medical diagnosis and apply more broadly to physical and biological systems with diffusion, reproduction and death.

  20. 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.

  1. Random Walks and Branching Processes in Correlated Gaussian Environment

    NASA Astrophysics Data System (ADS)

    Aurzada, Frank; Devulder, Alexis; Guillotin-Plantard, Nadine; Pène, Françoise

    2017-01-01

    We study persistence probabilities for random walks in correlated Gaussian random environment investigated by Oshanin et al. (Phys Rev Lett, 110:100602, 2013). From the persistence results, we can deduce properties of critical branching processes with offspring sizes geometrically distributed with correlated random parameters. More precisely, we obtain estimates on the tail distribution of its total population size, of its maximum population, and of its extinction time.

  2. 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…

  3. Vibration driven random walk in a Chladni experiment

    NASA Astrophysics Data System (ADS)

    Grabec, Igor

    2017-01-01

    Drifting of sand particles bouncing on a vibrating membrane of a Chladni experiment is characterized statistically. Records of trajectories reveal that bounces are circularly distributed and random. The mean length of their horizontal displacement is approximately proportional to the vibration amplitude above the critical level and amounts about one fourth of the corresponding bounce height. For the description of horizontal drifting of particles a model of vibration driven random walk is proposed that yields a good agreement between experimental and numerically simulated data.

  4. FISHPACK90: Efficient FORTRAN Subprograms for the Solution of Separable Elliptic Partial Differential Equations

    NASA Astrophysics Data System (ADS)

    Adams, John C.; Swarztrauber, Paul N.; Sweet, Roland

    2016-09-01

    FISHPACK90 is a modernization of the original FISHPACK (ascl:1609.004), employing Fortran90 to slightly simplify and standardize the interface to some of the routines. This collection of Fortran programs and subroutines solves second- and fourth-order finite difference approximations to separable elliptic Partial Differential Equations (PDEs). These include Helmholtz equations in cartesian, polar, cylindrical, and spherical coordinates, as well as more general separable elliptic equations. The solvers use the cyclic reduction algorithm. When the problem is singular, a least-squares solution is computed. Singularities induced by the coordinate system are handled, including at the origin r=0 in cylindrical coordinates, and at the poles in spherical coordinates. Test programs are provided for the 19 solvers. Each serves two purposes: as a template to guide you in writing your own codes utilizing the FISHPACK90 solvers, and as a demonstration on your computer that you can correctly produce FISHPACK90 executables.

  5. Random walk with random resetting to the maximum position

    NASA Astrophysics Data System (ADS)

    Majumdar, Satya N.; Sabhapandit, Sanjib; Schehr, Grégory

    2015-11-01

    We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability r , and with probability (1 -r ) , it undergoes symmetric random walk, i.e., it hops to one of its neighboring sites, with equal probability (1 -r )/2 . For r =0 , it reduces to a standard random walk whose typical distance grows as √{n } for large n . In the presence of a nonzero resetting rate 0

  6. Navigation by anomalous random walks on complex networks

    PubMed Central

    Weng, Tongfeng; Zhang, Jie; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan

    2016-01-01

    Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Lévy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Lévy walks and the underlying network structure. Moreover, applying our framework to the famous PageRank search, we show how to inform the optimality of the PageRank search. The framework for analyzing anomalous random walks on complex networks offers a useful new paradigm to understand the dynamics of anomalous diffusion processes, and provides a unified scheme to characterize search and transport processes on networks. PMID:27876855

  7. 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.

  8. Navigation by anomalous random walks on complex networks

    NASA Astrophysics Data System (ADS)

    Weng, Tongfeng; Zhang, Jie; Khajehnejad, Moein; Small, Michael; Zheng, Rui; Hui, Pan

    2016-11-01

    Anomalous random walks having long-range jumps are a critical branch of dynamical processes on networks, which can model a number of search and transport processes. However, traditional measurements based on mean first passage time are not useful as they fail to characterize the cost associated with each jump. Here we introduce a new concept of mean first traverse distance (MFTD) to characterize anomalous random walks that represents the expected traverse distance taken by walkers searching from source node to target node, and we provide a procedure for calculating the MFTD between two nodes. We use Lévy walks on networks as an example, and demonstrate that the proposed approach can unravel the interplay between diffusion dynamics of Lévy walks and the underlying network structure. Moreover, applying our framework to the famous PageRank search, we show how to inform the optimality of the PageRank search. The framework for analyzing anomalous random walks on complex networks offers a useful new paradigm to understand the dynamics of anomalous diffusion processes, and provides a unified scheme to characterize search and transport processes on networks.

  9. Continuous Dependence on Modeling in the Cauchy Problem for Nonlinear Elliptic Equations.

    DTIC Science & Technology

    1987-04-01

    parameter 4. AMON INTRODUCTION A problem in ordinary or partial differential equations is said to properly posed if it has a unique solution in the...problem for second-order nonlinear partial differential equations , Doctoral thesis, Cornell University, Ithaca, N.Y., 1986. [6] J. Conlan and G. N. Trytten...IModeling in the Cauchy Problem for Nonlinear Elliptic Equations by Allan Bennett DT1C A z1t17n m (It C ltd n Inttt " CENTER.FOR.NAVAL.ANALYSFS 4401

  10. Subdiffusivity of a Random Walk Among a Poisson System of Moving Traps on {Z}

    NASA Astrophysics Data System (ADS)

    Athreya, Siva; Drewitz, Alexander; Sun, Rongfeng

    2017-03-01

    We consider a random walk among a Poisson system of moving traps on {Z}. In earlier work (Drewitz et al. Springer Proc. Math. 11, 119-158 2012), the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random walk conditioned on survival up to time t in the annealed case and show that it is subdiffusive. As a by-product, we obtain an upper bound on the number of so-called thin points of a one-dimensional random walk, as well as a bound on the total volume of the holes in the random walk's range.

  11. Random walk theory of a trap-controlled hopping transport process

    PubMed Central

    Scher, H.; Wu, C. H.

    1981-01-01

    A random walk theory of hopping motion in the presence of a periodic distribution of traps is presented. The solution of the continuous-time random walk equations is exact and valid for arbitrary intersite interactions and trap concentration. The treatment is shown to be equivalent to an exact solution of the master equation for this trapping problem. These interactions can be a general function of electric field and are not restricted to nearest neighbors. In particular, with the inclusion of trap-to-trap interactions, as well as trap-to-host interactions, an exact treatment of the change from one hopping channel to another has been obtained. The trap-modulated propagator has been derived in terms of a type of Green's function that is introduced. The results are specialized to spatial moments of the propagator, from which expressions for the drift velocity and diffusion coefficient are obtained. Numerical results for the drift velocity are presented and shown to account for the change in hopping channels in recent transport measurements in mixed molecularly doped polymers. PMID:16592944

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

    NASA Astrophysics Data System (ADS)

    Lechman, Jeremy; Pierce, Flint

    2012-02-01

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

  13. The survival probability of a branching random walk in presence of an absorbing wall

    NASA Astrophysics Data System (ADS)

    Derrida, B.; Simon, D.

    2007-06-01

    A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as v varies. The problem can be analyzed using the properties of the Fisher-Kolmogorov-Petrovsky-Piscounov (F-KPP) equation. We find that the survival probability of the branching random walk vanishes at a critical velocity vc of the wall with an essential singularity and we characterize the divergences of the relaxation times for vvc. At v=vc the survival probability decays like a stretched exponential. Using the F-KPP equation, one can also calculate the distribution of the population size at time t conditioned by the survival of one individual at a later time T>t. Our numerical results indicate that the size of the population diverges like the exponential of (vc-v)-1/2 in the quasi-stationary regime below vc. Moreover for v>vc, our data indicate that there is no quasi-stationary regime.

  14. A new form of the elliptic relaxation equation to account for wall effects in RANS modeling

    NASA Astrophysics Data System (ADS)

    Manceau, Rémi; Hanjalić, Kemal

    2000-09-01

    Different methods for improving the behavior in the logarithmic layer of the elliptic relaxation equation, which enable the extension of Reynolds stress models or eddy viscosity models down to the wall, are tested in a channel flow at Reτ=590 and compared with direct numerical simulation (DNS) data. First, a priori tests are performed in order to confirm the improvement predicted by the theory, either with the Rotta+IP (isotropization of production) model or the Speziale-Sarkar-Gatski (SSG) model as the source term of the elliptic relaxation equation. The best form of the model is then used for full simulations, in Durbin second moment closure or in the frame of the v2¯-f model. It is shown that the results can be significantly improved, in particular by using a formulation based on the refinement of the modeling of the two-point correlations involved in the redistribution term.

  15. On removability of singularities on manifolds for solutions of non-linear elliptic equations

    SciTech Connect

    Skrypnik, I I

    2003-10-31

    A precise condition is found for the removability of a singularity on a smooth manifold for solutions of non-linear second-order elliptic equations of divergence form. The condition is stated in the form of a dependence of the pointwise behaviour of the solution on the distance to the singular manifold. The condition obtained is weaker than Serrin's well-known sufficient condition for the removability of a singularity on a manifold.

  16. Freeform illumination design: a nonlinear boundary problem for the elliptic Monge-Ampére equation.

    PubMed

    Wu, Rengmao; Xu, Liang; Liu, Peng; Zhang, Yaqin; Zheng, Zhenrong; Li, Haifeng; Liu, Xu

    2013-01-15

    We propose an approach to deal with the problem of freeform surface illumination design without assuming any symmetry based on the concept that this problem is similar to the problem of optimal mass transport. With this approach, the freeform design is converted into a nonlinear boundary problem for the elliptic Monge-Ampére equation. The theory and numerical method are given for solving this boundary problem. Experimental results show the feasibility of this approach in tackling this freeform design problem.

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

    NASA Astrophysics Data System (ADS)

    Khare, Avinash; Saxena, Avadh

    2014-03-01

    For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ4, the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn2(x, m), it also admits solutions in terms of dn^2(x,m) ± sqrt{m} cn(x,m) dn(x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.

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

    NASA Technical Reports Server (NTRS)

    Chitsomboon, T.; Tiwari, S. N.

    1986-01-01

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

  19. 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

  20. 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.

  1. 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.

  2. Superdiffusive Dispersals Impart the Geometry of Underlying Random Walks

    NASA Astrophysics Data System (ADS)

    Zaburdaev, V.; Fouxon, I.; Denisov, S.; Barkai, E.

    2016-12-01

    It is recognized now that a variety of real-life phenomena ranging from diffusion of cold atoms to the motion of humans exhibit dispersal faster than normal diffusion. Lévy walks is a model that excelled in describing such superdiffusive behaviors albeit in one dimension. Here we show that, in contrast to standard random walks, the microscopic geometry of planar superdiffusive Lévy walks is imprinted in the asymptotic distribution of the walkers. The geometry of the underlying walk can be inferred from trajectories of the walkers by calculating the analogue of the Pearson coefficient.

  3. A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

    PubMed

    Biala, T A; Jator, S N

    2015-01-01

    In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

  4. Existence of Large Solutions to Semilinear Elliptic Equations with Multiple Terms

    DTIC Science & Technology

    2006-09-01

    the solutions in bounded domains in Rn was studied by Lazer and McKenna [14]. Bandle and Marcus [3] showed that 4u = g(x, u) has a unique large positive...Wood (Shaker). "Large solutions of sublinear elliptic equations," Nonlinear Analysis, 39: 745-753 (2000). 14. Lazer , A.C. and P.J. McKenna. "Asymptotic...behavior of solutions of boundary blow up problems," Differential Integral Equations, 7:1001-1020 (1994). 15. Lazer , A.C. and P.J. McKenna. "On a

  5. A criterion for uniform approximability on arbitrary compact sets for solutions of elliptic equations

    SciTech Connect

    Mazalov, M Ya

    2008-02-28

    Let X be an arbitrary compact subset of the plane. It is proved that if L is a homogeneous elliptic operator with constant coefficients and locally bounded fundamental solution, then each function f that is continuous on X and satisfies the equation Lf = 0 at all interior points of X can be uniformly approximated on X by solutions of the same equation having singularities outside X. A theorem on uniform piecemeal approximation of a function is also established under weaker constraints than in the standard Vitushkin scheme. Bibliography: 24 titles.

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

    SciTech Connect

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

    1994-01-01

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

  7. Preconditioned steepest descent methods for some nonlinear elliptic equations involving p-Laplacian terms

    NASA Astrophysics Data System (ADS)

    Feng, Wenqiang; Salgado, Abner J.; Wang, Cheng; Wise, Steven M.

    2017-04-01

    We describe and analyze preconditioned steepest descent (PSD) solvers for fourth and sixth-order nonlinear elliptic equations that include p-Laplacian terms on periodic domains in 2 and 3 dimensions. The highest and lowest order terms of the equations are constant-coefficient, positive linear operators, which suggests a natural preconditioning strategy. Such nonlinear elliptic equations often arise from time discretization of parabolic equations that model various biological and physical phenomena, in particular, liquid crystals, thin film epitaxial growth and phase transformations. The analyses of the schemes involve the characterization of the strictly convex energies associated with the equations. We first give a general framework for PSD in Hilbert spaces. Based on certain reasonable assumptions of the linear pre-conditioner, a geometric convergence rate is shown for the nonlinear PSD iteration. We then apply the general theory to the fourth and sixth-order problems of interest, making use of Sobolev embedding and regularity results to confirm the appropriateness of our pre-conditioners for the regularized p-Lapacian problems. Our results include a sharper theoretical convergence result for p-Laplacian systems compared to what may be found in existing works. We demonstrate rigorously how to apply the theory in the finite dimensional setting using finite difference discretization methods. Numerical simulations for some important physical application problems - including thin film epitaxy with slope selection and the square phase field crystal model - are carried out to verify the efficiency of the scheme.

  8. Simply and multiply scaled diffusion limits for continuous time random walks

    NASA Astrophysics Data System (ADS)

    Gorenflo, Rudolf; Mainardi, Francesco

    2005-01-01

    First a survey is presented on how space-time fractional diffusion processes can be obtained by well-scaled limiting from continuous time random walks under the sole assumption of asymptotic power laws (with appropriate exponents for the tail behaviour of waiting times and jumps). The spatial operator in the limiting pseudo-differential equation is the inverse of a general Riesz-Feller potential operator. The analysis is carried out via the transforms of Fourier and Laplace. Then mixtures of waiting time distributions, likewise of jump distributions, are considered, and it is shown that correct multiple scaling in the limit yields diffusion equations with distributed order fractional derivatives (fractional operators being replaced by integrals over such ones, with the order of differentiation as variable of integration). It is outlined how in this way super-fast and super-slow diffusion can be modelled.

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

    NASA Astrophysics Data System (ADS)

    Mazzolo, Alain; de Mulatier, Clélia; Zoia, Andrea

    2014-08-01

    Cauchy's formula was originally established for random straight paths crossing a body B subset {R}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 travelled 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.

  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. 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.

  12. 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.

  13. Effects of reciprocity on random walks in weighted networks

    PubMed Central

    Zhang, Zhongzhi; Li, Huan; Sheng, Yibin

    2014-01-01

    It has been recently reported that the reciprocity of real-life weighted networks is very pronounced, however its impact on dynamical processes is poorly understood. In this paper, we study random walks in a scale-free directed weighted network with a trap at the central hub node, where the weight of each directed edge is dominated by a parameter controlling the extent of network reciprocity. We derive two expressions for the mean first passage time (MFPT) to the trap, by using two different techniques, the results of which agree well with each other. We also analytically determine all the eigenvalues as well as their multiplicities for the fundamental matrix of the dynamical process, and show that the largest eigenvalue has an identical dominant scaling as that of the MFPT.We find that the weight parameter has a substantial effect on the MFPT, which behaves as a power-law function of the system size with the power exponent dependent on the parameter, signaling the crucial role of reciprocity in random walks occurring in weighted networks. PMID:25500907

  14. Cochlea segmentation using iterated random walks with shape prior

    NASA Astrophysics Data System (ADS)

    Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Vera, Sergio; Ceresa, Mario; González Ballester, Miguel Ángel

    2016-03-01

    Cochlear implants can restore hearing to deaf or partially deaf patients. In order to plan the intervention, a model from high resolution µCT images is to be built from accurate cochlea segmentations and then, adapted to a patient-specific model. Thus, a precise segmentation is required to build such a model. We propose a new framework for segmentation of µCT cochlear images using random walks where a region term is combined with a distance shape prior weighted by a confidence map to adjust its influence according to the strength of the image contour. Then, the region term can take advantage of the high contrast between the background and foreground and the distance prior guides the segmentation to the exterior of the cochlea as well as to less contrasted regions inside the cochlea. Finally, a refinement is performed preserving the topology using a topological method and an error control map to prevent boundary leakage. We tested the proposed approach with 10 datasets and compared it with the latest techniques with random walks and priors. The experiments suggest that this method gives promising results for cochlea segmentation.

  15. 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.

  16. 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.

  17. Applications of random walks: From network exploration to cellulose hydrolysis

    NASA Astrophysics Data System (ADS)

    Asztalos, Andrea

    In the first part of the thesis we investigate network exploration by random walks defined via stationary and adaptive transition probabilities on large, but finite graphs. An exact formula for the number of visited nodes and edges as function of time is presented, that is valid for arbitrary graphs and arbitrary walks defined by stationary transition probabilities (STP). We show that for STP walks site and edge exploration obey the same scaling ˜ nnu as function of time n, and therefore edge exploration on graphs with many loops is always lagging compared to site exploration. We then introduce the Edge Explorer Model, presenting a novel class of adaptive walks, that performs faithful network discovery even on dense networks. In the second part of the thesis we present a random walk-based computational model of enzymatic degradation of cellulose. The coarse-grained dynamical model accounts for the mobility and action of a single enzyme as well as for the synergy of multiple enzymes on a homogeneous cellulose surface. The quantitative description of cellulose degradation is calculated on a spatial model by including free and bound states of all enzymes with explicit reactive surface terms (e.g., hydrogen bond reformation) and corresponding reaction rates. The dynamical evolution of the system is based on physical interactions between enzymes and cellulose. We show how the model provides insight into enzyme loading and coverage for the degradation process.

  18. Characteristic times of biased random walks on complex networks.

    PubMed

    Bonaventura, Moreno; Nicosia, Vincenzo; Latora, Vito

    2014-01-01

    We consider degree-biased random walkers whose probability to move from a node to one of its neighbors of degree k is proportional to k(α), where α is a tuning parameter. We study both numerically and analytically three types of characteristic times, namely (i) the time the walker needs to come back to the starting node, (ii) the time it takes to visit a given node for the first time, and (iii) the time it takes to visit all the nodes of the network. We consider a large data set of real-world networks and we show that the value of α which minimizes the three characteristic times differs from the value α(min)=-1 analytically found for uncorrelated networks in the mean-field approximation. In addition to this, we found that assortative networks have preferentially a value of α(min) in the range [-1,-0.5], while disassortative networks have α(min) in the range [-0.5,0]. We derive an analytical relation between the degree correlation exponent ν and the optimal bias value α(min), which works well for real-world assortative networks. When only local information is available, degree-biased random walks can guarantee smaller characteristic times than the classical unbiased random walks by means of an appropriate tuning of the motion bias.

  19. The anisotropic Ising correlations as elliptic integrals: duality and differential equations

    NASA Astrophysics Data System (ADS)

    McCoy, B. M.; Maillard, J.-M.

    2016-10-01

    We present the reduction of the correlation functions of the Ising model on the anisotropic square lattice to complete elliptic integrals of the first, second and third kind, the extension of Kramers-Wannier duality to anisotropic correlation functions, and the linear differential equations for these anisotropic correlations. More precisely, we show that the anisotropic correlation functions are homogeneous polynomials of the complete elliptic integrals of the first, second and third kind. We give the exact dual transformation matching the correlation functions and the dual correlation functions. We show that the linear differential operators annihilating the general two-point correlation functions are factorized in a very simple way, in operators of decreasing orders. Dedicated to A J Guttmann, for his 70th birthday.

  20. Singularities for a 2-Dimensional Semilinear Elliptic Equation with a Non-Lipschitz Nonlinearity

    NASA Astrophysics Data System (ADS)

    Bidaut-Véron, Marie-Francoise; Galaktionov, Victor; Grillot, Philippe; Véron, Laurent

    1999-05-01

    We study the limit behaviour of solutions of the semilinear elliptic equationΔu=|x|σ |u|q-1 u in R2, q∈(0, 1), σ∈R,with a non-Lipschitz nonlinearity on the right-hand side. When |σ+2|⩽2 we give a complete classification of the types of singularities asx→0 andx→∞ which in the rescaled form are essentially non-analytic and, even more, notC∞. The proof is based on the asymptotic study of the corresponding evolution dynamical system and the Sturmian argument on zero set analysis.

  1. A simple finite element method for non-divergence form elliptic equation

    DOE PAGES

    Mu, Lin; Ye, Xiu

    2017-03-01

    Here, we develop a simple finite element method for solving second order elliptic equations in non-divergence form by combining least squares concept with discontinuous approximations. This simple method has a symmetric and positive definite system and can be easily analyzed and implemented. We could have also used general meshes with polytopal element and hanging node in the method. We prove that our finite element solution approaches to the true solution when the mesh size approaches to zero. Numerical examples are tested that demonstrate the robustness and flexibility of the method.

  2. The linear Ising model and its analytic continuation, random walk

    NASA Astrophysics Data System (ADS)

    Lavenda, B. H.

    2004-02-01

    A generalization of Gauss's principle is used to derive the error laws corresponding to Types II and VII distributions in Pearson's classification scheme. Student's r-p.d.f. (Type II) governs the distribution of the internal energy of a uniform, linear chain, Ising model, while the analytic continuation of the uniform exchange energy converts it into a Student t-density (Type VII) for the position of a random walk in a single spatial dimension. Higher-dimensional spaces, corresponding to larger degrees of freedom and generalizations to multidimensional Student r- and t-densities, are obtained by considering independent and identically random variables, having rotationally invariant densities, whose entropies are additive and generating functions are multiplicative.

  3. Complex networks: when random walk dynamics equals synchronization

    NASA Astrophysics Data System (ADS)

    Kriener, Birgit; Anand, Lishma; Timme, Marc

    2012-09-01

    Synchrony prevalently emerges from the interactions of coupled dynamical units. For simple systems such as networks of phase oscillators, the asymptotic synchronization process is assumed to be equivalent to a Markov process that models standard diffusion or random walks on the same network topology. In this paper, we analytically derive the conditions for such equivalence for networks of pulse-coupled oscillators, which serve as models for neurons and pacemaker cells interacting by exchanging electric pulses or fireflies interacting via light flashes. We find that the pulse synchronization process is less simple, but there are classes of, e.g., network topologies that ensure equivalence. In particular, local dynamical operators are required to be doubly stochastic. These results provide a natural link between stochastic processes and deterministic synchronization on networks. Tools for analyzing diffusion (or, more generally, Markov processes) may now be transferred to pin down features of synchronization in networks of pulse-coupled units such as neural circuits.

  4. 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.

  5. Conditioned random walks and interaction-driven condensation

    NASA Astrophysics Data System (ADS)

    Szavits-Nossan, Juraj; Evans, Martin R.; Majumdar, Satya N.

    2017-01-01

    We consider a discrete-time continuous-space random walk under the constraints that the number of returns to the origin (local time) and the total area under the walk are fixed. We first compute the joint probability of an excursion having area a and returning to the origin for the first time after time τ. We then show how condensation occurs when the total area constraint is increased: an excursion containing a finite fraction of the area emerges. Finally we show how the phenomena generalises previously studied cases of condensation induced by several constraints and how it is related to interaction-driven condensation which allows us to explain the phenomenon in the framework of large deviation theory.

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

    SciTech Connect

    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 as ${\\pi }^{-1}\\mathrm{ln}t$ 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 $\\mu \\gt 2$.

  7. Random walks for spike-timing-dependent plasticity

    NASA Astrophysics Data System (ADS)

    Williams, Alan; Leen, Todd K.; Roberts, Patrick D.

    2004-08-01

    Random walk methods are used to calculate the moments of negative image equilibrium distributions in synaptic weight dynamics governed by spike-timing-dependent plasticity. The neural architecture of the model is based on the electrosensory lateral line lobe of mormyrid electric fish, which forms a negative image of the reafferent signal from the fish’s own electric discharge to optimize detection of sensory electric fields. Of particular behavioral importance to the fish is the variance of the equilibrium postsynaptic potential in the presence of noise, which is determined by the variance of the equilibrium weight distribution. Recurrence relations are derived for the moments of the equilibrium weight distribution, for arbitrary postsynaptic potential functions and arbitrary learning rules. For the case of homogeneous network parameters, explicit closed form solutions are developed for the covariances of the synaptic weight and postsynaptic potential distributions.

  8. First-passage properties of bursty random walks

    NASA Astrophysics Data System (ADS)

    Volovik, D.; Redner, S.

    2010-06-01

    We investigate the first-passage properties of bursty random walks on a finite one-dimensional interval of length L, in which unit-length steps to the left occur with probability close to one, while steps of length b to the right—'bursts'—occur with small probability. This stochastic process provides a crude description of the early stages of virus spread in an organism after exposure. The interesting regime arises when b/L\\lesssim 1 , where the conditional exit time to reach L, corresponding to an infected state, has a non-monotonic dependence on initial position. Both the exit probability and the infection time exhibit complex dependencies on the initial condition due to the interplay between the burst length and interval length.

  9. Knots and Random Walks in Vibrated Granular Chains

    NASA Astrophysics Data System (ADS)

    Ben-Naim, Eli

    2002-03-01

    We study experimentally and theoretically 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 theoretical values. E. Ben-Naim, Z. A. Daya, P. Vorobieff, and R. E. Ecke, Phys. Rev. Lett. 86, 1414 (2001).

  10. Maps of random walks on complex networks reveal community structure.

    PubMed

    Rosvall, Martin; Bergstrom, Carl T

    2008-01-29

    To comprehend the multipartite organization of large-scale biological and social systems, we introduce an information theoretic approach that reveals community structure in weighted and directed networks. We use the probability flow of random walks on a network as a proxy for information flows in the real system and decompose the network into modules by compressing a description of the probability flow. The result is a map that both simplifies and highlights the regularities in the structure and their relationships. We illustrate the method by making a map of scientific communication as captured in the citation patterns of >6,000 journals. We discover a multicentric organization with fields that vary dramatically in size and degree of integration into the network of science. Along the backbone of the network-including physics, chemistry, molecular biology, and medicine-information flows bidirectionally, but the map reveals a directional pattern of citation from the applied fields to the basic sciences.

  11. 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.

  12. Correlated continuous time random walk and option pricing

    NASA Astrophysics Data System (ADS)

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

    2016-04-01

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

  13. DCPT: A dual-continua random walk particle tracker fortransport

    SciTech Connect

    Pan, L.; Liu, H.H.; Cushey, M.; Bodvarsson, G.S.

