Convergence of a random walk method for the Burgers equation
Roberts, S.
1985-10-01
In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.
Fractional telegrapher's equation from fractional persistent random walks
NASA Astrophysics Data System (ADS)
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses.
Fractional telegrapher's equation from fractional persistent random walks.
Masoliver, Jaume
2016-05-01
We generalize the telegrapher's equation to allow for anomalous transport. We derive the space-time fractional telegrapher's equation using the formalism of the persistent random walk in continuous time. We also obtain the characteristic function of the space-time fractional process and study some particular cases and asymptotic approximations. Similarly to the ordinary telegrapher's equation, the time-fractional equation also presents distinct behaviors for different time scales. Specifically, transitions between different subdiffusive regimes or from superdiffusion to subdiffusion are shown by the fractional equation as time progresses. PMID:27300830
Nonlocal operators, parabolic-type equations, and ultrametric random walks
Chacón-Cortes, L. F. Zúñiga-Galindo, W. A.
2013-11-15
In this article, we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master equations of certain models of complex systems introduced by Avetisov, V. A. and Bikulov, A. Kh., “On the ultrametricity of the fluctuation dynamicmobility of protein molecules,” Proc. Steklov Inst. Math. 265(1), 75–81 (2009) [Tr. Mat. Inst. Steklova 265, 82–89 (2009) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Zubarev, A. P., “First passage time distribution and the number of returns for ultrametric random walks,” J. Phys. A 42(8), 085003 (2009); Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic models of ultrametric diffusion in the conformational dynamics of macromolecules,” Proc. Steklov Inst. Math. 245(2), 48–57 (2004) [Tr. Mat. Inst. Steklova 245, 55–64 (2004) (Izbrannye Voprosy Matematicheskoy Fiziki i p-adicheskogo Analiza) (in Russian)]; Avetisov, V. A., Bikulov, A. Kh., and Osipov, V. A., “p-adic description of characteristic relaxation in complex systems,” J. Phys. A 36(15), 4239–4246 (2003); Avetisov, V. A., Bikulov, A. H., Kozyrev, S. V., and Osipov, V. A., “p-adic models of ultrametric diffusion constrained by hierarchical energy landscapes,” J. Phys. A 35(2), 177–189 (2002); Avetisov, V. A., Bikulov, A. Kh., and Kozyrev, S. V., “Description of logarithmic relaxation by a model of a hierarchical random walk,” Dokl. Akad. Nauk 368(2), 164–167 (1999) (in Russian). The fundamental solutions of these parabolic-type equations are transition functions of random walks on the n-dimensional vector space over the field of p-adic numbers. We study some properties of these random walks, including the first passage time.
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.
Generalized master equation via aging continuous-time random walks.
Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo
2003-11-01
We discuss the problem of the equivalence between continuous-time random walk (CTRW) and generalized master equation (GME). The walker, making instantaneous jumps from one site of the lattice to another, resides in each site for extended times. The sojourn times have a distribution density psi(t) that is assumed to be an inverse power law with the power index micro. We assume that the Onsager principle is fulfilled, and we use this assumption to establish a complete equivalence between GME and the Montroll-Weiss CTRW. We prove that this equivalence is confined to the case where psi(t) is an exponential. We argue that is so because the Montroll-Weiss CTRW, as recently proved by Barkai [E. Barkai, Phys. Rev. Lett. 90, 104101 (2003)], is nonstationary, thereby implying aging, while the Onsager principle is valid only in the case of fully aged systems. The case of a Poisson distribution of sojourn times is the only one with no aging associated to it, and consequently with no need to establish special initial conditions to fulfill the Onsager principle. We consider the case of a dichotomous fluctuation, and we prove that the Onsager principle is fulfilled for any form of regression to equilibrium provided that the stationary condition holds true. We set the stationary condition on both the CTRW and the GME, thereby creating a condition of total equivalence, regardless of the nature of the waiting-time distribution. As a consequence of this procedure we create a GME that is a bona fide master equation, in spite of being non-Markov. We note that the memory kernel of the GME affords information on the interaction between system of interest and its bath. The Poisson case yields a bath with infinitely fast fluctuations. We argue that departing from the Poisson form has the effect of creating a condition of infinite memory and that these results might be useful to shed light on the problem of how to unravel non-Markov quantum master equations. PMID:14682862
Generalized master equation via aging continuous-time random walks.
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.
Continuous-time random walk as a guide to fractional Schroedinger equation
Lenzi, E. K.; Ribeiro, H. V.; Mukai, H.; Mendes, R. S.
2010-09-15
We argue that the continuous-time random walk approach may be a useful guide to extend the Schroedinger equation in order to incorporate nonlocal effects, avoiding the inconsistencies raised by Jeng et al. [J. Math. Phys. 51, 062102 (2010)]. As an application, we work out a free particle in a half space, obtaining the time dependent solution by considering an arbitrary initial condition.
Calvo, Ivan; Carreras, Benjamin A; Sanchez, Raul; van Milligen, B. Ph.
2007-01-01
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out the fluid limit equation, formulated in terms of the periodic version of the fractional Riemann-Liouville operators, for which we provide explicit expressions. Finally, we compute the propagator in some simple cases. The analysis presented herein should be relevant when investigating anomalous transport phenomena in systems with periodic dimensions.
Delayed uncoupled continuous-time random walks do not provide a model for the telegraph equation.
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.
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.
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.
NASA Astrophysics Data System (ADS)
Cardona, Carlos; Gomez, Humberto
2016-06-01
Recently the CHY approach has been extended to one loop level using elliptic functions and modular forms over a Jacobian variety. Due to the difficulty in manipulating these kind of functions, we propose an alternative prescription that is totally algebraic. This new proposal is based on an elliptic algebraic curve embedded in a mathbb{C}{P}^2 space. We show that for the simplest integrand, namely the n - gon, our proposal indeed reproduces the expected result. By using the recently formulated Λ-algorithm, we found a novel recurrence relation expansion in terms of tree level off-shell amplitudes. Our results connect nicely with recent results on the one-loop formulation of the scattering equations. In addition, this new proposal can be easily stretched out to hyperelliptic curves in order to compute higher genus.
NASA Astrophysics Data System (ADS)
Donnelly, Isaac
Random walks on lattices are a well used model for diffusion on continuum. They have been to model subdiffusive systems, systems with forcing and reactions as well as a combination of the three. We extend the traditional random walk framework to the network to obtain novel results. As an example due to the small graph diameter, the early time behaviour of subdiffusive dynamics dominates the observed system which has implications for models of the brain or airline networks. I would like to thank the Australian American Fulbright Association.
Relativistic Weierstrass random walks.
Saa, Alberto; Venegeroles, Roberto
2010-08-01
The Weierstrass random walk is a paradigmatic Markov chain giving rise to a Lévy-type superdiffusive behavior. It is well known that special relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time t{c} delimiting two qualitative distinct dynamical regimes: the (nonrelativistic) superdiffusive Lévy flights, for t
Relativistic Weierstrass random walks.
Saa, Alberto; Venegeroles, Roberto
2010-08-01
The Weierstrass random walk is a paradigmatic Markov chain giving rise to a Lévy-type superdiffusive behavior. It is well known that special relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time t{c} delimiting two qualitative distinct dynamical regimes: the (nonrelativistic) superdiffusive Lévy flights, for t
Quantum random walk polynomial and quantum random walk measure
NASA Astrophysics Data System (ADS)
Kang, Yuanbao; Wang, Caishi
2014-05-01
In the paper, we introduce a quantum random walk polynomial (QRWP) that can be defined as a polynomial , which is orthogonal with respect to a quantum random walk measure (QRWM) on , such that the parameters are in the recurrence relations and satisfy . We firstly obtain some results of QRWP and QRWM, in which case the correspondence between measures and orthogonal polynomial sequences is one-to-one. It shows that any measure with respect to which a quantum random walk polynomial sequence is orthogonal is a quantum random walk measure. We next collect some properties of QRWM; moreover, we extend Karlin and McGregor's representation formula for the transition probabilities of a quantum random walk (QRW) in the interacting Fock space, which is a parallel result with the CGMV method. Using these findings, we finally obtain some applications for QRWM, which are of interest in the study of quantum random walk, highlighting the role played by QRWP and QRWM.
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.
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.
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
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. PMID:26465508
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:.
NASA Astrophysics Data System (ADS)
Paster, Amir; Bolster, Diogo; Benson, David A.
2014-04-01
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.
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.
Elliptic and parabolic equations for measures
NASA Astrophysics Data System (ADS)
Bogachev, Vladimir I.; Krylov, Nikolai V.; Röckner, Michael
2009-12-01
This article gives a detailed account of recent investigations of weak elliptic and parabolic equations for measures with unbounded and possibly singular coefficients. The existence and differentiability of densities are studied, and lower and upper bounds for them are discussed. Semigroups associated with second-order elliptic operators acting in L^p-spaces with respect to infinitesimally invariant measures are investigated. Bibliography: 181 titles.
Generalized Harnack Inequality for Nonhomogeneous Elliptic Equations
NASA Astrophysics Data System (ADS)
Julin, Vesa
2015-05-01
This paper is concerned with nonlinear elliptic equations in nondivergence form where F has a drift term which is not Lipschitz continuous. Under this condition the equations are nonhomogeneous and nonnegative solutions do not satisfy the classical Harnack inequality. This paper presents a new generalization of the Harnack inequality for such equations. As a corollary we obtain the optimal Harnack type of inequality for p( x)-harmonic functions which quantifies the strong minimum principle.
Random walk through fractal environments.
Isliker, H; Vlahos, L
2003-02-01
We analyze random walk through fractal environments, embedded in three-dimensional, permeable space. Particles travel freely and are scattered off into random directions when they hit the fractal. The statistical distribution of the flight increments (i.e., of the displacements between two consecutive hittings) is analytically derived from a common, practical definition of fractal dimension, and it turns out to approximate quite well a power-law in the case where the dimension D(F) of the fractal is less than 2, there is though, always a finite rate of unaffected escape. Random walks through fractal sets with D(F)< or =2 can thus be considered as defective Levy walks. The distribution of jump increments for D(F)>2 is decaying exponentially. The diffusive behavior of the random walk is analyzed in the frame of continuous time random walk, which we generalize to include the case of defective distributions of walk increments. It is shown that the particles undergo anomalous, enhanced diffusion for D(F)<2, the diffusion is dominated by the finite escape rate. Diffusion for D(F)>2 is normal for large times, enhanced though for small and intermediate times. In particular, it follows that fractals generated by a particular class of self-organized criticality models give rise to enhanced diffusion. The analytical results are illustrated by Monte Carlo simulations.
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.
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.
NASA Astrophysics Data System (ADS)
Korneta, W.; Pytel, Z.
1988-07-01
The random walk of a particle on a three-dimensional semi-infinite lattice is considered. In order to study the effect of the surface on the random walk, it is assumed that the velocity of the particle depends on the distance to the surface. Moreover it is assumed that at any point the particle may be absorbed with a certain probability. The probability of the return of the particle to the starting point and the average time of eventual return are calculated. The dependence of these quantities on the distance to the surface, the probability of absorption and the properties of the surface is discussed. The method of generating functions is used.
Coupled continuous time random walks in finance
NASA Astrophysics Data System (ADS)
Meerschaert, Mark M.; Scalas, Enrico
2006-10-01
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting times measure delay between transactions. These two random variables (log-return and waiting time) are typically not independent. For these coupled CTRW models, we can now compute the limiting stochastic process (just like Brownian motion is the limit of a simple random walk), even in the case of heavy-tailed (power-law) price jumps and/or waiting times. The probability density functions for this limit process solve fractional partial differential equations. In some cases, these equations can be explicitly solved to yield descriptions of long-term price changes, based on a high-resolution model of individual trades that includes the statistical dependence between waiting times and the subsequent log-returns. In the heavy-tailed case, this involves operator stable space-time random vectors that generalize the familiar stable models. In this paper, we will review the fundamental theory and present two applications with tick-by-tick stock and futures data.
Spectral multigrid methods for elliptic equations
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1981-01-01
An alternative approach which employs multigrid concepts in the iterative solution of spectral equations was examined. Spectral multigrid methods are described for self adjoint elliptic equations with either periodic or Dirichlet boundary conditions. For realistic fluid calculations the relevant boundary conditions are periodic in at least one (angular) coordinate and Dirichlet (or Neumann) in the remaining coordinates. Spectral methods are always effective for flows in strictly rectangular geometries since corners generally introduce singularities into the solution. If the boundary is smooth, then mapping techniques are used to transform the problem into one with a combination of periodic and Dirichlet boundary conditions. It is suggested that spectral multigrid methods in these geometries can be devised by combining the techniques.
Quantum random walks without walking
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.
Propagators of random walks on comb lattices of arbitrary dimension
NASA Astrophysics Data System (ADS)
Illien, Pierre; Bénichou, Olivier
2016-07-01
We study diffusion on comb lattices of arbitrary dimension. Relying on the loopless structure of these lattices and using first-passage properties, we obtain exact and explicit formulae for the Laplace transforms of the propagators associated to nearest-neighbour random walks in both cases where either the first or the last point of the random walk is on the backbone of the lattice, and where the two extremities are arbitrarily chosen. As an application, we compute the mean-square displacement of a random walker on a comb of arbitrary dimension. We also propose an alternative and consistent approach of the problem using a master equation description, and obtain simple and generic expressions of the propagators. This method is more general and is extended to study the propagators of random walks on more complex comb-like structures. In particular, we study the case of a two-dimensional comb lattice with teeth of finite length.
Random walks with similar transition probabilities
NASA Astrophysics Data System (ADS)
Schiefermayr, Klaus
2003-04-01
We consider random walks on the nonnegative integers with a possible absorbing state at -1. A random walk is called [alpha]-similar to a random walk if there exist constants Cij such that for the corresponding n-step transition probabilities , i,j[greater-or-equal, slanted]0, hold. We give necessary and sufficient conditions for the [alpha]-similarity of two random walks both in terms of the parameters and in terms of the corresponding spectral measures which appear in the spectral representation of the n-step transition probabilities developed by Karlin and McGregor.
Molecular motors: thermodynamics and the random walk.
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
Brownian Optimal Stopping and Random Walks
Lamberton, D.
2002-06-05
One way to compute the value function of an optimal stopping problem along Brownian paths consists of approximating Brownian motion by a random walk. We derive error estimates for this type of approximation under various assumptions on the distribution of the approximating random walk.
Iterative methods for elliptic finite element equations on general meshes
NASA Technical Reports Server (NTRS)
Nicolaides, R. A.; Choudhury, Shenaz
1986-01-01
Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.
New Elliptic Solutions of the Yang-Baxter Equation
NASA Astrophysics Data System (ADS)
Chicherin, D.; Derkachov, S. E.; Spiridonov, V. P.
2016-07-01
We consider finite-dimensional reductions of an integral operator with the elliptic hypergeometric kernel describing the most general known solution of the Yang-Baxter equation with a rank 1 symmetry algebra. The reduced R-operators reproduce at their bottom the standard Baxter's R-matrix for the 8-vertex model and Sklyanin's L-operator. The general formula has a remarkably compact form and yields new elliptic solutions of the Yang-Baxter equation based on the finite-dimensional representations of the elliptic modular double. The same result is also derived using the fusion formalism.
Quantum random walks using quantum accelerator modes
Ma, Z.-Y.; Burnett, K.; D'Arcy, M. B.; Gardiner, S. A.
2006-01-15
We discuss the use of high-order quantum accelerator modes to achieve an atom optical realization of a biased quantum random walk. We first discuss how one can create coexistent quantum accelerator modes, and hence how momentum transfer that depends on the atoms' internal state can be achieved. When combined with microwave driving of the transition between the states, a different type of atomic beam splitter results. This permits the realization of a biased quantum random walk through quantum accelerator modes.
Source identification problem for an elliptic-hyperbolic equation
NASA Astrophysics Data System (ADS)
Ashyralyev, Allaberen; Tetikoglu, Fatma Songul Ozesenli; Kahraman, Tulay
2016-08-01
In the present paper, a boundary value problem for the differential equation with parameter in a Hilbert space with self-adjoint definite operator is investigated. The well-posedness of this problem is presented. The stability inequalities for the solution of source identification problem for elliptic-hyperbolic equations are given.
How Well Do Random Walks Parallelize?
NASA Astrophysics Data System (ADS)
Efremenko, Klim; Reingold, Omer
A random walk on a graph is a process that explores the graph in a random way: at each step the walk is at a vertex of the graph, and at each step it moves to a uniformly selected neighbor of this vertex. Random walks are extremely useful in computer science and in other fields. A very natural problem that was recently raised by Alon, Avin, Koucky, Kozma, Lotker, and Tuttle (though it was implicit in several previous papers) is to analyze the behavior of k independent walks in comparison with the behavior of a single walk. In particular, Alon et al. showed that in various settings (e.g., for expander graphs), k random walks cover the graph (i.e., visit all its nodes), Ω(k)-times faster (in expectation) than a single walk. In other words, in such cases k random walks efficiently “parallelize” a single random walk. Alon et al. also demonstrated that, depending on the specific setting, this “speedup” can vary from logarithmic to exponential in k.