    2000-04-11

    Accurate and efficient simulation of chemical transport processes in the unsaturated zone of Yucca Mountain is important to evaluate the performance of the potential repository. The scale of the unsaturated zone model domain for Yucca Mountain (50 km{sup 2} area with a 600 meter depth to the water table) requires a large gridblock approach to efficiently analyze complex flow & transport processes. The conventional schemes based on finite element or finite difference methods perform well for dispersion-dominated transport, but are subject to considerable numerical dilution/dispersion for advection-dominated transport, especially when a large gridblock size is used. Numerical dispersion is an artificial, grid-dependent chemical spreading, especially for otherwise steep concentration fronts. One effective scheme to deal with numerical dispersion is the random walk particle method (RWPM). While significant progress has been made in developing RWPM algorithms and codes for single continuum systems, a random walk particle tracker, which can handle chemical transport in dual-continua (fractured porous media) associated with irregular grid systems, is still absent (to our knowledge) in the public domain. This is largely due to the lacking of rigorous schemes to deal with particle transfer between the continua, and efficient schemes to track particles in irregular grid systems. The main objectives of this study are (1) to develop approaches to extend RWPM from a single continuum to a dual-continua system; (2) to develop an efficient algorithm for tracking particles in 3D irregular grids; and (3) to integrate these approaches into an efficient and user-friendly software, DCPT, for simulating chemical transport in fractured porous media.

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

    SciTech Connect

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

    2010-06-01

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

  15. Random walk in nonhomogeneous environments: A possible approach to human and animal mobility

    NASA Astrophysics Data System (ADS)

    Srokowski, Tomasz

    2017-03-01

    The random walk process in a nonhomogeneous medium, characterized by a Lévy stable distribution of jump length, is discussed. The width depends on a position: either before the jump or after that. In the latter case, the density slope is affected by the variable width and the variance may be finite; then all kinds of the anomalous diffusion are predicted. In the former case, only the time characteristics are sensitive to the variable width. The corresponding Langevin equation with different interpretations of the multiplicative noise is discussed. The dependence of the distribution width on position after jump is interpreted in terms of cognitive abilities and related to such problems as migration in a human population and foraging habits of animals.

  16. Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

    SciTech Connect

    Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

    2016-01-01

    Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are used for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.

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

    SciTech Connect

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

    2015-09-15

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-09-01

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

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

    NASA Astrophysics Data System (ADS)

    Egaña Fernández, Giani; Mischler, Stéphane

    2016-06-01

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

  20. 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

  1. On the convergence of the conditional gradient method as applied to the optimization of an elliptic equation

    NASA Astrophysics Data System (ADS)

    Chernov, A. V.

    2015-02-01

    The optimal control of a second-order semilinear elliptic diffusion-reaction equation is considered. Sufficient conditions for the convergence of the conditional gradient method are obtained without using assumptions (traditional for optimization theory) that ensure the Lipschitz continuity of the objective functional derivative. The total (over the entire set of admissible controls) preservation of solvability, a pointwise estimate of solutions, and the uniqueness of a solution to the homogeneous Dirichlet problem for a controlled elliptic equation are proved as preliminary results, which are of interest on their own.

  2. An effective Hamiltonian approach to quantum random walk

    NASA Astrophysics Data System (ADS)

    Sarkar, Debajyoti; Paul, Niladri; Bhattacharya, Kaushik; Ghosh, Tarun Kanti

    2017-03-01

    In this article we present an effective Hamiltonian approach for discrete time quantum random walk. A form of the Hamiltonian for one-dimensional quantum walk has been prescribed, utilizing the fact that Hamiltonians are generators of time translations. Then an attempt has been made to generalize the techniques to higher dimensions. We find that the Hamiltonian can be written as the sum of a Weyl Hamiltonian and a Dirac comb potential. The time evolution operator obtained from this prescribed Hamiltonian is in complete agreement with that of the standard approach. But in higher dimension we find that the time evolution operator is additive, instead of being multiplicative (see Chandrashekar, Sci. Rep. 3, 2829 (18)). We showed that in the case of two-step walk, the time evolution operator effectively can have multiplicative form. In the case of a square lattice, quantum walk has been studied computationally for different coins and the results for both the additive and the multiplicative approaches have been compared. Using the graphene Hamiltonian, the walk has been studied on a graphene lattice and we conclude the preference of additive approach over the multiplicative one.

  3. IS QUASAR OPTICAL VARIABILITY A DAMPED RANDOM WALK?

    SciTech Connect

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

    2013-03-10

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

  4. 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

  5. Peer-to-Peer Topology Formation Using Random Walk

    NASA Astrophysics Data System (ADS)

    Kwong, Kin-Wah; Tsang, Danny H. K.

    Peer-to-Peer (P2P) systems such as live video streaming and content sharing are usually composed of a huge number of users with heterogeneous capacities. As a result, designing a distributed algorithm to form such a giant-scale topology in a heterogeneous environment is a challenging question because, on the one hand, the algorithm should exploit the heterogeneity of users' capacities to achieve load-balancing and, on the other hand, the overhead of the algorithm should be kept as low as possible. To meet such requirements, we introduce a very simple protocol for building heterogeneous unstructured P2P networks. The basic idea behind our protocol is to exploit a simple, distributed nature of random walk sampling to assist the peers in selecting their suitable neighbors in terms of capacity and connectivity to achieve load-balancing. To gain more insights into our proposed protocol, we also develop a detailed analysis to investigate our protocol under any heterogeneous P2P environment. The analytical results are validated by the simulations. The ultimate goal of this chapter is to stimulate further research to explore the fundamental issues in heterogeneous P2P networks.

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

    DOE PAGES

    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

  7. Accurate multiple network alignment through context-sensitive random walk

    PubMed Central

    2015-01-01

    Background Comparative network analysis can provide an effective means of analyzing large-scale biological networks and gaining novel insights into their structure and organization. Global network alignment aims to predict the best overall mapping between a given set of biological networks, thereby identifying important similarities as well as differences among the networks. It has been shown that network alignment methods can be used to detect pathways or network modules that are conserved across different networks. Until now, a number of network alignment algorithms have been proposed based on different formulations and approaches, many of them focusing on pairwise alignment. Results In this work, we propose a novel multiple network alignment algorithm based on a context-sensitive random walk model. The random walker employed in the proposed algorithm switches between two different modes, namely, an individual walk on a single network and a simultaneous walk on two networks. The switching decision is made in a context-sensitive manner by examining the current neighborhood, which is effective for quantitatively estimating the degree of correspondence between nodes that belong to different networks, in a manner that sensibly integrates node similarity and topological similarity. The resulting node correspondence scores are then used to predict the maximum expected accuracy (MEA) alignment of the given networks. Conclusions Performance evaluation based on synthetic networks as well as real protein-protein interaction networks shows that the proposed algorithm can construct more accurate multiple network alignments compared to other leading methods. PMID:25707987

  8. MFPT calculation for random walks in inhomogeneous networks

    NASA Astrophysics Data System (ADS)

    Wijesundera, Isuri; Halgamuge, Malka N.; Nirmalathas, Ampalavanapillai; Nanayakkara, Thrishantha

    2016-11-01

    Knowing the expected arrival time at a particular state, also known as the mean first passage time (MFPT), often plays an important role for a large class of random walkers in their respective state-spaces. Contrasting to ideal conditions required by recent advancements on MFPT estimations, many naturally occurring random walkers encounter inhomogeneity of transport characteristics in the networks they walk on. This paper presents a heuristic method to divide an inhomogeneous network into homogeneous network primitives (NPs) optimized using particle swarm optimizer, and to use a 'hop-wise' MFPT calculation method. This methodology's potential is demonstrated through simulated random walks and with a case study using the dataset of past cyclone tracks over the North Atlantic Ocean. Parallel processing was used to increase calculation efficiency. The predictions using the proposed method are compared to real data averages and predictions assuming homogeneous transport properties. The results show that breaking the problem into NPs reduces the average error from 18.8% to 5.4% with respect to the homogeneous network assumption.

  9. Convex hulls of random walks: Large-deviation properties

    NASA Astrophysics Data System (ADS)

    Claussen, Gunnar; Hartmann, Alexander K.; Majumdar, Satya N.

    2015-05-01

    We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A . While the mean perimeter and the mean area have been studied before, analytically and numerically, and exact results are known for large T (Brownian motion limit), little is known about the full distributions P (A ) and P (L ) . In this paper we provide numerical results for these distributions. We use a sophisticated large-deviation approach that allows us to study the distributions over a larger range of the support, where the probabilities P (A ) and P (L ) are as small as 10-300. We analyze (open) random walks as well as (closed) Brownian bridges on the two-dimensional discrete grid as well as in the two-dimensional plane. The resulting distributions exhibit, for large T , a universal scaling behavior (independent of the details of the jump distributions) as a function of A /T and L /√{T } , respectively. We are also able to obtain the rate function, describing rare events at the tails of these distributions, via a numerical extrapolation scheme and find a linear and square dependence as a function of the rescaled perimeter and the rescaled area, respectively.

  10. Convex hulls of random walks: Large-deviation properties.

    PubMed

    Claussen, Gunnar; Hartmann, Alexander K; Majumdar, Satya N

    2015-05-01

    We study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean perimeter 〈L〉 and the mean area 〈A〉 have been studied before, analytically and numerically, and exact results are known for large T (Brownian motion limit), little is known about the full distributions P(A) and P(L). In this paper we provide numerical results for these distributions. We use a sophisticated large-deviation approach that allows us to study the distributions over a larger range of the support, where the probabilities P(A) and P(L) are as small as 10(-300). We analyze (open) random walks as well as (closed) Brownian bridges on the two-dimensional discrete grid as well as in the two-dimensional plane. The resulting distributions exhibit, for large T, a universal scaling behavior (independent of the details of the jump distributions) as a function of A/T and L/√[T], respectively. We are also able to obtain the rate function, describing rare events at the tails of these distributions, via a numerical extrapolation scheme and find a linear and square dependence as a function of the rescaled perimeter and the rescaled area, respectively.

  11. Ranking Competitors Using Degree-Neutralized Random Walks

    PubMed Central

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

    2014-01-01

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

  12. Random Walks and Effective Optical Depth in Relativistic Flow

    NASA Astrophysics Data System (ADS)

    Shibata, Sanshiro; Tominaga, Nozomu; Tanaka, Masaomi

    2014-05-01

    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 0 if the flow velocity β ≡ v/c satisfies β/Γ Gt ξ-1, while it is proportional to ξ2 if β/Γ Lt ξ-1, where L and l 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 τa is considerably smaller than the optical depth for scattering τs (τa/τs Lt 1) and the flow velocity satisfies \\beta \\gg \\sqrt{2\\tau _a/\\tau _s}, then the effective optical depth is approximated by τ* ~= τa(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.

  13. 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.

  14. Random walk models of worker sorting in ant colonies.

    PubMed

    Sendova-Franks, Ana B; Van Lent, Jan

    2002-07-21

    Sorting can be an important mechanism for the transfer of information from one level of biological organization to another. Here we study the algorithm underlying worker sorting in Leptothorax ant colonies. Worker sorting is related to task allocation and therefore to the adaptive advantages associated with an efficient system for the division of labour in ant colonies. We considered four spatially explicit individual-based models founded on two-dimensional correlated random walk. Our aim was to establish whether sorting at the level of the worker population could occur with minimal assumptions about the behavioural algorithm of individual workers. The behaviour of an individual worker in the models could be summarized by the rule "move if you can, turn always". We assume that the turning angle of a worker is individually specific and negatively dependent on the magnitude of an internal parameter micro which could be regarded as a measure of individual experience or task specialization. All four models attained a level of worker sortedness that was compatible with results from experiments onLeptothorax ant colonies. We found that the presence of a sorting pivot, such as the nest wall or an attraction force towards the centre of the worker population, was crucial for sorting. We make a distinction between such pivots and templates and discuss the biological implications of their difference.

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

    NASA Technical Reports Server (NTRS)

    Sorenson, R. L.

    1982-01-01

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

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

    NASA Astrophysics Data System (ADS)

    O. Alves, Claudianor; Miyagaki, Olimpio H.

    2016-08-01

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

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

    NASA Technical Reports Server (NTRS)

    Xu, Kun

    1999-01-01

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

  18. The linking number and the writhe of uniform random walks and polygons in confined spaces

    NASA Astrophysics Data System (ADS)

    Panagiotou, E.; Millett, K. C.; Lambropoulou, S.

    2010-01-01

    Random walks and polygons are used to model polymers. In this paper we consider the extension of the writhe, self-linking number and linking number to open chains. We then study the average writhe, self-linking and linking number of random walks and polygons over the space of configurations as a function of their length. We show that the mean squared linking number, the mean squared writhe and the mean squared self-linking number of oriented uniform random walks or polygons of length n, in a convex confined space, are of the form O(n2). Moreover, for a fixed simple closed curve in a convex confined space, we prove that the mean absolute value of the linking number between this curve and a uniform random walk or polygon of n edges is of the form O(\\sqrt{n}) . Our numerical studies confirm those results. They also indicate that the mean absolute linking number between any two oriented uniform random walks or polygons, of n edges each, is of the form O(n). Equilateral random walks and polygons are used to model polymers in θ-conditions. We use numerical simulations to investigate how the self-linking and linking number of equilateral random walks scale with their length.

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

    NASA Astrophysics Data System (ADS)

    Pérez-Jordá, José M.

    2016-02-01

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

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

    PubMed

    Pérez-Jordá, José M

    2016-02-01

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

  1. 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

  2. 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.

  3. Exact and approximate graph matching using random walks.

    PubMed

    Gori, Marco; Maggini, Marco; Sarti, Lorenzo

    2005-07-01

    In this paper, we propose a general framework for graph matching which is suitable for different problems of pattern recognition. The pattern representation we assume is at the same time highly structured, like for classic syntactic and structural approaches, and of subsymbolic nature with real-valued features, like for connectionist and statistic approaches. We show that random walk based models, inspired by Google's PageRank, give rise to a spectral theory that nicely enhances the graph topological features at node level. As a straightforward consequence, we derive a polynomial algorithm for the classic graph isomorphism problem, under the restriction of dealing with Markovian spectrally distinguishable graphs (MSD), a class of graphs that does not seem to be easily reducible to others proposed in the literature. The experimental results that we found on different test-beds of the TC-15 graph database show that the defined MSD class "almost always" covers the database, and that the proposed algorithm is significantly more efficient than top scoring VF algorithm on the same data. Most interestingly, the proposed approach is very well-suited for dealing with partial and approximate graph matching problems, derived for instance from image retrieval tasks. We consider the objects of the COIL-100 visual collection and provide a graph-based representation, whose node's labels contain appropriate visual features. We show that the adoption of classic bipartite graph matching algorithms offers a straightforward generalization of the algorithm given for graph isomorphism and, finally, we report very promising experimental results on the COIL-100 visual collection.

  4. Second-Order Necessary Optimality Conditions for Some State-Constrained Control Problems of Semilinear Elliptic Equations

    SciTech Connect

    Casas, E.

    1999-03-15

    In this paper we are concerned with some optimal control problems governed by semilinear elliptic equations. The case of a boundary control is studied. We consider pointwise constraints on the control and a finite number of equality and inequality constraints on the state. The goal is to derive first- and second-order optimality conditions satisfied by locally optimal solutions of the problem.

  5. A numerical technique for linear elliptic partial differential equations in polygonal domains

    PubMed Central

    Hashemzadeh, P.; Fokas, A. S.; Smitheman, S. A.

    2015-01-01

    Integral representations for the solution of linear elliptic partial differential equations (PDEs) can be obtained using Green's theorem. However, these representations involve both the Dirichlet and the Neumann values on the boundary, and for a well-posed boundary-value problem (BVPs) one of these functions is unknown. A new transform method for solving BVPs for linear and integrable nonlinear PDEs usually referred to as the unified transform (or the Fokas transform) was introduced by the second author in the late Nineties. For linear elliptic PDEs, this method can be considered as the analogue of Green's function approach but now it is formulated in the complex Fourier plane instead of the physical plane. It employs two global relations also formulated in the Fourier plane which couple the Dirichlet and the Neumann boundary values. These relations can be used to characterize the unknown boundary values in terms of the given boundary data, yielding an elegant approach for determining the Dirichlet to Neumann map. The numerical implementation of the unified transform can be considered as the counterpart in the Fourier plane of the well-known boundary integral method which is formulated in the physical plane. For this implementation, one must choose (i) a suitable basis for expanding the unknown functions and (ii) an appropriate set of complex values, which we refer to as collocation points, at which to evaluate the global relations. Here, by employing a variety of examples we present simple guidelines of how the above choices can be made. Furthermore, we provide concrete rules for choosing the collocation points so that the condition number of the matrix of the associated linear system remains low. PMID:25792955

  6. A numerical technique for linear elliptic partial differential equations in polygonal domains.

    PubMed

    Hashemzadeh, P; Fokas, A S; Smitheman, S A

    2015-03-08

    Integral representations for the solution of linear elliptic partial differential equations (PDEs) can be obtained using Green's theorem. However, these representations involve both the Dirichlet and the Neumann values on the boundary, and for a well-posed boundary-value problem (BVPs) one of these functions is unknown. A new transform method for solving BVPs for linear and integrable nonlinear PDEs usually referred to as the unified transform (or the Fokas transform) was introduced by the second author in the late Nineties. For linear elliptic PDEs, this method can be considered as the analogue of Green's function approach but now it is formulated in the complex Fourier plane instead of the physical plane. It employs two global relations also formulated in the Fourier plane which couple the Dirichlet and the Neumann boundary values. These relations can be used to characterize the unknown boundary values in terms of the given boundary data, yielding an elegant approach for determining the Dirichlet to Neumann map. The numerical implementation of the unified transform can be considered as the counterpart in the Fourier plane of the well-known boundary integral method which is formulated in the physical plane. For this implementation, one must choose (i) a suitable basis for expanding the unknown functions and (ii) an appropriate set of complex values, which we refer to as collocation points, at which to evaluate the global relations. Here, by employing a variety of examples we present simple guidelines of how the above choices can be made. Furthermore, we provide concrete rules for choosing the collocation points so that the condition number of the matrix of the associated linear system remains low.

  7. Boundary behavior of non-negative solutions to degenerate sub-elliptic equations

    NASA Astrophysics Data System (ADS)

    Götmark, Elin; Nyström, Kaj

    Let X={X1,…,Xm} be a system of C∞ vector fields in Rn satisfying Hörmander's finite rank condition and let Ω be a non-tangentially accessible domain with respect to the Carnot-Carathéodory distance d induced by X. We study the boundary behavior of non-negative solutions to the equation Lu=∑i,j=1mXi*(aXju)=∑i,j=1mXi*(x)(a(x)Xj(x)u(x))=0 where Xi* is the formal adjoint of Xi and x∈Ω. Concerning A(x)={a(x)} we assume that A(x) is real, symmetric and that β-1λ(x)|⩽∑i,j=1ma(x)ξiξj⩽βλ(x)|for all x∈Rn, ξ∈Rm, for some constant β⩾1 and for some non-negative and real-valued function λ=λ(x). Concerning λ we assume that λ defines an A2-weight with respect to the metric introduced by the system of vector fields X={X1,…,Xm}. Our main results include a proof of the doubling property of the associated elliptic measure and the Hölder continuity up to the boundary of quotients of non-negative solutions which vanish continuously on a portion of the boundary. Our results generalize previous results of Fabes et al. (1982, 1983) [18-20] (m=n, {X1,…,Xm}={∂,…,∂}, λ is an A2-weight) and Capogna and Garofalo (1998) [6] (X={X1,…,Xm} satisfies Hörmander's finite rank condition and λ(x)≡λ for some constant λ). One motivation for this study is the ambition to generalize, as far as possible, the results in Lewis and Nyström (2007, 2010, 2008) [35-38], Lewis et al. (2008) [34] concerning the boundary behavior of non-negative solutions to (Euclidean) quasi-linear equations of p-Laplace type, to non-negative solutions to certain sub-elliptic quasi-linear equations of p-Laplace type.

  8. ON BOUNDARY VALUES IN L_p, p > 1, OF SOLUTIONS OF ELLIPTIC EQUATIONS

    NASA Astrophysics Data System (ADS)

    Guščin, A. K.; Mihaĭlov, V. P.

    1980-02-01

    The behavior near the boundary of generalized solutions of a second order elliptic equation \\displaystyle \\sum_{i,j=1}^n\\frac{\\partial}{\\partial x_i}\\biggl(a_{ij}(x)\\fra......artial x_j}\\biggr)=f,\\qquad x\\in Q=\\{\\vert x\\vert < 1\\}\\subset\\mathbf{R}_n,in W_p^1(\\mathcal{Q}), p > 1, is studied. It is shown that under a certain condition on the right side of the equation, the boundedness of the function \\Vert x\\Vert_{L_p(\\vert x\\vert=r)}, \\frac{1}{2}\\le r < 1, is necessary and sufficient for the existence of a limit for the solution u(rw), \\frac{1}{2}\\le r < 1, \\vert w\\vert=1, in L_p(\\vert w\\vert=1) as r\\to 1 - 0. Moreover, the summability of the function \\displaystyle (1-\\vert x\\vert)\\vert u(x)\\vert^{p - 2}\\vert\

  9. An†§ efficient code to solve the Kepler equation. Elliptic case.

    NASA Astrophysics Data System (ADS)

    Raposo Pulido, V.; Peláez, J.

    2017-01-01

    A new approach for solving Kepler equation for elliptical orbits is developed in this paper. This new approach takes advantage of the very good behavior of the modified Newton-Raphson method when the initial seed is close to the looked for solution. To determine a good initial seed the eccentric anomaly domain [0, π] is discretized in several intervals and for each one of these intervals a fifth degree interpolating polynomial is introduced. The six coefficients of the polynomial are obtained by requiring six conditions at both ends of the corresponding interval. Thus the real function and the polynomial have equal values at both ends of the interval. Similarly relations are imposed for the two first derivatives. In the singular corner of the Kepler equation, M ≪ 1 and 1 - e ≪ 0 an asymptotic expansion is developed. In most of the cases, the seed generated leads to reach machine error accuracy with the modified Newton-Raphson method with no iterations or just one iteration. This approach improves the computational time compared with other methods currently in use.

  10. Impact Parameter Dependence of Elliptic Flow: A new Constraint for the Determination of the Equation of State

    NASA Astrophysics Data System (ADS)

    Lacey, Roy

    2000-10-01

    The delimitation of the parameters of the nuclear equation of state (EOS) has been, and continues to be, a major impetus for continued interest in proton elliptic flow measurements. In recent work we have shown that the elliptic flow of protons in relativistic heavy ion collisions can serve as an important probe for the EOS and QGP formation(P. Danielewicz, et al.), Phys. Rev. Let. 81, 2438, (1998),( C. Pinkenburg et al.) (E895 Collaboration), Phys. Rev. Lett. 83, 1295, (1999). Subsequently, we have studied the utility of the impact parameter dependence of elliptic flow as a source for important additional constraints for the determination of the EOS. Results for several beam energies will be presented and compared to model calculations.

  11. Impact Parmeter Dependence of Elliptic Flow: A new Constraint for the Determination of the Equation of State

    NASA Astrophysics Data System (ADS)

    Lacey, Roy A.

    2000-04-01

    The delimitation of the parameters of the nuclear equation of state (EOS) has been, and continues to be, a major impetus for continued interest in proton elliptic flow measurements. In recent work it has been shown that the elliptic flow of protons in relativistic heavy ion collisions can serve as an important probe for the EOS and QGP formation.(P. Danielewicz, et al.), Phys. Rev. Let. 81, 2438, (1998) (C. Pinkenburg et al.) (E895 Collaboration), Phys. Rev. Lett. 83, 1295, (1999) Subsequently, the E895 collaboration has investigated the utility of the impact parameter dependence of elliptic flow as an additional constraint for the EOS. Results for several beam energies will be presented and compared to model calculations.

  12. Direct discontinuous Galerkin method and its variations for second order elliptic equations

    DOE PAGES

    Huang, Hongying; Chen, Zheng; Li, Jin; ...

    2016-08-23

    In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Math 31(6):638–662,more » 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.« less

  13. Direct discontinuous Galerkin method and its variations for second order elliptic equations

    SciTech Connect

    Huang, Hongying; Chen, Zheng; Li, Jin; Yan, Jue

    2016-08-23

    In this study, we study direct discontinuous Galerkin method (Liu and Yan in SIAM J Numer Anal 47(1):475–698, 2009) and its variations (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010; Vidden and Yan in J Comput Math 31(6):638–662, 2013; Yan in J Sci Comput 54(2–3):663–683, 2013) for 2nd order elliptic problems. A priori error estimate under energy norm is established for all four methods. Optimal error estimate under L2 norm is obtained for DDG method with interface correction (Liu and Yan in Commun Comput Phys 8(3):541–564, 2010) and symmetric DDG method (Vidden and Yan in J Comput Math 31(6):638–662, 2013). A series of numerical examples are carried out to illustrate the accuracy and capability of the schemes. Numerically we obtain optimal (k+1)th order convergence for DDG method with interface correction and symmetric DDG method on nonuniform and unstructured triangular meshes. An interface problem with discontinuous diffusion coefficients is investigated and optimal (k+1)th order accuracy is obtained. Peak solutions with sharp transitions are captured well. Highly oscillatory wave solutions of Helmholz equation are well resolved.

  14. Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

    DOE PAGES

    Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

    2016-01-01

    Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

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

    PubMed Central

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

    2014-01-01

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

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

    SciTech Connect

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

    2010-04-01

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

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

    PubMed Central

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

    2015-01-01

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

  18. 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

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

    PubMed

    Yang, Yu-Guang; Zhao, Qian-Qian

    2016-02-04

    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.

  20. 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.

  1. Field Line Random Walk in Isotropic Magnetic Turbulence up to Infinite Kubo Number

    NASA Astrophysics Data System (ADS)

    Sonsrettee, W.; Wongpan, P.; Ruffolo, D. J.; Matthaeus, W. H.; Chuychai, P.; Rowlands, G.

    2013-12-01

    In astrophysical plasmas, the magnetic field line random walk (FLRW) plays a key role in the transport of energetic particles. In the present, we consider isotropic magnetic turbulence, which is a reasonable model for interstellar space. Theoretical conceptions of the FLRW have been strongly influenced by studies of the limit of weak fluctuations (or a strong mean field) (e.g, Isichenko 1991a, b). In this case, the behavior of FLRW can be characterized by the Kubo number R = (b/B0)(l_∥ /l_ \\bot ) , where l∥ and l_ \\bot are turbulence coherence scales parallel and perpendicular to the mean field, respectively, and b is the root mean squared fluctuation field. In the 2D limit (R ≫ 1), there has been an apparent conflict between concepts of Bohm diffusion, which is based on the Corrsin's independence hypothesis, and percolative diffusion. Here we have used three non-perturbative analytic techniques based on Corrsin's independence hypothesis for B0 = 0 (R = ∞ ): diffusive decorrelation (DD), random ballistic decorrelation (RBD) and a general ordinary differential equation (ODE), and compared them with direct computer simulations. All the analytical models and computer simulations agree that isotropic turbulence for R = ∞ has a field line diffusion coefficient that is consistent with Bohm diffusion. Partially supported by the Thailand Research Fund, NASA, and NSF.

  2. Elephants can always remember: Exact long-range memory effects in a non-Markovian random walk

    NASA Astrophysics Data System (ADS)

    Schütz, Gunter M.; Trimper, Steffen

    2004-10-01

    We consider a discrete-time random walk where the random increment at time step t depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition and on the memory parameter p . At a critical value pc(1)=1/2 where memory effects vanish there is a transition from a weakly localized regime [where the walker (elephant) returns to its starting point] to an escape regime. Inside the escape regime there is a second critical value where the random walk becomes superdiffusive. The probability distribution is shown to be governed by a non-Markovian Fokker-Planck equation with hopping rates that depend both on time and on the starting position of the walk. On large scales the memory organizes itself into an effective harmonic oscillator potential for the random walker with a time-dependent spring constant k=(2p-1)/t . The solution of this problem is a Gaussian distribution with time-dependent mean and variance which both depend on the initiation of the process.

  3. Symmetric flux continuous positive definite approximation of the elliptic full tensor pressure equation in local conservative form

    SciTech Connect

    Edwards, M.G.

    1995-12-31

    A classical finite volume scheme well known in computational aerodynamics for solving the Transonic full potential equation is imported into reservoir simulation and applied to the full tensor pressure equation. Cell vertex discretization is shown to be a natural framework for approximation. With permeability placed at the cell centers and potential at the vertices (cell corner points), of the grid the scheme is flux continuous and locally conservative. Analysis is presented which proves that the resulting discrete matrix is symmetric positive definite provided the full permeability tensor is symmetric elliptic. The discrete matrix is also diagonally dominant subject to a sufficient elliptically condition. For a diagonal anisotropic tensor the discrete matrix is always symmetric positive definite and the scheme is up to 4th order accurate. A cell centered version of the scheme is indicated.

  4. Asymptotic behavior of the least-energy solutions of a semilinear elliptic equation with the Hardy-Sobolev critical exponent

    NASA Astrophysics Data System (ADS)

    Hashizume, Masato

    2017-02-01

    We investigate the existence, the non-existence and the asymptotic behavior of the least-energy solutions of a semilinear elliptic equation with the Hardy-Sobolev critical exponent. In the boundary singularity case, it is known that the mean curvature of the boundary at origin plays a crucial role on the existence of the least-energy solutions. In this paper, we study the relation between the asymptotic behavior of the solutions and the mean curvature at origin.

  5. Maximal Sobolev regularity for solutions of elliptic equations in infinite dimensional Banach spaces endowed with a weighted Gaussian measure

    NASA Astrophysics Data System (ADS)

    Cappa, G.; Ferrari, S.

    2016-12-01

    Let X be a separable Banach space endowed with a non-degenerate centered Gaussian measure μ. The associated Cameron-Martin space is denoted by H. Let ν =e-U μ, where U : X → R is a sufficiently regular convex and continuous function. In this paper we are interested in the W 2 , 2 regularity of the weak solutions of elliptic equations of the type

  6. Correlated random walk: a fractal approach to erythrocyte viscoelastic properties.

    PubMed

    Korol, A; Rasia, R J

    1999-01-01

    A numerical method is proposed to evaluate the fractal correlation coefficient on viscoelastic properties of mammalian erythrocyte membranes from the diffractometric data obtained with the erythrodeformeter [16]. The numerical method is formulated on the basis of the fractal approximation for ordinary Brownian motion (OBM) and fractionary Brownian motion (FBM) [10]. Photometric readings performed on the elliptical diffraction pattern, generated by the shear elongated cells and photometrically recorded curves of creep and recovery of cells, are used in the calculations of self-affine Brownian correlation coefficient, averaged over several millions of cells. The time dependence of the correlation coefficient from different hematological disorders and also from healthy donors was calculated, and significative differences were found between both results. Diffractometric data belonging to healthy donors behaves as white noise, while data series from different disease were found to be chaotic.

  7. On the pertinence to Physics of random walks induced by random dynamical systems: a survey

    NASA Astrophysics Data System (ADS)

    Petritis, Dimitri

    2016-08-01

    Let be an abstract space and a denumerable (finite or infinite) alphabet. Suppose that is a family of functions such that for all we have and a family of transformations . The pair ((Sa)a , (pa)a ) is termed an iterated function system with place dependent probabilities. Such systems can be thought as generalisations of random dynamical systems. As a matter of fact, suppose we start from a given ; we pick then randomly, with probability pa (x), the transformation Sa and evolve to Sa (x). We are interested in the behaviour of the system when the iteration continues indefinitely. Random walks of the above type are omnipresent in both classical and quantum Physics. To give a small sample of occurrences we mention: random walks on the affine group, random walks on Penrose lattices, random walks on partially directed lattices, evolution of density matrices induced by repeated quantum measurements, quantum channels, quantum random walks, etc. In this article, we review some basic properties of such systems and provide with a pathfinder in the extensive bibliography (both on mathematical and physical sides) where the main results have been originally published.

  8. L_p-estimates for the nontangential maximal function of the solution to a second-order elliptic equation

    NASA Astrophysics Data System (ADS)

    Gushchin, A. K.

    2016-10-01

    The paper is concerned with the properties of the solution to a Dirichlet problem for a homogeneous second-order elliptic equation with L_p-boundary function, p>1. The same conditions are imposed on the coefficients of the equation and the boundary of the bounded domain as were used to establish the solvability of this problem. The L_p-norm of the nontangential maximal function is estimated in terms of the L_p-norm of the boundary value. This result depends on a new estimate, proved below, for the nontangential maximal function in terms of an analogue of the Lusin area integral. Bibliography: 31 titles.

  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. A multiple step random walk Monte Carlo method for heat conduction involving distributed heat sources

    NASA Astrophysics Data System (ADS)

    Naraghi, M. H. N.; Chung, B. T. F.

    1982-06-01

    A multiple step fixed random walk Monte Carlo method for solving heat conduction in solids with distributed internal heat sources is developed. In this method, the probability that a walker reaches a point a few steps away is calculated analytically and is stored in the computer. Instead of moving to the immediate neighboring point the walker is allowed to jump several steps further. The present multiple step random walk technique can be applied to both conventional Monte Carlo and the Exodus methods. Numerical results indicate that the present method compares well with finite difference solutions while the computation speed is much faster than that of single step Exodus and conventional Monte Carlo methods.

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

    NASA Astrophysics Data System (ADS)

    Piatnitski, Andrey L.

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

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

    SciTech Connect

    Kalchev, D

    2012-04-02

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

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

    NASA Astrophysics Data System (ADS)

    Recchia, Stephen

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

  14. Branching random walk with step size coming from a power law

    NASA Astrophysics Data System (ADS)

    Bhattacharya, Ayan; Subhra Hazra, Rajat; Roy, Parthanil

    2015-09-01

    In their seminal work, Brunet and Derrida made predictions on the random point configurations associated with branching random walks. We shall discuss the limiting behavior of such point configurations when the displacement random variables come from a power law. In particular, we establish that two prediction of remains valid in this setup and investigate various other issues mentioned in their paper.

  15. Comment on ’Corrected Diffusion Approximations in Certain Random Walk Problems’.

    DTIC Science & Technology

    1984-05-01

    This paper is concerned with extensions to the nonexponential family case of two problems considered in an earlier work. The first problem is to find the...expected value of the maximum of a random walk with small, negative drift, and the second is to find the distribution of the same quantity.

  16. 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.

  17. Random walks in weighted networks with a perfect trap: an application of Laplacian spectra.

    PubMed

    Lin, Yuan; Zhang, Zhongzhi

    2013-06-01

    Trapping processes constitute a primary problem of random walks, which characterize various other dynamical processes taking place on networks. Most previous works focused on the case of binary networks, while there is much less related research about weighted networks. In this paper, we propose a general framework for the trapping problem on a weighted network with a perfect trap fixed at an arbitrary node. By utilizing the spectral graph theory, we provide an exact formula for mean first-passage time (MFPT) from one node to another, based on which we deduce an explicit expression for average trapping time (ATT) in terms of the eigenvalues and eigenvectors of the Laplacian matrix associated with the weighted graph, where ATT is the average of MFPTs to the trap over all source nodes. We then further derive a sharp lower bound for the ATT in terms of only the local information of the trap node, which can be obtained in some graphs. Moreover, we deduce the ATT when the trap is distributed uniformly in the whole network. Our results show that network weights play a significant role in the trapping process. To apply our framework, we use the obtained formulas to study random walks on two specific networks: trapping in weighted uncorrelated networks with a deep trap, the weights of which are characterized by a parameter, and Lévy random walks in a connected binary network with a trap distributed uniformly, which can be looked on as random walks on a weighted network. For weighted uncorrelated networks we show that the ATT to any target node depends on the weight parameter, that is, the ATT to any node can change drastically by modifying the parameter, a phenomenon that is in contrast to that for trapping in binary networks. For Lévy random walks in any connected network, by using their equivalence to random walks on a weighted complete network, we obtain the optimal exponent characterizing Lévy random walks, which have the minimal average of ATTs taken over all

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

    NASA Astrophysics Data System (ADS)

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

    2010-11-01

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

  19. Covering Ground: Movement Patterns and Random Walk Behavior in Aquilonastra anomala Sea Stars.

    PubMed

    Lohmann, Amanda C; Evangelista, Dennis; Waldrop, Lindsay D; Mah, Christopher L; Hedrick, Tyson L

    2016-10-01

    The paths animals take while moving through their environments affect their likelihood of encountering food and other resources; thus, models of foraging behavior abound. To collect movement data appropriate for comparison with these models, we used time-lapse photography to track movements of a small, hardy, and easy-to-obtain organism, Aquilonastra anomala sea stars. We recorded the sea stars in a tank over many hours, with and without a food cue. With food present, they covered less distance, as predicted by theory; this strategy would allow them to remain near food. We then compared the paths of the sea stars to three common models of animal movement: Brownian motion, Lévy walks, and correlated random walks; we found that the sea stars' movements most closely resembled a correlated random walk. Additionally, we compared the search performance of models of Brownian motion, a Lévy walk, and a correlated random walk to that of a model based on the sea stars' movements. We found that the behavior of the modeled sea star walk was similar to that of the modeled correlated random walk and the Brownian motion model, but that the sea star walk was slightly more likely than the other walks to find targets at intermediate distances. While organisms are unlikely to follow an idealized random walk in all details, our data suggest that comparing the effectiveness of an organism's paths to those from theory can give insight into the organism's actual movement strategy. Finally, automated optical tracking of invertebrates proved feasible, and A. anomala was revealed to be a tractable, 2D-movement study system.

  20. Generalized solutions for a class of non-uniformly elliptic equations in divergence form

    SciTech Connect

    Gregori, G.

    1997-11-01

    We study a general class of quasilinear non-uniformly elliptic pdes in divergence form with linear growth in the gradient. We examine the notions of BV and viscosity solutions and derive for such generalized solutions various a priori pointwise and integral estimates, including a Harnack inequality. In particular we prove that viscosity solutions are unique (on strictly convex domains), are contained in the space BV{sub loc} and are C{sup 1,{alpha}} almost everywhere. 10 refs.

  1. Correlated random walks caused by dynamical wavefunction collapse

    PubMed Central

    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

  2. Blow-up rate and uniqueness of singular radial solutions for a class of quasi-linear elliptic equations

    NASA Astrophysics Data System (ADS)

    Xie, Zhifu; Zhao, Chunshan

    We establish the uniqueness and the blow-up rate of the large positive solution of the quasi-linear elliptic problem -Δu=λu-b(x)h(u) in B(x) with boundary condition u=+∞ on ∂B(x), where B(x) is a ball centered at x∈R with radius R, N⩾3, 2⩽p<∞, λ>0 are constants and the weight function b is a positive radially symmetrical function. We only require h(u) to be a locally Lipschitz function with h(u)/u increasing on (0,∞) and h(u)˜u for large u with q>p-1. Our results extend the previous work [Z. Xie, Uniqueness and blow-up rate of large solutions for elliptic equation -Δu=λu-b(x)h(u), J. Differential Equations 247 (2009) 344-363] from case p=2 to case 2⩽p<∞.

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

    SciTech Connect

    An, Hongli; Yuen, Manwai

    2014-05-15

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

  4. 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.

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

    SciTech Connect

    Kim, Sang Dong

    1996-12-31

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

  6. A solution of the variational equations for elliptic orbits in rotating coordinates

    NASA Technical Reports Server (NTRS)

    Jones, J. B.

    1980-01-01

    For elliptic reference orbits, formulas are given for the perturbation state transition matrix of the two-body problem. The formulas relate perturbations expressed in a local vertical rotating coordinate system and are valid for motion in the linear neighborhood of reference orbits with e in the range of 0 to 1. The elements of the state transition matrix are expressed in terms of natural parameters (horizontal and radial velocity, radius, eccentricity, true anomaly, etc.) at the initial and final points. In addition to the general form, a simplified version, valid for small eccentricity orbits, is given.

  7. 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

  8. A partially reflecting random walk on spheres algorithm for electrical impedance tomography

    SciTech Connect

    Maire, Sylvain; Simon, Martin

    2015-12-15

    In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance of the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.

  9. Random walks in Rindler spacetime and string theory at the tip of the cigar

    NASA Astrophysics Data System (ADS)

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

    2014-03-01

    In this paper, we discuss Rindler space string thermodynamics from a thermal scalar point of view as an explicit example of the results obtained in [1]. We discuss the critical behavior of the string gas and interpret this as a random walk near the black hole horizon. Combining field theory arguments with the random walk path integral picture, we realize (at genus one) the picture put forward by Susskind of a long string surrounding black hole horizons. We find that thermodynamics is dominated by a long string living at stringscale distance from the horizon whose redshifted temperature is the Rindler or Hawking temperature. We provide further evidence of the recent proposal for string theory at the tip of the cigar by comparing with the flat space orbifold approach to Rindler thermodynamics. We discuss all types of closed strings (bosonic, type II and heterotic strings).

  10. Position and Orientation Distributions for Non-Reversal Random Walks using Space-Group Fourier Transforms

    PubMed Central

    Skliros, Aris; Park, Wooram; Chirikjian, Gregory S.

    2010-01-01

    This paper presents an efficient group-theoretic approach for computing the statistics of non-reversal random walks (NRRW) on lattices. These framed walks evolve on proper crystallographic space groups. In a previous paper we introduced a convolution method for computing the statistics of NRRWs in which the convolution product is defined relative to the space-group operation. Here we use the corresponding concept of the fast Fourier transform for functions on crystallographic space groups together with a non-Abelian version of the convolution theorem. We develop the theory behind this technique and present numerical results for two-dimensional and three-dimensional lattices (square, cubic and diamond). In order to verify our results, the statistics of the end-to-end distance and the probability of ring closure are calculated and compared with results obtained in the literature for the random walks for which closed-form expressions exist. PMID:21037950

  11. 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.

  12. Random-walk-based stochastic modeling of three-dimensional fiber systems.

    PubMed

    Altendorf, Hellen; Jeulin, Dominique

    2011-04-01

    For the simulation of fiber systems, there exist several stochastic models: systems of straight nonoverlapping fibers, systems of overlapping bending fibers, or fiber systems created by sedimentation. However, there is a lack of models providing dense, nonoverlapping fiber systems with a given random orientation distribution and a controllable level of bending. We introduce a new stochastic model in this paper that generalizes the force-biased packing approach to fibers represented as chains of balls. The starting configuration is modeled using random walks, where two parameters in the multivariate von Mises-Fisher orientation distribution control the bending. The points of the random walk are associated with a radius and the current orientation. The resulting chains of balls are interpreted as fibers. The final fiber configuration is obtained as an equilibrium between repulsion forces avoiding crossing fibers and recover forces ensuring the fiber structure. This approach provides high volume fractions up to 72.0075%.

  13. Optimization of goal-directed movements in the cerebellum: a random walk hypothesis.

    PubMed

    Kitazawa, Shigeru

    2002-08-01

    Voluntary goal-directed movements, such as arm reaching, are nearly optimized in terms of smoothness over the entire movement. Such smoothness is lost with cerebellar dysfunction, suggesting the essential role of the cerebellum in optimizing movement. However, it is still not clear how the cerebellum contributes to achieving smoothness over an entire movement. A recent study has shown that such smoothness of movement can be achieved by reducing the variance of errors at the end of the movement. Here, I hypothesize that the terminal errors conveyed by climbing fibers in the cerebellum serve to reduce not only the mean error, but also the variance of the error, through a process analogous to the random walk through movement control candidates. In the random walk, the direction of each step is randomly determined, but the size of each step is determined by the error at the end of each trial.

  14. Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models.

    PubMed

    Helmstetter, A; Sornette, D

    2002-12-01

    The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay approximately 1/t(1+theta) of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution approximately 1/r(1+mu) of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents theta and mu. Our predictions are checked by careful numerical simulations. We stress the distinction between the "bare" Omori law describing the seismic rate activated directly by a mainshock and the "renormalized" Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the

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

    NASA Technical Reports Server (NTRS)

    Llorente, Ignacio M.; Melson, N. Duane

    1998-01-01

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

  16. On the genealogy of branching random walks and of directed polymers

    NASA Astrophysics Data System (ADS)

    Derrida, Bernard; Mottishaw, Peter

    2016-08-01

    It is well known that the mean-field theory of directed polymers in a random medium exhibits replica symmetry breaking with a distribution of overlaps which consists of two delta functions. Here we show that the leading finite-size correction to this distribution of overlaps has a universal character which can be computed explicitly. Our results can also be interpreted as genealogical properties of branching Brownian motion or of branching random walks.

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

    PubMed

    Montroll, E W; Shuler, K E

    1979-12-01

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

  18. 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.

  19. Random walk expectancies for recent global climate, and in an enhanced Greenhouse warming

    NASA Astrophysics Data System (ADS)

    Gordon, Adrian H.; Bye, John A. T.

    1993-11-01

    We partition the United Kingdom Meteorological Office Global Temperature Series ( Tk) using an exponential decay filter into a filtered series ( T̂k) and a difference series ( T' k = T k - T̂k). For a decay time constant, τ ≈ 0.85 years, T̂k is shown to be agood approximation to a random walk generated by a cumulation of normally distributed interannual temperature transitions, and hence ' k contains the predictable temperature signal. The standard deviation of the T̂k series, σ = 0.083K, which is about 1 1/2 that of the T' k series. From this partition, it is argued that τ is the decay time costant (e-folding time) for the global temperature series, and also by the elementary theory of damped oscillations, that the global cimate system (as represented by the global temperature) can only support free oscillations of natural period less than T = 2 πτ ≈ 5 years, i.e. the QBO and ENSO signals. On assuming that σ does not vary significantly over periods up to 20,000 B.P. we find that the expected maximum excursions of the random walks are consistent with the actual inferred temperature variability. On the other hand, the projected temperature rise due to the enhanced Greenhouse effect possibly cannot be supported as a random walk by σ. This suggests that the interannual structure of the climate system would change under these conditions. This conjecture can be tested adequately only with climate models which correctly reproduced random walk behaviour. This is inhibited in published simulated temperature series from coupled models, possibly because of flux correction. An assessment of the likelihood of a change in the interannual variance, and of the ratio between its predictable and random proportions is clearly of utmost significance in the Greenhouse debate, yet it appears to have received very little discussion.

  20. A seamless hybrid RANS-LES model based on transport equations for the subgrid stresses and elliptic blending

    NASA Astrophysics Data System (ADS)

    Fadai-Ghotbi, Atabak; Friess, Christophe; Manceau, Rémi; Borée, Jacques

    2010-05-01

    The aim of the present work is to develop a seamless hybrid Reynolds-averaged Navier-Stokes (RANS) large-eddy simulation (LES) model based on transport equations for the subgrid stresses, using the elliptic-blending method to account for the nonlocal kinematic blocking effect of the wall. It is shown that the elliptic relaxation strategy of Durbin is valid in a RANS (steady) as well as a LES context (unsteady). In order to reproduce the complex production and redistribution mechanisms when the cutoff wavenumber is located in the productive zone of the turbulent energy spectrum, the model is based on transport equations for the subgrid-stress tensor. The partially integrated transport model (PITM) methodology offers a consistent theoretical framework for such a model, enabling to control the cutoff wavenumber κc, and thus the transition from RANS to LES, by making the Cɛ2 coefficient in the dissipation equation of a RANS model a function of κc. The equivalence between the PITM and the Smagorinsky model is shown when κc is in the inertial range of the energy spectrum. The extension of the underlying RANS model used in the present work, the elliptic-blending Reynolds-stress model, to the hybrid RANS-LES context, brings out some modeling issues. The different modeling possibilities are compared in a channel flow at Reτ=395. Finally, a dynamic procedure is proposed in order to adjust during the computation the dissipation rate necessary to drive the model toward the expected amount of resolved energy. The final model gives very encouraging results in comparison to the direct numerical simulation data. In particular, the turbulence anisotropy in the near-wall region is satisfactorily reproduced. The contribution of the resolved and modeled fields to the Reynolds stresses behaves as expected: the modeled part is dominant in the near-wall zones (RANS mode) and decreases toward the center of the channel, where the relative contribution of the resolved part increases

  1. Random Walk Based Segmentation for the Prostate on 3D Transrectal Ultrasound Images.

    PubMed

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

    2016-02-27

    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.

  2. 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.

  3. 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.

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

    DOE PAGES

    Rudinger, Kenneth; Gamble, John King; Bach, Eric; ...

    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

  5. 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.

  6. 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

  7. Empirical scaling of the length of the longest increasing subsequences of random walks

    NASA Astrophysics Data System (ADS)

    Mendonça, J. Ricardo G.

    2017-02-01

    We provide Monte Carlo estimates of the scaling of the length L n of the longest increasing subsequences of n-step random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate that, barring possible logarithmic corrections, {{L}n}∼ {{n}θ} with the leading scaling exponent 0.60≲ θ ≲ 0.69 for the heavy-tailed distributions of step lengths examined, with values increasing as the distribution becomes more heavy-tailed, and θ ≃ 0.57 for distributions of finite variance, irrespective of the particular distribution. The results are consistent with existing rigorous bounds for θ, although in a somewhat surprising manner. For random walks with step lengths of finite variance, we conjecture that the correct asymptotic behavior of L n is given by \\sqrt{n}\\ln n , and also propose the form for the subleading asymptotics. The distribution of L n was found to follow a simple scaling form with scaling functions that vary with θ. Accordingly, when the step lengths are of finite variance they seem to be universal. The nature of this scaling remains unclear, since we lack a working model, microscopic or hydrodynamic, for the behavior of the length of the longest increasing subsequences of random walks.

  8. 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.

  9. Random Walk Based Segmentation for the Prostate on 3D Transrectal Ultrasound Images

    PubMed Central

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

    2016-01-01

    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. PMID:27660383

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

    SciTech Connect

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

    2013-07-01

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

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

    PubMed

    Fedotov, Sergei; Korabel, Nickolay

    2015-12-01

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

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

    NASA Technical Reports Server (NTRS)

    Carleton, O.

    1972-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

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

  14. ON BOUNDARY VALUES IN \\mathscr{L}_p, p>1, OF SOLUTIONS OF ELLIPTIC EQUATIONS IN DOMAINS WITH A LYAPUNOV BOUNDARY

    NASA Astrophysics Data System (ADS)

    Petrushko, I. M.

    1984-02-01

    Necessary and sufficient conditions are established for the existence of limits in the \\mathscr{L}_p sense, p>1, on the boundary of a domain, of solutions of second order elliptic equations in domains with Lyapunov boundaries.Bibliography: 8 titles.

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

    NASA Astrophysics Data System (ADS)

    Korneev, V. G.

    2012-09-01

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

  16. Applications of a general random-walk theory for confined diffusion

    NASA Astrophysics Data System (ADS)

    Calvo-Muñoz, Elisa M.; Selvan, Myvizhi Esai; Xiong, Ruichang; Ojha, Madhusudan; Keffer, David J.; Nicholson, Donald M.; Egami, Takeshi

    2011-01-01

    A general random walk theory for diffusion in the presence of nanoscale confinement is developed and applied. The random-walk theory contains two parameters describing confinement: a cage size and a cage-to-cage hopping probability. The theory captures the correct nonlinear dependence of the mean square displacement (MSD) on observation time for intermediate times. Because of its simplicity, the theory also requires modest computational requirements and is thus able to simulate systems with very low diffusivities for sufficiently long time to reach the infinite-time-limit regime where the Einstein relation can be used to extract the self-diffusivity. The theory is applied to three practical cases in which the degree of order in confinement varies. The three systems include diffusion of (i) polyatomic molecules in metal organic frameworks, (ii) water in proton exchange membranes, and (iii) liquid and glassy iron. For all three cases, the comparison between theory and the results of molecular dynamics (MD) simulations indicates that the theory can describe the observed diffusion behavior with a small fraction of the computational expense. The confined-random-walk theory fit to the MSDs of very short MD simulations is capable of accurately reproducing the MSDs of much longer MD simulations. Furthermore, the values of the parameter for cage size correspond to the physical dimensions of the systems and the cage-to-cage hopping probability corresponds to the activation barrier for diffusion, indicating that the two parameters in the theory are not simply fitted values but correspond to real properties of the physical system.

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

    NASA Astrophysics Data System (ADS)

    Rolla, Leonardo T.

    2008-12-01

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

  18. A dynamical system approach to the construction of singular solutions of some degenerate elliptic equations

    NASA Astrophysics Data System (ADS)

    Huentutripay, Jorge; Jazar, Mustapha; Véron, Laurent

    We study the existence of singular separable solutions to the 2-dimensional quasilinear equation -∇·(|∇ u| p-2 ∇ u)+| u| q-1 u=0 under the form u( r, θ)= r- βω( θ). We obtain the full description of the set of such solutions by combining a 2-dimensional shooting method with a phase plane analysis approach.

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

    PubMed Central

    Wang, Z.; Busemeyer, J. R.