On the Dirichlet problem for a nonlinear elliptic equation
NASA Astrophysics Data System (ADS)
Egorov, Yu V.
2015-04-01
We prove the existence of an infinite set of solutions to the Dirichlet problem for a nonlinear elliptic equation of the second order. Such a problem for a nonlinear elliptic equation with Laplace operator was studied earlier by Krasnosel'skii, Bahri, Berestycki, Lions, Rabinowitz, Struwe and others. We study the spectrum of this problem and prove the weak convergence to 0 of the sequence of normed eigenfunctions. Moreover, we obtain some estimates for the 'Fourier coefficients' of functions in W^1p,0(Ω). This allows us to improve the preceding results. Bibliography: 8 titles.
Mesoscopic description of random walks on combs.
Méndez, Vicenç; Iomin, Alexander; Campos, Daniel; Horsthemke, Werner
2015-12-01
Combs are a simple caricature of various types of natural branched structures, which belong to the category of loopless graphs and consist of a backbone and branches. We study continuous time random walks on combs and present a generic method to obtain their transport properties. The random walk along the branches may be biased, and we account for the effect of the branches by renormalizing the waiting time probability distribution function for the motion along the backbone. We analyze the overall diffusion properties along the backbone and find normal diffusion, anomalous diffusion, and stochastic localization (diffusion failure), respectively, depending on the characteristics of the continuous time random walk along the branches, and compare our analytical results with stochastic simulations. PMID:26764637
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.
Random Walk Weakly Attracted to a Wall
NASA Astrophysics Data System (ADS)
de Coninck, Joël; Dunlop, François; Huillet, Thierry
2008-10-01
We consider a random walk X n in ℤ+, starting at X 0= x≥0, with transition probabilities {P}(X_{n+1}=Xn±1|Xn=yge1)={1over2}mp{δover4y+2δ} and X n+1=1 whenever X n =0. We prove {E}Xn˜const. n^{1-{δ over2}} as n ↗∞ when δ∈(1,2). The proof is based upon the Karlin-McGregor spectral representation, which is made explicit for this random walk.
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.
Random walk in generalized quantum theory
Martin, Xavier; O'Connor, Denjoe; Sorkin, Rafael D.
2005-01-15
One can view quantum mechanics as a generalization of classical probability theory that provides for pairwise interference among alternatives. Adopting this perspective, we 'quantize' the classical random walk by finding, subject to a certain condition of 'strong positivity', the most general Markovian, translationally invariant 'decoherence functional' with nearest neighbor transitions.
Random walk centrality for temporal networks
NASA Astrophysics Data System (ADS)
Rocha, Luis E. C.; Masuda, Naoki
2014-06-01
Nodes can be ranked according to their relative importance within a network. Ranking algorithms based on random walks are particularly useful because they connect topological and diffusive properties of the network. Previous methods based on random walks, for example the PageRank, have focused on static structures. However, several realistic networks are indeed dynamic, meaning that their structure changes in time. In this paper, we propose a centrality measure for temporal networks based on random walks under periodic boundary conditions that we call TempoRank. It is known that, in static networks, the stationary density of the random walk is proportional to the degree or the strength of a node. In contrast, we find that, in temporal networks, the stationary density is proportional to the in-strength of the so-called effective network, a weighted and directed network explicitly constructed from the original sequence of transition matrices. The stationary density also depends on the sojourn probability q, which regulates the tendency of the walker to stay in the node, and on the temporal resolution of the data. We apply our method to human interaction networks and show that although it is important for a node to be connected to another node with many random walkers (one of the principles of the PageRank) at the right moment, this effect is negligible in practice when the time order of link activation is included.
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.
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.
On the integrable elliptic cylindrical Kadomtsev-Petviashvili equation.
Khusnutdinova, K R; Klein, C; Matveev, V B; Smirnov, A O
2013-03-01
There exist two versions of the Kadomtsev-Petviashvili (KP) equation, related to the Cartesian and cylindrical geometries of the waves. In this paper, we derive and study a new version, related to the elliptic cylindrical geometry. The derivation is given in the context of surface waves, but the derived equation is a universal integrable model applicable to generic weakly nonlinear weakly dispersive waves. We also show that there exist nontrivial transformations between all three versions of the KP equation associated with the physical problem formulation, and use them to obtain new classes of approximate solutions for water waves.
Asymptotic behaviour of random walks with correlated temporal structure
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
Quasilinear Elliptic Equations Involving Variable Exponents
NASA Astrophysics Data System (ADS)
Mihǎilescu, Mihai; Moroşanu, Gheorghe
2008-09-01
Consider the boundary value problem -Σi = N∂xi(|∂xiu|pi(x)-2∂xiu) = λ(x)|u|q(x)-2u in Ω, u = 0 on ∂Ω, where Ω is a bounded domain in RN with smooth boundary ∂Ω, while p1,…,pN,q are continuous functions and q(x)>1,pi(x)⩾2 for all x∈Ω¯, i = 1,⋯,N. Combining the mountain pass theorem of Ambrosetti and Rabinowitz [1] and Ekeland's variational principle [7] we show that under suitable conditions the above problem has two nontrivial weak solutions. We also consider the eigenvalue problem corresponding to the case when λ in the above equation is a positive constant. We assume that there exist j,k∈{1,…,N} with j≠k such that pj ≡ q in Ω¯, and q is independent of xj with maxΩ¯q
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.
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.
Sunspot random walk and 22-year variation
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.
Asymptotic properties of a bold random walk
NASA Astrophysics Data System (ADS)
Serva, Maurizio
2014-08-01
In a recent paper we proposed a non-Markovian random walk model with memory of the maximum distance ever reached from the starting point (home). The behavior of the walker is different from the simple symmetric random walk only when she is at this maximum distance, where, having the choice to move either farther or closer, she decides with different probabilities. If the probability of a forward step is higher than the probability of a backward step, the walker is bold and her behavior turns out to be superdiffusive; otherwise she is timorous and her behavior turns out to be subdiffusive. The scaling behavior varies continuously from subdiffusive (timorous) to superdiffusive (bold) according to a single parameter γ ∈R. We investigate here the asymptotic properties of the bold case in the nonballistic region γ ∈[0,1/2], a problem which was left partially unsolved previously. The exact results proved in this paper require new probabilistic tools which rely on the construction of appropriate martingales of the random walk and its hitting times.
Sunspot random walk and 22-year variation
NASA Astrophysics Data System (ADS)
Love, Jeffrey J.; Rigler, E. Joshua
2012-05-01
We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter log-normal random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.
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.
Scalable networks for discrete quantum random walks
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.
Random walks on dual Sierpinski gaskets
NASA Astrophysics Data System (ADS)
Wu, Shunqi; Zhang, Zhongzhi; Chen, Guanrong
2011-07-01
We study an unbiased random walk on dual Sierpinski gaskets embedded in d-dimensional Euclidean spaces. We first determine the mean first-passage time (MFPT) between a particular pair of nodes based on the connection between the MFPTs and the effective resistance. Then, by using the Laplacian spectra, we evaluate analytically the global MFPT (GMFPT), i.e., MFPT between two nodes averaged over all node pairs. Concerning these two quantities, we obtain explicit solutions and show how they vary with the number of network nodes. Finally, we relate our results for the case of d = 2 to the well-known Hanoi Towers problem.
Random walk calculations for bacterial migration in porous media.
Duffy, K J; Cummings, P T; Ford, R M
1995-01-01
Bacterial migration is important in understanding many practical problems ranging from disease pathogenesis to the bioremediation of hazardous waste in the environment. Our laboratory has been successful in quantifying bacterial migration in fluid media through experiment and the use of population balance equations and cellular level simulations that incorporate parameters based on a fundamental description of the microscopic motion of bacteria. The present work is part of an effort to extend these results to bacterial migration in porous media. Random walk algorithms have been used successfully to date in nonbiological contexts to obtain the diffusion coefficient for disordered continuum problems. This approach has been used here to describe bacterial motility. We have generated model porous media using molecular dynamics simulations applied to a fluid with equal sized spheres. The porosity is varied by allowing different degrees of sphere overlap. A random walk algorithm is applied to simulate bacterial migration, and the Einstein relation is used to calculate the effective bacterial diffusion coefficient. The tortuosity as a function of particle size is calculated and compared with available experimental results of migration of Pseudomonas putida in sand columns. Tortuosity increases with decreasing obstacle diameter, which is in agreement with the experimental results. PMID:7756547
Continuous time quantum random walks in free space
NASA Astrophysics Data System (ADS)
Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander
2014-05-01
We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.
Multigrid lattice Boltzmann method for accelerated solution of elliptic equations
NASA Astrophysics Data System (ADS)
Patil, Dhiraj V.; Premnath, Kannan N.; Banerjee, Sanjoy
2014-05-01
A new solver for second-order elliptic partial differential equations (PDEs) based on the lattice Boltzmann method (LBM) and the multigrid (MG) technique is presented. Several benchmark elliptic equations are solved numerically with the inclusion of multiple grid-levels in two-dimensional domains at an optimal computational cost within the LB framework. The results are compared with the corresponding analytical solutions and numerical solutions obtained using the Stone's strongly implicit procedure. The classical PDEs considered in this article include the Laplace and Poisson equations with Dirichlet boundary conditions, with the latter involving both constant and variable coefficients. A detailed analysis of solution accuracy, convergence and computational efficiency of the proposed solver is given. It is observed that the use of a high-order stencil (for smoothing) improves convergence and accuracy for an equivalent number of smoothing sweeps. The effect of the type of scheduling cycle (V- or W-cycle) on the performance of the MG-LBM is analyzed. Next, a parallel algorithm for the MG-LBM solver is presented and then its parallel performance on a multi-core cluster is analyzed. Lastly, a practical example is provided wherein the proposed elliptic PDE solver is used to compute the electro-static potential encountered in an electro-chemical cell, which demonstrates the effectiveness of this new solver in complex coupled systems. Several orders of magnitude gains in convergence and parallel scaling for the canonical problems, and a factor of 5 reduction for the multiphysics problem are achieved using the MG-LBM.
On an Elliptic Equation Arising from Composite Materials
NASA Astrophysics Data System (ADS)
Dong, Hongjie; Zhang, Hong
2016-10-01
In this paper, we derive an interior Schauder estimate for the divergence form elliptic equation D_i (a(x)D_iu) = D_i f_i in R^2,where {a(x)} and {f_i (x)} are piecewise Hölder continuous in a domain containing two touching balls as subdomains. When {f_i ≡ 0} and a is piecewise constant, we prove that u is piecewise smoothwith bounded derivatives.This completely answers a question raised by Li andVogelius (Arch Ration Mech Anal 153(2):91-151, 2000) in dimension 2.
Excited Random Walk in One Dimension
NASA Astrophysics Data System (ADS)
Antal, Tibor
2005-03-01
We study the k-excited random walk, in which each site initially contains k cookies, and a random walk that is at a site that contains at least one cookie eats a cookie and then hops to the right with probability p and to the left with probability q=1-p. If the walk hops from an empty site, there is no bias. For the 1-excited walk on the half-line (each site initially contains one cookie), the probability of first returning to the starting point at time t scales as t-1-q. We also derive the probability distribution of the position of the leftmost uneaten cookie in the large time limit. For the infinite line, the probability distribution of the position of the 1-excited walk has an unusual anomaly at the origin and the distributions of positions for the leftmost and rightmost uneaten cookie develop a power-law singularity at the origin. The 2-excited walk on the infinite line exhibits peculiar features in the regime p>3/4, where the walk is transient, including a mean displacement that grows as t^ν, with ν>12 dependent on p, and a breakdown of scaling for the probability distribution of the walk.
Convergence of quantum random walks with decoherence
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.
Clustered continuous-time random walks: diffusion and relaxation consequences
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
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.
Quantum random walks in a coherent atomic system via electromagnetically induced transparency
Li Yun; Hang Chao; Ma Lei; Zhang Weiping; Huang Guoxiang
2008-12-15
We propose a scheme to realize the quantum random walk in a coherent five-level atomic system via electromagnetically induced transparency (EIT). From optical Bloch equations describing the dynamics of the electromagnetic field and atomic population and coherence, we show that two circular-polarized components of a probe field display different dispersion properties and hence acquire different phase-shift modifications when passing through atomic cells. We demonstrate that the quantum coherence and interference owing to the EIT effect result in a low absorption of the probe field and hence provide a possibility of realizing a many-step phase-shift quantum random walk. The scheme may be used to experimentally highlight the characteristics of quantum random walk and lead to a promising application for quantum computation.
Experimental implementation of the quantum random-walk algorithm
Du Jiangfeng; Li Hui; Shi Mingjun; Zhou Xianyi; Han Rongdian; Xu Xiaodong; Wu Jihui
2003-04-01
The quantum random walk is a possible approach to construct quantum algorithms. Several groups have investigated the quantum random walk and experimental schemes were proposed. In this paper, we present the experimental implementation of the quantum random-walk algorithm on a nuclear-magnetic-resonance quantum computer. We observe that the quantum walk is in sharp contrast to its classical counterpart. In particular, the properties of the quantum walk strongly depends on the quantum entanglement.
Random recursive trees and the elephant random walk
NASA Astrophysics Data System (ADS)
Kürsten, Rüdiger
2016-03-01
One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process.
Random recursive trees and the elephant random walk.
Kürsten, Rüdiger
2016-03-01
One class of random walks with infinite memory, so-called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce another model, the skew elephant random walk, and calculate the first and second moment of this process. PMID:27078296
Quantum random walks with decoherent coins
Brun, Todd A.; Ambainis, Andris; Carteret, H.A.
2003-03-01
The quantum random walk has been much studied recently, largely due to its highly nonclassical behavior. In this paper, we study one possible route to classical behavior for the discrete quantum walk on the line: the presence of decoherence in the quantum ''coin'' which drives the walk. We find exact analytical expressions for the time dependence of the first two moments of position, and show that in the long-time limit the variance grows linearly with time, unlike the unitary walk. We compare this to the results of direct numerical simulation, and see how the form of the position distribution changes from the unitary to the usual classical result as we increase the strength of the decoherence.
Discrete mechanics and special relativistic random walks.
Wall, F T
1988-05-01
Random walks with step lengths equal to the shortest possible physically meaningful distances are considered from the point of view of special relativity involving two observers moving uniformly with respect to each other. A requirement of statistical equivalence of the probability distributions seen by those observers leads to the Lorentz transformations, provided a randomly moving particle shifts from one submicroscopic cell of uncertainty to a neighbor with a speed equivalent to that of light. Ordinary smooth motion would appear to involve a tremendous amount of submicroscopic back and forth randomness subject to a statistical bias favoring a particular direction. The diffusive nature of the motion naturally leads to a spreading of the probability distribution.
Discrete Feynman-Kac formulas for branching random walks
NASA Astrophysics Data System (ADS)
Zoia, A.; Dumonteil, E.; Mazzolo, A.
2012-05-01
Branching random walks are key to the description of several physical and biological systems, such as neutron transport in multiplying media, epidemics and population genetics. Within this context, assessing the number of visits nV of the walker to a given region V in the phase space plays a fundamental role. In this letter we derive the discrete Feynman-Kac equations for the distribution of nV as a function of the starting point of the walker, when the process is observed up to the n-th generation. We provide also the recurrence relation for the moments of the distribution, and illustrate this formalism on a problem in reactor physics. Feynman-Kac formulas for the residence times of Markovian processes are recovered in the diffusion limit.
Correlated continuous-time random walks in external force fields
NASA Astrophysics Data System (ADS)
Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr
2012-05-01
We study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated waiting times. In this model the current waiting time Ti is equal to the previous waiting time Ti-1 plus a small increment. Based on the associated coupled Langevin equations the force field is systematically introduced. We show that in a confining potential the relaxation dynamics follows power-law or stretched exponential pattern, depending on the model parameters. The process obeys a generalized Einstein-Stokes-Smoluchowski relation and observes the second Einstein relation. The stationary solution is of Boltzmann-Gibbs form. The case of an harmonic potential is discussed in some detail. We also show that the process exhibits aging and ergodicity breaking.
Gravitational lens equation for embedded lenses; magnification and ellipticity
Chen, B.; Kantowski, R.; Dai, X.