    2016-01-01

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

  20. Random walk in degree space and the time-dependent Watts-Strogatz model.

    PubMed

    Casa Grande, H L; Cotacallapa, M; Hase, M O

    2017-01-01

    In this work, we propose a scheme that provides an analytical estimate for the time-dependent degree distribution of some networks. This scheme maps the problem into a random walk in degree space, and then we choose the paths that are responsible for the dominant contributions. The method is illustrated on the dynamical versions of the Erdős-Rényi and Watts-Strogatz graphs, which were introduced as static models in the original formulation. We have succeeded in obtaining an analytical form for the dynamics Watts-Strogatz model, which is asymptotically exact for some regimes.

  1. The exact probability distribution of a two-dimensional random walk

    NASA Astrophysics Data System (ADS)

    Stadje, W.

    1987-01-01

    A calculation is made of the exact probability distribution of the two-dimensional displacement of a particle at time t that starts at the origin, moves in straight-line paths at constant speed, and changes its direction after exponentially distributed time intervals, where the lengths of the straight-line paths and the turn angles are independent, the angles being uniformly distributed. This random walk is the simplest model for the locomotion of microorganisms on surfaces. Its weak convergence to a Wiener process is also shown.

  2. Random walk in degree space and the time-dependent Watts-Strogatz model

    NASA Astrophysics Data System (ADS)

    Casa Grande, H. L.; Cotacallapa, M.; Hase, M. O.

    2017-01-01

    In this work, we propose a scheme that provides an analytical estimate for the time-dependent degree distribution of some networks. This scheme maps the problem into a random walk in degree space, and then we choose the paths that are responsible for the dominant contributions. The method is illustrated on the dynamical versions of the Erdős-Rényi and Watts-Strogatz graphs, which were introduced as static models in the original formulation. We have succeeded in obtaining an analytical form for the dynamics Watts-Strogatz model, which is asymptotically exact for some regimes.

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

    PubMed Central

    Montroll, Elliott W.; Shuler, Kurt E.

    1979-01-01

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

  4. Random-walk approach to the d-dimensional disordered Lorentz gas.

    PubMed

    Adib, Artur B

    2008-02-01

    A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic expression for the diffusion constant in arbitrary number of dimensions d is obtained. The result corresponds to an Enskog-like correction to the Boltzmann prediction, being exact in the dilute limit, and better or nearly exact in comparison to renormalized kinetic theory predictions for all allowed densities in d=2,3 . Extensive numerical simulations were also performed to elucidate the role of the approximations involved.

  5. 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

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

    NASA Astrophysics Data System (ADS)

    Iomin, A.

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

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

    NASA Astrophysics Data System (ADS)

    Iomin, A.

    2015-10-01

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

  8. Tracking Random Walk of Individual Domain Walls in Cylindrical Nanomagnets with Resistance Noise

    NASA Astrophysics Data System (ADS)

    Singh, Amrita; Mukhopadhyay, Soumik; Ghosh, Arindam

    2010-08-01

    The stochasticity of domain-wall (DW) motion in magnetic nanowires has been probed by measuring slow fluctuations, or noise, in electrical resistance at small magnetic fields. By controlled injection of DWs into isolated cylindrical nanowires of nickel, we have been able to track the motion of the DWs between the electrical leads by discrete steps in the resistance. Closer inspection of the time dependence of noise reveals a diffusive random walk of the DWs with a universal kinetic exponent. Our experiments outline a method with which electrical resistance is able to detect the kinetic state of the DWs inside the nanowires, which can be useful in DW-based memory designs.

  9. Parrondo-like behavior in continuous-time random walks with memory

    NASA Astrophysics Data System (ADS)

    Montero, Miquel

    2011-11-01

    The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.

  10. Application of random walk concept to the cyclic diffusion mechanisms for self-diffusion in intermetallic compounds

    NASA Astrophysics Data System (ADS)

    Tiwari, G. P.; Mehrotra, R. S.; Iijima, Y.

    2014-02-01

    Huntington-Elcock-McCombie (HEM) mechanism involving six consecutive and correlated jumps, a triple-defect mechanism (TDM) involving three correlated jumps and an anti-structure bridge (ASB) mechanism invoking the migration of an anti-structure atom are the three mechanisms currently in vogue to explain the self- and solute diffusion in intermetallic compounds. Among them, HEM and TDM are cyclic in nature. The HEM and TDM constitute the theme of the present article. The concept of random walk is applied to them and appropriate expressions for the diffusion coefficient are derived. These equations are then employed to estimate activation energies for self-diffusion via HEM and TDM processes and compared with the available experimental data on activation energy for self-diffusion in intermetallic compounds. The resulting activation energies do not favour HEM and TDM for the self-diffusion in intermetallic compounds. A comparison of the sum of experimentally determined activation energies for vacancy formation and migration with the activation energies for self-diffusion determined from radioactive tracer method favours the conventional monovacancy-mediated process for self-diffusion in intermetallic compounds.

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

    NASA Technical Reports Server (NTRS)

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

    2000-01-01

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

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

    SciTech Connect

    Spruck, J.

    1987-10-01

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

  13. Direct and Inverse Scattering Problem Associated with the Elliptic Sinh-Gordon Equation

    DTIC Science & Technology

    1989-11-14

    modulational instabilities, so- for the formation of large-scale structures and galaxies with litons, and self-focusing. Our model consists of two distinct...Focusing In a Two-Fluid Model of Newtonian Cosmological Perturbations, by Ronald E. Kates and D. J. Kaup EAstron. Astrophys. ZU,~ 9-17 (1988) 1. ’ This...Dimensional Nonl inear Schrodinger Equation and Self-Focusing in a Two-Fluid Model of Newtonian Cosmological Perturbations,.by Rcnald E. Kates and D. J. Kaup

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

    NASA Astrophysics Data System (ADS)

    Guex, Guillaume

    2016-05-01

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

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

    NASA Astrophysics Data System (ADS)

    Czégel, Dániel; Palla, Gergely

    2015-12-01

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

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

    PubMed

    Czégel, Dániel; Palla, Gergely

    2015-12-10

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

  17. Self organization of social hierarchy and clusters in a challenging society with free random walks

    NASA Astrophysics Data System (ADS)

    Fujie, Ryo; Odagaki, Takashi

    2010-04-01

    Emergence of social hierarchy and clusters in a challenging equal-right society is studied on the basis of the agent-based model, where warlike individuals who have own power or wealth perform random walks in a random order on a lattice and when meeting others the individuals challenge the strongest among the neighbors. We assume that the winning probability depends on the difference in their wealth and after the fight the winner gets and the loser loses a unit of the wealth. We show that hierarchy is self organized when the population exceeds a critical value and the transition from egalitarian state to hierarchical state occurs in two steps. The first transition is continuous to the society with widespread winning-probability. At the second transition the variance of the winning fraction decrease discontinuously, which was not observed in previous studies. The second hierarchical society consists of a small number of extreme winners and many individuals in the middle class and losers. We also show that when the relaxation parameter for the wealth is large, the first transition disappears. In the second hierarchical society, a giant cluster of individuals is formed with a layered structure in the power order and some people stray around it. The structure of the cluster and the distribution of wealth are quite different from the results of the previous challenging model [M. Tsujiguchi and T. Odagaki, Physica A 375 (2007) 317] which adopts the preassigned order for random walk.

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

    PubMed Central

    Czégel, Dániel; Palla, Gergely

    2015-01-01

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

  19. Three-dimensional cell migration does not follow a random walk.

    PubMed

    Wu, Pei-Hsun; Giri, Anjil; Sun, Sean X; Wirtz, Denis

    2014-03-18

    Cell migration through 3D extracellular matrices is critical to the normal development of tissues and organs and in disease processes, yet adequate analytical tools to characterize 3D migration are lacking. Here, we quantified the migration patterns of individual fibrosarcoma cells on 2D substrates and in 3D collagen matrices and found that 3D migration does not follow a random walk. Both 2D and 3D migration features a non-Gaussian, exponential mean cell velocity distribution, which we show is primarily a result of cell-to-cell variations. Unlike in the 2D case, 3D cell migration is anisotropic: velocity profiles display different speed and self-correlation processes in different directions, rendering the classical persistent random walk (PRW) model of cell migration inadequate. By incorporating cell heterogeneity and local anisotropy to the PRW model, we predict 3D cell motility over a wide range of matrix densities, which identifies density-independent emerging migratory properties. This analysis also reveals the unexpected robust relation between cell speed and persistence of migration over a wide range of matrix densities.

  20. 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 .

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

    NASA Astrophysics Data System (ADS)

    Li, Ling; Guan, Jihong; Zhou, Shuigeng

    2014-12-01

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

  2. Random-walk mobility analysis of Lisbon's plans for the post-1755 reconstruction

    NASA Astrophysics Data System (ADS)

    de Sampayo, Mafalda Teixeira; Sousa-Rodrigues, David

    2016-11-01

    The different options for the reconstruction of the city of Lisbon in the aftermath of the 1755 earthquake are studied with an agent-based model based on randomwalks. This method gives a comparative quantitative measure of mobility of the circulation spaces within the city. The plans proposed for the city of Lisbon signified a departure from the medieval mobility city model. The intricacy of the old city circulation spaces is greatly reduced in the new plans and the mobility between different areas is substantially improved. The simulation results of the random-walk model show that those plans keeping the main force lines of the old city presented less improvement in terms ofmobility. The plans that had greater design freedom were, by contrast, easier to navigate. Lisbon's reconstruction followed a plan that included a shift in the traditional notions of mobility. This affected the daily lives of its citizens by potentiating an easy access to the waterfront, simplifying orientation and navigability. Using the random-walk model it is shown how to quantitatively measure the potential that synthetic plans have in terms of the permeability and navigability of different city public spaces.

  3. IRWRLDA: improved random walk with restart for lncRNA-disease association prediction

    PubMed Central

    Chen, Xing; You, Zhu-Hong; Yan, Gui-Ying; Gong, Dun-Wei

    2016-01-01

    In recent years, accumulating evidences have shown that the dysregulations of lncRNAs are associated with a wide range of human diseases. It is necessary and feasible to analyze known lncRNA-disease associations, predict potential lncRNA-disease associations, and provide the most possible lncRNA-disease pairs for experimental validation. Considering the limitations of traditional Random Walk with Restart (RWR), the model of Improved Random Walk with Restart for LncRNA-Disease Association prediction (IRWRLDA) was developed to predict novel lncRNA-disease associations by integrating known lncRNA-disease associations, disease semantic similarity, and various lncRNA similarity measures. The novelty of IRWRLDA lies in the incorporation of lncRNA expression similarity and disease semantic similarity to set the initial probability vector of the RWR. Therefore, IRWRLDA could be applied to diseases without any known related lncRNAs. IRWRLDA significantly improved previous classical models with reliable AUCs of 0.7242 and 0.7872 in two known lncRNA-disease association datasets downloaded from the lncRNADisease database, respectively. Further case studies of colon cancer and leukemia were implemented for IRWRLDA and 60% of lncRNAs in the top 10 prediction lists have been confirmed by recent experimental reports. PMID:27517318

  4. The continuous time random walk, still trendy: fifty-year history, state of art and outlook

    NASA Astrophysics Data System (ADS)

    Kutner, Ryszard; Masoliver, Jaume

    2017-03-01

    In this article we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism, the numerous modifications permitted by its flexibility, its various applications, and the promising perspectives in the various fields of knowledge. A short review of significant achievements and possibilities is given. However, this review is still far from completeness. We focused on a pivotal role of CTRWs mainly in anomalous stochastic processes discovered in physics and beyond. This article plays the role of an extended announcement of the Eur. Phys. J. B Special Issue [http://epjb.epj.org/open-calls-for-papers/123-epj-b/1090-ctrw-50-years-on] containing articles which show incredible possibilities of the CTRWs. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

  5. Random Walks on Digraphs, the Generalized Digraph Laplacian and the Degree of Asymmetry

    NASA Astrophysics Data System (ADS)

    Li, Yanhua; Zhang, Zhi-Li

    In this paper we extend and generalize the standard random walk theory (or spectral graph theory) on undirected graphs to digraphs. In particular, we introduce and define a (normalized) digraph Laplacian matrix, and prove that 1) its Moore-Penrose pseudo-inverse is the (discrete) Green's function of the digraph Laplacian matrix (as an operator on digraphs), and 2) it is the normalized fundamental matrix of the Markov chain governing random walks on digraphs. Using these results, we derive new formula for computing hitting and commute times in terms of the Moore-Penrose pseudo-inverse of the digraph Laplacian, or equivalently, the singular values and vectors of the digraph Laplacian. Furthermore, we show that the Cheeger constant defined in [6] is intrinsically a quantity associated with undirected graphs. This motivates us to introduce a metric - the largest singular value of Δ:=(tilde{\\cal L}-tilde{\\cal L}^T)/2 - to quantify and measure the degree of asymmetry in a digraph. Using this measure, we establish several new results, such as a tighter bound (than that of Fill's in [9] and Chung's in [6]) on the Markov chain mixing rate, and a bound on the second smallest singular value of tilde{\\cal L}.

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

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

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

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

    NASA Technical Reports Server (NTRS)

    Ng, E. W.

    1979-01-01

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

  8. A Probabilistic Approach to Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations in Smooth Domains

    SciTech Connect

    Zhou Wei

    2013-06-15

    We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain D. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the normal to the boundary and an interior condition weaker than the non-degeneracy of the diffusion term. When the diffusion term, drift term, discount factor, running payoff and terminal payoff are all in the class of C{sup 1,1}( D-bar ) , the value function turns out to be the unique solution in the class of C{sub loc}{sup 1,1}(D) Intersection C{sup 0,1}( D-bar ) to the associated degenerate Bellman equation with Dirichlet boundary data. Our approach is probabilistic.

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

    NASA Astrophysics Data System (ADS)

    Wailliez, Sébastien E.

    2014-03-01

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

  10. 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

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

    NASA Astrophysics Data System (ADS)

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

    2016-07-01

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

  12. Regularity of the Solution of Elliptic Problems with Piecewise Analytic Data. Part 1. Boundary Value Problems for Linear Ellilptic Equation of Second Order.

    DTIC Science & Technology

    1986-05-01

    10O. PROGRAM ELEMENT. 11RO1JECT. TASK * Institute for Physical Science and Technology AREA & WORK UNIT NUMBERS ! ~University of Maryland 1% College...ELLIPTIC EQUATION OF SECOND ORDER I. Babuvka I Institute for Physical Science and Technology University of Maryland B. Guo 2 Department of Mathematics...neighborhood of the Program PROBE of Noetic Technologies, St. Louis. corners of the domain, place where the type of the boundary condition changes, etc

  13. Collapse transition of a hydrophobic self-avoiding random walk in a coarse-grained model solvent.

    PubMed

    Gaudreault, Mathieu; Viñals, Jorge

    2009-08-01

    In order to study solvation effects on protein folding, we analyze the collapse transition of a self-avoiding random walk composed of hydrophobic segments that is embedded in a lattice model of a solvent. As expected, hydrophobic interactions lead to an attractive potential of mean force among chain segments. As a consequence, the random walk in solvent undergoes a collapse transition at a higher temperature than in its absence. Chain collapse is accompanied by the formation of a region depleted of solvent around the chain. In our simulation, the depleted region at collapse is as large as our computational domain.

  14. Optimization of the deflated Conjugate Gradient algorithm for the solving of elliptic equations on massively parallel machines

    NASA Astrophysics Data System (ADS)

    Malandain, Mathias; Maheu, Nicolas; Moureau, Vincent

    2013-04-01

    The discretization of Partial Differential Equations often leads to the need of solving large symmetric linear systems. In the case of the Navier-Stokes equations for incompressible flows, solving the elliptic pressure Poisson equation can represent the most important part of the computational time required for the massively parallel simulation of the flow. The need for efficiency that this issue induces is completed with a need for stability, in particular when dealing with unstructured meshes. Here, a stable and efficient variant of the Deflated Preconditioned Conjugate Gradient (DPCG) solver is first presented. This two-level method uses an arbitrary coarse grid to reduce the computational cost of the solving. However, in the massively parallel implementation of this technique for very large linear systems, the coarse grids generated can count up to millions of cells, which makes direct solvings on the coarse level impossible. The solving on the coarse grid, performed with a Preconditioned Conjugate Gradient (PCG) solver for this reason, may involve a large number of communications, which reduces dramatically the performances on massively parallel machines. To this effect, two methods developed in order to reduce the number of iterations on the coarse level are introduced, that is the creation of improved initial guesses and the adaptation of the convergence criterion. The design of these methods make them easy to implement in any already existing DPCG solver. The structural requirements for an efficient massively parallel unstructured solver and the implementation of this solver are described. The novel DPCG method is assessed for applications involving turbulence, heat transfers and two-phase flows, with grids up to 17.8 billion elements. Numerical results show a two- to 12-fold reduction of the number of iterations on the coarse level, which implies a reduction of the computational time of the Poisson solver up to 71% and a global reduction of the proportion

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

    SciTech Connect

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

    2008-02-04

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

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

    NASA Astrophysics Data System (ADS)

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

    2015-01-01

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

  17. Modeling spreading of oil slicks based on random walk methods and Voronoi diagrams.

    PubMed

    Durgut, İsmail; Reed, Mark

    2017-02-19

    We introduce a methodology for representation of a surface oil slick using a Voronoi diagram updated at each time step. The Voronoi cells scale the Gaussian random walk procedure representing the spreading process by individual particle stepping. The step length of stochastically moving particles is based on a theoretical model of the spreading process, establishing a relationship between the step length of diffusive spreading and the thickness of the slick at the particle locations. The Voronoi tessellation provides the areal extent of the slick particles and in turn the thicknesses of the slick and the diffusive-type spreading length for all particles. The algorithm successfully simulates the spreading process and results show very good agreement with the analytical solution. Moreover, the results are robust for a wide range of values for computational time step and total number of particles.

  18. RecRWR: a recursive random walk method for improved identification of diseases.

    PubMed

    Arrais, Joel Perdiz; Oliveira, José Luís

    2015-01-01

    High-throughput methods such as next-generation sequencing or DNA microarrays lack precision, as they return hundreds of genes for a single disease profile. Several computational methods applied to physical interaction of protein networks have been successfully used in identification of the best disease candidates for each expression profile. An open problem for these methods is the ability to combine and take advantage of the wealth of biomedical data publicly available. We propose an enhanced method to improve selection of the best disease targets for a multilayer biomedical network that integrates PPI data annotated with stable knowledge from OMIM diseases and GO biological processes. We present a comprehensive validation that demonstrates the advantage of the proposed approach, Recursive Random Walk with Restarts (RecRWR). The obtained results outline the superiority of the proposed approach, RecRWR, in identifying disease candidates, especially with high levels of biological noise and benefiting from all data available.

  19. 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.

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

    NASA Astrophysics Data System (ADS)

    Thiel, Felix; Sokolov, Igor M.

    2016-07-01

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

  1. Lattice statistical theory of random walks on a fractal-like geometry.

    PubMed

    Kozak, John J; Garza-López, Roberto A; Abad, Enrique

    2014-03-01

    We have designed a two-dimensional, fractal-like lattice and explored, both numerically and analytically, the differences between random walks on this lattice and a regular, square-planar Euclidean lattice. We study the efficiency of diffusion-controlled processes for flows from external sites to a centrosymmetric reaction center and, conversely, for flows from a centrosymmetric source to boundary sites. In both cases, we find that analytic expressions derived for the mean walk length on the fractal-like lattice have an algebraic dependence on system size, whereas for regular Euclidean lattices the dependence can be transcendental. These expressions are compared with those derived in the continuum limit using classical diffusion theory. Our analysis and the numerical results quantify the extent to which one paradigmatic class of spatial inhomogeneities can compromise the efficiency of adatom diffusion on solid supports and of surface-assisted self-assembly in metal-organic materials.

  2. When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations.

    PubMed

    Hausdorff, J M; Ashkenazy, Y; Peng, C K; Ivanov, P C; Stanley, H E; Goldberger, A L

    2001-12-15

    We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different "neural centers", reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood including a decrease in the correlation and volatility exponents with maturation.

  3. 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.

  4. SLE on Doubly-Connected Domains and the Winding of Loop-Erased Random Walks

    NASA Astrophysics Data System (ADS)

    Hagendorf, Christian; Le Doussal, Pierre

    2008-10-01

    Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE κ with parameter κ=2. In this note, some properties of an SLE κ trace on doubly-connected domains are studied and a connection to passive scalar diffusion in a Burgers flow is emphasised. In particular, the endpoint probability distribution and winding probabilities for SLE2 on a cylinder, starting from one boundary component and stopped when hitting the other, are found. A relation of the result to conditioned one-dimensional Brownian motion is pointed out. Moreover, this result permits to study the statistics of the winding number for SLE2 with fixed endpoints. A solution for the endpoint distribution of SLE4 on the cylinder is obtained and a relation to reflected Brownian motion pointed out.

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

    PubMed

    Tang, Lisa Y W; Hamarneh, Ghassan

    2013-01-01

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

  6. 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.

  7. Unbinding of mutually avoiding random walks and two-dimensional quantum gravity

    NASA Astrophysics Data System (ADS)

    Carlon, Enrico; Baiesi, Marco

    2004-12-01

    We analyze the unbinding transition for a two-dimensional lattice polymer in which the constituent strands are mutually avoiding random walks. At low temperatures the strands are bound and form a single self-avoiding walk. We show that unbinding in this model is a strong first order transition. The entropic exponents associated with denaturated loops and end-segment distributions show sharp differences at the transition point and in the high temperature phase. Their values can be deduced from some exact arguments relying on a conformal mapping of copolymer networks into a fluctuating geometry, i.e., in the presence of quantum gravity. An excellent agreement between analytical and numerical estimates is observed for all cases analyzed.

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

    PubMed

    Benitez, Federico; Wschebor, Nicolás

    2013-05-01

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

  9. An improved label propagation algorithm based on the similarity matrix using random walk

    NASA Astrophysics Data System (ADS)

    Zhang, Xian-Kun; Song, Chen; Jia, Jia; Lu, Zeng-Lei; Zhang, Qian

    2016-05-01

    Community detection based on label propagation algorithm (LPA) has attracted widespread concern because of its high efficiency. But it is difficult to guarantee the accuracy of community detection as the label spreading is random in the algorithm. In response to the problem, an improved LPA based on random walk (RWLPA) is proposed in this paper. Firstly, a matrix measuring similarity among various nodes in the network is obtained through calculation. Secondly, during the process of label propagation, when a node has more than a neighbor label with the highest frequency, not the label of a random neighbor but the label of the neighbor with the highest similarity will be chosen to update. It can avoid label propagating randomly among communities. Finally, we test LPA and the improved LPA in benchmark networks and real-world networks. The results show that the quality of communities discovered by the improved algorithm is improved compared with the traditional algorithm.

  10. The random walk function in the analysis of time-activity curves from dynamic radionuclide studies.

    PubMed

    Hart, G C; Bunday, B; Kiri, V

    1987-04-01

    The random walk function is a mathematical function derived from studies of the mass transport and flow of diffusible materials through tubes. Approximations to the function were first used some time ago in the field of cardiac tracer dilution curves, but in the absence of rapid and reproducible curve fitting the method never became commonplace. The current study uses the latest curve-fitting techniques and shows how the method may be used with precision in the analysis of time-activity curves from dynamic oesophageal and blood flow studies. The physiological basis of the method is given and parameters obtained which relate to both the rate of flow and the local dispersion of the bolus.

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

    NASA Astrophysics Data System (ADS)

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

    2009-10-01

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

  12. 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.

  13. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2005-10-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2013-01-01

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

  16. Random-Walk Monte Carlo Simulation of Intergranular Gas Bubble Nucleation in UO2 Fuel

    SciTech Connect

    Yongfeng Zhang; Michael R. Tonks; S. B. Biner; D.A. Andersson

    2012-11-01

    Using a random-walk particle algorithm, we investigate the clustering of fission gas atoms on grain bound- aries in oxide fuels. The computational algorithm implemented in this work considers a planar surface representing a grain boundary on which particles appear at a rate dictated by the Booth flux, migrate two dimensionally according to their grain boundary diffusivity, and coalesce by random encounters. Specifically, the intergranular bubble nucleation density is the key variable we investigate using a parametric study in which the temperature, grain boundary gas diffusivity, and grain boundary segregation energy are varied. The results reveal that the grain boundary bubble nucleation density can vary widely due to these three parameters, which may be an important factor in the observed variability in intergranular bubble percolation among grain boundaries in oxide fuel during fission gas release.

  17. When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations

    NASA Astrophysics Data System (ADS)

    Hausdorff, Jeffrey M.; Ashkenazy, Yosef; Peng, Chang-K.; Ivanov, Plamen Ch.; Stanley, H. Eugene; Goldberger, Ary L.

    2001-12-01

    We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different “neural centers”, reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood - including a decrease in the correlation and volatility exponents with maturation.

  18. Random walk of magnetic field-lines for different values of the energy range spectral index

    SciTech Connect

    Shalchi, A.; Kourakis, I.

    2007-11-15

    An analytical nonlinear description of field-line wandering in partially statistically magnetic systems was proposed recently. In this article the influence of the wave spectrum in the energy range onto field-line random walk is investigated by applying this formulation. It is demonstrated that in all considered cases we clearly obtain a superdiffusive behavior of the field-lines. If the energy range spectral index exceeds unity a free-streaming behavior of the field-lines can be found for all relevant length-scales of turbulence. Since the superdiffusive results obtained for the slab model are exact, it seems that superdiffusion is the normal behavior of field-line wandering.

  19. Efficiency analysis of diffusion on T-fractals in the sense of random walks.

    PubMed

    Peng, Junhao; Xu, Guoai

    2014-04-07

    Efficiently controlling the diffusion process is crucial in the study of diffusion problem in complex systems. In the sense of random walks with a single trap, mean trapping time (MTT) and mean diffusing time (MDT) are good measures of trapping efficiency and diffusion efficiency, respectively. They both vary with the location of the node. In this paper, we analyze the effects of node's location on trapping efficiency and diffusion efficiency of T-fractals measured by MTT and MDT. First, we provide methods to calculate the MTT for any target node and the MDT for any source node of T-fractals. The methods can also be used to calculate the mean first-passage time between any pair of nodes. Then, using the MTT and the MDT as the measure of trapping efficiency and diffusion efficiency, respectively, we compare the trapping efficiency and diffusion efficiency among all nodes of T-fractal and find the best (or worst) trapping sites and the best (or worst) diffusing sites. Our results show that the hub node of T-fractal is the best trapping site, but it is also the worst diffusing site; and that the three boundary nodes are the worst trapping sites, but they are also the best diffusing sites. Comparing the maximum of MTT and MDT with their minimums, we find that the maximum of MTT is almost 6 times of the minimum of MTT and the maximum of MDT is almost equal to the minimum for MDT. Thus, the location of target node has large effect on the trapping efficiency, but the location of source node almost has no effect on diffusion efficiency. We also simulate random walks on T-fractals, whose results are consistent with the derived results.

  20. Flexible sampling large-scale social networks by self-adjustable random walk

    NASA Astrophysics Data System (ADS)

    Xu, Xiao-Ke; Zhu, Jonathan J. H.

    2016-12-01

    Online social networks (OSNs) have become an increasingly attractive gold mine for academic and commercial researchers. However, research on OSNs faces a number of difficult challenges. One bottleneck lies in the massive quantity and often unavailability of OSN population data. Sampling perhaps becomes the only feasible solution to the problems. How to draw samples that can represent the underlying OSNs has remained a formidable task because of a number of conceptual and methodological reasons. Especially, most of the empirically-driven studies on network sampling are confined to simulated data or sub-graph data, which are fundamentally different from real and complete-graph OSNs. In the current study, we propose a flexible sampling method, called Self-Adjustable Random Walk (SARW), and test it against with the population data of a real large-scale OSN. We evaluate the strengths of the sampling method in comparison with four prevailing methods, including uniform, breadth-first search (BFS), random walk (RW), and revised RW (i.e., MHRW) sampling. We try to mix both induced-edge and external-edge information of sampled nodes together in the same sampling process. Our results show that the SARW sampling method has been able to generate unbiased samples of OSNs with maximal precision and minimal cost. The study is helpful for the practice of OSN research by providing a highly needed sampling tools, for the methodological development of large-scale network sampling by comparative evaluations of existing sampling methods, and for the theoretical understanding of human networks by highlighting discrepancies and contradictions between existing knowledge/assumptions of large-scale real OSN data.

  1. An improved random walk algorithm for the implicit Monte Carlo method

    NASA Astrophysics Data System (ADS)

    Keady, Kendra P.; Cleveland, Mathew A.

    2017-01-01

    In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in "fully-gray" form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities are a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2-4 compared to standard RW, and a factor of ∼3-6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.

  2. SU-F-BRD-09: A Random Walk Model Algorithm for Proton Dose Calculation

    SciTech Connect

    Yao, W; Farr, J

    2015-06-15

    Purpose: To develop a random walk model algorithm for calculating proton dose with balanced computation burden and accuracy. Methods: Random walk (RW) model is sometimes referred to as a density Monte Carlo (MC) simulation. In MC proton dose calculation, the use of Gaussian angular distribution of protons due to multiple Coulomb scatter (MCS) is convenient, but in RW the use of Gaussian angular distribution requires an extremely large computation and memory. Thus, our RW model adopts spatial distribution from the angular one to accelerate the computation and to decrease the memory usage. From the physics and comparison with the MC simulations, we have determined and analytically expressed those critical variables affecting the dose accuracy in our RW model. Results: Besides those variables such as MCS, stopping power, energy spectrum after energy absorption etc., which have been extensively discussed in literature, the following variables were found to be critical in our RW model: (1) inverse squared law that can significantly reduce the computation burden and memory, (2) non-Gaussian spatial distribution after MCS, and (3) the mean direction of scatters at each voxel. In comparison to MC results, taken as reference, for a water phantom irradiated by mono-energetic proton beams from 75 MeV to 221.28 MeV, the gamma test pass rate was 100% for the 2%/2mm/10% criterion. For a highly heterogeneous phantom consisting of water embedded by a 10 cm cortical bone and a 10 cm lung in the Bragg peak region of the proton beam, the gamma test pass rate was greater than 98% for the 3%/3mm/10% criterion. Conclusion: We have determined key variables in our RW model for proton dose calculation. Compared with commercial pencil beam algorithms, our RW model much improves the dose accuracy in heterogeneous regions, and is about 10 times faster than MC simulations.

  3. Multicomponent effective medium-correlated random walk theory for the diffusion of fluid mixtures through porous media.

    PubMed

    Bonilla, Mauricio R; Bhatia, Suresh K

    2012-01-10

    Molecular transport in nanoconfined spaces plays a key role in many emerging technologies for gas separation and storage, as well as in nanofluidics. The infiltration of fluid mixtures into the voids of porous frameworks having complex topologies is common place to these technologies, and optimizing their performance entails developing a deeper understanding of how the flow of these mixtures is affected by the morphology of the pore space, particularly its pore size distribution and pore connectivity. Although several techniques have been developed for the estimation of the effective diffusivity characterizing the transport of single fluids through porous materials, this is not the case for fluid mixtures, where the only alternatives rely on a time-consuming solution of the pore network equations or adaptations of the single fluid theories which are useful for a limited type of systems. In this paper, a hybrid multicomponent effective medium-correlated random walk theory for the calculation of the effective transport coefficients matrix of fluid mixtures diffusing through porous materials is developed. The theory is suitable for those systems in which component fluxes at the single pore level can be related to the potential gradients of the different species through linear flux laws and corresponds to a generalization of the classical single fluid effective medium theory for the analysis of random resistor networks. Comparison with simulation of the diffusion of binary CO(2)/H(2)S and ternary CO(2)/H(2)S/C(3)H(8) gas mixtures in membranes modeled as large networks of randomly oriented pores with both continuous and discrete pore size distributions demonstrates the power of the theory, which was tested using the well-known generalized Maxwell-Stefan model for surface diffusion at the single pore level.

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

    ERIC Educational Resources Information Center

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

    2011-01-01

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

  5. One Model Fits All: Explaining Many Aspects of Number Comparison within a Single Coherent Model-A Random Walk Account

    ERIC Educational Resources Information Center

    Reike, Dennis; Schwarz, Wolf

    2016-01-01

    The time required to determine the larger of 2 digits decreases with their numerical distance, and, for a given distance, increases with their magnitude (Moyer & Landauer, 1967). One detailed quantitative framework to account for these effects is provided by random walk models. These chronometric models describe how number-related noisy…

  6. Planar elliptic growth

    SciTech Connect

    Mineev, Mark

    2008-01-01

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

  7. Integrodifferential formulations of the continuous-time random walk for solute transport subject to bimolecular A+B→0 reactions: From micro- to mesoscopic.

    PubMed

    Hansen, Scott K; Berkowitz, Brian

    2015-03-01

    We develop continuous-time random walk (CTRW) equations governing the transport of two species that annihilate when in proximity to one another. In comparison with catalytic or spontaneous transformation reactions that have been previously considered in concert with CTRW, both species have spatially variant concentrations that require consideration. We develop two distinct formulations. The first treats transport and reaction microscopically, potentially capturing behavior at sharp fronts, but at the cost of being strongly nonlinear. The second, mesoscopic, formulation relies on a separation-of-scales technique we develop to separate microscopic-scale reaction and upscaled transport. This simplifies the governing equations and allows treatment of more general reaction dynamics, but requires stronger smoothness assumptions of the solution. The mesoscopic formulation is easily tractable using an existing solution from the literature (we also provide an alternative derivation), and the generalized master equation (GME) for particles undergoing A+B→0 reactions is presented. We show that this GME simplifies, under appropriate circumstances, to both the GME for the unreactive CTRW and to the advection-dispersion-reaction equation. An additional major contribution of this work is on the numerical side: to corroborate our development, we develop an indirect particle-tracking-partial-integro-differential-equation (PIDE) hybrid verification technique which could be applicable widely in reactive anomalous transport. Numerical simulations support the mesoscopic analysis.

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

    PubMed Central

    Blatti, Charles; Sinha, Saurabh

    2016-01-01

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

  9. Large-scale identification of adverse drug reaction-related proteins through a random walk model

    PubMed Central

    Chen, Xiaowen; Shi, Hongbo; Yang, Feng; Yang, Lei; Lv, Yingli; Wang, Shuyuan; Dai, Enyu; Sun, Dianjun; Jiang, Wei

    2016-01-01

    Adverse drug reactions (ADRs) are responsible for drug failure in clinical trials and affect life quality of patients. The identification of ADRs during the early phases of drug development is an important task. Therefore, predicting potential protein targets eliciting ADRs is essential for understanding the pathogenesis of ADRs. In this study, we proposed a computational algorithm,Integrated Network for Protein-ADR relations (INPADR), to infer potential protein-ADR relations based on an integrated network. First, the integrated network was constructed by connecting the protein-protein interaction network and the ADR similarity network using known protein-ADR relations. Then, candidate protein-ADR relations were further prioritized by performing a random walk with restart on this integrated network. Leave-one-out cross validation was used to evaluate the ability of the INPADR. An AUC of 0.8486 was obtained, which was a significant improvement compared to previous methods. We also applied the INPADR to two ADRs to evaluate its accuracy. The results suggested that the INPADR is capable of finding novel protein-ADR relations. This study provides new insight to our understanding of ADRs. The predicted ADR-related proteins will provide a reference for preclinical safety pharmacology studies and facilitate the identification of ADRs during the early phases of drug development. PMID:27805066

  10. Socially informed random walks: incorporating group dynamics into models of population spread and growth

    PubMed Central

    Haydon, Daniel T; Morales, Juan M; Yott, Adelle; Jenkins, Deborah A; Rosatte, Rick; Fryxell, John M

    2008-01-01

    Simple correlated random walk (CRW) models are rarely sufficient to describe movement of animals over more than the shortest time scales. However, CRW approaches can be used to model more complex animal movement trajectories by assuming individuals move in one of several different behavioural or movement states, each characterized by a different CRW. The spatial and social context an individual experiences may influence the proportion of time spent in different movement states, with subsequent effects on its spatial distribution, survival and fecundity. While methods to study habitat influences on animal movement have been previously developed, social influences have been largely neglected. Here, we fit a ‘socially informed’ movement model to data from a population of over 100 elk (Cervus canadensis) reintroduced into a new environment, radio-collared and subsequently tracked over a 4-year period. The analysis shows how elk move further when they are solitary than when they are grouped and incur a higher rate of mortality the further they move away from the release area. We use the model to show how the spatial distribution and growth rate of the population depend on the balance of fission and fusion processes governing the group structure of the population. The results are briefly discussed with respect to the design of species reintroduction programmes. PMID:18270158

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

    PubMed

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

    2015-12-07

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

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

    PubMed Central

    Woess, Wolfgang

    2012-01-01

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

  13. Subdiffusive random walk in a membrane system: the generalized method of images approach

    NASA Astrophysics Data System (ADS)

    Kosztołowicz, Tadeusz

    2015-10-01

    Using two random walk models in a system with a thin membrane we find the Green’s functions describing various kinds of diffusion in this system; the membrane is treated here as a thin, partially permeable wall. The models differ in the assumptions concerning how the particle is stopped or reflected by the membrane when the particle’s attempts to pass through it fail. We show that the Green’s functions obtained for both models are equivalent with the exception of the values of these functions at the membranes’ surfaces. As examples we present the Green’s functions for a membrane system in which subdiffusion or slow subdiffusion occurs and we briefly discuss the properties of the functions. We also show that the Green’s functions can be obtained by means of the generalized method of images. Within this method, the Green’s functions appear to be a combination of the Green’s functions derived for a homogeneous system without a membrane by means of the rules presented in this paper. Additionally, the obtained Green’s functions are used to derive a boundary condition at the membrane. It is shown that the condition contains a specific term which can be interpreted as a ‘memory term’ depending on the kind of diffusion occurring in the system which is generated by the membrane.

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

    NASA Astrophysics Data System (ADS)

    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), 10.1103/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.

  15. Loop-erased random walk on a percolation cluster: crossover from Euclidean to fractal geometry.

    PubMed

    Daryaei, E; Rouhani, S

    2014-06-01

    We study loop-erased random walk (LERW) on the percolation cluster, with occupation probability p ≥ p_{c}, in two and three dimensions. We find that the fractal dimensions of LERW_{p} are close to normal LERW in a Euclidean lattice, for all p>p_{c}. However, our results reveal that LERW on critical incipient percolation clusters is fractal with d_{f}=1.217 ± 0.002 for d=2 and 1.43 ± 0.02 for d=3, independent of the coordination number of the lattice. These values are consistent with the known values for optimal path exponents in strongly disordered media. We investigate how the behavior of the LERW_{p} crosses over from Euclidean to fractal geometry by gradually decreasing the value of the parameter p from 1 to p_{c}. For finite systems, two crossover exponents and a scaling relation can be derived. This work opens up a theoretical window regarding the diffusion process on fractal and random landscapes.

  16. Hausdorff and Packing Spectra, Large Deviations, and Free Energy for Branching Random Walks in

    NASA Astrophysics Data System (ADS)

    Attia, Najmeddine; Barral, Julien

    2014-10-01

    Consider an -valued branching random walk (BRW) on a supercritical Galton Watson tree. Without any assumption on the distribution of this BRW we compute, almost surely and simultaneously, the Hausdorff and packing dimensions of the level sets E( K) of infinite branches in the boundary of the tree (endowed with its standard metric) along which the averages of the BRW have a given closed connected set of limit points K. This goes beyond multifractal analysis, which only considers those level sets when K ranges in the set of singletons . We also give a 0-∞ law for the Hausdorff and packing measures of the level sets E({ α}), and compute the free energy of the associated logarithmically correlated random energy model in full generality. Moreover, our results complete the previous works on multifractal analysis by including the levels α which do not belong to the range of the gradient of the free energy. This covers in particular a situation that was until now badly understood, namely the case where a first order phase transition occurs. As a consequence of our study, we can also describe the whole singularity spectrum of Mandelbrot measures, as well as the associated free energy function (or L q -spectrum), when a first order phase transition occurs.

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

    PubMed Central

    Bertrand, Sophie; Joo, Rocío; Fablet, Ronan

    2015-01-01

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

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

    PubMed Central

    Kion-Crosby, Willow; Morozov, Alexandre V.

    2015-01-01

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

  19. Testing the imprint of nonstandard cosmologies on void profiles using Monte Carlo random walks

    NASA Astrophysics Data System (ADS)

    Achitouv, Ixandra

    2016-11-01

    Using Monte Carlo random walks of a log-normal distribution, we show how to qualitatively study void properties for nonstandard cosmologies. We apply this method to an f (R ) modified gravity model and recover the N -body simulation results of [1 I. Achitouv, M. Baldi, E. Puchwein, and J. Weller, Phys. Rev. D 93, 103522 (2016).] for the void profiles and their deviation from GR. This method can potentially be extended to study other properties of the large scale structures such as the abundance of voids or overdense environments. We also introduce a new way to identify voids in the cosmic web, using only a few measurements of the density fluctuations around random positions. This algorithm allows us to select voids with specific profiles and radii. As a consequence, we can target classes of voids with higher differences between f (R ) and standard gravity void profiles. Finally, we apply our void criteria to galaxy mock catalogues and discuss how the flexibility of our void finder can be used to reduce systematic errors when probing the growth rate in the galaxy-void correlation function.

  20. Statistical analysis of cell migration in 3D using the anisotropic persistent random walk model.

    PubMed

    Wu, Pei-Hsun; Giri, Anjil; Wirtz, Denis

    2015-03-01

    Cell migration through 3D extracellular matrices (ECMs) is crucial to the normal development of tissues and organs and in disease processes, yet adequate analytical tools to characterize 3D migration are lacking. The motility of eukaryotic cells on 2D substrates in the absence of gradients has long been described using persistent random walks (PRWs). Recent work shows that 3D migration is anisotropic and features an exponential mean cell velocity distribution, rendering the PRW model invalid. Here we present a protocol for the analysis of 3D cell motility using the anisotropic PRW model. The software, which is implemented in MATLAB, enables statistical profiling of experimentally observed 2D and 3D cell trajectories, and it extracts the persistence and speed of cells along primary and nonprimary directions and an anisotropic index of migration. Basic computer skills and experience with MATLAB software are recommended for successful use of the protocol. This protocol is highly automated and fast, taking <30 min to analyze trajectory data per biological condition.

  1. D Fluid Deformation and Mixing via a Continuous Time Random Walk

    NASA Astrophysics Data System (ADS)

    Lester, D. R.; Dentz, M.; Le Borgne, T.; de Barros, F.

    2015-12-01

    Fluid stretching and deformation as quantified by the fluid deformation gradient tensor directly controls mixing of diffusive species in both chaotic and non-chaotic, 2D and 3D flows at the pore- and Darcy scales. Indeed, recent advances [LeBorgne et. al. PRL, 110, 204501, 2013] in the prediction of mixing and scalar dissipation require the distribution of fluid deformation rates as quantitative inputs. However, these measures are often difficult to link to medium properties or statistical heterogeneity controls. To advance this problem, we present a novel Continuous Time Random Walk (CTRW) to model stochastic evolution of the 3D fluid deformation tensor in a Protean (streamline) coordinate frame. This approach allows topological constraints imposed by the flow kinematics to be naturally obeyed, and furthermore flow features that generate non-Fickian transport can be clearly elucidated. For simple flows, this framework allows the distribution of deformation rates (and hence mixing) to be expressed in terms of heterogenenity controls, and for more complex flows, this approach clearly identifies what flow features govern anomalous transport and how their statistics can be measured as model inputs.

  2. Biased random walk in spatially embedded networks with total cost constraint

    NASA Astrophysics Data System (ADS)

    Niu, Rui-Wu; Pan, Gui-Jun

    2016-11-01

    We investigate random walk with a bias toward a target node in spatially embedded networks with total cost restriction introduced by Li et al. (2010). Precisely, The network is built from a two-dimension regular lattice to be improved by adding long-range shortcuts with probability P(rij) ∼rij-α, where rij is the Manhattan distance between sites i and j, and α is a variable exponent, the total length of the long-range connections is restricted. Bias is represented as a probability p of the packet or particle to travel at every hop toward the node which has the smallest Manhattan distance to the target node. By studying the mean first passage time (MFPT) for different exponent log < l > , we find that the best transportation condition is obtained with an exponent α = d + 1(d = 2) for all p. The special phenomena can be possibly explained by the theory of information entropy, we find that when α = d + 1(d = 2) , the spatial network with total cost restriction becomes an optimal network which has a maximum information entropy. In addition, the scaling of the MFPT with the size of the network is also investigated, and finds that the scaling of the MFPT with L follows a linear distribution for all p > 0.

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

    PubMed

    Schulz, Johannes H P; Barkai, Eli

    2015-06-01

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

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

    NASA Astrophysics Data System (ADS)

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

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

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

    PubMed

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

    2015-08-01

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

  6. 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.

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

    NASA Astrophysics Data System (ADS)

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

    2011-12-01

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

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

    NASA Astrophysics Data System (ADS)

    Baskaran, G.

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

  9. Backward jump continuous-time random walk: an application to market trading.

    PubMed

    Gubiec, Tomasz; Kutner, Ryszard

    2010-10-01

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

  10. Dispersion in porous media, continuous-time random walks, and percolation.

    PubMed

    Sahimi, Muhammad

    2012-01-01

    A promising approach to the modeling of anomalous (non-Gaussian) dispersion in flow through heterogeneous porous media is the continuous-time random walk (CTRW) method. In such a formula on the waiting time distribution ψ(t) is usually assumed to be given by ψ(t)∼t-1-α, with α fitted to the experimental data. The exponent α is also related to the power-law growth of the mean-square displacement of the solute with the time t ∼ tζ. Invoking percolation and using a scaling analysis, we relate α to the geometrical exponents of percolation (ν, β, and βB) as well as the exponents μ and e that characterize the power-law behavior of the effective conductivity and permeability of porous media near the percolation threshold. We then explain the cause of the nonuniversality of α in terms of the nonuniversality of μ and e in continuum systems, and in percolation models with long-range correlations, and propose bounds for it. The results are consistent with the experimental data, both at the laboratory and field scales.

  11. Quasi-Stationary Regime of a Branching Random Walk in Presence of an Absorbing Wall

    NASA Astrophysics Data System (ADS)

    Simon, Damien; Derrida, Bernard

    2008-04-01

    A branching random walk in presence of an absorbing wall moving at a constant velocity v undergoes a phase transition as the velocity v of the wall varies. Below the critical velocity v c , the population has a non-zero survival probability and when the population survives its size grows exponentially. We investigate the histories of the population conditioned on having a single survivor at some final time T. We study the quasi-stationary regime for v< v c when T is large. To do so, one can construct a modified stochastic process which is equivalent to the original process conditioned on having a single survivor at final time T. We then use this construction to show that the properties of the quasi-stationary regime are universal when v→ v c . We also solve exactly a simple version of the problem, the exponential model, for which the study of the quasi-stationary regime can be reduced to the analysis of a single one-dimensional map.

  12. Identifying and Analyzing Novel Epilepsy-Related Genes Using Random Walk with Restart Algorithm

    PubMed Central

    Guo, Wei; Shang, Dong-Mei; Cao, Jing-Hui; Feng, Kaiyan; Wang, ShaoPeng

    2017-01-01

    As a pathological condition, epilepsy is caused by abnormal neuronal discharge in brain which will temporarily disrupt the cerebral functions. Epilepsy is a chronic disease which occurs in all ages and would seriously affect patients' personal lives. Thus, it is highly required to develop effective medicines or instruments to treat the disease. Identifying epilepsy-related genes is essential in order to understand and treat the disease because the corresponding proteins encoded by the epilepsy-related genes are candidates of the potential drug targets. In this study, a pioneering computational workflow was proposed to predict novel epilepsy-related genes using the random walk with restart (RWR) algorithm. As reported in the literature RWR algorithm often produces a number of false positive genes, and in this study a permutation test and functional association tests were implemented to filter the genes identified by RWR algorithm, which greatly reduce the number of suspected genes and result in only thirty-three novel epilepsy genes. Finally, these novel genes were analyzed based upon some recently published literatures. Our findings implicate that all novel genes were closely related to epilepsy. It is believed that the proposed workflow can also be applied to identify genes related to other diseases and deepen our understanding of the mechanisms of these diseases. PMID:28255556

  13. An analytical correlated random walk model and its application to understand subdiffusion in crowded environment

    NASA Astrophysics Data System (ADS)

    Hasnain, Sabeeha; Bandyopadhyay, Pradipta

    2015-09-01

    Subdiffusion in crowded environment such as movement of macromolecule in a living cell has often been observed experimentally. The primary reason for subdiffusion is volume exclusion by the crowder molecules. However, other effects such as hydrodynamic interaction may also play an important role. Although there are a large number of computer simulation studies on understanding molecular crowding, there is a lack of theoretical models that can be connected to both experiment and simulation. In the current work, we have formulated a one-dimensional correlated random walk model by connecting this to the motion in a crowded environment. We have found the exact solution of the probability distribution function of the model by solving it analytically. The parameters of our model can be obtained either from simulation or experiment. It has been shown that this analytical model captures some of the general features of diffusion in crowded environment as given in the previous literature and its prediction for transient subdiffusion closely matches the observations of a previous study of computer simulation of Escherichia coli cytoplasm. It is likely that this model will open up more development of theoretical models in this area.

  14. Sharp Trapping Boundaries in the Random Walk of Interplanetary Magnetic Field Lines

    NASA Astrophysics Data System (ADS)

    Ruffolo, D.; Chuychai, P.; Meechai, J.; Pongkitiwanichkul, P.; Kimpraphan, N.; Matthaeus, W. H.; Rowlands, G.

    2004-05-01

    Although magnetic field lines in space are believed to undergo a diffusive random walk in the long-distance limit, observed dropouts of solar energetic particles, as well as computer simulations, indicate sharply defined filaments in which interplanetary magnetic field lines have been temporarily trapped. We identify mechanisms that can explain such sharp boundaries in the framework of 2D+slab turbulence, a model that provides a good explanation of solar wind turbulence spectra and the parallel transport of solar energetic particles. Local trapping boundaries (LTBs) are empirically defined as trajectories of 2D turbulence where the mean 2D field is a local maximum. In computer simulations, the filaments (or ``islands'' in the two dimensions perpendicular to the mean field) that are most resistant to slab diffusion correspond closely to the mathematically defined LTBs, that is, there is a mathematical prescription for defining the trapping regions. Furthermore, we provide computational evidence and a theoretical explanation that strong 2D turbulence can inhibit diffusion due to the slab component. Therefore, while these filaments are basically defined by the small-scale topology of 2D turbulence, there can be sharp trapping boundaries where the 2D field is strongest. This work was supported by the Thailand Research Fund, the Rachadapisek Sompoj Fund of Chulalongkorn University, and NASA Grant NAG5-11603. G.R. thanks Mahidol University for its hospitality and the Thailand Commission for Higher Education for travel support.

  15. Finite current stationary states of random walks on one-dimensional lattices with aperiodic disorder

    NASA Astrophysics Data System (ADS)

    Miki, Hiroshi

    2016-11-01

    Stationary states of random walks with finite induced drift velocity on one-dimensional lattices with aperiodic disorder are investigated by scaling analysis. Three aperiodic sequences, the Thue-Morse (TM), the paperfolding (PF), and the Rudin-Shapiro (RS) sequences, are used to construct the aperiodic disorder. These are binary sequences, composed of two symbols A and B, and the ratio of the number of As to that of Bs converges to unity in the infinite sequence length limit, but their effects on diffusional behavior are different. For the TM model, the stationary distribution is extended, as in the case without current, and the drift velocity is independent of the system size. For the PF model and the RS model, as the system size increases, the hierarchical and fractal structure and the localized structure, respectively, are broken by a finite current and changed to an extended distribution if the system size becomes larger than a certain threshold value. Correspondingly, the drift velocity is saturated in a large system while in a small system it decreases as the system size increases.

  16. Existence and multiplicity of solutions for fourth-order elliptic equations of Kirchhoff type with critical growth in ℝN

    NASA Astrophysics Data System (ADS)

    Liang, Sihua; Zhang, Jihui

    2016-11-01

    In this paper, we deal with the existence and multiplicity of solutions for fourth-order elliptic equations of Kirchhoff type with critical nonlinearity: -ε4 Δ2 u + ε4 a + b ∫ ℝN |∇ u|)2 d x Δ u + V ( x ) u = |u| 2* * - 2 u + h ( x , u ) , (t, x) ∈ ℝ × ℝN. By using Lions' second concentration-compactness principle and concentration-compactness principle at infinity to prove that (PS) condition holds locally and by variational method, we prove that it has at least one solution and for any m ∈ ℕ, it has at least m pairs of solutions.

  17. The Mixing Time of a Random Walk on a Long-Range Percolation Cluster in Pre-Sierpinski Gasket

    NASA Astrophysics Data System (ADS)

    Misumi, Jun

    2016-10-01

    We consider a random graph created by the long-range percolation on the nth stage finite subset of a fractal lattice called the pre-Sierpinski gasket. The long-range percolation is a stochastic model in which any pair of two points is connected by a random bond independently. On the random graph obtained as above, we consider a discrete-time random walk. We show that the mixing time of the random walk is of order 2^{(s-d)n} if d

  18. A comparison of network sampling designs for a hidden population of drug users: Random walk vs. respondent-driven sampling.