2011-10-15
We give the lens equation for light deflections caused by point mass condensations in an otherwise spatially homogeneous and flat universe. We assume the signal from a distant source is deflected by a single condensation before it reaches the observer. We call this deflector an embedded lens because the deflecting mass is part of the mean density. The embedded lens equation differs from the conventional lens equation because the deflector mass is not simply an addition to the cosmic mean. We prescribe an iteration scheme to solve this new lens equation and use it to compare our results with standard linear lensing theory. We also compute analytic expressions for the lowest order corrections to image amplifications and distortions caused by incorporating the lensing mass into the mean. We use these results to estimate the effect of embedding on strong lensing magnifications and ellipticities and find only small effects, <1%, contrary to what we have found for time delays and for weak lensing, {approx}5%.
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
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.
The excited random walk in one dimension
NASA Astrophysics Data System (ADS)
Antal, T.; Redner, S.
2005-03-01
We study the excited random walk, in which a walk that is at a site that contains cookies eats one cookie and then hops to the right with probability p and to the left with probability q = 1 - p. If the walk hops onto an empty site, there is no bias. For the 1-excited walk on the half-line (one cookie initially at each site), the probability of first returning to the starting point at time t scales as t-(2-p). Although the average return time to the origin is infinite for all p, the walk eats, on average, only a finite number of cookies until this first return when p < 1/2. For the infinite line, the probability distribution for the 1-excited walk has an unusual anomaly at the origin. The positions of the leftmost and rightmost uneaten cookies can be accurately estimated by probabilistic arguments and their corresponding distributions have power-law singularities. The 2-excited walk on the infinite line exhibits peculiar features in the regime p > 3/4, where the walk is transient, including a mean displacement that grows as tν, with \
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.
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.
Stochastic calculus for uncoupled continuous-time random walks.
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.
Phenomenological picture of fluctuations in branching random walks.
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. PMID:25375474
A scaling law for random walks on networks
Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick
2014-01-01
The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870
Record statistics of financial time series and geometric random walks.
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.
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.
A scaling law for random walks on networks.
Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick
2014-01-01
The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870
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.
Scattering model for quantum random walks on a hypercube
Kosik, Jozef; Buzek, Vladimir
2005-01-01
Following a recent work by Hillery et al. [Phys. Rev. A 68, 032314 (2003)], we introduce a scattering model of a quantum random walk (SQRW) on a hybercube. We show that this type of quantum random walk can be reduced to the quantum random walk on the line and we derive the corresponding hitting amplitudes. We investigate the scattering properties of the hypercube, connected to the semi-infinite tails. We prove that the SQRW is a generalized version of the coined quantum random walk. We show how to implement the SQRW efficiently using a quantum circuit with standard gates. We discuss one possible version of a quantum search algorithm using the SQRW. Finally, we analyze symmetries that underlie the SQRW and may simplify its solution considerably.
The melting phenomenon in random-walk model of DNA
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}.
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.
NASA Technical Reports Server (NTRS)
Englert, G. W.
1971-01-01
A model of the random walk is formulated to allow a simple computing procedure to replace the difficult problem of solution of the Fokker-Planck equation. The step sizes and probabilities of taking steps in the various directions are expressed in terms of Fokker-Planck coefficients. Application is made to many particle systems with Coulomb interactions. The relaxation of a highly peaked velocity distribution of particles to equilibrium conditions is illustrated.
On a regular problem for an elliptic-parabolic equation with a potential boundary condition
NASA Astrophysics Data System (ADS)
Arepova, Gauhar
2016-08-01
In this paper, we construct a lateral boundary condition for an elliptic-parabolic equation in a finite domain. Theorem on existence and uniqueness of a solution of the considered problem is proved by method of theory potential.
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.
Current-reinforced random walks for constructing transport networks.
Ma, Qi; Johansson, Anders; Tero, Atsushi; Nakagaki, Toshiyuki; Sumpter, David J T
2013-03-01
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.
A New Random Walk for Replica Detection in WSNs
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
A New Random Walk for Replica Detection in WSNs.
Aalsalem, Mohammed Y; Khan, Wazir Zada; Saad, N M; Hossain, Md Shohrab; Atiquzzaman, Mohammed; Khan, Muhammad Khurram
2016-01-01
Wireless Sensor Networks (WSNs) are vulnerable to Node Replication attacks or Clone attacks. Among all the existing clone detection protocols in WSNs, RAWL shows the most promising results by employing Simple Random Walk (SRW). More recently, RAND outperforms RAWL by incorporating Network Division with SRW. Both RAND and RAWL have used SRW for random selection of witness nodes which is problematic because of frequently revisiting the previously passed nodes that leads to longer delays, high expenditures of energy with lower probability that witness nodes intersect. To circumvent this problem, we propose to employ a new kind of constrained random walk, namely Single Stage Memory Random Walk and present a distributed technique called SSRWND (Single Stage Memory Random Walk with Network Division). In SSRWND, single stage memory random walk is combined with network division aiming to decrease the communication and memory costs while keeping the detection probability higher. Through intensive simulations it is verified that SSRWND guarantees higher witness node security with moderate communication and memory overheads. SSRWND is expedient for security oriented application fields of WSNs like military and medical.
A New Random Walk for Replica Detection in WSNs.
Aalsalem, Mohammed Y; Khan, Wazir Zada; Saad, N M; Hossain, Md Shohrab; Atiquzzaman, Mohammed; Khan, Muhammad Khurram
2016-01-01
Wireless Sensor Networks (WSNs) are vulnerable to Node Replication attacks or Clone attacks. Among all the existing clone detection protocols in WSNs, RAWL shows the most promising results by employing Simple Random Walk (SRW). More recently, RAND outperforms RAWL by incorporating Network Division with SRW. Both RAND and RAWL have used SRW for random selection of witness nodes which is problematic because of frequently revisiting the previously passed nodes that leads to longer delays, high expenditures of energy with lower probability that witness nodes intersect. To circumvent this problem, we propose to employ a new kind of constrained random walk, namely Single Stage Memory Random Walk and present a distributed technique called SSRWND (Single Stage Memory Random Walk with Network Division). In SSRWND, single stage memory random walk is combined with network division aiming to decrease the communication and memory costs while keeping the detection probability higher. Through intensive simulations it is verified that SSRWND guarantees higher witness node security with moderate communication and memory overheads. SSRWND is expedient for security oriented application fields of WSNs like military and medical. PMID:27409082
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.
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
Superstatistical analysis and modelling of heterogeneous random walks
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
Decoherence in optimized quantum random-walk search algorithm
NASA Astrophysics Data System (ADS)
Zhang, Yu-Chao; Bao, Wan-Su; Wang, Xiang; Fu, Xiang-Qun
2015-08-01
This paper investigates the effects of decoherence generated by broken-link-type noise in the hypercube on an optimized quantum random-walk search algorithm. When the hypercube occurs with random broken links, the optimized quantum random-walk search algorithm with decoherence is depicted through defining the shift operator which includes the possibility of broken links. For a given database size, we obtain the maximum success rate of the algorithm and the required number of iterations through numerical simulations and analysis when the algorithm is in the presence of decoherence. Then the computational complexity of the algorithm with decoherence is obtained. The results show that the ultimate effect of broken-link-type decoherence on the optimized quantum random-walk search algorithm is negative. Project supported by the National Basic Research Program of China (Grant No. 2013CB338002).
Random-walk mechanism in the genetic recombination.
Fujitani, Youhei; Kawai, Junji; Kobayashi, Ichizo
2010-01-01
We have explained some experimental data of the homologous recombination and the genetic interference in terms of one-dimensional random walk over discrete sites. We first review our previous results. Next, we modify our random-walk model for the homologous recombination into a continuous-site model, and discuss a possible explanation for the previous experimental data obtained by means of the plasmid having one-side homology. Finally, we show that a reaction between an intermediate and a product is indispensable in explaining the genetic interference in terms of our reaction-diffusion model.
Post and a random-walk search mode
NASA Technical Reports Server (NTRS)
Martin, J. A.
1984-01-01
Multidisciplinary analysis often requires optimization of nonlinear systems that are subject to constraints. Trajectory optimization is one example of this situation. The Program to Optimize Simulated Trajectories (POST) was used successfully for a number of problems. The purpose is to describe POST and a new optimization approach that has been incorporated into it. Typical uses of POST will also be illustrated. The projected-gradient approach to optimization is the preferred option in POST and is discussed. A new approach to optimization, the random-walk approach, is described, and results with the random-walk approach are presented.
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.
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.
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.
NASA Technical Reports Server (NTRS)
Pflaum, Christoph
1996-01-01
A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.
An electric-analog simulation of elliptic partial differential equations using finite element theory
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.
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.
A family of random walks with generalized Dirichlet steps
De Gregorio, Alessandro
2014-02-15
We analyze a class of continuous time random walks in R{sup d},d≥2, with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes of orientation, we provide the analytic form of the probability density function of the position (X{sub {sub d}}(t),t>0) reached, at time t > 0, by the random motion. In particular, we analyze the case of random walks with two steps. In general, it is a hard task to obtain the explicit probability distributions for the process (X{sub {sub d}}(t),t>0). Nevertheless, for suitable values for the basic parameters of the generalized Dirichlet probability distribution, we are able to derive the explicit conditional density functions of (X{sub {sub d}}(t),t>0). Furthermore, in some cases, by exploiting the fractional Poisson process, the unconditional probability distributions of the random walk are obtained. This paper extends in a more general setting, the random walks with Dirichlet displacements introduced in some previous papers.
Adaptive importance sampling of random walks on continuous state spaces
Baggerly, K.; Cox, D.; Picard, R.
1998-11-01
The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material.
Solving the accuracy-diversity dilemma via directed random walks.
Liu, Jian-Guo; Shi, Kerui; Guo, Qiang
2012-01-01
Random walks have been successfully used to measure user or object similarities in collaborative filtering (CF) recommender systems, which is of high accuracy but low diversity. A key challenge of a CF system is that the reliably accurate results are obtained with the help of peers' recommendation, but the most useful individual recommendations are hard to be found among diverse niche objects. In this paper we investigate the direction effect of the random walk on user similarity measurements and find that the user similarity, calculated by directed random walks, is reverse to the initial node's degree. Since the ratio of small-degree users to large-degree users is very large in real data sets, the large-degree users' selections are recommended extensively by traditional CF algorithms. By tuning the user similarity direction from neighbors to the target user, we introduce a new algorithm specifically to address the challenge of diversity of CF and show how it can be used to solve the accuracy-diversity dilemma. Without relying on any context-specific information, we are able to obtain accurate and diverse recommendations, which outperforms the state-of-the-art CF methods. This work suggests that the random-walk direction is an important factor to improve the personalized recommendation performance.
Solving the accuracy-diversity dilemma via directed random walks
NASA Astrophysics Data System (ADS)
Liu, Jian-Guo; Shi, Kerui; Guo, Qiang
2012-01-01
Random walks have been successfully used to measure user or object similarities in collaborative filtering (CF) recommender systems, which is of high accuracy but low diversity. A key challenge of a CF system is that the reliably accurate results are obtained with the help of peers' recommendation, but the most useful individual recommendations are hard to be found among diverse niche objects. In this paper we investigate the direction effect of the random walk on user similarity measurements and find that the user similarity, calculated by directed random walks, is reverse to the initial node's degree. Since the ratio of small-degree users to large-degree users is very large in real data sets, the large-degree users' selections are recommended extensively by traditional CF algorithms. By tuning the user similarity direction from neighbors to the target user, we introduce a new algorithm specifically to address the challenge of diversity of CF and show how it can be used to solve the accuracy-diversity dilemma. Without relying on any context-specific information, we are able to obtain accurate and diverse recommendations, which outperforms the state-of-the-art CF methods. This work suggests that the random-walk direction is an important factor to improve the personalized recommendation performance.
The Random Walk Drainage Simulation Model as a Teaching Exercise
ERIC Educational Resources Information Center
High, Colin; Richards, Paul
1972-01-01
Practical instructions about using the random walk drainage network simulation model as a teaching excercise are given and the results discussed. A source of directional bias in the resulting simulated drainage patterns is identified and given an interpretation in the terms of the model. Three points of educational value concerning the model are…
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
Relativistic diffusion processes and random walk models
Dunkel, Joern; Talkner, Peter; Haenggi, Peter
2007-02-15
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As is well known, the Gaussian transition probability density function (PDF) of this process is in conflict with special relativity, as it permits particles to propagate faster than the speed of light. A frequently considered alternative is provided by the telegraph equation, whose solutions avoid superluminal propagation speeds but suffer from singular (noncontinuous) diffusion fronts on the light cone, which are unlikely to exist for massive particles. It is therefore advisable to explore other alternatives as well. In this paper, a generalized Wiener process is proposed that is continuous, avoids superluminal propagation, and reduces to the standard Wiener process in the nonrelativistic limit. The corresponding relativistic diffusion propagator is obtained directly from the nonrelativistic Wiener propagator, by rewriting the latter in terms of an integral over actions. The resulting relativistic process is non-Markovian, in accordance with the known fact that nontrivial continuous, relativistic Markov processes in position space cannot exist. Hence, the proposed process defines a consistent relativistic diffusion model for massive particles and provides a viable alternative to the solutions of the telegraph equation.
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
Noncommutative extensions of elliptic integrable Euler–Arnold tops and Painlevé VI equation
NASA Astrophysics Data System (ADS)
Levin, A.; Olshanetsky, M.; Zotov, A.
2016-09-01
In this paper we suggest generalizations of elliptic integrable tops to matrix-valued variables. Our consideration is based on the R-matrix description which provides Lax pairs in terms of quantum and classical R-matrices. First, we prove that for relativistic (and non-relativistic) tops, such Lax pairs with spectral parameters follow from the associative Yang–Baxter equation and its degenerations. Then we proceed to matrix extensions of the models and find out that some additional constraints are required for their construction. We describe a matrix version of the {{{Z}}}2 reduced elliptic top and verify that the latter constraints are fulfilled in this case. The construction of matrix extensions is naturally generalized to the monodromy preserving equation. In this way we get matrix extensions of the Painlevé VI equation and its multidimensional analogues written in the form of non-autonomous elliptic tops. Finally, it is mentioned that the matrix valued variables can be replaced by elements of noncommutative associative algebra. At the end of the paper we also describe special elliptic Gaudin models which can be considered as matrix extensions of the ({{{Z}}}2 reduced) elliptic top.
Noncommutative extensions of elliptic integrable Euler-Arnold tops and Painlevé VI equation
NASA Astrophysics Data System (ADS)
Levin, A.; Olshanetsky, M.; Zotov, A.
2016-09-01
In this paper we suggest generalizations of elliptic integrable tops to matrix-valued variables. Our consideration is based on the R-matrix description which provides Lax pairs in terms of quantum and classical R-matrices. First, we prove that for relativistic (and non-relativistic) tops, such Lax pairs with spectral parameters follow from the associative Yang-Baxter equation and its degenerations. Then we proceed to matrix extensions of the models and find out that some additional constraints are required for their construction. We describe a matrix version of the {{{Z}}}2 reduced elliptic top and verify that the latter constraints are fulfilled in this case. The construction of matrix extensions is naturally generalized to the monodromy preserving equation. In this way we get matrix extensions of the Painlevé VI equation and its multidimensional analogues written in the form of non-autonomous elliptic tops. Finally, it is mentioned that the matrix valued variables can be replaced by elements of noncommutative associative algebra. At the end of the paper we also describe special elliptic Gaudin models which can be considered as matrix extensions of the ({{{Z}}}2 reduced) elliptic top.
NASA Astrophysics Data System (ADS)
Armstrong, Scott N.
We study the fully nonlinear elliptic equation F(Du,Du,u,x)=f in a smooth bounded domain Ω, under the assumption that the nonlinearity F is uniformly elliptic and positively homogeneous. Recently, it has been shown that such operators have two principal "half" eigenvalues, and that the corresponding Dirichlet problem possesses solutions, if both of the principal eigenvalues are positive. In this paper, we prove the existence of solutions of the Dirichlet problem if both principal eigenvalues are negative, provided the "second" eigenvalue is positive, and generalize the anti-maximum principle of Clément and Peletier [P. Clément, L.A. Peletier, An anti-maximum principle for second-order elliptic operators, J. Differential Equations 34 (2) (1979) 218-229] to homogeneous, fully nonlinear operators.
Quantum stochastic walks: A generalization of classical random walks and quantum walks
NASA Astrophysics Data System (ADS)
Whitfield, James D.; Rodríguez-Rosario, César A.; Aspuru-Guzik, Alán
2010-02-01
We introduce the quantum stochastic walk (QSW), which determines the evolution of a generalized quantum-mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical, and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases but also includes more general probability distributions. As an example, we study the QSW on a line and the glued tree of depth three to observe the behavior of the QW-to-CRW transition.
Quantum stochastic walks: A generalization of classical random walks and quantum walks
Whitfield, James D.; Rodriguez-Rosario, Cesar A.; Aspuru-Guzik, Alan
2010-02-15
We introduce the quantum stochastic walk (QSW), which determines the evolution of a generalized quantum-mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical, and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases but also includes more general probability distributions. As an example, we study the QSW on a line and the glued tree of depth three to observe the behavior of the QW-to-CRW transition.
Quantum stochastic walks: A generalization of classical random walks and quantum walks
Rodriguez-Rosario, Cesar A.; Aspuru-Guzik, Alan; Whitfield, James D.
2010-02-23
We introduce the quantum stochastic walk (QSW), which determines the evolution of a generalized quantum-mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical, and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases but also includes more general probability distributions. As an example, we study the QSW on a line and the glued tree of depth three to observe the behavior of the QW-to-CRW transition.
Quantum decomposition of random walk on Cayley graph of finite group
NASA Astrophysics Data System (ADS)
Kang, Yuanbao
2016-09-01
In the paper, A quantum decomposition (QD, for short) of random walk on Cayley graph of finite group is introduced, which contains two cases. One is QD of quantum random walk operator (QRWO, for short), another is QD of Quantum random walk state (QRWS, for short). Using these findings, I finally obtain some applications for quantum random walk (QRW, for short), which are of interest in the study of QRW, highlighting the role played by QRWO and QRWS.
Demonstration of one-dimensional quantum random walks using orbital angular momentum of photons
Zhang, Pei; Ren, Xi-Feng; Zou, Xu-Bo; Liu, Bi-Heng; Huang, Yun-Feng; Guo, Guang-Can
2007-05-15
Quantum random walks have attracted special interest because they could lead to new quantum algorithms. Photons can carry orbital angular momentum (OAM) thereby offering a practical realization of a high-dimensional quantum information carrier. By employing OAM of photons, we experimentally realized the one-dimensional discrete-time quantum random walk. Three steps of a one-dimensional quantum random walk were implemented in our protocol showing the obvious difference between quantum and classical random walks.
Aggregation is the key to succeed in random walks.
Hernandez-Suarez, Carlos M
2016-09-01
In a random walk (RW) in Z an individual starts at 0 and moves at discrete unitary steps to the right or left with respective probabilities p and 1-p. Assuming p > 1/2 and finite a, a > 1, the probability that state a will be reached before -a is Q(a, p) where Q(a, p) > p. Here we introduce the cooperative random walk (CRW) involving two individuals that move independently according to a RW each but dedicate a fraction of time θ to approach the other one unit. This simple strategy seems to be effective in increasing the expected number of individuals arriving to a first. We conjecture that this is a possible underlying mechanism for efficient animal migration under noisy conditions. PMID:27404210
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.
[Some exact results for random walk models with applications].
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.
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.
Sub-Markov Random Walk for Image Segmentation.
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.
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.
Reheating-volume measure for random-walk inflation
Winitzki, Sergei
2008-09-15
The recently proposed 'reheating-volume' (RV) measure promises to solve the long-standing problem of extracting probabilistic predictions from cosmological multiverse scenarios involving eternal inflation. I give a detailed description of the new measure and its applications to generic models of eternal inflation of random-walk type. For those models I derive a general formula for RV-regulated probability distributions that is suitable for numerical computations. I show that the results of the RV cutoff in random-walk type models are always gauge invariant and independent of the initial conditions at the beginning of inflation. In a toy model where equal-time cutoffs lead to the 'youngness paradox', the RV cutoff yields unbiased results that are distinct from previously proposed measures.
Aggregation is the key to succeed in random walks.
Hernandez-Suarez, Carlos M
2016-09-01
In a random walk (RW) in Z an individual starts at 0 and moves at discrete unitary steps to the right or left with respective probabilities p and 1-p. Assuming p > 1/2 and finite a, a > 1, the probability that state a will be reached before -a is Q(a, p) where Q(a, p) > p. Here we introduce the cooperative random walk (CRW) involving two individuals that move independently according to a RW each but dedicate a fraction of time θ to approach the other one unit. This simple strategy seems to be effective in increasing the expected number of individuals arriving to a first. We conjecture that this is a possible underlying mechanism for efficient animal migration under noisy conditions.
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.
Random walk theory applied to electron avalanche formation
NASA Technical Reports Server (NTRS)
Englert, G. W.
1974-01-01
Use of microscopic detail in random walk theory describing the initial formations of a large number of avalanches shows that concomitant electron transport coefficients quickly relax to equilibrium values. This enables the use of random walks having step sizes and probabilities based only on local electric field strengths and densities. A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is demonstrated for helium. Avalanche growth retardation followed by an abrupt growth augmentation as time proceeds is shown to be associated with the formation of regions of charge density extrema near the avalanche axis and within the axial distance covered by the electron swarm.
NASA Astrophysics Data System (ADS)
Kozhevnikova, L. M.; Khadzhi, A. A.
2015-08-01
The paper is concerned with the solvability of the Dirichlet problem for a certain class of anisotropic elliptic second-order equations in divergence form with low-order terms and nonpolynomial nonlinearities \\displaystyle \\sumα=1n(aα(x,u,\
Existence of boundary values of solutions of elliptic equations in a strip
Mikhailov, Valentin P
2012-01-31
Given a linear constant-coefficient elliptic equation of arbitrary order on a two-dimensional strip, a criterion is obtained for the existence of the mean-square limits of its solutions on the boundary of the strip. Bibliography: 2 titles.
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.
Continuous time random walks for non-local radial solute transport
NASA Astrophysics Data System (ADS)
Dentz, Marco; Kang, Peter K.; Le Borgne, Tanguy
2015-08-01
This study formulates and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer processes. To this end we derive a general CTRW framework in radial coordinates starting from the random walk equations for radial particle positions and times. The particle density, or solute concentration is governed by a non-local radial advection-dispersion equation (ADE). Unlike in CTRWs for uniform flow scenarios, particle transition times here depend on the radial particle position, which renders the CTRW non-stationary. As a consequence, the memory kernel characterizing the non-local ADE, is radially dependent. Based on this general formulation, we derive radial CTRW implementations that (i) emulate non-local radial transport due to heterogeneous advection, (ii) model multirate mass transfer (MRMT) between mobile and immobile continua, and (iii) quantify both heterogeneous advection in a mobile region and mass transfer between mobile and immobile regions. The expected solute breakthrough behavior is studied using numerical random walk particle tracking simulations. This behavior is analyzed by explicit analytical expressions for the asymptotic solute breakthrough curves. We observe clear power-law tails of the solute breakthrough for broad (power-law) distributions of particle transit times (heterogeneous advection) and particle trapping times (MRMT model). The combined model displays two distinct time regimes. An intermediate regime, in which the solute breakthrough is dominated by the particle transit times in the mobile zones, and a late time regime that is governed by the distribution of particle trapping times in immobile zones. These radial CTRW formulations allow for the identification of heterogeneous advection and mobile-immobile processes as drivers of anomalous transport, under conditions relevant for field tracer
Random walk on p-adics and hierarchical systems
Lukierska-Walasek, K.; Topolski, K.
2006-02-01
We show that p-adic analysis provides a quite natural basis for the description of relaxation in hierarchical systems. For our purposes, we specify the Markov stochastic process considered by Albeverio and Karwowski. As a result we have obtained a random walk on the p-adic integer numbers, which provides the generalization of Cayley tree proposed by Ogielski and Stein. The temperature-dependent power-law decay and the Kohlrausch law are derived.
Air parcel random walk and droplet spectra broadening in clouds.
Turitsyn, K S
2003-06-01
We study the effect of turbulent flow on the droplet growth in a cloud during the condensation phase. Using the air parcel model, we describe analytically how the size distribution of droplets evolves at the different stages of parcel movement. We show that turbulent random walk superimposed on an accelerated ascent of the parcel makes the relative width of droplet distribution to grow initially as t(1/2) and then decay as t(-3/2).
Neuron branch detection and description using random walk.
Kim, Hee Chang; Genovesio, Auguste
2009-01-01
The morphological studies of neuron structures are of great interests for biologists. However, manually detecting dendrites structures is very labor intensive, therefore unfeasible in studies that involve a large number of images. In this paper, we propose an automated neuron detection and description method. The proposed method uses ratios of probability maps from random walk sessions to detect initial seed-points and minimal cost path integrals with Delaunay triangulations. PMID:19964495
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…
Magnetic random-walk representation for scalar QED and the triviality problem
Broda, B. )
1989-12-18
A random-walk representation for continuum scalar quantum electrodynamics in the Feynman gauge is derived. The triviality problem of scalar QED is formulated in terms of the triviality of magnetic random-walk interactions. The average partition function {ital z} of a pair of magnetic random walks is shown to be equal to 1 for {ital D}{ge}4.
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
Random walk with random resetting to the maximum position.
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
Multibump solutions for quasilinear elliptic equations with critical growth
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.
Simulation of water splitting reaction in porous media using Random Walk particle tracking method
NASA Astrophysics Data System (ADS)
Rahmatian, Nima; Petrasch, Jörg; Mei, Renwei; Klausner, James
2013-11-01
Water splitting using iron-based looping process is a well-known method to produce high purity hydrogen. A stable porous structure is best suited for the reaction over many cycles due to high surface area. In order to simulate the reacting flow in the porous structure Random Walk method is used due to its ability to handle stiff reaction kinetics and varying hydrodynamic dispersion tensor caused by pore-level velocity fluctuations. Because of significant variation in bulk density during conversion of steam to hydrogen, Random Walk formulation needs to be modified to account for bulk density variations and source term due to chemical reaction. The species transport equation is recast in the form of Fokker-Planck equation and the trajectories of fluid particles are obtained by solving an appropriate Langevin equation that has additional drift terms due to spatial variations in bulk density and dispersion tensor. The source term is accounted for by changing the number or the composition of fluid particles based on the reaction kinetics. The treatment for each new term is validated using highly resolved finite difference solution. A bench-scale reactor for hydrogen production is simulated and excellent agreement with the measured hydrogen production rate is obtained.
Numerical solution of a coupled pair of elliptic equations from solid state electronics
NASA Technical Reports Server (NTRS)
Phillips, T. N.
1983-01-01
Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.
Nonparaxial elliptic waves and solitary waves in coupled nonlinear Helmholtz equations
NASA Astrophysics Data System (ADS)
Tamilselvan, K.; Kanna, T.; Khare, Avinash
2016-10-01
We obtain a class of elliptic wave solutions of coupled nonlinear Helmholtz (CNLH) equations describing nonparaxial ultra-broad beam propagation in nonlinear Kerr-like media, in terms of the Jacobi elliptic functions and also discuss their limiting forms (hyperbolic solutions). Especially, we show the existence of non-trivial solitary wave profiles in the CNLH system. The effect of nonparaxiality on speed, pulse width and amplitude of the nonlinear waves is analyzed in detail. Particularly, a mechanism for tuning the speed by altering the nonparaxial parameter is proposed. We also identify a novel phase-unlocking behavior due to the presence of nonparaxial parameter.
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.
Numerical solution of a semilinear elliptic equation via difference scheme
NASA Astrophysics Data System (ADS)
Beigmohammadi, Elif Ozturk; Demirel, Esra
2016-08-01
We consider the Bitsadze-Samarskii type nonlocal boundary value problem { -d/2v (t ) d t2 +B v (t ) =h (t ,v (t ) ) ,0
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.
Influence of weight heterogeneity on random walks in scale-free networks
NASA Astrophysics Data System (ADS)
Li, Ling; Guan, Jihong; Qi, Zhaohui
2016-07-01
Many systems are best described by weighted networks, in which the weights of the edges are heterogeneous. In this paper, we focus on random walks in weighted network, investigating the impacts of weight heterogeneity on the behavior of random walks. We study random walks in a family of weighted scale-free tree-like networks with power-law weight distribution. We concentrate on three cases of random walk problems: with a trap located at a hub node, a leaf adjacent to a hub node, and a farthest leaf node from a hub. For all these cases, we calculate analytically the global mean first passage time (GMFPT) measuring the efficiency of random walk, as well as the leading scaling of GMFPT. We find a significant decrease in the dominating scaling of GMFPT compared with the corresponding binary networks in all three random walk problems, which implies that weight heterogeneity has a significant influence on random walks in scale-free networks.
Fluid limit of the continuous-time random walk with general Levy jump distribution functions
Cartea, A.; Del-Castillo-Negrete, Diego B
2007-01-01
The continuous time random walk (CTRW) is a natural generalization of the Brownian random walk that allows the incorporation of waiting time distributions psi(t) and general jump distribution functions eta(x). There are two well-known fluid limits of this model in the uncoupled case. For exponential decaying waiting times and Gaussian jump distribution functions the fluid limit leads to the diffusion equation. On the other hand, for algebraic decaying waiting times psi similar to t(-(1+beta)) and algebraic decaying jump distributions eta similar to x(-(1+alpha)) corresponding to Levy stable processes, the fluid limit leads to the fractional diffusion equation of order alpha in space and order beta in time. However, these are two special cases of a wider class of models. Here we consider the CTRW for the most general Levy stochastic processes in the Levy-Khintchine representation for the jump distribution function and obtain an integrodifferential equation describing the dynamics in the fluid limit. The resulting equation contains as special cases the regular and the fractional diffusion equations. As an application we consider the case of CTRWs with exponentially truncated Levy jump distribution functions. In this case the fluid limit leads to a transport equation with exponentially truncated fractional derivatives which describes the interplay between memory, long jumps, and truncation effects in the intermediate asymptotic regime. The dynamics exhibits a transition from superdiffusion to subdiffusion with the crossover time scaling as tau(c)similar to lambda(-alpha/beta), where 1/lambda is the truncation length scale. The asymptotic behavior of the propagator (Green's function) of the truncated fractional equation exhibits a transition from algebraic decay for t <
Why the null matters: statistical tests, random walks and evolution.
Sheets, H D; Mitchell, C E
2001-01-01
A number of statistical tests have been developed to determine what type of dynamics underlie observed changes in morphology in evolutionary time series, based on the pattern of change within the time series. The theory of the 'scaled maximum', the 'log-rate-interval' (LRI) method, and the Hurst exponent all operate on the same principle of comparing the maximum change, or rate of change, in the observed dataset to the maximum change expected of a random walk. Less change in a dataset than expected of a random walk has been interpreted as indicating stabilizing selection, while more change implies directional selection. The 'runs test' in contrast, operates on the sequencing of steps, rather than on excursion. Applications of these tests to computer generated, simulated time series of known dynamical form and various levels of additive noise indicate that there is a fundamental asymmetry in the rate of type II errors of the tests based on excursion: they are all highly sensitive to noise in models of directional selection that result in a linear trend within a time series, but are largely noise immune in the case of a simple model of stabilizing selection. Additionally, the LRI method has a lower sensitivity than originally claimed, due to the large range of LRI rates produced by random walks. Examination of the published results of these tests show that they have seldom produced a conclusion that an observed evolutionary time series was due to directional selection, a result which needs closer examination in light of the asymmetric response of these tests.
Social aggregation in pea aphids: experiment and random walk modeling.
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.
Social aggregation in pea aphids: experiment and random walk modeling.
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
Social Aggregation in Pea Aphids: Experiment and Random Walk Modeling
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
Approximated maximum likelihood estimation in multifractal random walks
NASA Astrophysics Data System (ADS)
Løvsletten, O.; Rypdal, M.
2012-04-01
We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry , Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.64.026103 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the r computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.
Holey random walks: optics of heterogeneous turbid composites.
Svensson, Tomas; Vynck, Kevin; Grisi, Marco; Savo, Romolo; Burresi, Matteo; Wiersma, Diederik S
2013-02-01
We present a probabilistic theory of random walks in turbid media with nonscattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics, and void spacings can be analytically predicted. The theory is validated using Monte Carlo simulations of light transport in heterogeneous systems in the form of random sphere packings and good agreement is found. The role of step correlations is discussed and differences between unbounded and bounded systems are investigated. Our results are relevant to the optics of heterogeneous systems in general and represent an important step forward in the understanding of media with strong (fractal) heterogeneity in particular. PMID:23496473
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.
KNOTS AND RANDOM WALKS IN VIBRATED GRANULAR CHAINS
E. BEN-NAIM; ET AL
2000-08-01
The authors study experimentally statistical properties of the opening times of knots in vertically vibrated granular chains. Our measurements are in good qualitative and quantitative agreement with a theoretical model involving three random walks interacting via hard core exclusion in one spatial dimension. In particular, the knot survival probability follows a universal scaling function which is independent of the chain length, with a corresponding diffusive characteristic time scale. Both the large-exit-time and the small-exit-time tails of the distribution are suppressed exponentially, and the corresponding decay coefficients are in excellent agreement with the theoretical values.
Non-equilibrium Phase Transitions: Activated Random Walks at Criticality
NASA Astrophysics Data System (ADS)
Cabezas, M.; Rolla, L. T.; Sidoravicius, V.