    PubMed

    Bell, David C; Erbaugh, Elizabeth B; Serrano, Tabitha; Dayton-Shotts, Cheryl A; Montoya, Isaac D

    2017-02-01

    Both random walk and respondent-driven sampling (RDS) exploit social networks and may reduce biases introduced by earlier methods for sampling from hidden populations. Although RDS has become much more widely used by social researchers than random walk (RW), there has been little discussion of the tradeoffs in choosing RDS over RW. This paper compares experiences of implementing RW and RDS to recruit drug users to a network-based study in Houston, Texas. Both recruitment methods were implemented over comparable periods of time, with the same population, by the same research staff. RDS methods recruited more participants with less strain on staff. However, participants recruited through RW were more forthcoming than RDS participants in helping to recruit members of their social networks. Findings indicate that, dependent upon study goals, researchers' choice of design may influence participant recruitment, participant commitment, and impact on staff, factors that may in turn affect overall study success.

  19. Molecular dynamics simulation for PBR pebble tracking simulation via a random walk approach using Monte Carlo simulation.

    PubMed

    Lee, Kyoung O; Holmes, Thomas W; Calderon, Adan F; Gardner, Robin P

    2012-05-01

    Using a Monte Carlo (MC) simulation, random walks were used for pebble tracking in a two-dimensional geometry in the presence of a biased gravity field. We investigated the effect of viscosity damping in the presence of random Gaussian fluctuations. The particle tracks were generated by Molecular Dynamics (MD) simulation for a Pebble Bed Reactor. The MD simulations were conducted in the interaction of noncohesive Hertz-Mindlin theory where the random walk MC simulation has a correlation with the MD simulation. This treatment can easily be extended to include the generation of transient gamma-ray spectra from a single pebble that contains a radioactive tracer. Then the inverse analysis thereof could be made to determine the uncertainty of the realistic measurement of transient positions of that pebble by any given radiation detection system designed for that purpose.

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

    SciTech Connect

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

    2015-06-15

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

  1. Random Walk and Graph Cut for Co-Segmentation of Lung Tumor on PET-CT Images.

    PubMed

    Ju, Wei; Xiang, Dehui; Xiang, Deihui; Zhang, Bin; Wang, Lirong; Kopriva, Ivica; Chen, Xinjian

    2015-12-01

    Accurate lung tumor delineation plays an important role in radiotherapy treatment planning. Since the lung tumor has poor boundary in positron emission tomography (PET) images and low contrast in computed tomography (CT) images, segmentation of tumor in the PET and CT images is a challenging task. In this paper, we effectively integrate the two modalities by making fully use of the superior contrast of PET images and superior spatial resolution of CT images. Random walk and graph cut method is integrated to solve the segmentation problem, in which random walk is utilized as an initialization tool to provide object seeds for graph cut segmentation on the PET and CT images. The co-segmentation problem is formulated as an energy minimization problem which is solved by max-flow/min-cut method. A graph, including two sub-graphs and a special link, is constructed, in which one sub-graph is for the PET and another is for CT, and the special link encodes a context term which penalizes the difference of the tumor segmentation on the two modalities. To fully utilize the characteristics of PET and CT images, a novel energy representation is devised. For the PET, a downhill cost and a 3D derivative cost are proposed. For the CT, a shape penalty cost is integrated into the energy function which helps to constrain the tumor region during the segmentation. We validate our algorithm on a data set which consists of 18 PET-CT images. The experimental results indicate that the proposed method is superior to the graph cut method solely using the PET or CT is more accurate compared with the random walk method, random walk co-segmentation method, and non-improved graph cut method.

  2. 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

  3. Random Walk Graph Laplacian-Based Smoothness Prior for Soft Decoding of JPEG Images

    NASA Astrophysics Data System (ADS)

    Liu, Xianming; Cheung, Gene; Wu, Xiaolin; Zhao, Debin

    2017-02-01

    Given the prevalence of JPEG compressed images, optimizing image reconstruction from the compressed format remains an important problem. Instead of simply reconstructing a pixel block from the centers of indexed DCT coefficient quantization bins (hard decoding), soft decoding reconstructs a block by selecting appropriate coefficient values within the indexed bins with the help of signal priors. The challenge thus lies in how to define suitable priors and apply them effectively. In this paper, we combine three image priors---Laplacian prior for DCT coefficients, sparsity prior and graph-signal smoothness prior for image patches---to construct an efficient JPEG soft decoding algorithm. Specifically, we first use the Laplacian prior to compute a minimum mean square error (MMSE) initial solution for each code block. Next, we show that while the sparsity prior can reduce block artifacts, limiting the size of the over-complete dictionary (to lower computation) would lead to poor recovery of high DCT frequencies. To alleviate this problem, we design a new graph-signal smoothness prior (desired signal has mainly low graph frequencies) based on the left eigenvectors of the random walk graph Laplacian matrix (LERaG). Compared to previous graph-signal smoothness priors, LERaG has desirable image filtering properties with low computation overhead. We demonstrate how LERaG can facilitate recovery of high DCT frequencies of a piecewise smooth (PWS) signal via an interpretation of low graph frequency components as relaxed solutions to normalized cut in spectral clustering. Finally, we construct a soft decoding algorithm using the three signal priors with appropriate prior weights. Experimental results show that our proposal outperforms state-of-the-art soft decoding algorithms in both objective and subjective evaluations noticeably.

  4. Equivalence between Step Selection Functions and Biased Correlated Random Walks for Statistical Inference on Animal Movement

    PubMed Central

    Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul

    2015-01-01

    Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis. PMID:25898019

  5. Systematic angle random walk estimation of the constant rate biased ring laser gyro.

    PubMed

    Yu, Huapeng; Wu, Wenqi; Wu, Meiping; Feng, Guohu; Hao, Ming

    2013-02-27

    An actual account of the angle random walk (ARW) coefficients of gyros in the constant rate biased rate ring laser gyro (RLG) inertial navigation system (INS) is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS) for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS.

  6. Graph-Driven Diffusion and Random Walk Schemes for Image Segmentation.

    PubMed

    Bampis, Christos G; Maragos, Petros; Bovik, Alan C

    2016-10-26

    We propose graph-driven approaches to image segmentation by developing diffusion processes defined on arbitrary graphs. We formulate a solution to the image segmentation problem modeled as the result of infectious wavefronts propagating on an image-driven graph where pixels correspond to nodes of an arbitrary graph. By relating the popular Susceptible - Infected - Recovered epidemic propagation model to the Random Walker algorithm, we develop the Normalized Random Walker and a lazy random walker variant. The underlying iterative solutions of these methods are derived as the result of infections transmitted on this arbitrary graph. The main idea is to incorporate a degree-aware term into the original Random Walker algorithm in order to account for the node centrality of every neighboring node and to weigh the contribution of every neighbor to the underlying diffusion process. Our lazy random walk variant models the tendency of patients or nodes to resist changes in their infection status. We also show how previous work can be naturally extended to take advantage of this degreeaware term which enables the design of other novel methods. Through an extensive experimental analysis, we demonstrate the reliability of our approach, its small computational burden and the dimensionality reduction capabilities of graph-driven approaches. Without applying any regular grid constraint, the proposed graph clustering scheme allows us to consider pixellevel, node-level approaches and multidimensional input data by naturally integrating the importance of each node to the final clustering or segmentation solution. A software release containing implementations of this work and supplementary material can be found at: http://cvsp.cs.ntua.gr/research/GraphClustering/.

  7. Random Walk Graph Laplacian-Based Smoothness Prior for Soft Decoding of JPEG Images.

    PubMed

    Liu, Xianming; Cheung, Gene; Wu, Xiaolin; Zhao, Debin

    2017-02-01

    Given the prevalence of joint photographic experts group (JPEG) compressed images, optimizing image reconstruction from the compressed format remains an important problem. Instead of simply reconstructing a pixel block from the centers of indexed discrete cosine transform (DCT) coefficient quantization bins (hard decoding), soft decoding reconstructs a block by selecting appropriate coefficient values within the indexed bins with the help of signal priors. The challenge thus lies in how to define suitable priors and apply them effectively. In this paper, we combine three image priors-Laplacian prior for DCT coefficients, sparsity prior, and graph-signal smoothness prior for image patches-to construct an efficient JPEG soft decoding algorithm. Specifically, we first use the Laplacian prior to compute a minimum mean square error initial solution for each code block. Next, we show that while the sparsity prior can reduce block artifacts, limiting the size of the overcomplete dictionary (to lower computation) would lead to poor recovery of high DCT frequencies. To alleviate this problem, we design a new graph-signal smoothness prior (desired signal has mainly low graph frequencies) based on the left eigenvectors of the random walk graph Laplacian matrix (LERaG). Compared with the previous graph-signal smoothness priors, LERaG has desirable image filtering properties with low computation overhead. We demonstrate how LERaG can facilitate recovery of high DCT frequencies of a piecewise smooth signal via an interpretation of low graph frequency components as relaxed solutions to normalized cut in spectral clustering. Finally, we construct a soft decoding algorithm using the three signal priors with appropriate prior weights. Experimental results show that our proposal outperforms the state-of-the-art soft decoding algorithms in both objective and subjective evaluations noticeably.

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

    NASA Astrophysics Data System (ADS)

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

    2016-08-01

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

  9. Directional Migration of Recirculating Lymphocytes through Lymph Nodes via Random Walks

    PubMed Central

    Thomas, Niclas; Matejovicova, Lenka; Srikusalanukul, Wichat; Shawe-Taylor, John; Chain, Benny

    2012-01-01

    Naive T lymphocytes exhibit extensive antigen-independent recirculation between blood and lymph nodes, where they may encounter dendritic cells carrying cognate antigen. We examine how long different T cells may spend in an individual lymph node by examining data from long term cannulation of blood and efferent lymphatics of a single lymph node in the sheep. We determine empirically the distribution of transit times of migrating T cells by applying the Least Absolute Shrinkage & Selection Operator () or regularised to fit experimental data describing the proportion of labelled infused cells in blood and efferent lymphatics over time. The optimal inferred solution reveals a distribution with high variance and strong skew. The mode transit time is typically between 10 and 20 hours, but a significant number of cells spend more than 70 hours before exiting. We complement the empirical machine learning based approach by modelling lymphocyte passage through the lymph node . On the basis of previous two photon analysis of lymphocyte movement, we optimised distributions which describe the transit times (first passage times) of discrete one dimensional and continuous (Brownian) three dimensional random walks with drift. The optimal fit is obtained when drift is small, i.e. the ratio of probabilities of migrating forward and backward within the node is close to one. These distributions are qualitatively similar to the inferred empirical distribution, with high variance and strong skew. In contrast, an optimised normal distribution of transit times (symmetrical around mean) fitted the data poorly. The results demonstrate that the rapid recirculation of lymphocytes observed at a macro level is compatible with predominantly randomised movement within lymph nodes, and significant probabilities of long transit times. We discuss how this pattern of migration may contribute to facilitating interactions between low frequency T cells and antigen presenting cells carrying cognate

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

    NASA Astrophysics Data System (ADS)

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

    2015-08-01

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

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

    NASA Astrophysics Data System (ADS)

    Bernini, S.; Leporini, D.

    2016-05-01

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

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

    SciTech Connect

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

    2015-01-01

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

  13. Equivalence between Step Selection Functions and Biased Correlated Random Walks for Statistical Inference on Animal Movement.

    PubMed

    Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul

    2015-01-01

    Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis.

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

    PubMed

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

    2016-01-01

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

  15. Systematic Angle Random Walk Estimation of the Constant Rate Biased Ring Laser Gyro

    PubMed Central

    Yu, Huapeng; Wu, Wenqi; Wu, Meiping; Feng, Guohu; Hao, Ming

    2013-01-01

    An actual account of the angle random walk (ARW) coefficients of gyros in the constant rate biased rate ring laser gyro (RLG) inertial navigation system (INS) is very important in practical engineering applications. However, no reported experimental work has dealt with the issue of characterizing the ARW of the constant rate biased RLG in the INS. To avoid the need for high cost precise calibration tables and complex measuring set-ups, the objective of this study is to present a cost-effective experimental approach to characterize the ARW of the gyros in the constant rate biased RLG INS. In the system, turntable dynamics and other external noises would inevitably contaminate the measured RLG data, leading to the question of isolation of such disturbances. A practical observation model of the gyros in the constant rate biased RLG INS was discussed, and an experimental method based on the fast orthogonal search (FOS) for the practical observation model to separate ARW error from the RLG measured data was proposed. Validity of the FOS-based method was checked by estimating the ARW coefficients of the mechanically dithered RLG under stationary and turntable rotation conditions. By utilizing the FOS-based method, the average ARW coefficient of the constant rate biased RLG in the postulate system is estimated. The experimental results show that the FOS-based method can achieve high denoising ability. This method estimate the ARW coefficients of the constant rate biased RLG in the postulate system accurately. The FOS-based method does not need precise calibration table with high cost and complex measuring set-up, and Statistical results of the tests will provide us references in engineering application of the constant rate biased RLG INS. PMID:23447008

  16. The importance of being atomic: Ecological invasions as random walks instead of waves.

    PubMed

    Reluga, Timothy C

    2016-12-01

    Invasions are one of the most easily identified spatial phenomena in ecology, and have inspired a rich variety of theories for ecologists' and naturalists' consideration. However, a number of arguments over the sensitivities of invasion rates to stochasticity, density-dependence, dimension, and discreteness persist in the literature. The standard mathematical approach to invasions is based on Fisher's analysis of traveling waves solutions for the spread of an advantageous allele. In this paper, we exploit an alternative theory based on Ellner's premise that species invasions are best interpreted not as waves, but as random walks, and that the discreteness of living organisms is fundamentally important. Using a density-dependent invasion model in a stationary environment with indivisible (atomic) individuals where reproduction and dispersal are stochastic and independent, we show 4 key properties of Ellner's invasions previously suggested by simulation analysis: (1) greater spatial dispersal stochasticity quickens invasions, (2) greater demographic stochasticity slows invasions, (3) negative density-dependence slows invasions, and (4) greater temporal dispersal stochasticity quickens invasions. We prove the first three results by using generating functions and stochastic-dominance methods to rank furthest-forward dispersal distributions. The fourth result is proven in the special case of atomless theory, but remains an open conjecture in atomic theory. In addition, we explain why, unlike atomless invasions, an infinitely wide atomic invasion in two-dimensions can travel faster than a finite-width invasion and a one-dimensional invasion. The paper concludes with a classification of invasion dynamics based on dispersal kernel tails.

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

    PubMed

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

    2015-01-01

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

  18. Describing the motion of a body with an elliptical cross section in a viscous uncompressible fluid by model equations reconstructed from data processing

    NASA Astrophysics Data System (ADS)

    Borisov, A. V.; Kuznetsov, S. P.; Mamaev, I. S.; Tenenev, V. A.

    2016-09-01

    From analysis of time series obtained on the numerical solution of a plane problem on the motion of a body with an elliptic cross section under the action of gravity force in an incompressible viscous fluid, a system of ordinary differential equations approximately describing the dynamics of the body is reconstructed. To this end, coefficients responsible for the added mass, the force caused by the circulation of the velocity field, and the resisting force are found by the least square adjustment. The agreement between the finitedimensional description and the simulation on the basis of the Navier-Stokes equations is illustrated by images of attractors in regular and chaotic modes. The coefficients found make it possible to estimate the actual contribution of different effects to the dynamics of the body.

  19. On random walk de Lévy aplicado aos mapas de variâncias

    NASA Astrophysics Data System (ADS)

    Klafke, J. C.

    2003-08-01

    Uma pergunta que surge ao nos confrontarmos com os mapas de variâncias, ou s-Maps [Klafke, J. C. "Estudo da Difusão Caótica em Ressonâncias Asteroidais", Tese de Doutorado, IAG/USP, 2002] diz respeito ao conteúdo físico de tais representações do espaço de fase. Ou seja, o que representa as variâncias das ações obtidas para uma determinada condição inicial e como relacioná-las com o tempo de difusão das órbitas, supondo-se que estas de fato estejam envolvidas em um processo difusivo? Para discutirmos essa questão, lançamos mão da modelagem dos processos estocásticos subjacentes às variâncias determinadas e implementamos uma série de simulações do tipo Monte Carlo a partir das informações registradas nos s-Maps calculados para algumas ressonâncias asteroidais bem estudadas (p.ex. 3: 1, 2: 1 e 3: 2). Para tanto, temos usado uma função de densidade de probabilidade gaussiana ao definir os n passos que permitirão estabelecer uma relação direta entre o Mapa de Difusão e o Mapa de Variâncias. Contudo, os resultados obtidos até agora tem subestimado o tempo de difusão esperado para os fenômenos conhecidos. Tal se deve ao fato de que, no processo difusivo real, é possível existirem passos de comprimento consideravelmente maiores que a média estabelecida pelas distribuições gaussiana ou normal, sobretudo quando se cruza uma região caótica. Neste trabalho, apresentamos os resultados comparativos de simulações de Monte Carlo com base no random walk de Lévy [Klafter, J. et al. 2002. "Beyond Brownian motion", Phys. Today, Feb, 33-39.], o qual possibilita passos esporádicos de comprimento acima do valor médio (saltos) permitindo estabelecer uma escala de tempo mais próxima da esperada para a difusão.

  20. Limitations on the recovery of the true AGN variability parameters using damped random walk modeling

    NASA Astrophysics Data System (ADS)

    Kozłowski, Szymon

    2017-01-01

    Context. The damped random walk (DRW) stochastic process is nowadays frequently used to model aperiodic light curves of active galactic nuclei (AGNs). A number of correlations between the DRW model parameters, the signal decorrelation timescale and amplitude, and the physical AGN parameters, such as the black hole mass or luminosity, have been reported. Aims: We are interested in whether or not it is plausible to correctly measure the DRW parameters from a typical ground-based survey, and, in particular, in how accurate the recovered DRW parameters are compared to the input ones. Methods: By means of Monte Carlo simulations of AGN light curves, we studied the impact of the light curve length, the source magnitude (the photometric properties of a survey), cadence, and additional light (e.g., from a host galaxy) on the DRW model parameters. Results: The most significant finding is that currently existing surveys are going to return unconstrained DRW decorrelation timescales, because typical rest-frame data do not probe long enough timescales or the white noise part of the power spectral density for DRW. The experiment length must be at least ten times longer than the true DRW decorrelation timescale, being presumably in the vicinity of one year, thus meaning the necessity for AGN light curves measuring a minimum of 10 years (rest-frame). The DRW timescales for sufficiently long light curves are typically weakly biased, and the exact bias depends on the fitting method and used priors. The DRW amplitude is mostly affected by the photometric noise (the source magnitude or the signal-to-noise ratio), cadence, and the AGN host light. Conclusions: Because the DRW parameters appear to be incorrectly determined from typically existing data, the reported correlations of the DRW variability and physical AGN parameters from other works seem unlikely to be correct. In particular, the anti-correlation of the DRW decorrelation timescale with redshift is a manifestation of the

  1. Uniform and C^1-approximability of functions on compact subsets of \\mathbb R^2 by solutions of second-order elliptic equations

    NASA Astrophysics Data System (ADS)

    Paramonov, P. V.; Fedorovskii, K. Yu

    1999-02-01

    Several necessary and sufficient conditions for the existence of uniform or C^1-approximation of functions on compact subsets of \\mathbb R^2 by solutions of elliptic systems of the form c_{11}u_{x_1x_1}+2c_{12}u_{x_1x_2}+c_{22}u_{x_2x_2}=0 with constant complex coefficients c_{11}, c_{12} and c_{22} are obtained. The proofs are based on a refinement of Vitushkin's localization method, in which one constructs localized approximating functions by "gluing together" some special many-valued solutions of the above equations. The resulting conditions of approximation are of a topological and metric nature.

  2. Lévy flights and multifractality in quantum critical diffusion and in classical random walks on fractals.

    PubMed

    Kravtsov, V E; Yevtushenko, O M; Snajberk, P; Cuevas, E

    2012-08-01

    We employ the method of virial expansion to compute the retarded density correlation function (generalized diffusion propagator) in the critical random matrix ensemble in the limit of strong multifractality. We find that the long-range nature of the Hamiltonian is a common root of both multifractality and Lévy flights, which show up in the power-law intermediate- and long-distance behaviors, respectively, of the density correlation function. We review certain models of classical random walks on fractals and show the similarity of the density correlation function in them to that for the quantum problem described by the random critical long-range Hamiltonians.

  3. An Application of the Random Walk Model to Proper Motions of Coronal Bright Points from SDO Data

    NASA Astrophysics Data System (ADS)

    Skokić, I.; Sudar, D.; Saar, S. H.; Brajša, R.; Poljančić-Beljan, I.

    Atmospheric Imaging Assembly (AIA) images from the Solar Dynamics Observatory (SDO) were used to follow the motions of coronal bright points (CBPs) in the period 1 January - 19 May 2011 with a cadence of 10 minutes. This resulted in a data set of 80966 CBPs with measured lifetimes and mean velocities which were used in a random walk model to calculate the diffusion coefficient, D. The results show that D has a value of ≈260 km^2 s^{-1} for CBPs with lifetime below 6 hours, decreasing to ≈170 km^2 s^{-1} for lifetimes above 12 hours, with a mean value of ≈230 km^2 s^{-1}.

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

    NASA Astrophysics Data System (ADS)

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

    2016-10-01

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

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

    NASA Astrophysics Data System (ADS)

    Bhattacharjee, Sudeep; Dey, Indranuj; Paul, Samit

    2013-04-01

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

  6. Determining global mean-first-passage time of random walks on Vicsek fractals using eigenvalues of Laplacian matrices.

    PubMed

    Zhang, Zhongzhi; Wu, Bin; Zhang, Hongjuan; Zhou, Shuigeng; Guan, Jihong; Wang, Zhigang

    2010-03-01

    The family of Vicsek fractals is one of the most important and frequently studied regular fractal classes, and it is of considerable interest to understand the dynamical processes on this treelike fractal family. In this paper, we investigate discrete random walks on the Vicsek fractals, with the aim to obtain the exact solutions to the global mean-first-passage time (GMFPT), defined as the average of first-passage time (FPT) between two nodes over the whole family of fractals. Based on the known connections between FPTs, effective resistance, and the eigenvalues of graph Laplacian, we determine implicitly the GMFPT of the Vicsek fractals, which is corroborated by numerical results. The obtained closed-form solution shows that the GMFPT approximately grows as a power-law function with system size (number of all nodes), with the exponent lies between 1 and 2. We then provide both the upper bound and lower bound for GMFPT of general trees, and show that the leading behavior of the upper bound is the square of system size and the dominating scaling of the lower bound varies linearly with system size. We also show that the upper bound can be achieved in linear chains and the lower bound can be reached in star graphs. This study provides a comprehensive understanding of random walks on the Vicsek fractals and general treelike networks.

  7. Prioritization of rheumatoid arthritis risk subpathways based on global immune subpathway interaction network and random walk strategy.

    PubMed

    Lv, Wenhua; Wang, Qiuyu; Chen, He; Jiang, Yongshuai; Zheng, Jiajia; Shi, Miao; Xu, Yanjun; Han, Junwei; Li, Chunquan; Zhang, Ruijie

    2015-11-01

    The initiation and development of rheumatoid arthritis (RA) is closely related to mutual dysfunction of multiple pathways. Furthermore, some similar molecular mechanisms are shared between RA and other immune diseases. Therefore it is vital to reveal the molecular mechanism of RA through searching for subpathways of immune diseases and investigating the crosstalk effect among subpathways. Here we exploited an integrated approach combining both construction of a subpathway-subpathway interaction network and a random walk strategy to prioritize RA risk subpathways. Our research can be divided into three parts: (1) acquisition of risk genes and identification of risk subpathways of 85 immune diseases by using subpathway-lenient distance similarity (subpathway-LDS) method; (2) construction of a global immune subpathway interaction (GISI) network with subpathways identified by subpathway-LDS; (3) optimization of RA risk subpathways by random walk strategy based on GISI network. The results showed that our method could effectively identify RA risk subpathways, such as MAPK signaling pathway, prostate cancer pathway and chemokine signaling pathway. The integrated strategy considering crosstalk between immune subpathways significantly improved the effect of risk subpathway identification. With the development of GWAS, our method will provide insight into exploring molecular mechanisms of immune diseases and might be a promising approach for studying other diseases.

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

    SciTech Connect

    Chair, Noureddine

    2012-12-15

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

  9. A seed-expanding method based on random walks for community detection in networks with ambiguous community structures

    PubMed Central

    Su, Yansen; Wang, Bangju; Zhang, Xingyi

    2017-01-01

    Community detection has received a great deal of attention, since it could help to reveal the useful information hidden in complex networks. Although most previous modularity-based and local modularity-based community detection algorithms could detect strong communities, they may fail to exactly detect several weak communities. In this work, we define a network with clear or ambiguous community structures based on the types of its communities. A seed-expanding method based on random walks is proposed to detect communities for networks, especially for the networks with ambiguous community structures. We identify local maximum degree nodes, and detect seed communities in a network. Then, the probability of a node belonging to each community is calculated based on the total probability model and random walks, and each community is expanded by repeatedly adding the node which is most likely to belong to it. Finally, we use the community optimization method to ensure that each node is in a community. Experimental results on both computer-generated and real-world networks demonstrate that the quality of the communities detected by the proposed algorithm is superior to the- state-of-the-art algorithms in the networks with ambiguous community structures. PMID:28157183

  10. Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario

    NASA Astrophysics Data System (ADS)

    Połoczański, Rafał; Wyłomańska, Agnieszka; Maciejewska, Monika; Szczurek, Andrzej; Gajda, Janusz

    2017-01-01

    The continuous time random walk model plays an important role in modelling of the so-called anomalous diffusion behaviour. One of the specific properties of such model is the appearance of constant time periods in the trajectory. In the continuous time random walk approach they are realizations of the sequence called waiting times. In this work we focus on the analysis of waiting time distribution by introducing novel methods of parameter estimation and statistical investigation of such a distribution. These methods are based on the modified cumulative distribution function. In this paper we consider three special cases of waiting time distributions, namely α-stable, tempered stable and gamma. However, the proposed methodology can be applied to broad set of distributions—in general it may serve as a method of fitting any distribution function if the observations are rounded. The new statistical techniques are applied to the simulated data as well as to the real data of \\text{C}{{\\text{O}}2} concentration in indoor air.

  11. A seed-expanding method based on random walks for community detection in networks with ambiguous community structures

    NASA Astrophysics Data System (ADS)

    Su, Yansen; Wang, Bangju; Zhang, Xingyi

    2017-02-01

    Community detection has received a great deal of attention, since it could help to reveal the useful information hidden in complex networks. Although most previous modularity-based and local modularity-based community detection algorithms could detect strong communities, they may fail to exactly detect several weak communities. In this work, we define a network with clear or ambiguous community structures based on the types of its communities. A seed-expanding method based on random walks is proposed to detect communities for networks, especially for the networks with ambiguous community structures. We identify local maximum degree nodes, and detect seed communities in a network. Then, the probability of a node belonging to each community is calculated based on the total probability model and random walks, and each community is expanded by repeatedly adding the node which is most likely to belong to it. Finally, we use the community optimization method to ensure that each node is in a community. Experimental results on both computer-generated and real-world networks demonstrate that the quality of the communities detected by the proposed algorithm is superior to the- state-of-the-art algorithms in the networks with ambiguous community structures.