2014-06-01
In this paper we present rigorous results on the critical behavior of the Activated Random Walk model. We conjecture that on a general class of graphs, including , and under general initial conditions, the system at the critical point does not reach an absorbing state. We prove this for the case where the sleep rate is infinite. Moreover, for the one-dimensional asymmetric system, we identify the scaling limit of the flow through the origin at criticality. The case remains largely open, with the exception of the one-dimensional totally-asymmetric case, for which it is known that there is no fixation at criticality.
Analytic method for calculating properties of random walks on networks
NASA Technical Reports Server (NTRS)
Goldhirsch, I.; Gefen, Y.
1986-01-01
A method for calculating the properties of discrete random walks on networks is presented. The method divides complex networks into simpler units whose contribution to the mean first-passage time is calculated. The simplified network is then further iterated. The method is demonstrated by calculating mean first-passage times on a segment, a segment with a single dangling bond, a segment with many dangling bonds, and a looplike structure. The results are analyzed and related to the applicability of the Einstein relation between conductance and diffusion.
Grid-free simulation of diffusion using random walk methods
NASA Technical Reports Server (NTRS)
Ghoniem, A. F.; Sherman, F. S.
1985-01-01
The simulation of the diffusion of a continuum field by the random walk (RW) displacement of a set of particles is considered. Elements of the gradients of the diffusive concentration are transported by computational particles. It is demonstrated that, by the use of concentration gradients in the RW process, statistical errors are reduced and each realization of the numerical solution is a representation of the exact solution. The algorithm is grid-free, and the computational elements move to follow the gradients; hence, the algorithm is self-adaptive, and uniform resolution is achieved for all times.
An, Hongli; Fan, Engui; Zhu, Haixing
2015-01-01
The 2+1-dimensional compressible Euler equations are investigated here. A power-type elliptic vortex ansatz is introduced and thereby reduction obtains to an eight-dimensional nonlinear dynamical system. The latter is shown to have an underlying integral Ermakov-Ray-Reid structure of Hamiltonian type. It is of interest to notice that such an integrable Ermakov structure exists not only in the density representations but also in the velocity components. A class of typical elliptical vortex solutions termed pulsrodons corresponding to warm-core eddy theory is isolated and its behavior is simulated. In addition, a Lax pair formulation is constructed and the connection with stationary nonlinear cubic Schrödinger equations is established.
A Random Walk in the Park: An Individual-Based Null Model for Behavioral Thermoregulation.
Vickers, Mathew; Schwarzkopf, Lin
2016-04-01
Behavioral thermoregulators leverage environmental temperature to control their body temperature. Habitat thermal quality therefore dictates the difficulty and necessity of precise thermoregulation, and the quality of behavioral thermoregulation in turn impacts organism fitness via the thermal dependence of performance. Comparing the body temperature of a thermoregulator with a null (non-thermoregulating) model allows us to estimate habitat thermal quality and the effect of behavioral thermoregulation on body temperature. We define a null model for behavioral thermoregulation that is a random walk in a temporally and spatially explicit thermal landscape. Predicted body temperature is also integrated through time, so recent body temperature history, environmental temperature, and movement influence current body temperature; there is no particular reliance on an organism's equilibrium temperature. We develop a metric called thermal benefit that equates body temperature to thermally dependent performance as a proxy for fitness. We measure thermal quality of two distinct tropical habitats as a temporally dynamic distribution that is an ergodic property of many random walks, and we compare it with the thermal benefit of real lizards in both habitats. Our simple model focuses on transient body temperature; as such, using it we observe such subtleties as shifts in the thermoregulatory effort and investment of lizards throughout the day, from thermoregulators to thermoconformers.
Spherically symmetric random walks. I. Representation in terms of orthogonal polynomials
Bender, C.M.; Cooper, F.; Meisinger, P.N.
1996-07-01
It is shown that, in general, a connection exists between orthogonal polynomials and semibounded random walks. This connection allows one to view a random walk as taking place on the set of integers that index the orthogonal polynomials. An illustration is provided by the case of spherically symmetric random walks. The correspondence between orthogonal polynomials and random walks enables one to express random-walk probabilities as weighted inner products of the polynomials. This correspondence is exploited to construct and analyze spherically symmetric random walks in {ital D}-dimensional space, where {ital D} is {ital not} restricted to be an integer. Such random walks can be described in terms of Gegenbauer (ultraspherical) polynomials. For example, Legendre polynomials can be used to represent the special case of two-dimensional spherically symmetric random walks. The weighted inner-product representation is used to calculate exact closed-form spatial and temporal moments of the probability distribution associated with the random walk. The polynomial representation of spherically symmetric random walks is then used to calculate the two-point Green{close_quote}s function for a rotationally symmetric free scalar quantum field theory. {copyright} {ital 1996 The American Physical Society.}
Steady state and mean recurrence time for random walks on stochastic temporal networks.
Speidel, Leo; Lambiotte, Renaud; Aihara, Kazuyuki; Masuda, Naoki
2015-01-01
Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of random walks on temporal networks. Here we theoretically study two types of event-driven random walks on a stochastic temporal network model that produces arbitrary distributions of interevent times. In the so-called active random walk, the interevent time is reinitialized on all links upon each movement of the walker. In the so-called passive random walk, the interevent time is reinitialized only on the link that has been used the last time, and it is a type of correlated random walk. We find that the steady state is always the uniform density for the passive random walk. In contrast, for the active random walk, it increases or decreases with the node's degree depending on the distribution of interevent times. The mean recurrence time of a node is inversely proportional to the degree for both active and passive random walks. Furthermore, the mean recurrence time does or does not depend on the distribution of interevent times for the active and passive random walks, respectively. PMID:25679656
Superposition of elliptic functions as solutions for a large number of nonlinear equations
Khare, Avinash; Saxena, Avadh
2014-03-15
For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ{sup 4}, the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn{sup 2}(x, m), it also admits solutions in terms of dn {sup 2}(x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations.
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.
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.
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.
Radio variability and random walk noise properties of four blazars
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.
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.
Combinatorial approximation algorithms for MAXCUT using random walks.
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.
Cauchy's formulas for random walks in bounded domains
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.
Application of multiquadric method for numerical solution of elliptic partial differential equations
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.
Numerical solution of a coupled pair of elliptic equations from solid state electronics
NASA Technical Reports Server (NTRS)
Phillips, T. N.
1984-01-01
Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem. Previously announced in STAR as N83-30109
Predicting genetic interactions with random walks on biological networks
Chipman, Kyle C; Singh, Ambuj K
2009-01-01
Background Several studies have demonstrated that synthetic lethal genetic interactions between gene mutations provide an indication of functional redundancy between molecular complexes and pathways. These observations help explain the finding that organisms are able to tolerate single gene deletions for a large majority of genes. For example, system-wide gene knockout/knockdown studies in S. cerevisiae and C. elegans revealed non-viable phenotypes for a mere 18% and 10% of the genome, respectively. It has been postulated that the low percentage of essential genes reflects the extensive amount of genetic buffering that occurs within genomes. Consistent with this hypothesis, systematic double-knockout screens in S. cerevisiae and C. elegans show that, on average, 0.5% of tested gene pairs are synthetic sick or synthetic lethal. While knowledge of synthetic lethal interactions provides valuable insight into molecular functionality, testing all combinations of gene pairs represents a daunting task for molecular biologists, as the combinatorial nature of these relationships imposes a large experimental burden. Still, the task of mapping pairwise interactions between genes is essential to discovering functional relationships between molecular complexes and pathways, as they form the basis of genetic robustness. Towards the goal of alleviating the experimental workload, computational techniques that accurately predict genetic interactions can potentially aid in targeting the most likely candidate interactions. Building on previous studies that analyzed properties of network topology to predict genetic interactions, we apply random walks on biological networks to accurately predict pairwise genetic interactions. Furthermore, we incorporate all published non-interactions into our algorithm for measuring the topological relatedness between two genes. We apply our method to S. cerevisiae and C. elegans datasets and, using a decision tree classifier, integrate diverse
Spectral coarse graining for random walks in bipartite networks
NASA Astrophysics Data System (ADS)
Wang, Yang; Zeng, An; Di, Zengru; Fan, Ying
2013-03-01
Many real-world networks display a natural bipartite structure, yet analyzing and visualizing large bipartite networks is one of the open challenges in complex network research. A practical approach to this problem would be to reduce the complexity of the bipartite system while at the same time preserve its functionality. However, we find that existing coarse graining methods for monopartite networks usually fail for bipartite networks. In this paper, we use spectral analysis to design a coarse graining scheme specific for bipartite networks, which keeps their random walk properties unchanged. Numerical analysis on both artificial and real-world networks indicates that our coarse graining can better preserve most of the relevant spectral properties of the network. We validate our coarse graining method by directly comparing the mean first passage time of the walker in the original network and the reduced one.
Multifractal analysis and simulation of multifractal random walks
NASA Astrophysics Data System (ADS)
Schmitt, Francois G.; Huang, Yongxiang
2016-04-01
Multifractal time series, characterized by a scale invariance and large fluctuations at all scales, are found in many fields of natural and applied sciences. They are found i.e. in many geophysical fields, such as atmospheric and oceanic turbulence, hydrology, earth sciences. Here we consider a quite general type of multifractal time series, called multifractal random walk, as non stationary stochastic processes with intermittent stationary increments. We first quickly recall how such time series can be analyzed and characterized, using structure functions and arbitrary order Hilbert spectral analysis. We then discuss the simulation approach. The main object is to provide a stochastic process generating time series having the same multiscale properties We review recent works on this topic, and provide stochastic simulations in order to verify the theoretical predictions. In the lognormal framework we provide a h - μ plane expressing the scale invariant properties of these simulations. The theoretical plane is compared to simulation results.
From random walk to single-file diffusion.
Lin, Binhua; Meron, Mati; Cui, Bianxiao; Rice, Stuart A; Diamant, Haim
2005-06-01
We report an experimental study of diffusion in a quasi-one-dimensional (q1D) colloid suspension which behaves like a Tonks gas. The mean squared displacement as a function of time is described well with an ansatz encompassing a time regime that is both shorter and longer than the mean time between collisions. The ansatz asserts that the inverse mean squared displacement is the sum of the inverse mean squared displacement for short time normal diffusion (random walk) and the inverse mean squared displacement for asymptotic single-file diffusion (SFD). The dependence of the 1D mobility in the SFD on the concentration of the colloids agrees quantitatively with that derived for a hard rod model, which confirms for the first time the validity of the hard rod SFD theory. We also show that a recent SFD theory by Kollmann leads to the hard rod SFD theory for a Tonks gas.
Information Filtering via Biased Random Walk on Coupled Social Network
Dong, Qiang; Fu, Yan
2014-01-01
The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users' purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users' preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods. PMID:25147867
A simplified analytical random walk model for proton dose calculation
NASA Astrophysics Data System (ADS)
Yao, Weiguang; Merchant, Thomas E.; Farr, Jonathan B.
2016-10-01
We propose an analytical random walk model for proton dose calculation in a laterally homogeneous medium. A formula for the spatial fluence distribution of primary protons is derived. The variance of the spatial distribution is in the form of a distance-squared law of the angular distribution. To improve the accuracy of dose calculation in the Bragg peak region, the energy spectrum of the protons is used. The accuracy is validated against Monte Carlo simulation in water phantoms with either air gaps or a slab of bone inserted. The algorithm accurately reflects the dose dependence on the depth of the bone and can deal with small-field dosimetry. We further applied the algorithm to patients’ cases in the highly heterogeneous head and pelvis sites and used a gamma test to show the reasonable accuracy of the algorithm in these sites. Our algorithm is fast for clinical use.
Multifractal analysis and simulation of multifractal random walks
NASA Astrophysics Data System (ADS)
Schmitt, Francois G.; Huang, Yongxiang
2016-04-01
Multifractal time series, characterized by a scale invariance and large fluctuations at all scales, are found in many fields of natural and applied sciences. They are found i.e. in many geophysical fields, such as atmospheric and oceanic turbulence, hydrology, earth sciences. Here we consider a quite general type of multifractal time series, called multifractal random walk, as non stationary stochastic processes with intermittent stationary increments. We first quickly recall how such time series can be analyzed and characterized, using structure functions and arbitrary order Hilbert spectral analysis. We then discuss the simulation approach. The main object is to provide a stochastic process generating time series having the same multiscale properties We review recent works on this topic, and provide stochastic simulations in order to verify the theoretical predictions. In the lognormal framework we provide a h ‑ μ plane expressing the scale invariant properties of these simulations. The theoretical plane is compared to simulation results.
History dependent quantum random walks as quantum lattice gas automata
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.
Tests of the random walk hypothesis for financial data
NASA Astrophysics Data System (ADS)
Nakamura, Tomomichi; Small, Michael
2007-04-01
We propose a method from the viewpoint of deterministic dynamical systems to investigate whether observed data follow a random walk (RW) and apply the method to several financial data. Our method is based on the previously proposed small-shuffle surrogate method. Hence, our method does not depend on the specific data distribution, although previously proposed methods depend on properties of the data distribution. The data we use are stock market (Standard & Poor's 500 in US market and Nikkei225 in Japanese market), exchange rate (British Pound/US dollar and Japanese Yen/US dollar), and commodity market (gold price and crude oil price). We found that these financial data are RW whose first differences are independently distributed random variables or time-varying random variables.
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.
Non-random walks in monkeys and humans
Boyer, Denis; Crofoot, Margaret C.; Walsh, Peter D.
2012-01-01
Principles of self-organization play an increasingly central role in models of human activity. Notably, individual human displacements exhibit strongly recurrent patterns that are characterized by scaling laws and can be mechanistically modelled as self-attracting walks. Recurrence is not, however, unique to human displacements. Here we report that the mobility patterns of wild capuchin monkeys are not random walks, and they exhibit recurrence properties similar to those of cell phone users, suggesting spatial cognition mechanisms shared with humans. We also show that the highly uneven visitation patterns within monkey home ranges are not entirely self-generated but are forced by spatio-temporal habitat heterogeneities. If models of human mobility are to become useful tools for predictive purposes, they will need to consider the interaction between memory and environmental heterogeneities. PMID:22031731
DCPT: A dual-continua random walk particle tracker fortransport
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.
NASA Astrophysics Data System (ADS)
Nakashima, Yoshito; Watanabe, Yoshinori
2002-12-01
The transport properties (porosity, surface-to-volume ratio of the pore space, diffusion coefficient, and permeability) of a porous medium were calculated by image analysis and random walk simulation using the digital image data on the pore structure of a bead pack (diameter 2.11 mm). A theory developed for laboratory experiments of nuclear magnetic resonance was applied to the random walk simulation. The three-dimensional data set (2563 voxels) of the bead pack was obtained by microfocus X-ray computed tomography at a spatial resolution of 0.053 mm. An original cluster labeling program, Kai3D.m, was used to estimate the porosity and surface-to-volume ratio. The surface-to-volume ratio and diffusion coefficient were calculated by an original random walk program, RW3D.m. The calculations were completed on a personal computer in reasonable time (≤13 hours). The permeability was estimated by substituting the results of Kai3D.m and RW3D.m into the Kozeny-Carman equation. The results for the porosity, surface-to-volume ratio, and diffusion coefficient were within 5-8% of measured values, whereas the calculated permeability involved an error of 35%. The promising results of the present study indicate that it is possible to estimate the permeability of porous media with reasonable accuracy by the diffusometry and random walk simulation. Because, in principle, the diffusometry could be performed by proton nuclear magnetic resonance logging, the method of estimating the transport properties presented here is applicable to the in situ measurement of strata. We open the original Mathematica® programs (Kai3D.m and RW3D.m) used to calculate the porosity, surface-to-volume ratio, and diffusion coefficient at the authors' home page to facilitate the personal-computer-based study of porous media using X-ray computed tomography.
Quantum stochastic walks: A generalization of classical random walks and quantum walks
NASA Astrophysics Data System (ADS)
Aspuru-Guzik, Alan
2010-03-01
We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases, but also includes more general probability distributions. As an example, we study the QSW on a line, the QW to CRW transition and transitions to genearlized QSWs that go beyond the CRW and QW. QSWs provide a new framework to the study of quantum algorithms as well as of quantum walks with environmental effects.
A biased random walk model for the trajectories of swimming micro-organisms.
Hill, N A; Hader, D P
1997-06-21
The motion of swimming micro-organisms that have a preferred direction of travel, such as single-celled algae moving upwards (gravitaxis) or towards a light source (phototaxis), is modelled as the continuous limit of a correlated and biased random walk as the time step tends to zero. This model leads to a Fokker-Planck equation for the probability distribution function of the orientation of the cells, from which macroscopic parameters such as the mean cell swimming direction and the diffusion coefficient due to cell swimming can be calculated. The model is tested on experimental data for gravitaxis and phototaxis and used to derive values for the macroscopic parameters for future use in theories of bioconvection, for example.
Random walk particle tracking simulations of non-Fickian transport in heterogeneous media
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.
Continuous time random walk: Galilei invariance and relation for the nth moment
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2011-01-01
We consider a decoupled continuous time random walk model with a generic waiting time probability density function (PDF). For the force-free case we derive an integro-differential diffusion equation which is related to the Galilei invariance for the probability density. We also derive a general relation which connects the nth moment in the presence of any external force to the second moment without external force, i.e. it is valid for any waiting time PDF. This general relation includes the generalized second Einstein relation, which connects the first moment in the presence of any external force to the second moment without any external force. These expressions for the first two moments are verified by using several kinds of the waiting time PDF. Moreover, we present new anomalous diffusion behaviours for a waiting time PDF given by a product of power-law and exponential function.
NASA Technical Reports Server (NTRS)
Steger, J. L.; Sorenson, R. L.
1979-01-01
Elliptic partial differential equations are used to generate a smooth grid that permits a one-to-one mapping in such a way that mesh lines of the same family do not cross. Problems that arise due to lack of clustering at crucial points or intersections of mesh lines at highly acute angles, are examined and various forcing or source terms are used (to correct the problems) that are either compatible with the maximum principle or are so locally controlled that mesh lines do not intersect. Attention is given to various schematics of unclustered grids and grid detail about (highly cambered) airfoils.
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.
A-priori analysis and the finite element method for a class of degenerate elliptic equations
NASA Astrophysics Data System (ADS)
Li, Hengguang
2009-06-01
Consider the degenerate elliptic operator mathcal{L_delta} := -partial^2_x-frac{delta^2}{x^2}partial^2_y on Omega:= (0, 1)times(0, l) , for delta>0, l>0 . We prove well-posedness and regularity results for the degenerate elliptic equation mathcal{L_delta} u=f in Omega , u\\vert _{partialOmega}=0 using weighted Sobolev spaces mathcal{K}^m_a . In particular, by a proper choice of the parameters in the weighted Sobolev spaces mathcal{K}^m_a , we establish the existence and uniqueness of the solution. In addition, we show that there is no loss of mathcal{K}^m_a -regularity for the solution of the equation. We then provide an explicit construction of a sequence of finite dimensional subspaces V_n for the finite element method, such that the optimal convergence rate is attained for the finite element solution u_nin V_n , i.e., \\vert\\vert u-u_n\\vert\\vert _{H^1(Omega)}leq C{dim}(V_n)^{-frac{m}{2}}\\vert\\vert f\\vert\\vert _{H^{m-1}(Omega)} with C independent of f and n .
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
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.
Random walks in nonuniform environments with local dynamic interactions
NASA Astrophysics Data System (ADS)
Baker, Christopher M.; Hughes, Barry D.; Landman, Kerry A.
2013-10-01
We consider a class of lattice random walk models in which the random walker is initially confined to a finite connected set of allowed sites but has the opportunity to enlarge this set by colliding with its boundaries, each such collision having a given probability of breaking through. The model is motivated by an analogy to cell motility in tissue, where motile cells have the ability to remodel extracellular matrix, but is presented here as a generic model for stochastic erosion. For the one-dimensional case, we report some exact analytic results, some mean-field type analytic approximate results and simulations. We compute exactly the mean and variance of the time taken to enlarge the interval from a single site to a given size. The problem of determining the statistics of the interval length and the walker's position at a given time is more difficult and we report several interesting observations from simulations. Our simulations include the case in which the initial interval length is random and the case in which the initial state of the lattice is a random mixture of allowed and forbidden sites, with the walker placed at random on an allowed site. To illustrate the extension of these ideas to higher-dimensional systems, we consider the erosion of the simple cubic lattice commencing from a single site and report simulations of measures of cluster size and shape and the mean-square displacement of the walker.
Continuous time random walk approach to dynamic percolation
NASA Astrophysics Data System (ADS)
Hilfer, R.; Orbach, R.
1988-12-01
We present an approximate solution for time (frequency) dependent response under conditions of dynamic percolation which may be related to excitation transfer in some random structures. In particular, we investigate the dynamics of structures where one random component blocks a second (carrier) component. Finite concentrations of the former create a percolation network for the latter. When the blockers are allowed to move in time, the network seen by the carriers changes with time, allowing for long-range transport even if the instantaneous carrier site availability is less than pc, the critical percolation concentration. A specific example of this situation is electrical transport in sodium β″-alumina. The carriers are Na + ions which can hop on a two-dimensional honeycomb lattice. The blockers are ions of much higher activation energy, such as Ba 2+. We study the frequency dependence of the conductivity for such a system. Given a fixed Ba 2+ hopping rate, 1/τ, the Na + ions experience a frozen site percolation environment for frequencies ω > 1/τ. At frequencies ω < 1/τ, the Na + ions experience a dynamic environment which allows long-range transport, even below pc. A continuous time random walk model combined with an effective medium approximation allows us to arrive at a numerical solution for the frequency-dependent Na+ conductivity σ(ω) which clearly exhibits the crossover from frozen to dynamic environment.
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.
Ranking competitors using degree-neutralized random walks.
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.
Dispersal of spores following a persistent random walk.
Bicout, D J; Sache, I
2003-03-01
A model of a persistent random walk is used to describe the transport and deposition of the spore dispersal process. In this model, the spore particle flies along straight line trajectories, with constant speed v, which are interrupted by scattering, originating from interaction of spores with the field and wind variations, which randomly change its direction. To characterize the spore dispersal gradients, we have derived analytical expressions of the deposition probability epsilon (r|v) of airborne spores as a function of the distance r from the spore source in an infinite free space and in a disk of radius R with an absorbing edge that mimics an agricultural field surrounded with fields of nonhost plants and bare land. It is found in the free space that epsilon (r|v) approximately e(-alphar/l), with alpha a function of l(d)/l, where l and l(d) are the scattering and deposition mean free paths, respectively. In the disk, however, epsilon (r|v) is an infinite series of Bessel functions and, exhibits three regimes: absorbing (R
IS QUASAR OPTICAL VARIABILITY A DAMPED RANDOM WALK?
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.
Accurate multiple network alignment through context-sensitive random walk
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
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.
Maxima of two random walks: Universal statistics of lead changes
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
Electron avalanche structure determined by random walk theory
NASA Technical Reports Server (NTRS)
Englert, G. W.
1973-01-01
A self-consistent avalanche solution which accounts for collective long range Coulomb interactions as well as short range elastic and inelastic collisions between electrons and background atoms is made possible by a random walk technique. Results show that the electric field patterns in the early formation stages of avalanches in helium are close to those obtained from theory based on constant transport coefficients. Regions of maximum and minimum induced electrostatic potential phi are located on the axis of symmetry and within the volume covered by the electron swarm. As formation time continues, however, the region of minimum phi moves to slightly higher radii and the electric field between the extrema becomes somewhat erratic. In the intermediate formation periods the avalanche growth is slightly retarded by the high concentration of ions in the tail which oppose the external electric field. Eventually the formation of ions and electrons in the localized regions of high field strength more than offset this effect causing a very abrupt increase in avalanche growth.
Ranking Competitors Using Degree-Neutralized Random Walks
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
Reweighted ℓ{sub 1} minimization method for stochastic elliptic differential equations
Yang, Xiu; Karniadakis, George Em
2013-09-01
We consider elliptic stochastic partial differential equations (SPDEs) with random coefficients and solve them by expanding the solution using generalized polynomial chaos (gPC). Under some mild conditions on the coefficients, the solution is “sparse” in the random space, i.e., only a small number of gPC basis makes considerable contribution to the solution. To exploit this sparsity, we employ reweighted l{sub 1} minimization to recover the coefficients of the gPC expansion. We also combine this method with random sampling points based on the Chebyshev probability measure to further increase the accuracy of the recovery of the gPC coefficients. We first present a one-dimensional test to demonstrate the main idea, and then we consider 14 and 40 dimensional elliptic SPDEs to demonstrate the significant improvement of this method over the standard l{sub 1} minimization method. For moderately high dimensional (∼10) problems, the combination of Chebyshev measure with reweighted l{sub 1} minimization performs well while for higher dimensional problems, reweighted l{sub 1} only is sufficient. The proposed approach is especially suitable for problems for which the deterministic solver is very expensive since it reuses the sampling results and exploits all the information available from limited sources.
RANDOM WALKS AND EFFECTIVE OPTICAL DEPTH IN RELATIVISTIC FLOW
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.
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.
Effective integration of ultra-elliptic solutions of the focusing nonlinear Schrödinger equation
NASA Astrophysics Data System (ADS)
Wright, O. C.
2016-05-01
An effective integration method based on the classical solution of the Jacobi inversion problem, using Kleinian ultra-elliptic functions and Riemann theta functions, is presented for the quasi-periodic two-phase solutions of the focusing cubic nonlinear Schrödinger equation. Each two-phase solution with real quasi-periods forms a two-real-dimensional torus, modulo a circle of complex-phase factors, expressed as a ratio of theta functions associated with the Riemann surface of the invariant spectral curve. The initial conditions of the Dirichlet eigenvalues satisfy reality conditions which are explicitly parametrized by two physically-meaningful real variables: the squared modulus and a scalar multiple of the wavenumber. Simple new formulas for the maximum modulus and the minimum modulus are obtained in terms of the imaginary parts of the branch points of the Riemann surface.
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.
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.
Fast solution of elliptic partial differential equations using linear combinations of plane waves.
Pérez-Jordá, José M
2016-02-01
Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps. PMID:26986436
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.
Persistent random walk of cells involving anomalous effects and random death.
Fedotov, Sergei; Tan, Abby; Zubarev, Andrey
2015-04-01
The purpose of this paper is to implement a random death process into a persistent random walk model which produces sub-ballistic superdiffusion (Lévy walk). We develop a stochastic two-velocity jump model of cell motility for which the switching rate depends upon the time which the cell has spent moving in one direction. It is assumed that the switching rate is a decreasing function of residence (running) time. This assumption leads to the power law for the velocity switching time distribution. This describes the anomalous persistence of cell motility: the longer the cell moves in one direction, the smaller the switching probability to another direction becomes. We derive master equations for the cell densities with the generalized switching terms involving the tempered fractional material derivatives. We show that the random death of cells has an important implication for the transport process through tempering of the superdiffusive process. In the long-time limit we write stationary master equations in terms of exponentially truncated fractional derivatives in which the rate of death plays the role of tempering of a Lévy jump distribution. We find the upper and lower bounds for the stationary profiles corresponding to the ballistic transport and diffusion with the death-rate-dependent diffusion coefficient. Monte Carlo simulations confirm these bounds. PMID:25974455
Quantum random walks with multiphoton interference and high order correlation functions
NASA Astrophysics Data System (ADS)
Gard, Bryan; Cross, Robert; Anisimov, Petr; Lee, Hwang; Dowling, Jonathan
2012-06-01
We show a simulation of quantum random walks with multiple photons using a staggered array of 50/50 beam splitters with a bank of detectors at any desired level. We discuss the multiphoton interference effects that are inherent to this setup, and introduce one, two, and threefold coincidence detection schemes. The use of Feynman diagrams are used to intuitively explain the unique multiphoton interference effects of these quantum random walks.
Simulation of quantum random walks using the interference of a classical field
Jeong, H.; Paternostro, M.; Kim, M.S.
2004-01-01
We suggest a theoretical scheme for the simulation of quantum random walks on a line using beam splitters, phase shifters, and photodetectors. Our model enables us to simulate a quantum random walk using of the wave nature of classical light fields. Furthermore, the proposed setup allows the analysis of the effects of decoherence. The transition from a pure mean-photon-number distribution to a classical one is studied varying the decoherence parameters.
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\
Novel pseudo-random number generator based on quantum random walks
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
Pattern formation on networks with reactions: A continuous-time random-walk approach
NASA Astrophysics Data System (ADS)
Angstmann, C. N.; Donnelly, I. C.; Henry, B. I.
2013-03-01
We derive the generalized master equation for reaction-diffusion on networks from an underlying stochastic process, the continuous time random walk (CTRW). The nontrivial incorporation of the reaction process into the CTRW is achieved by splitting the derivation into two stages. The reactions are treated as birth-death processes and the first stage of the derivation is at the single particle level, taking into account the death process, while the second stage considers an ensemble of these particles including the birth process. Using this model we have investigated different types of pattern formation across the vertices on a range of networks. Importantly, the CTRW defines the Laplacian operator on the network in a non-ad hoc manner and the pattern formation depends on the structure of this Laplacian. Here we focus attention on CTRWs with exponential waiting times for two cases: one in which the rate parameter is constant for all vertices and the other where the rate parameter is proportional to the vertex degree. This results in nonsymmetric and symmetric CTRW Laplacians, respectively. In the case of symmetric Laplacians, pattern formation follows from the Turing instability. However in nonsymmetric Laplacians, pattern formation may be possible with or without a Turing instability.
Natural Organic Matter Transport Modeling with a Continuous Time Random Walk Approach
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
NASA Astrophysics Data System (ADS)
Geiger, S.; Cortis, A.; Birkholzer, J. T.
2010-12-01
Solute transport in fractured porous media is typically "non-Fickian"; that is, it is characterized by early breakthrough and long tailing and by nonlinear growth of the Green function-centered second moment. This behavior is due to the effects of (1) multirate diffusion occurring between the highly permeable fracture network and the low-permeability rock matrix, (2) a wide range of advection rates in the fractures and, possibly, the matrix as well, and (3) a range of path lengths. As a consequence, prediction of solute transport processes at the macroscale represents a formidable challenge. Classical dual-porosity (or mobile-immobile) approaches in conjunction with an advection-dispersion equation and macroscopic dispersivity commonly fail to predict breakthrough of fractured porous media accurately. It was recently demonstrated that the continuous time random walk (CTRW) method can be used as a generalized upscaling approach. Here we extend this work and use results from high-resolution finite element-finite volume-based simulations of solute transport in an outcrop analogue of a naturally fractured reservoir to calibrate the CTRW method by extracting a distribution of retention times. This procedure allows us to predict breakthrough at other model locations accurately and to gain significant insight into the nature of the fracture-matrix interaction in naturally fractured porous reservoirs with geologically realistic fracture geometries.
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.
Bloch-like waves in random-walk potentials based on supersymmetry
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
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.
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.
Direct discontinuous Galerkin method and its variations for second order elliptic equations
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,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
NASA Astrophysics Data System (ADS)
Tasbozan, Orkun; Çenesiz, Yücel; Kurt, Ali
2016-07-01
In this paper, the Jacobi elliptic function expansion method is proposed for the first time to construct the exact solutions of the time conformable fractional two-dimensional Boussinesq equation and the combined KdV-mKdV equation. New exact solutions are found. This method is based on Jacobi elliptic functions. The results obtained confirm that the proposed method is an efficient technique for analytic treatment of a wide variety of nonlinear conformable time-fractional partial differential equations.
The First Order Correction to the Exit Distribution for Some Random Walks
NASA Astrophysics Data System (ADS)
Kennedy, Tom
2016-07-01
We study three different random walk models on several two-dimensional lattices by Monte Carlo simulations. One is the usual nearest neighbor random walk. Another is the nearest neighbor random walk which is not allowed to backtrack. The final model is the smart kinetic walk. For all three of these models the distribution of the point where the walk exits a simply connected domain D in the plane converges weakly to harmonic measure on partial D as the lattice spacing δ → 0. Let ω (0,\\cdot ;D) be harmonic measure for D, and let ω _δ (0,\\cdot ;D) be the discrete harmonic measure for one of the random walk models. Our definition of the random walk models is unusual in that we average over the orientation of the lattice with respect to the domain. We are interested in the limit of (ω _δ (0,\\cdot ;D)- ω (0,\\cdot ;D))/δ . Our Monte Carlo simulations of the three models lead to the conjecture that this limit equals c_{M,L} ρ _D(z) times Lebesgue measure with respect to arc length along the boundary, where the function ρ _D(z) depends on the domain, but not on the model or lattice, and the constant c_{M,L} depends on the model and on the lattice, but not on the domain. So there is a form of universality for this first order correction. We also give an explicit formula for the conjectured density ρ _D.
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.
Boundary conditions for the subdiffusion equation
Shkilev, V. P.
2013-04-15
The boundary conditions for the subdiffusion equations are formulated using the continuous-time random walk model, as well as several versions of the random walk model on an irregular lattice. It is shown that the boundary conditions for the same equation in different models have different forms, and this difference considerably affects the solutions of this equation.
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.
Implementation of a spatial two-dimensional quantum random walk with tunable decoherence
NASA Astrophysics Data System (ADS)
Svozilík, J.; León-Montiel, R. de J.; Torres, J. P.