  12. Cattaneo-type subdiffusion-reaction equation.

    PubMed

    Kosztołowicz, Tadeusz

    2014-10-01

    Subdiffusion in a system in which mobile particles A can chemically react with static particles B according to the rule A+B→B is considered within a persistent random-walk model. This model, which assumes a correlation between successive steps of particles, provides hyperbolic Cattaneo normal diffusion or fractional subdiffusion equations. Starting with the difference equation, which describes a persistent random walk in a system with chemical reactions, using the generating function method and the continuous-time random-walk formalism, we will derive the Cattaneo-type subdiffusion differential equation with fractional time derivatives in which the chemical reactions mentioned above are taken into account. We will also find its solution over a long time limit. Based on the obtained results, we will find the Cattaneo-type subdiffusion-reaction equation in the case in which mobile particles of species A and B can chemically react according to a more complicated rule.

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

    NASA Technical Reports Server (NTRS)

    Chang, S. C.

    1986-01-01

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

  14. Exact solution for a random walk in a time-dependent 1D random environment: the point-to-point Beta polymer

    NASA Astrophysics Data System (ADS)

    Thiery, Thimothée; Le Doussal, Pierre

    2017-01-01

    We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin (BC) (2016 Probab. Theory Relat. Fields 1-16). We study the statistical properties of its point to point partition sum. The problem is equivalent to a model of a random walk in a time-dependent (and in general biased) 1D random environment. In this formulation, we study the sample to sample fluctuations of the transition probability distribution function (PDF) of the random walk. Using the Bethe ansatz we obtain exact formulas for the integer moments, and Fredholm determinant formulas for the Laplace transform of the directed polymer partition sum/random walk transition probability. The asymptotic analysis of these formulas at large time t is performed both (i) in a diffusive vicinity, x˜ {{t}1/2} , of the optimal direction (in space-time) chosen by the random walk, where the fluctuations of the PDF are found to be Gamma distributed; (ii) in the large deviations regime, x˜ t , of the random walk, where the fluctuations of the logarithm of the PDF are found to grow with time as t 1/3 and to be distributed according to the Tracy-Widom GUE distribution. Our exact results complement those of BC for the cumulative distribution function of the random walk in regime (ii), and in regime (i) they unveil a novel fluctuation behavior. We also discuss the crossover regime between (i) and (ii), identified as x˜ {{t}3/4} . Our results are confronted to extensive numerical simulations of the model.

  15. Direct measurement of the dynamics of hole hopping in extended DNA G-tracts. An unbiased random walk.

    PubMed

    Conron, Sarah M Mickley; Thazhathveetil, Arun K; Wasielewski, Michael R; Burin, Alexander L; Lewis, Frederick D

    2010-10-20

    We report the measurement of distance- and temperature-dependent rate constants for charge separation in capped hairpins in which a stilbene hole acceptor and hole donor are separated by A(3)G(n) diblock polypurine sequences consisting of 3 adenines and 1-19 guanines. The longer diblock systems obey the simplest model for an unbiased random walk, providing a direct measurement of k(hop) = 4.3 × 10(9) s(-1) for a single reversible G-to-G hole hopping step, somewhat faster than the value of 1.2 × 10(9) s(-1) calculated for A-tract hole hopping. The temperature dependence for hopping in A(3)G(13) provides values of E(act) = 2.8 kcal/mol and A = 7 × 10(9) s(-1), consistent with a weakly activated, conformationally gated process.

  16. Random walk approach to spin dynamics in a two-dimensional electron gas with spin-orbit coupling

    SciTech Connect

    Yang, Luyi; Orenstein, J.; Lee, Dung-Hai

    2010-09-27

    We introduce and solve a semiclassical random walk (RW) model that describes the dynamics of spin polarization waves in zinc-blende semiconductor quantum wells. We derive the dispersion relations for these waves, including the Rashba, linear and cubic Dresselhaus spin-orbit interactions, as well as the effects of an electric field applied parallel to the spin polarization wave vector. In agreement with calculations based on quantum kinetic theory [P. Kleinert and V. V. Bryksin, Phys. Rev. B 76, 205326 (2007)], the RW approach predicts that spin waves acquire a phase velocity in the presence of the field that crosses zero at a nonzero wave vector, q{sub 0}. In addition, we show that the spin-wave decay rate is independent of field at q{sub 0} but increases as (q-q{sub 0}){sup 2} for q {ne} q{sub 0}. These predictions can be tested experimentally by suitable transient spin grating experiments.

  17. A micro-scale random-walk model for radionuclide migration based on image analysis-derived modelling grids

    NASA Astrophysics Data System (ADS)

    Eberhard Falck, W.; Vokal, Vratko

    2010-01-01

    This paper describes the development of a random-walk transport model for the migration of radionuclides in hard-rocks at the grain scale. The physics of diffusion are reviewed and it is described how they are translated into the appropriate model algorithm. Further, the algorithm for recognising solid grain boundaries during the migration step is discussed. The model grid is derived from the analysis of images obtained by optical micro-photography and from autoradiography of hardrock samples impregnated with 14C-marked resins. Sample calculations for tracer-transport cases and simple reaction, i.e. precipitation cases are presented. It is envisaged to couple the code with a geochemical speciation code at a later stage.

  18. The non-random walk of stock prices: the long-term correlation between signs and sizes

    NASA Astrophysics Data System (ADS)

    La Spada, G.; Farmer, J. D.; Lillo, F.

    2008-08-01

    We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-contemporaneous correlation between the signs and sizes of individual returns. We conjecture that this is related to the long-memory of transaction signs and the need to enforce market efficiency.

  19. 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.

  20. Fractional field equations for highly improbable events

    NASA Astrophysics Data System (ADS)

    Kleinert, H.

    2013-06-01

    Free and weakly interacting particles perform approximately Gaussian random walks with collisions. They follow a second-quantized nonlinear Schrödinger equation, or relativistic versions of it. By contrast, the fields of strongly interacting particles extremize more involved effective actions obeying fractional wave equations with anomalous dimensions. Their particle orbits perform universal Lévy walks with heavy tails, in which rare events are much more frequent than in Gaussian random walks. Such rare events are observed in exceptionally strong windgusts, monster or rogue waves, earthquakes, and financial crashes. While earthquakes may destroy entire cities, the latter have the potential of devastating entire economies.

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

    ERIC Educational Resources Information Center

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

    2010-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2010-10-01

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

  3. A random walk description of individual animal movement accounting for periods of rest

    PubMed Central

    Tilles, Paulo F. C.

    2016-01-01

    Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or ‘bouts’ (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings. PMID:28018645

  4. A random walk description of individual animal movement accounting for periods of rest.

    PubMed

    Tilles, Paulo F C; Petrovskii, Sergei V; Natti, Paulo L

    2016-11-01

    Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or 'bouts' (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings.

  5. A random walk description of individual animal movement accounting for periods of rest

    NASA Astrophysics Data System (ADS)

    Tilles, Paulo F. C.; Petrovskii, Sergei V.; Natti, Paulo L.

    2016-11-01

    Animals do not move all the time but alternate the period of actual movement (foraging) with periods of rest (e.g. eating or sleeping). Although the existence of rest times is widely acknowledged in the literature and has even become a focus of increased attention recently, the theoretical approaches to describe animal movement by calculating the dispersal kernel and/or the mean squared displacement (MSD) rarely take rests into account. In this study, we aim to bridge this gap. We consider a composite stochastic process where the periods of active dispersal or `bouts' (described by a certain baseline probability density function (pdf) of animal dispersal) alternate with periods of immobility. For this process, we derive a general equation that determines the pdf of this composite movement. The equation is analysed in detail in two special but important cases such as the standard Brownian motion described by a Gaussian kernel and the Levy flight described by a Cauchy distribution. For the Brownian motion, we show that in the large-time asymptotics the effect of rests results in a rescaling of the diffusion coefficient. The movement occurs as a subdiffusive transition between the two diffusive asymptotics. Interestingly, the Levy flight case shows similar properties, which indicates a certain universality of our findings.

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

    NASA Astrophysics Data System (ADS)

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

    2008-05-01

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

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

    PubMed

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

    2015-01-07

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

  8. Simple unified view of branching process statistics: Random walks in balanced logarithmic potentials

    NASA Astrophysics Data System (ADS)

    di Santo, Serena; Villegas, Pablo; Burioni, Raffaella; Muñoz, Miguel A.

    2017-03-01

    We revisit the problem of deriving the mean-field values of avalanche exponents in systems with absorbing states. These are well known to coincide with those of unbiased branching processes. Here we show that for at least four different universality classes (directed percolation, dynamical percolation, the voter model or compact directed percolation class, and the Manna class of stochastic sandpiles) this common result can be obtained by mapping the corresponding Langevin equations describing each of them into a random walker confined to the origin by a logarithmic potential. We report on the emergence of nonuniversal continuously varying exponent values stemming from the presence of small external driving - that might induce avalanche merging - that, to the best of our knowledge, has not been noticed in the past. Many of the other results derived here appear in the literature as independently derived for individual universality classes or for the branching process itself. Still, we believe that a simple and unified perspective as the one presented here can help (1) clarify the overall picture, (2) underline the superuniversality of the behavior as well as the dependence on external driving, and (3) avoid the common existing confusion between unbiased branching processes (equivalent to a random walker in a balanced logarithmic potential) and standard (unconfined) random walkers.

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

    NASA Technical Reports Server (NTRS)

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

    2001-01-01

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

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

    PubMed Central

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

    2015-01-01

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

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

    NASA Astrophysics Data System (ADS)

    van Strien, Sebastian

    2011-06-01

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

  12. An empirical evaluation of lightweight random walk based routing protocol in duty cycle aware wireless sensor networks.

    PubMed

    Mian, Adnan Noor; Fatima, Mehwish; Khan, Raees; Prakash, Ravi

    2014-01-01

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

  13. Random walk of electrons in a gas in the presence of polarized electromagnetic waves: Genesis of a wave induced discharge

    NASA Astrophysics Data System (ADS)

    Bhattacharjee, Sudeep; Paul, Samit

    2009-10-01

    The average number of collisions N of seed electrons with neutral gas atoms during random walk in escaping from a given volume, in the presence of polarized electromagnetic waves, is found to vary as N =B(Λ /λ)2/[1+C(Λ /λ)]2, indicating a modification to the conventional field free square law N =A(Λ /λ)2, where Λ is the characteristic diffusion length and λ the mean free path. It is found that for the field free case A =1.5 if all the electrons originate at the center and is 1.25 if they are allowed to originate at any random point in the given volume. The B and C coefficients depend on the wave electric field and frequency. Predictions of true discharge initiation time τc can be made from the temporal evolution of seed electrons over a wide range of collision frequencies. For linearly polarized waves of 2.45 GHz and electric field in the range (0.6-1.0)×105 V/m, τc=5.5-1.6 ns for an unmagnetized microwave driven discharge at 1 Torr argon.

  14. Global industrial impact coefficient based on random walk process and inter-country input-output table

    NASA Astrophysics Data System (ADS)

    Xing, Lizhi; Dong, Xianlei; Guan, Jun

    2017-04-01

    Input-output table is very comprehensive and detailed in describing the national economic system with lots of economic relationships, which contains supply and demand information among industrial sectors. The complex network, a theory and method for measuring the structure of complex system, can describe the structural characteristics of the internal structure of the research object by measuring the structural indicators of the social and economic system, revealing the complex relationship between the inner hierarchy and the external economic function. This paper builds up GIVCN-WIOT models based on World Input-Output Database in order to depict the topological structure of Global Value Chain (GVC), and assumes the competitive advantage of nations is equal to the overall performance of its domestic sectors' impact on the GVC. Under the perspective of econophysics, Global Industrial Impact Coefficient (GIIC) is proposed to measure the national competitiveness in gaining information superiority and intermediate interests. Analysis of GIVCN-WIOT models yields several insights including the following: (1) sectors with higher Random Walk Centrality contribute more to transmitting value streams within the global economic system; (2) Half-Value Ratio can be used to measure robustness of open-economy macroeconomics in the process of globalization; (3) the positive correlation between GIIC and GDP indicates that one country's global industrial impact could reveal its international competitive advantage.

  15. Random walk of processive, quantum dot-labeled myosin Va molecules within the actin cortex of COS-7 cells.

    PubMed

    Nelson, Shane R; Ali, M Yusuf; Trybus, Kathleen M; Warshaw, David M

    2009-07-22

    Myosin Va (myoVa) is an actin-based intracellular cargo transporter. In vitro experiments have established that a single myoVa moves processively along actin tracks, but less is known about how this motor operates within cells. Here we track the movement of a quantum dot (Qdot)-labeled myoVa HMM in COS-7 cells using total internal reflectance fluorescence microscopy. This labeling approach is unique in that it allows myoVa, instead of its cargo, to be tracked. Single-particle analysis showed short periods (random walk through the dense and randomly oriented cortical actin network.

  16. Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

    NASA Astrophysics Data System (ADS)

    Schulz, Johannes H. P.; Chechkin, Aleksei V.; Metzler, Ralf

    2013-11-01

    Standard continuous time random walk (CTRW) models are renewal processes in the sense that at each jump a new, independent pair of jump length and waiting time are chosen. Globally, anomalous diffusion emerges through scale-free forms of the jump length and/or waiting time distributions by virtue of the generalized central limit theorem. Here we present a modified version of recently proposed correlated CTRW processes, where we incorporate a power-law correlated noise on the level of both jump length and waiting time dynamics. We obtain a very general stochastic model, that encompasses key features of several paradigmatic models of anomalous diffusion: discontinuous, scale-free displacements as in Lévy flights, scale-free waiting times as in subdiffusive CTRWs, and the long-range temporal correlations of fractional Brownian motion (FBM). We derive the exact solutions for the single-time probability density functions and extract the scaling behaviours. Interestingly, we find that different combinations of the model parameters lead to indistinguishable shapes of the emerging probability density functions and identical scaling laws. Our model will be useful for describing recent experimental single particle tracking data that feature a combination of CTRW and FBM properties.

  17. Centric rings, acentric rings and excess acentric fragments based on a random-walk interphase chromosome model

    NASA Technical Reports Server (NTRS)

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

    1997-01-01

    Excess acentric fragments, consisting of acentric rings and acentric linear fragments, are among the most frequent kinds of chromosome-type aberrations produced by radiation. The frequency of acentric rings cannot be obtained directly by experiment but is estimated here from the ratio of acentric to centric rings, evaluated using a random-walk model for the organization of chromatin during interphase and an assumption that the probability of an exchange formation is proportional to the rate of collision between two DSB. This ratio is calculated to be 2.5 in low-LET irradiated human fibroblasts, significantly greater than the ratio if proximity effects are not considered. The calculated frequency of acentric rings is insufficient to account for all the observed excess acentric fragments. Assuming that the rest of the excess acentric fragments are due to incomplete exchanges, all possible recombinations between two DSB that result in acentric rings and acentric linear fragments have been identified. From the chromosome aberration data, the incompleteness parameter has been estimated. Intra-arm chromosome exchanges, either complete or incomplete, were estimated to account for more than 50% of the excess acentric fragments in human fibroblasts.

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

    PubMed

    Hausdorff, J M; Peng, C K; Ladin, Z; Wei, J Y; Goldberger, A L

    1995-01-01

    Complex fluctuations 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 successfully accounts for the experimentally observed long-range correlations.

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

    PubMed Central

    Fatima, Mehwish

    2014-01-01

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

  20. A correction scheme for a simplified analytical random walk model algorithm of proton dose calculation in distal Bragg peak regions

    NASA Astrophysics Data System (ADS)

    Yao, Weiguang; Merchant, Thomas E.; Farr, Jonathan B.

    2016-10-01

    The lateral homogeneity assumption is used in most analytical algorithms for proton dose, such as the pencil-beam algorithms and our simplified analytical random walk model. To improve the dose calculation in the distal fall-off region in heterogeneous media, we analyzed primary proton fluence near heterogeneous media and propose to calculate the lateral fluence with voxel-specific Gaussian distributions. The lateral fluence from a beamlet is no longer expressed by a single Gaussian for all the lateral voxels, but by a specific Gaussian for each lateral voxel. The voxel-specific Gaussian for the beamlet of interest is calculated by re-initializing the fluence deviation on an effective surface where the proton energies of the beamlet of interest and the beamlet passing the voxel are the same. The dose improvement from the correction scheme was demonstrated by the dose distributions in two sets of heterogeneous phantoms consisting of cortical bone, lung, and water and by evaluating distributions in example patients with a head-and-neck tumor and metal spinal implants. The dose distributions from Monte Carlo simulations were used as the reference. The correction scheme effectively improved the dose calculation accuracy in the distal fall-off region and increased the gamma test pass rate. The extra computation for the correction was about 20% of that for the original algorithm but is dependent upon patient geometry.

  1. 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.

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

    NASA Astrophysics Data System (ADS)

    Turban, Loïc

    2015-11-01

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

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

    NASA Astrophysics Data System (ADS)

    Juhász, Róbert

    2014-03-01

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

  4. Statistics of Persistent Events in the Binomial Random Walk: Will the Drunken Sailor Hit the Sober Man?

    NASA Astrophysics Data System (ADS)

    Bauer, M.; Godrèche, C.; Luck, J. M.

    1999-09-01

    The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the one-dimensional lattice random walk in discrete time. We determine the survival probability of the random walker in the presence of an obstacle moving ballistically with velocity v, i.e., the probability that the random walker remains up to time n on the left of the obstacle. Three regimes are to be considered for the long-time behavior of this probability, according to the sign of the difference between v and the drift velocity V¯ of the random walker. In one of these regimes ( v> V¯), the survival probability has a nontrivial limit at long times which is discontinuous at all rational values of v. An algebraic approach allows us to compute these discontinuities as well as several related quantities. The mathematical structure underlying the solvability of this model combines elementary number theory, algebraic functions, and algebraic curves defined over the rationals.

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

    PubMed Central

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

    2015-01-01

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

  6. Continuous-time random walk models of DNA electrophoresis in a post array: part I. Evaluation of existing models.

    PubMed

    Olson, Daniel W; Ou, Jia; Tian, Mingwei; Dorfman, Kevin D

    2011-02-01

    Several continuous-time random walk (CTRW) models exist to predict the dynamics of DNA in micropost arrays, but none of them quantitatively describes the separation seen in experiments or simulations. In Part I of this series, we examine the assumptions underlying these models by observing single molecules of λ DNA during electrophoresis in a regular, hexagonal array of oxidized silicon posts. Our analysis takes advantage of a combination of single-molecule videomicroscopy and previous Brownian dynamics simulations. Using a custom-tracking program, we automatically identify DNA-post collisions and thus study a large ensemble of events. Our results show that the hold-up time and the distance between collisions for consecutive collisions are uncorrelated. The distance between collisions is a random variable, but it can be smaller than the minimum value predicted by existing models of DNA transport in post arrays. The current CTRW models correctly predict the exponential decay in the probability density of the collision hold-up times, but they fail to account for the influence of finite-sized posts on short hold-up times. The shortcomings of the existing models identified here motivate the development of a new CTRW approach, which is presented in Part II of this series.

  7. Random Walk of Processive, Quantum Dot-Labeled Myosin Va Molecules within the Actin Cortex of COS-7 Cells

    PubMed Central

    Nelson, Shane R.; Ali, M. Yusuf; Trybus, Kathleen M.; Warshaw, David M.

    2009-01-01

    Abstract Myosin Va (myoVa) is an actin-based intracellular cargo transporter. In vitro experiments have established that a single myoVa moves processively along actin tracks, but less is known about how this motor operates within cells. Here we track the movement of a quantum dot (Qdot)-labeled myoVa HMM in COS-7 cells using total internal reflectance fluorescence microscopy. This labeling approach is unique in that it allows myoVa, instead of its cargo, to be tracked. Single-particle analysis showed short periods (≤0.5 s) of ATP-sensitive linear motion. The mean velocity of these trajectories was 604 nm/s and independent of the number of myoVa molecules attached to the Qdot. With high time (16.6 ms) and spatial (15 nm) resolution imaging, Qdot-labeled myoVa moved with sequential 75 nm steps per head, at a rate of 16 s−1, similarly to myoVa in vitro. Monte Carlo modeling suggests that the random nature of the trajectories represents processive myoVa motors undergoing a random walk through the dense and randomly oriented cortical actin network. PMID:19619465

  8. Correlation of electron transport and photocatalysis of nanocrystalline clusters studied by Monte-Carlo continuity random walking.

    PubMed

    Liu, Baoshun; Li, Ziqiang; Zhao, Xiujian

    2015-02-21

    In this research, Monte-Carlo Continuity Random Walking (MC-RW) model was used to study the relation between electron transport and photocatalysis of nano-crystalline (nc) clusters. The effects of defect energy disorder, spatial disorder of material structure, electron density, and interfacial transfer/recombination on the electron transport and the photocatalysis were studied. Photocatalytic activity is defined as 1/τ from a statistical viewpoint with τ being the electron average lifetime. Based on the MC-RW simulation, a clear physical and chemical "picture" was given for the photocatalytic kinetic analysis of nc-clusters. It is shown that the increase of defect energy disorder and material spatial structural disorder, such as the decrease of defect trap number, the increase of crystallinity, the increase of particle size, and the increase of inter-particle connection, can enhance photocatalytic activity through increasing electron transport ability. The increase of electron density increases the electron Fermi level, which decreases the activation energy for electron de-trapping from traps to extending states, and correspondingly increases electron transport ability and photocatalytic activity. Reducing recombination of electrons and holes can increase electron transport through the increase of electron density and then increases the photocatalytic activity. In addition to the electron transport, the increase of probability for electrons to undergo photocatalysis can increase photocatalytic activity through the increase of the electron interfacial transfer speed.

  9. Fourier Series and Elliptic Functions

    ERIC Educational Resources Information Center

    Fay, Temple H.

    2003-01-01

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

  10. Guided random-walk calculation of energies and values of the 1Σg state of H2 in a magnetic field

    NASA Astrophysics Data System (ADS)

    Encinosa, Mario

    1999-03-01

    Energies and spatial observables for the 1Σg state of the hydrogen molecule in magnetic fields parallel to the proton-proton axis are calculated with a guided random-walk Feynman-Kac algorithm. We demonstrate that the accuracy of the results and simplicity of the method may provide it a viable alternative to large basis-set expansions for small molecules in applied fields.

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

    PubMed

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

    2015-03-08

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

  12. Cotton-type and joint invariants for linear elliptic systems.

    PubMed

    Aslam, A; Mahomed, F M

    2013-01-01

    Cotton-type invariants for a subclass of a system of two linear elliptic equations, obtainable from a complex base linear elliptic equation, are derived both by spliting of the corresponding complex Cotton invariants of the base complex equation and from the Laplace-type invariants of the system of linear hyperbolic equations equivalent to the system of linear elliptic equations via linear complex transformations of the independent variables. It is shown that Cotton-type invariants derived from these two approaches are identical. Furthermore, Cotton-type and joint invariants for a general system of two linear elliptic equations are also obtained from the Laplace-type and joint invariants for a system of two linear hyperbolic equations equivalent to the system of linear elliptic equations by complex changes of the independent variables. Examples are presented to illustrate the results.

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

    PubMed

    Liu, Baoshun; Zhao, Xiujian

    2014-10-28

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

  14. Generalized Klein-Kramers equations.

    PubMed

    Fa, Kwok Sau

    2012-12-21

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-05-01

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

  16. Ellipticities of Elliptical Galaxies in Different Environments

    NASA Astrophysics Data System (ADS)

    Chen, Cheng-Yu; Hwang, Chorng-Yuan; Ko, Chung-Ming

    2016-10-01

    We studied the ellipticity distributions of elliptical galaxies in different environments. From the ninth data release of the Sloan Digital Sky Survey, we selected galaxies with absolute {r}\\prime -band magnitudes between -21 and -22. We used the volume number densities of galaxies as the criterion for selecting the environments of the galaxies. Our samples were divided into three groups with different volume number densities. The ellipticity distributions of the elliptical galaxies differed considerably in these three groups of different density regions. We deprojected the observed 2D ellipticity distributions into intrinsic 3D shape distributions, and the result showed that the shapes of the elliptical galaxies were relatively spherically symmetric in the high density region (HDR) and that relatively more flat galaxies were present in the low density region (LDR). This suggests that the ellipticals in the HDRs and LDRs have different origins or that different mechanisms might be involved. The elliptical galaxies in the LDR are likely to have evolved from mergers in relatively anisotropic structures, such as filaments and webs, and might contain information on the anisotropic spatial distribution of their parent mergers. By contrast, elliptical galaxies in the HDR might be formed in more isotropic structures, such as galaxy clusters, or they might encounter more torqueing effects compared with galaxies in LDRs, thereby becoming rounder.

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

    NASA Astrophysics Data System (ADS)

    Berger, Quentin; Lacoin, Hubert

    2011-01-01

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

  18. Fractal and generalized Fokker–Planck equations: description of the characterization of anomalous diffusion in magnetic resonance imaging

    NASA Astrophysics Data System (ADS)

    Sau Fa, Kwok

    2017-03-01

    Recently, fractal and generalized Fokker–Planck equations have been the subject of considerable interest. In this work, the fractal and generalized Fokker–Planck equations connected with the Langevin equation and continuous time random walk model are considered. Descriptions and applications of these models to the fixed samples of the mouse brain using magnetic resonance imaging (MRI) are discussed.

  19. Fractional chemotaxis diffusion equations.

    PubMed

    Langlands, T A M; Henry, B I

    2010-05-01

    We introduce mesoscopic and macroscopic model equations of chemotaxis with anomalous subdiffusion for modeling chemically directed transport of biological organisms in changing chemical environments with diffusion hindered by traps or macromolecular crowding. The mesoscopic models are formulated using continuous time random walk equations and the macroscopic models are formulated with fractional order differential equations. Different models are proposed depending on the timing of the chemotactic forcing. Generalizations of the models to include linear reaction dynamics are also derived. Finally a Monte Carlo method for simulating anomalous subdiffusion with chemotaxis is introduced and simulation results are compared with numerical solutions of the model equations. The model equations developed here could be used to replace Keller-Segel type equations in biological systems with transport hindered by traps, macromolecular crowding or other obstacles.

  20. Enhanced Elliptic Grid Generation

    NASA Technical Reports Server (NTRS)

    Kaul, Upender K.