2012-11-01
We put forward a versatile and highly scalable experimental setup for the realization of discrete two-dimensional quantum random walks with a single-qubit coin and tunable degree of decoherence. The proposed scheme makes use of a small number of simple optical components arranged in a multipath Mach-Zehnder-like configuration, where a weak coherent state is injected. Environmental effects (decoherence) are generated by a spatial light modulator, which introduces pure dephasing in the transverse spatial plane perpendicular to the direction of propagation of the light beam. By controlling the characteristics of this dephasing, one can explore a great variety of scenarios of quantum random walks: pure quantum evolution (ballistic spread), fast fluctuating environment leading to a diffusive classical random walk, and static disorder resulting in the observation of Anderson localization.
Quantum random walk of two photons in separable and entangled states
Pathak, P. K.; Agarwal, G. S.
2007-03-15
We discuss quantum random walk of two photons using linear optical elements. We analyze the quantum random walk using photons in a variety of quantum states including entangled states. We find that for photons initially in separable Fock states, the final state is entangled. For polarization entangled photons produced by type-II downconverter, we calculate the joint probability of detecting two photons at a given site. We show the remarkable dependence of the two photon detection probability on the quantum nature of the state. In order to understand the quantum random walk, we present exact analytical results for small number of steps such as five. We present in detail numerical results for a number of cases and supplement the numerical results with asymptotic analytical results.
The defect-induced localization in many positions of the quantum random walk
Chen, Tian; Zhang, Xiangdong
2016-01-01
We study the localization of probability distribution in a discrete quantum random walk on an infinite chain. With a phase defect introduced in any position of the quantum random walk (QRW), we have found that the localization of the probability distribution in the QRW emerges. Different localized behaviors of the probability distribution in the QRW are presented when the defect occupies different positions. Given that the coefficients of the localized stationary eigenstates relies on the coin operator, we reveal that when the defect occupies different positions, the amplitude of localized probability distribution in the QRW exhibits a non-trivial dependence on the coin operator. PMID:27216697
Zero-one-only process: A correlated random walk with a stochastic ratchet
NASA Astrophysics Data System (ADS)
Baek, Seung Ki; Jeong, Hawoong; Son, Seung-Woo; Kim, Beom Jun
2014-08-01
The investigation of random walks is central to a variety of stochastic processes in physics, chemistry and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a zero-one-only process. It makes a step in the same direction as the previous step with probability p, and stops to change the direction with 1 - p. By using the generating-function method, we calculate its characteristic quantities such as the statistical moments and probability of the first return.
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.
Existence of the Harmonic Measure for Random Walks on Graphs and in Random Environments
NASA Astrophysics Data System (ADS)
Boivin, Daniel; Rau, Clément
2013-01-01
We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by the random conductance model on ℤ d , d≥3, when the conductances are i.i.d. and the bonds with positive conductance percolate. The harmonic measure from infinity also exists for random walks on supercritical clusters of ℤ2. This is proved using results of Barlow (Ann. Probab. 32:3024-3084, 2004) and Barlow and Hambly (Electron. J. Probab. 14(1):1-27, 2009).
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.
Random Walk Model for the Growth of Monolayer in Dip Pen Nanolithography
NASA Astrophysics Data System (ADS)
Kim, H.; Ha, S.; Jang, J.
2013-02-01
By using a simple random-walk model, we simulate the growth of a self-assembled monolayer (SAM) pattern generated in dip pen nanolithography (DPN). In this model, the SAM pattern grows mainly via the serial pushing of molecules deposited from the tip. We examine various SAM patterns, such as lines, crosses, and letters by changing the tip scan speed.
Exact solution of an anisotropic 2D random walk model with strong memory correlations
NASA Astrophysics Data System (ADS)
Cressoni, J. C.; Viswanathan, G. M.; da Silva, M. A. A.
2013-12-01
Over the last decade, there has been progress in understanding one-dimensional non-Markovian processes via analytic, sometimes exact, solutions. The extension of these ideas and methods to two and higher dimensions is challenging. We report the first exactly solvable two-dimensional (2D) non-Markovian random walk model belonging to the family of the elephant random walk model. In contrast to Lévy walks or fractional Brownian motion, such models incorporate memory effects by keeping an explicit history of the random walk trajectory. We study a memory driven 2D random walk with correlated memory and stops, i.e. pauses in motion. The model has an inherent anisotropy with consequences for its diffusive properties, thereby mixing the dominant regime along one dimension with a subdiffusive walk along a perpendicular dimension. The anomalous diffusion regimes are fully characterized by an exact determination of the Hurst exponent. We discuss the remarkably rich phase diagram, as well as several possible combinations of the independent walks in both directions. The relationship between the exponents of the first and second moments is also unveiled.
NASA Astrophysics Data System (ADS)
Avena, Luca; Blondel, Oriane; Faggionato, Alessandra
2016-10-01
We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in Avena et al. (L^2-Perturbed Markov processes and applications to random walks in dynamic random environments, Preprint, 2016). As first results, we show that the asymptotic velocity is antisymmetric in the perturbative parameter and, for a subclass of random walks, we characterize the velocity and a stationary distribution of the environment seen from the walker as suitable series in the perturbative parameter. We then consider as a special case a random walk on the East model that tends to follow dynamical interfaces between empty and occupied regions. We study the asymptotic velocity and density profile for the environment seen from the walker. In particular, we determine the sign of the velocity when the density of the underlying East process is not 1 / 2, and we discuss the appearance of a drift in the balanced setting given by density 1 / 2.
Application of the coherent anomaly method to the branching annihilation random walk
NASA Astrophysics Data System (ADS)
Inui, N.
1993-12-01
The branching annihilation random walk (in short BARW) exhibiting an extinction-survival phase transition in one dimension is studied by the coherent anomaly method. This is the first theoretical evidence that the BRAW belongs to the universality class of directed percolation.
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.
Adaptive Algebraic Multigrid for Finite Element Elliptic Equations with Random Coefficients
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
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
2D conditional simulation of channels on wells using a random walk approach
NASA Astrophysics Data System (ADS)
Wang, Jiahua; Wang, Xiangbo; Ren, Changlin
2009-03-01
Channel modeling is one of the popular topics in the application of geostatistics to fluvial reservoir modeling. This paper presents an approach to designing channels which have a general flow direction through sand well locations and which avoid shale well locations. This approach is named the random walk on graphs of well locations, and is applied to model channel reservoirs. This modeling process consists of two parts: one direction walk modeling and two direction walk modeling. The first model aims to determine each channel location by the use of a transition probability with a random walk essentially in the main flow direction, say the north-south direction, while the second model simulates different channels that can be oriented in both directions, either from north to south or from south to north. In both parts of the model, the transition probability is estimated based on two coefficients: one is the correlation coefficient of channel observations; the other is the obstacle coefficient of non-channel observations. A case study with a dense array of 332 wells is presented using the proposed random walk model. For the purpose of model verification, channel maps created by the random walk are compared to the hand-drawn channel maps made by geologists. The results show a good agreement in both types of maps, but in contrast to the single map supplied by geologists, the random walk model is capable of generating many realizations of channel configuration, hence allowing for uncertainty evaluation. A limitation of this approach, related to the influence of the number of wells, is discussed.
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.
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
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.
Effective degrees of freedom of a random walk on a fractal
NASA Astrophysics Data System (ADS)
Balankin, Alexander S.
2015-12-01
We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν -dimensional space Fν equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν ) and fractal dimensionalities is deduced. The intrinsic time of random walk in Fν is inferred. The Laplacian operator in Fν is constructed. This allows us to map physical problems on fractals into the corresponding problems in Fν. In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted.
NASA Astrophysics Data System (ADS)
Rodriguez-Horta, E.; Estevez-Rams, E.; Lora-Serrano, R.; Fernández, B. Aragón
2016-09-01
The correlated biased random walk with latency in one and two dimensions is discussed with regard to the portion of irreducible random movement and structured movement. It is shown how a quantitative analysis can be carried out by using computational mechanics. The stochastic matrix for both dynamics are reported. Latency introduces new states in the finite state machine description of the system in both dimensions, allowing for a full nearest neighbor coordination in the two dimensional case. Complexity analysis is used to characterize the movement, independently of the set of control parameters, making it suitable for the discussion of other random walk models. The complexity map of the system dynamics is reported for the two dimensional case.
Selection pressures give composite correlated random walks Lévy walk characteristics.
Reynolds, A M
2013-09-01
Composite correlated random walks have been posited as a strong alternative to Lévy walks as models of multi-scale forager movement patterns. Here it is shown that if plastic then intrinsic composite correlated random walks will, under selection pressures, evolve to resemble optimal Lévy walks when foraging is non-destructive. The fittest composite correlated random walkers are found to be those that come closest to being optimal Lévy walkers. This may explain why such a diverse range of foragers have movement patterns that can be approximated by optimal Lévy walks and shows that the 'Lévy-flight foraging' hypothesis has a broad hinterland. The new findings are consistent with recent observations of mussels Mytilus edulis and the Australian desert ant Melophorus bagoti which suggest that animals approximate a Lévy walk by adopting an intrinsic composite movement strategy with different modes.
GENERAL: Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs
NASA Astrophysics Data System (ADS)
Salimi, S.; Jafarizadeh, M. A.
2009-06-01
In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied.
Observing random walks of atoms in buffer gas through resonant light absorption
NASA Astrophysics Data System (ADS)
Aoki, Kenichiro; Mitsui, Takahisa
2016-07-01
Using resonant light absorption, random-walk motions of rubidium atoms in nitrogen buffer gas are observed directly. The transmitted light intensity through atomic vapor is measured, and its spectrum is obtained, down to orders of magnitude below the shot-noise level to detect fluctuations caused by atomic motions. To understand the measured spectra, the spectrum for atoms performing random walks in a Gaussian light beam is computed, and its analytical form is obtained. The spectrum has 1 /f2 (f is frequency) behavior at higher frequencies, crossing over to a different, but well-defined, behavior at lower frequencies. The properties of this theoretical spectrum agree excellently with the measured spectrum. This understanding also enables us to obtain the diffusion constant, the photon cross section of atoms in buffer gas, and the atomic number density from a single spectral measurement. We further discuss other possible applications of our experimental method and analysis.
Effects of systematic phase errors on optimized quantum random-walk search algorithm
NASA Astrophysics Data System (ADS)
Zhang, Yu-Chao; Bao, Wan-Su; Wang, Xiang; Fu, Xiang-Qun
2015-06-01
This study investigates the effects of systematic errors in phase inversions on the success rate and number of iterations in the optimized quantum random-walk search algorithm. Using the geometric description of this algorithm, a model of the algorithm with phase errors is established, and the relationship between the success rate of the algorithm, the database size, the number of iterations, and the phase error is determined. For a given database size, we obtain both the maximum success rate of the algorithm and the required number of iterations when phase errors are present in the algorithm. Analyses and numerical simulations show that the optimized quantum random-walk search algorithm is more robust against phase errors than Grover’s algorithm. Project supported by the National Basic Research Program of China (Grant No. 2013CB338002).
Stationary Probability and First-Passage Time of Biased Random Walk
NASA Astrophysics Data System (ADS)
Li, Jing-Wen; Tang, Shen-Li; Xu, Xin-Ping
2016-09-01
In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively (0 ⩽ p, q ⩽ 1, p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ˜ (N - 1)γ, where the exponent γ = 2 for N < |p - q|-1 and γ = 1 for N > |p - q|-1. Our study sheds useful insights into the biased random-walk process. Supported by the National Natural Science Foundation of China under Grant No. 11205110, Shanghai Key Laboratory of Intelligent Information Processing (IIPL-2011-009), and Innovative Training Program for College Students under Grant No. 2015xj070
Search on a hypercubic lattice using a quantum random walk. I. d>2
Patel, Apoorva; Rahaman, Md. Aminoor
2010-09-15
Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d>2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d{yields}{infinity} limit). In particular, the scaling behavior for d=3 is only about 25% higher than the optimal d{yields}{infinity} value.
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
Flow Intermittency, Dispersion, and Correlated Continuous Time Random Walks in Porous Media
de Anna, Pietro; Le Borgne, Tanguy; Dentz, Marco; Tartakovsky, Alexandre M.; Bolster, Diogo; Davy, Philippe
2013-05-01
We study the intermittency of fluid velocities in porous media and its relation to anomalous dispersion. Lagrangian velocities measured at equidistant points along streamlines are shown to form a spatial Markov process. As a consequence of this remarkable property, the dispersion of fluid particles can be described by a continuous time random walk with correlated temporal increments. This new dynamical picture of intermittency provides a direct link between the microscale flow, its intermittent properties, and non-Fickian dispersion.
Record statistics for biased random walks, with an application to financial data
NASA Astrophysics Data System (ADS)
Wergen, Gregor; Bogner, Miro; Krug, Joachim
2011-05-01
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.101.050601 101, 050601 (2008)] and is well understood. Unlike the case of symmetric jump distributions, in the asymmetric case the statistics of records depends on the choice of the jump distribution. We compute the record rate Pn(c), defined as the probability for the nth value to be larger than all previous values, for a Gaussian jump distribution with standard deviation σ that is shifted by a constant drift c. For small drift, in the sense of c/σ≪n-1/2, the correction to Pn(c) grows proportional to arctan(n) and saturates at the value (c)/(2σ). For large n the record rate approaches a constant, which is approximately given by 1-(σ/2πc)exp(-c2/2σ2) for c/σ≫1. These asymptotic results carry over to other continuous jump distributions with finite variance. As an application, we compare our analytical results to the record statistics of 366 daily stock prices from the Standard & Poor's 500 index. The biased random walk accounts quantitatively for the increase in the number of upper records due to the overall trend in the stock prices, and after detrending the number of upper records is in good agreement with the symmetric random walk. However the number of lower records in the detrended data is significantly reduced by a mechanism that remains to be identified.
NASA Astrophysics Data System (ADS)
van Megen, W.
2006-01-01
Mean-squared displacements (MSDs) of colloidal fluids of hard spheres are analyzed in terms of a random walk, an analysis which assumes that the process of structural relaxation among the particles can be described in terms of thermally driven memoryless encounters. For the colloidal fluid in thermodynamic equilibrium the magnitude of the stretching of the MSD is able to be reconciled by a bias in the walk. This description fails for the under-cooled colloidal fluid.
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.
Random Walk Based Segmentation for the Prostate on 3D Transrectal Ultrasound Images
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
Distributed Clone Detection in Static Wireless Sensor Networks: Random Walk with Network Division
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
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.
Stochastic models for horizontal gene transfer: taking a random walk through tree space.
Suchard, Marc A
2005-05-01
Horizontal gene transfer (HGT) plays a critical role in evolution across all domains of life with important biological and medical implications. I propose a simple class of stochastic models to examine HGT using multiple orthologous gene alignments. The models function in a hierarchical phylogenetic framework. The top level of the hierarchy is based on a random walk process in "tree space" that allows for the development of a joint probabilistic distribution over multiple gene trees and an unknown, but estimable species tree. I consider two general forms of random walks. The first form is derived from the subtree prune and regraft (SPR) operator that mirrors the observed effects that HGT has on inferred trees. The second form is based on walks over complete graphs and offers numerically tractable solutions for an increasing number of taxa. The bottom level of the hierarchy utilizes standard phylogenetic models to reconstruct gene trees given multiple gene alignments conditional on the random walk process. I develop a well-mixing Markov chain Monte Carlo algorithm to fit the models in a Bayesian framework. I demonstrate the flexibility of these stochastic models to test competing ideas about HGT by examining the complexity hypothesis. Using 144 orthologous gene alignments from six prokaryotes previously collected and analyzed, Bayesian model selection finds support for (1) the SPR model over the alternative form, (2) the 16S rRNA reconstruction as the most likely species tree, and (3) increased HGT of operational genes compared to informational genes.
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.
Drug-target interaction prediction by random walk on the heterogeneous network.
Chen, Xing; Liu, Ming-Xi; Yan, Gui-Ying
2012-07-01
Predicting potential drug-target interactions from heterogeneous biological data is critical not only for better understanding of the various interactions and biological processes, but also for the development of novel drugs and the improvement of human medicines. In this paper, the method of Network-based Random Walk with Restart on the Heterogeneous network (NRWRH) is developed to predict potential drug-target interactions on a large scale under the hypothesis that similar drugs often target similar target proteins and the framework of Random Walk. Compared with traditional supervised or semi-supervised methods, NRWRH makes full use of the tool of the network for data integration to predict drug-target associations. It integrates three different networks (protein-protein similarity network, drug-drug similarity network, and known drug-target interaction networks) into a heterogeneous network by known drug-target interactions and implements the random walk on this heterogeneous network. When applied to four classes of important drug-target interactions including enzymes, ion channels, GPCRs and nuclear receptors, NRWRH significantly improves previous methods in terms of cross-validation and potential drug-target interaction prediction. Excellent performance enables us to suggest a number of new potential drug-target interactions for drug development.
Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks
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.