    2007-01-01

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

  1. Carleman Estimate for Elliptic Operators with Coefficients with Jumps at an Interface in Arbitrary Dimension and Application to the Null Controllability of Linear Parabolic Equations

    NASA Astrophysics Data System (ADS)

    Rousseau, Jérôme Le; Robbiano, Luc

    2010-03-01

    In a bounded domain of R n+1, n ≧ 2, we consider a second-order elliptic operator, {A=-{partial_{x_0}^2} - nabla_x \\cdot (c(x) nabla_x)}, where the (scalar) coefficient c( x) is piecewise smooth yet discontinuous across a smooth interface S. We prove a local Carleman estimate for A in the neighborhood of any point of the interface. The “observation” region can be chosen independently of the sign of the jump of the coefficient c at the considered point. The derivation of this estimate relies on the separation of the problem into three microlocal regions and the Calderón projector technique. Following the method of Lebeau and Robbiano (Comm Partial Differ Equ 20:335-356, 1995) we then prove the null controllability for the linear parabolic initial problem with Dirichlet boundary conditions associated with the operator {{partial_t - nabla_x \\cdot (c(x) nabla_x)}}.

  2. Comment on "Superposition of elliptic functions as solutions for a large number of nonlinear equations" [J. Math. Phys. 56, 032104 (2015)

    NASA Astrophysics Data System (ADS)

    Zhang, Yi; Li, Ji-Bin

    2015-08-01

    By using the method of planar dynamical systems, we solve exactly a nonlinear Schrödinger (NLS) equation discussed by Khare and Saxena [J. Math. Phys. 56, 032104 (2015)], and give the exact explicit parametric representations of all the traveling wave solutions.

  3. Supersonic Elliptical Ramp Inlet

    NASA Technical Reports Server (NTRS)

    Adamson, Eric E. (Inventor); Fink, Lawrence E. (Inventor); Fugal, Spencer R. (Inventor)

    2016-01-01

    A supersonic inlet includes a supersonic section including a cowl which is at least partially elliptical, a ramp disposed within the cowl, and a flow inlet disposed between the cowl and the ramp. The ramp may also be at least partially elliptical.

  4. The quasicontinuum Fokker-Plank equation

    SciTech Connect

    Alexander, Francis J

    2008-01-01

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

  5. Application of the Group Algebra of the Problem of the Tail σ-ALGEBRA of a Random Walk on a Group and the Problem of Ergodicity of a Skew-Product Action

    NASA Astrophysics Data System (ADS)

    Ismagilov, R. S.

    1988-02-01

    Two problems in measure theory are considered: that of the tail C*-algebra of a random walk on a group, and that of ergodicity of a skew-product action. These problems are solved in a uniform way by using Banach algebras and harmonic analysis on a group. Bibliography: 22 titles.

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

    NASA Astrophysics Data System (ADS)

    Dean, Edward J.; Glowinski, Roland

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

  7. Disks in elliptical galaxies

    SciTech Connect

    Rix, H.; White, S.D.M. )

    1990-10-01

    The abundance and strength of disk components in elliptical galaxies are investigated by studying the photometric properties of models containing a spheroidal r exp 1/4-law bulge and a weak exponential disk. Pointed isophotes are observed in a substantial fraction of elliptical galaxies. If these isophote distortions are interpreted in the framework of the present models, then the statistics of observed samples suggest that almost all radio-weak ellipticals could have disks containing roughly 20 percent of the light. It is shown that the E5 galaxy NGC 4660 has the photometric signatures of a disk containing a third of the light. 30 refs.

  8. Remarks of Elliptic Curves Derived from Ant Colony Routing

    NASA Astrophysics Data System (ADS)

    Jung, Sangsu; Kim, Daeyeoul; Singh, Dhananjay

    2011-09-01

    We deal with an ant colony based routing model for wireless multi-hop networks. Our model adopts an elliptic curve equation, which is beneficial to design pheromone dynamics for load balancing and packet delivery robustness. Due to the attribute of an elliptic curve equation, our model prevents the over-utilization of a specific node, distinctively from conventional ant colony based schemes. Numerical simulations exhibit the characteristics of our model with respect to various parameters.

  9. Elliptic pfaffians and solvable lattice models

    NASA Astrophysics Data System (ADS)

    Rosengren, Hjalmar

    2016-08-01

    We introduce and study twelve multivariable theta functions defined by pfaffians with elliptic function entries. We show that, when the crossing parameter is a cubic root of unity, the domain wall partition function for the eight-vertex-solid-on-solid model can be written as a sum of two of these pfaffians. As a limit case, we express the domain wall partition function for the three-colour model as a sum of two Hankel determinants. We also show that certain solutions of the TQ-equation for the supersymmetric eight-vertex model can be expressed in terms of elliptic pfaffians.

  10. Elliptic constructions of hyperkahler metrics

    NASA Astrophysics Data System (ADS)

    Ionas, Radu Aurelian

    In this dissertation we develop a twistor-theoretic method of constructing hyperkahler metrics from holomorphic functions and elliptic curves. We obtain, among other things, new results concerning the Atiyah-Hitchin manifold, asymptotically locally Euclidean spaces of type Dn and certain Swann bundles. For example, in the Atiyah-Hitchin case we derive in an explicit holomorphic coordinate basis closed-form formulas for the metric, the holomorphic symplectic form and all three Kahler potentials. The equation describing an asymptotically locally Euclidean space of type Dn is found to admit an algebraic formulation in terms of the group law on a Weierstrass cubic. This curve has the structure of a Cayley cubic for a pencil generated by two transversal plane conics, that is, it takes the form Y2 = det( A+XB ), where A and B are the defining 3 x 3 matrices of the conics. In this light, the equation can be interpreted as the closure condition for an elliptic billiard trajectory tangent to the conic B and bouncing into various conics of the pencil determined by the positions of the monopoles.

  11. The elliptic anomaly

    NASA Technical Reports Server (NTRS)

    Janin, G.; Bond, V. R.

    1980-01-01

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

  12. Inferring novel lncRNA-disease associations based on a random walk model of a lncRNA functional similarity network.

    PubMed

    Sun, Jie; Shi, Hongbo; Wang, Zhenzhen; Zhang, Changjian; Liu, Lin; Wang, Letian; He, Weiwei; Hao, Dapeng; Liu, Shulin; Zhou, Meng

    2014-08-01

    Accumulating evidence demonstrates that long non-coding RNAs (lncRNAs) play important roles in the development and progression of complex human diseases, and predicting novel human lncRNA-disease associations is a challenging and urgently needed task, especially at a time when increasing amounts of lncRNA-related biological data are available. In this study, we proposed a global network-based computational framework, RWRlncD, to infer potential human lncRNA-disease associations by implementing the random walk with restart method on a lncRNA functional similarity network. The performance of RWRlncD was evaluated by experimentally verified lncRNA-disease associations, based on leave-one-out cross-validation. We achieved an area under the ROC curve of 0.822, demonstrating the excellent performance of RWRlncD. Significantly, the performance of RWRlncD is robust to different parameter selections. Predictively highly-ranked lncRNA-disease associations in case studies of prostate cancer and Alzheimer's disease were manually confirmed by literature mining, providing evidence of the good performance and potential value of the RWRlncD method in predicting lncRNA-disease associations.

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

    NASA Astrophysics Data System (ADS)

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

    2016-05-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1998-01-01

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

  15. Stochastic modeling of short-term exposure close to an air pollution source in a naturally ventilated room: an autocorrelated random walk method.

    PubMed

    Cheng, Kai-Chung; Acevedo-Bolton, Viviana; Jiang, Ruo-Ting; Klepeis, Neil E; Ott, Wayne R; Kitanidis, Peter K; Hildemann, Lynn M

    2014-01-01

    For an actively emitting source such as cooking or smoking, indoor measurements have shown a strong "proximity effect" within 1 m. The significant increase in both the magnitude and variation of concentration near a source is attributable to transient high peaks that occur sporadically-and these "microplumes" cause great uncertainty in estimating personal exposure. Recent field studies in naturally ventilated rooms show that close-proximity concentrations are approximately lognormally distributed. We use the autocorrelated random walk method to represent the time-varying directionality of indoor emissions, thereby predicting the time series and frequency distributions of concentrations close to an actively emitting point source. The predicted 5-min concentrations show good agreement with measurements from a point source of CO in a naturally ventilated house-the measured and predicted frequency distributions at 0.5- and 1-m distances are similar and approximately lognormal over a concentration range spanning three orders of magnitude. By including the transient peak concentrations, this random airflow modeling method offers a way to more accurately assess acute exposure levels for cases where well-defined airflow patterns in an indoor space are not available.

  16. Multigrid solutions to quasi-elliptic schemes

    NASA Technical Reports Server (NTRS)

    Brandt, A.; Taasan, S.

    1985-01-01

    Quasi-elliptic schemes arise from central differencing or finite element discretization of elliptic systems with odd order derivatives on non-staggered grids. They are somewhat unstable and less accurate then corresponding staggered-grid schemes. When usual multigrid solvers are applied to them, the asymptotic algebraic convergence is necessarily slow. Nevertheless, it is shown by mode analyses and numerical experiments that the usual FMG algorithm is very efficient in solving quasi-elliptic equations to the level of truncation errors. Also, a new type of multigrid algorithm is presented, mode analyzed and tested, for which even the asymptotic algebraic convergence is fast. The essence of that algorithm is applicable to other kinds of problems, including highly indefinite ones.

  17. Kinematical and Dynamical Modeling of Elliptical Galaxies

    NASA Astrophysics Data System (ADS)

    Mamon, G. A.; Łokas, E.; Dekel, A.; Stoehr, F.; Cox, T. J.

    Elements of kinematical and dynamical modeling of elliptical galaxies are presented. In projection, NFW models resemble Sérsic models, but with a very narrow range of shapes (m=3±1). The total density profile of ellipticals cannot be NFW-like because the predicted local M/L and aperture velocity dispersion within an effective radius (R_e) are much lower than observed. Stars must then dominate ellipticals out to a few R_e. Fitting an NFW model to the total density profile of Sérsic+NFW (stars+dark matter [DM]) ellipticals results in very high concentration parameters, as found by X-ray observers. Kinematical modeling of ellipticals assuming an isotropic NFW DM model underestimates M/L at the virial radius by a factor of 1.6 to 2.4, because dissipationless ΛCDM halos have slightly different density profiles and slightly radial velocity anisotropy. In N-body+gas simulations of ellipticals as merger remnants of spirals embedded in DM halos, the slope of the DM density profile is steeper when the initial spiral galaxies are gas-rich. The Hansen & Moore (2006) relation between anisotropy and the slope of the density profile breaks down for gas and DM, but the stars follow an analogous relation with slightly less radial anisotropies for a given density slope. Using kurtosis (h_4) to infer anisotropy in ellipticals is dangerous, as h4 is also sensitive to small levels of rotation. The stationary Jeans equation provides accurate masses out to 8 R_e. The discrepancy between the modeling of Romanowsky et al. (2003), indicating a dearth of DM in ellipticals, and the simulations analyzed by Dekel et al. (2005), which match the spectroscopic observations of ellipticals, is partly due to radial anisotropy and to observing oblate ellipticals face-on. However, one of the 15 solutions to the orbit modeling of Romanowsky et al. is found to have an amount and concentration of DM consistent with ΛCDM predictions.

  18. Modeling roughness effects in turbulent boundary layers using elliptic relaxation

    NASA Astrophysics Data System (ADS)

    George, Jacob; de Simone, Alejandro; Iaccarino, Gianluca; Jimenez, Javier

    2010-11-01

    We present results from the efforts towards modeling roughness in turbulent boundary layers using elliptic relaxation. This scheme, included in the v^2-f model and first formulated by Durbin (1993, JFM, vol. 249, p.465) for smooth-walls, uses an elliptic partial differential equation to incorporate near-wall turbulence anisotropy and non-local pressure-strain effects. The use of the elliptic PDE is extended to model roughness effects in various transitionally-rough and fully-rough boundary layers consisting of a uniform and sparse distribution of cylinders for which experimental data is available. The roughness effects are incorporated through the elliptic PDE by including the length and time scales that the roughness imposes upon the flow, which the experiment has shown to be constant within the rough-walls. Further modeling of roughness effects is considered by altering the source terms in the elliptic PDE.

  19. Matrix factorizations and elliptic fibrations

    NASA Astrophysics Data System (ADS)

    Omer, Harun

    2016-09-01

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

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

    PubMed Central

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

    2015-01-01

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

  1. Using global node-based velocity in random walk particle tracking in variably saturated porous media: application to contaminant leaching from road constructions

    NASA Astrophysics Data System (ADS)

    Park, Chan-Hee; Beyer, Christof; Bauer, Sebastian; Kolditz, Olaf

    2008-10-01

    Precise and efficient numerical simulation of transport processes in subsurface systems is a prerequisite for many site investigation or remediation studies. Random walk particle tracking (RWPT) methods have been introduced in the past to overcome numerical difficulties when simulating propagation processes in porous media such as advection-dominated mass transport. Crucial for the precision of RWPT methods is the accuracy of the numerically calculated ground water velocity field. In this paper, a global node-based method for velocity calculation is used, which was originally proposed by Yeh (Water Resour Res 7:1216-1225, 1981). This method is improved in three ways: (1) extension to unstructured grids, (2) significant enhancement of computational efficiency, and (3) extension to saturated (groundwater) as well as unsaturated systems (soil water). The novel RWPT method is tested with numerical benchmark examples from the literature and used in two field scale applications of contaminant transport in saturated and unsaturated ground water. To evaluate advective transport of the model, the accuracy of the velocity field is demonstrated by comparing several published results of particle pathlines or streamlines. Given the chosen test problem, the global node-based velocity estimation is found to be as accurate as the CK method (Cordes and Kinzelbach in Water Resour Res 28(11):2903-2911, 1992) but less accurate than the mixed or mixed-hybrid finite element methods for flow in highly heterogeneous media. To evaluate advective-diffusive transport, a transport problem studied by Hassan and Mohamed (J Hydrol 275(3-4):242-260, 2003) is investigated here and evaluated using different numbers of particles. The results indicate that the number of particles required for the given problem is decreased using the proposed method by about two orders of magnitude without losing accuracy of the concentration contours as compared to the published numbers.

  2. Modeling Transport in Fractured Porous Media with the Random-Walk Particle Method: The Transient Activity Range and the Particle-Transfer Probability

    SciTech Connect

    Lehua Pan; G.S. Bodvarsson

    2001-10-22

    Multiscale features of transport processes in fractured porous media make numerical modeling a difficult task, both in conceptualization and computation. Modeling the mass transfer through the fracture-matrix interface is one of the critical issues in the simulation of transport in a fractured porous medium. Because conventional dual-continuum-based numerical methods are unable to capture the transient features of the diffusion depth into the matrix (unless they assume a passive matrix medium), such methods will overestimate the transport of tracers through the fractures, especially for the cases with large fracture spacing, resulting in artificial early breakthroughs. We have developed a new method for calculating the particle-transfer probability that can capture the transient features of diffusion depth into the matrix within the framework of the dual-continuum random-walk particle method (RWPM) by introducing a new concept of activity range of a particle within the matrix. Unlike the multiple-continuum approach, the new dual-continuum RWPM does not require using additional grid blocks to represent the matrix. It does not assume a passive matrix medium and can be applied to the cases where global water flow exists in both continua. The new method has been verified against analytical solutions for transport in the fracture-matrix systems with various fracture spacing. The calculations of the breakthrough curves of radionuclides from a potential repository to the water table in Yucca Mountain demonstrate the effectiveness of the new method for simulating 3-D, mountain-scale transport in a heterogeneous, fractured porous medium under variably saturated conditions.

  3. 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

  4. Effects of various types of molecular dynamics on 1D and 2D (2)H NMR studied by random walk simulations

    PubMed

    Vogel; Rossler

    2000-11-01

    By carrying out random walk simulations we systematically study the effects of various types of complex molecular dynamics on (2)H NMR experiments in solids. More precisely, we calculate one-dimensional (1D) (2)H NMR spectra and the results of two dimensional (2D) (2)H NMR experiments in time domain, taking into account isotropic as well as highly restricted motions which involve rotational jumps about different finite angles. Although the dynamical models are chosen to mimic the primary and secondary relaxation in supercooled liquids and glasses, we do not intend to describe experimental results quantitatively but rather to show general effects appearing for complex reorientations. We carefully investigate whether 2D (2)H NMR in time domain, which was originally designed to measure correlation times of ultraslow motions (tau >/= 1 ms), can be used to obtain shorter tau, too. It is demonstrated that an extension of the time window to tau >/= 10 &mgr;s is possible when dealing with exponential relaxation, but that it will fail if there is a distribution of correlation times G(lgtau). Vice versa, we show that 1D (2)H NMR spectra, usually recorded to look at dynamics with tau in the microsecond regime, are also applicable for studying ultraslow motions provided that the loss of correlation is achieved step by step. Therefore, it is useful to carry out 1D and 2D NMR experiments simultaneously in order to reveal the mechanism of complex molecular motions. In addition, we demonstrate that highly restricted dynamics can be clearly observed in 1D spectra and in 2D NMR in time domain if long solid-echo delays and large evolution times are applied, respectively. Finally, unexpected observations are described which appear in the latter experiment when considering very broad distributions G(lgtau). Because of these effects, time scale and geometry of a considered motion cannot be extracted from a straightforward analysis of experimental results. Copyright 2000 Academic Press.

  5. A stochastic study of electron transfer kinetics in nano-particulate photocatalysis: a comparison of the quasi-equilibrium approximation with a random walking model.

    PubMed

    Liu, Baoshun; Zhao, Xiujian; Yu, Jiaguo; Fujishima, Akira; Nakata, Kazuya

    2016-11-23

    In the photocatalysis of porous nano-crystalline materials, the transfer of electrons to O2 plays an important role, which includes the electron transport to photocatalytic active centers and successive interfacial transfer to O2. The slowest of them will determine the overall speed of electron transfer in the photocatalysis reaction. Considering the photocatalysis of porous nano-crystalline TiO2 as an example, although some experimental results have shown that the electron kinetics are limited by the interfacial transfer, we still lack the depth of understanding the microscopic mechanism from a theoretical viewpoint. In the present research, a stochastic quasi-equilibrium (QE) theoretical model and a stochastic random walking (RW) model were established to discuss the electron transport and electron interfacial transfer by taking the electron multi-trapping transport and electron interfacial transfer from the photocatalytic active centers to O2 into consideration. By carefully investigating the effect of the electron Fermi level (EF) and the photocatalytic center number on electron transport, we showed that the time taken for an electron to transport to a photocatalytic center predicated by the stochastic RW model was much lower than that predicted by the stochastic QE model, indicating that the electrons cannot reach a QE state during their transport to photocatalytic centers. The stochastic QE model predicted that the electron kinetics of a real photocatalysis for porous nano-crystalline TiO2 should be limited by electron transport, whereas the stochastic RW model showed that the electron kinetics of a real photocatalysis can be limited by the interfacial transfer. Our simulation results show that the stochastic RW model was more in line with the real electron kinetics that have been observed in experiments, therefore it is concluded that the photoinduced electrons cannot reach a QE state before transferring to O2.

  6. Multilevel filtering elliptic preconditioners

    NASA Technical Reports Server (NTRS)

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

    1989-01-01

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

  7. Quantum-orbit analysis for yield and ellipticity of high order harmonic generation with elliptically polarized laser field.

    PubMed

    Li, Yang; Zhu, Xiaosong; Zhang, Qingbin; Qin, Meiyan; Lu, Peixiang

    2013-02-25

    We perform a quantum-orbit analysis for the dependence of high-order-harmonic yield on the driving field ellipticity and the polarization properties of the generated high harmonics. The electron trajectories responsible for the emission of particular harmonics are identified. It is found that, in elliptically polarized driving field, the electrons have ellipticity-dependent initial velocities, which lead to the decrease of the ionization rate. Thus the harmonic yield steeply decreases with laser ellipticity. Besides, we show that the polarization properties of the harmonics are related to the complex momenta of the electron. The physical origin of the harmonic ellipticity is interpreted as the consequence of quantum-mechanical uncertainty of the electron momentum. Our results are verified with the experimental results as well as the numerical solutions of the time dependent Schrödinger equation from the literature.

  8. Elliptic Equations of Higher Stochastic Order

    DTIC Science & Technology

    2009-01-01

    stochastic spaces, such as Hida or Kondratiev spaces [11, 12], or even larger exponential spaces [16]. The traditional approach [17, 20, 21, etc.] has to...2, 384–408. [7] T. Hida , H-H. Kuo, J. Potthoff, and L. Sreit, White noise, Kluwer Academic Publishers, Boston, 1993. [8] H. Holden, B. Øksendal, J

  9. Random walk in fock space

    NASA Astrophysics Data System (ADS)

    Szybisz, L.; Zabolitzky, John G.

    We describe a Monte-Carlo algorithm to solve exactly the ground-state problem for a system of up to four nucleons interacting via a scalar neutral meson field. The mesonic degrees of freedom are treated exactly without recourse to the potential approximation.

  10. Search along persistent random walks

    NASA Astrophysics Data System (ADS)

    Friedrich, Benjamin M.

    2008-06-01

    Optimal search strategies and their implementations in biological systems are a subject of active research. Here we study a search problem which is motivated by the hunt of sperm cells for the egg. We ask for the probability for an active swimmer to find a target under the condition that the swimmer starts at a certain distance from the target. We find that success probability is maximal for a certain level of fluctuations characterized by the persistence length of the swimming path of the swimmer. We derive a scaling law for the optimal persistence length as a function of the initial target distance and search time by mapping the search on a polymer physics problem.

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

    NASA Technical Reports Server (NTRS)

    Pan, Y. S.

    1978-01-01

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

  12. Experimental Research on High Gradient Acceleration by Wakefields in an Elliptic Cavity at the UTA Wake Field Test Facility

    DTIC Science & Technology

    1990-11-14

    metali - elliptical nillbnx cvit,. By solving sets of the Maxwell’s equations in the transformed plane, we were able to express the 3 wake-fields... equations in the time domain. In the previous modal analysis7’" , the wake-field is expressed in a Fourier series based on the vector eigenfunctions of...PILLBOX CAVITY 2. 1. Solution of Homogeneous Helmnoltz Equation in an Elliptic Cavity Consider an elliptic pillbox cavity as shown in Fig. 1. For a

  13. ELLIPT2D: A Flexible Finite Element Code Written Python

    SciTech Connect

    Pletzer, A.; Mollis, J.C.

    2001-03-22

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

  14. Elliptic Boundary Value Problems On Non-Smooth Domains

    NASA Astrophysics Data System (ADS)

    Geng, Jun

    2011-07-01

    In this dissertation we study the Lp Neumann boundary problem for Laplace's equation in convex domains and the W1,p estimates for the second order elliptic equations with Neumann boundary data in Lipschitz domains. We also study the uniform W1, p estimates for homogenization of elliptic systems. In the case of convex domains we are able to show that the Lp Neumann problem for Laplace's equation is uniquely solvable for 1 < p < infinity. In the case of second order elliptic equations in Lipschitz domains, for any fixed p > 2, we prove that a weak reverse Holder inequality implies the W1, p estimates for solutions with Neumann boundary conditions. As a result, we are able to show that if the coefficient matrix for elliptic equation is symmetric and in VMO( Rn ), the W1,p estimates hold for 32 -- epsilon < p < 3 + epsilon if n ≥ 3, and for 43 -- epsilon < p < 4 + epsilon if n = 2. Finally, we show that the uniform W 1,p estimates for homogenization of elliptic systems hold when | 1p -- 1/2| < 12n + delta. KEYWORDS: Lipschitz domains; convex domains; Neumann problem; Dirichlet problem; Homogenization problem

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

    NASA Astrophysics Data System (ADS)

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

    2012-08-01

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

  16. Thermodynamics of Inozemtsev's elliptic spin chain

    NASA Astrophysics Data System (ADS)

    Klabbers, Rob

    2016-06-01

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

  17. Development of Vector Parabolic Equation Technique for Propagation in Urban and Tunnel Environments

    DTIC Science & Technology

    2010-09-01

    lattice when a particle undergoing random walk is endowed with two states of spin in addition to the two states of direction in a 1+1 spacetime dimension...the first and second kind from which the spacetime continuum limits of the diffusion equation and Schrödinger equation follow directly. PACS numbers...Nottale [6] and Ord [7] advanced the idea that spacetime is not differentiable but is of a fractal nature, suggesting that an infinity of geodesics

  18. Elliptical billiards and hyperelliptic functions

    NASA Astrophysics Data System (ADS)

    Crespi, Bruno; Chang, Shau-Jin; Shi, Kang-Jie

    1993-06-01

    The geometrical properties of the elliptical billiard system are related to Poncelet's theorem. This theorem states that if a polygon is inscribed in a conic and circumscribed about a second conic, every point of the former conic is a vertex of a polygon with the same number of sides and the same perimeter. Chang and Friedberg have extended this theorem to three and higher dimensions. They have shown that the geometrical properties of the hyperelliptic billiard system are related to the algebraic character of a Poincaré map in the phase space. The geometrical and algebraic properties of the system can be understood in terms of the analytical structure of the equations of motion. These equations form a complete system of Abelian integrals. The integrability of the physical system is reflected by the topology of the Riemann surfaces associated to these integrals. The algebraic properties are connected with the existence of addition formulas for hyperelliptic functions. The main purpose of this study is to establish such a connection, and to provide an algebraic proof of Poncelet's theorem in three and higher dimensions.

  19. Elliptic Hermite-Gaussian soliton in anisotropic strong nonlocal media

    NASA Astrophysics Data System (ADS)

    Wang, Qing; Li, JingZhen

    2016-01-01

    The propagation of elliptic Hermite-Gaussian (HG) beam in strong nonlocal media with elliptic Gaussian-shaped response function was studied by variational approach as well as numerical simulate. The evolution equations of the beam widths in x- and y-directions are obtained and the elliptic HG soliton is found. For forming such a soliton, the ratio of the square of the beam width must be proportional to the ratio of the characteristic length of the material, and the initial power should be equal to the two critical powers in x- and y-directions. For the anisotropic nonlinearity of the media, the instability of the high-order elliptic HG beam is increase as the increase of the order.

  20. The properties of radio ellipticals

    NASA Astrophysics Data System (ADS)

    Sparks, W. B.; Disney, M. J.; Wall, J. V.; Rodgers, A. W.

    1984-03-01

    The authors present optical and additional radio data for the bright galaxies of the Disney & Wall survey. These data form the basis of a statistical comparison of the properties of radio elliptical galaxies to radio-quiet ellipticals. The correlations may be explained by the depth of the gravitational potential well in which the galaxy resides governing the circumstances under which an elliptical galaxy rids itself of internally produced gas.