Comparing Algorithms for Graph Isomorphism Using Discrete- and Continuous-Time Quantum Random Walks
Rudinger, Kenneth; Gamble, John King; Bach, Eric; Friesen, Mark; Joynt, Robert; Coppersmith, S. N.
2013-07-01
Berry and Wang [Phys. Rev. A 83, 042317 (2011)] show numerically that a discrete-time quan- tum random walk of two noninteracting particles is able to distinguish some non-isomorphic strongly regular graphs from the same family. Here we analytically demonstrate how it is possible for these walks to distinguish such graphs, while continuous-time quantum walks of two noninteracting parti- cles cannot. We show analytically and numerically that even single-particle discrete-time quantum random walks can distinguish some strongly regular graphs, though not as many as two-particle noninteracting discrete-time walks. Additionally, we demonstrate how, given the same quantum random walk, subtle di erencesmore » in the graph certi cate construction algorithm can nontrivially im- pact the walk's distinguishing power. We also show that no continuous-time walk of a xed number of particles can distinguish all strongly regular graphs when used in conjunction with any of the graph certi cates we consider. We extend this constraint to discrete-time walks of xed numbers of noninteracting particles for one kind of graph certi cate; it remains an open question as to whether or not this constraint applies to the other graph certi cates we consider.« less
Random walk with long-range interaction with a barrier and its dual: Exact results
NASA Astrophysics Data System (ADS)
Huillet, Thierry
2010-03-01
We consider the random walk on , with up and down transition probabilities given the chain is in state x[set membership, variant]{1,2,...}: Here [delta]>=-1 is a real tuning parameter. We assume that this random walk is reflected at the origin. For [delta]>0, the walker is attracted to the origin. The strength of the attraction goes like for large x and so is long-ranged. For [delta]<0, the walker is repelled from the origin. This chain is irreducible and periodic; it is always recurrent, either positive or null recurrent. Using Karlin-McGregor's spectral representations in terms of orthogonal polynomials and first associated orthogonal polynomials, exact expressions are obtained for first return time probabilities to the origin (excursion length), eventual return (contact) probability, excursion height and spatial moments of the walker. All exhibit power-law decay in some range of the parameter [delta]. In the study, an important role is played by the Wall duality relation for birth and death chains with reflecting barrier. Some qualitative aspects of the dual random walk (obtained by interchanging px and qx) are therefore also included.
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.
Distributed clone detection in static wireless sensor networks: random walk with network division.
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.
Asymptotic analysis of a semilinear elliptic equation in highly oscillating thin domains
NASA Astrophysics Data System (ADS)
Pereira, Marcone Corrêa
2016-10-01
In this work we are interested in the asymptotic behavior of a family of solutions of a semilinear elliptic problem with homogeneous Neumann boundary condition defined in a two-dimensional bounded set which degenerates to the unit interval as a positive parameter {ɛ} goes to zero. Here we also allow that upper and lower boundaries from this singular region present highly oscillatory behavior with different orders and variable profile. Combining results from linear homogenization theory and nonlinear analyzes we get the limit problem showing upper and lower semicontinuity of the solutions at {ɛ=0}.
Matrix coefficient identification in an elliptic equation with the convex energy functional method
NASA Astrophysics Data System (ADS)
Hinze, Michael; Nhan Tam Quyen, Tran
2016-08-01
In this paper we study the inverse problem of identifying the diffusion matrix in an elliptic PDE from measurements. The convex energy functional method with Tikhonov regularization is applied to tackle this problem. For the discretization we use the variational discretization concept, where the PDE is discretized with piecewise linear, continuous finite elements. We show the convergence of approximations. Using a suitable source condition, we prove an error bound for discrete solutions. For the numerical solution we propose a gradient-projection algorithm and prove the strong convergence of its iterates to a solution of the identification problem. Finally, we present a numerical experiment which illustrates our theoretical results.
Preconditioning cubic spline collocation method by FEM and FDM for elliptic equations
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).
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.
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.
NASA Technical Reports Server (NTRS)
Perlmutter, M.
1973-01-01
Molecular diffusion through a rarefied gas is analyzed by using the theory of Markov random walks. The Markov walk is simulated on the computer by using random numbers to find the new states from the appropriate transition probabilities. As the sample molecule during its random walk passes a scoring position, which is a location at which the macroscopic diffusing flow variables such as molecular flux and molecular density are desired, an appropriate payoff is scored. The payoff is a function of the sample molecule velocity. For example, in obtaining the molecular flux across a scoring position, the random walk payoff is the net number of times the scoring position has been crossed in the positive direction. Similarly, when the molecular density is required, the payoff is the sum of the inverse velocity of the sample molecule passing the scoring position. The macroscopic diffusing flow variables are then found from the expected payoff of the random walks.
NASA Astrophysics Data System (ADS)
Pastukhova, S. E.
2016-03-01
We prove an L^2-estimate for the homogenization of an elliptic operator A_\\varepsilon in a domain Ω with a Neumann boundary condition on the boundary \\partialΩ. The coefficients of the operator A_\\varepsilon are rapidly oscillating over different groups of variables with periods of different orders of smallness as \\varepsilon\\to 0. We assume minimal regularity of the data, which makes it possible to impart to the result the meaning of an estimate in the operator (L^2(Ω)\\to L^2(Ω))-norm for the difference of the resolvents of the original and homogenized problems. We also find an approximation to the resolvent of the original problem in the operator (L^2(Ω)\\to H^1(Ω))-norm. Bibliography: 24 titles.
NASA Technical Reports Server (NTRS)
Hirsh, R. S.
1976-01-01
A numerical method is presented for solving the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to three-dimensional supersonic laminar jet flow issuing parallel with a supersonic free stream. A coordinate transformation is introduced which maps the boundaries at infinity into a finite computational domain in order to eliminate difficulties associated with the imposition of free-stream boundary conditions. Results are presented for an approximate circular jet, a square jet, varying aspect ratio rectangular jets, and interacting square jets. The solution behavior varies from axisymmetric to nearly two-dimensional in character. For cases where comparisons of the present results with those obtained from shear layer calculations could be made, agreement was good.
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.
NASA Technical Reports Server (NTRS)
Hirsh, R. S.
1975-01-01
A numerical method is presented which is valid for integration of the parabolic-elliptic Navier-Stokes equations. The solution procedure is applied to the three-dimensional supersonic flow of a jet issuing into a supersonic free stream. Difficulties associated with the imposition of free-stream boundary conditions are noted, and a coordinate transformation, which maps the point at infinity onto a finite value, is introduced to alleviate these difficulties. Results are presented for calculations of a square jet and varying-aspect-ratio rectangular jets. The solution behavior varies from axisymmetry for the square jet to nearly two-dimensional for the high-aspect-ratio rectangle, although the computation always calculates the flow as though it were truly three-dimensional.
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.
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.
Eigenvalue analysis of an irreversible random walk with skew detailed balance conditions.
Sakai, Yuji; Hukushima, Koji
2016-04-01
An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the efficiency of our proposed method, the relaxation dynamics of the slowest mode and the asymptotic variance are studied analytically in a random walk on one dimension. It is found that the performance in irreversible MCMC methods violating the detailed balance condition is improved by appropriately choosing parameters in the algorithm. PMID:27176439
Intra-fraction motion of the prostate is a random walk.
Ballhausen, H; Li, M; Hegemann, N-S; Ganswindt, U; Belka, C
2015-01-21
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 (r(2) = 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
Transient superdiffusion in random walks with a q-exponentially decaying memory profile
NASA Astrophysics Data System (ADS)
Moura, Thiago R. S.; Viswanathan, G. M.; da Silva, M. A. A.; Cressoni, J. C.; da Silva, L. R.
2016-07-01
We propose a random walk model with q-exponentially decaying memory profile. The q-exponential function is a generalization of the ordinary exponential function. In the limit q → 1, the q-exponential becomes the ordinary exponential function. This model presents a Markovian diffusive regime that is characterized by finite memory correlations. It is well known, that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. In this problem we report the outcome of a transient superdiffusion for finite sized walks.
Alternative exact method for random walks on finite and periodic lattices with traps
NASA Astrophysics Data System (ADS)
Soler, Jose M.
1982-07-01
An alternative general method for random walks in finite or periodic lattices with traps is presented. The method gives, in a straightforward manner and in very little computing time, the exact probability that a random walker, starting from a given site, will undergo n steps before trapping. Another version gives the probability that the walker is at any other given position after n steps. The expected walk lengths calculated for simple lattices agree exactly with those given by a previous exact method by Walsh and Kozak.
Comparing quantum versus Markov random walk models of judgements measured by rating scales
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
Random Walk Model for Cell-To-Cell Misalignments in Accelerator Structures
Stupakov, Gennady
2000-09-08
Due to manufacturing and construction errors, cells in accelerator structures can be misaligned relative to each other. As a consequence, the beam generates a transverse wakefield even when it passes through the structure on axis. The most important effect is the long-range transverse wakefield that deflects the bunches and causes growth of the bunch train projected emittance. In this paper, the effect of the cell-to-cell misalignments is evaluated using a random walk model that assumes that each cell is shifted by a random step relative to the previous one. The model is compared with measurements of a few accelerator structures.
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
Asymptotic form for random walk survival probabilities on three-dimensional lattices with traps
Weiss, George H.
1980-01-01
The problem of calculating statistics of time-to-trapping of a random walker on a trap-filled lattice is of interest in solid state physics. Several authors have suggested approximate methods for calculating the average survival probabilities. Here, an exact asymptotic form for the probability that an n step random walk visits Sn distinct sites is used to ascertain the validity of a simple approximation suggested by Rosenstock. For trap concentrations below 0.05, the relative error in using Rosenstock's approximation is less than 10%. PMID:16592853
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.
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.
Quantum optical random walk: Quantization rules and quantum simulation of asymptotics
Ellinas, Demosthenes; Smyrnakis, Ioannis
2007-08-15
Rules for quantizing the walker-coin parts of a classical random walk are provided by treating them as interacting quantum systems. A quantum optical walk (QOW) is introduced by means of a rule that treats the quantum or classical noise affecting the coin's state as a source of quantization. The long-term asymptotic statistics of the QO walker's position, which shows enhanced diffusion rates as compared to the classical case, is exactly solved. A quantum optical implementation of the walk provides a physical framework for quantum simulation of its asymptotic statistics. The simulation utilizes interacting two-level atoms and/or randomly pulsating laser fields with fluctuating parameters.
On the number of crossings of a strip by sample paths of a random walk
Lotov, V I; Orlova, N G
2003-06-30
Exact expressions are obtained for the distribution of the total number of crossings of a strip by sample paths of a random walk whose jumps have a two-sided geometric distribution. The distribution of the number of crossings during a finite time interval is found in explicit form for walks with jumps taking the values {+-}1. A limit theorem is proved for the joint distribution of the number of crossings of an expanding strip on a finite (increasing) time interval and the position of the walk at the end of this interval, and the corresponding limit distribution is found.
Lu Dawei; Peng Xinhua; Du Jiangfeng; Zhu Jing; Zou Ping; Yu Yihua; Zhang Shanmin; Chen Qun
2010-02-15
An important quantum search algorithm based on the quantum random walk performs an oracle search on a database of N items with O({radical}(phN)) calls, yielding a speedup similar to the Grover quantum search algorithm. The algorithm was implemented on a quantum information processor of three-qubit liquid-crystal nuclear magnetic resonance (NMR) in the case of finding 1 out of 4, and the diagonal elements' tomography of all the final density matrices was completed with comprehensible one-dimensional NMR spectra. The experimental results agree well with the theoretical predictions.
A boundary element-Random walk model of mass transport in groundwater
Kemblowski, M.
1986-01-01
A boundary element solution to the convective mass transport in groundwater is presented. This solution produces a continuous velocity field and reduces the amount of data preparation time and bookkeeping. By combining this solution and the random walk procedure, a convective-dispersive mass transport model is obtained. This model may be easily used to simulate groundwater contamination problems. The accuracy of the boundary element model has been verified by reproducing the analytical solution to a two-dimensional convective mass transport problem. The method was also used to simulate a convective-dispersive problem. ?? 1986.
Neutral cometary atmospheres. I - An average random walk model for photodissociation in comets
NASA Technical Reports Server (NTRS)
Combi, M. R.; Delsemme, A. H.
1980-01-01
A method for constructing physically realistic photochemical models, taking into account the isotropic ejection of dissociated molecular fragments as well as radiation pressure acceleration, has been developed using Monte Carlo techniques. The effect of the isotropic ejection, as opposed to the radial motion arbitrarily assumed in Haser's model, is adequately described by a simple average random walk model. It is shown that measured radial (Haser) scale lengths are in fact only lower limits to a range of possible true scale lengths for a given brightness profile, which explains the current discrepancies between observed scale lengths and those predicted by photochemistry.
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.
Bazalii, B V; Degtyarev, S P
2013-07-31
An elliptic boundary-value problem for second-order equations with nonnegative characteristic form is investigated in the situation when there is a weak degeneracy on the boundary of the domain. A priori estimates are obtained for solutions and the problem is proved to be solvable in some weighted Hölder spaces. Bibliography: 18 titles.
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.
Onoma, D P; Ruan, S; Thureau, S; Nkhali, L; Modzelewski, R; Monnehan, G A; Vera, P; Gardin, I
2014-12-01
A segmentation algorithm based on the random walk (RW) method, called 3D-LARW, has been developed to delineate small tumors or tumors with a heterogeneous distribution of FDG on PET images. Based on the original algorithm of RW [1], we propose an improved approach using new parameters depending on the Euclidean distance between two adjacent voxels instead of a fixed one and integrating probability densities of labels into the system of linear equations used in the RW. These improvements were evaluated and compared with the original RW method, a thresholding with a fixed value (40% of the maximum in the lesion), an adaptive thresholding algorithm on uniform spheres filled with FDG and FLAB method, on simulated heterogeneous spheres and on clinical data (14 patients). On these three different data, 3D-LARW has shown better segmentation results than the original RW algorithm and the three other methods. As expected, these improvements are more pronounced for the segmentation of small or tumors having heterogeneous FDG uptake.
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.
NASA Astrophysics Data System (ADS)
Kotlyarov, Vladimir; Minakov, Alexander
2015-07-01
We study the long-time asymptotic behavior of the Cauchy problem for the modified Korteweg—de Vries equation with an initial function of the step type. This function rapidly tends to zero as x\\to +∞ and to some positive constant c as x\\to -∞ . In 1989 Khruslov and Kotlyarov have found (Khruslov and Kotlyarov 1989 Inverse Problems 5 1075-88) that for a large time the solution breaks up into a train of asymptotic solitons located in the domain 4{c}2t-{C}N{ln}t\\lt x≤slant 4{c}2t ({C}N is a constant). The number N of these solitons grows unboundedly as t\\to ∞ . In 2010 Kotlyarov and Minakov have studied temporary asymptotics of the solution of the Cauchy problem on the whole line (Kotlyarov and Minakov 2010 J. Math. Phys. 51 093506) and have found that in the domain -6{c}2t\\lt x\\lt 4{c}2t this solution is described by a modulated elliptic wave. We consider here the modulated elliptic wave in the domain 4{c}2t-{C}N{ln}t\\lt x\\lt 4{c}2t. Our main result shows that the modulated elliptic wave also breaks up into solitons, which are similar to the asymptotic solitons in Khruslov and Kotlyarov (1989 Inverse Problems 5 1075-88), but differ from them in phase. It means that the modulated elliptic wave does not represent the asymptotics of the solution in the domain 4{c}2t-{C}N{ln}t\\lt x\\lt 4{c}2t. The correct asymptotic behavior of the solution is given by the train of asymptotic solitons given in Khruslov and Kotlyarov (1989 Inverse Problems 5 1075-88). However, in the asymptotic regime as t\\to ∞ in the region 4{c}2t-\\displaystyle \\frac{N+1/4}{c}{ln}t\\lt x\\lt 4{c}2t-\\displaystyle \\frac{N-3/4}{c}{ln}t we can watch precisely a pair of solitons with numbers N. One of them is the asymptotic soliton while the other soliton is generated from the elliptic wave. Their phases become closer to each other for a large N, i.e. these solitons are also close to each other. This result gives the answer on a very important question about matching of the asymptotic
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.
The augmented Lagrangian method for estimating the diffusion coefficient in an elliptic equation
NASA Technical Reports Server (NTRS)
Ito, K.; Kunisch, K.
1987-01-01
A hybrid method is presented for the estimation of parameters, combining the output-least-squares and the equation-error approaches. The mathematical framework is given by an augmented Lagrangian formulation. The resulting algorithm has proved to be very effective numerically.
Anomalous diffusion and Levy random walk of magnetic field lines in three dimensional turbulence
Zimbardo, G.; Veltri, P.; Basile, G.; Principato, S.
1995-07-01
The transport of magnetic field lines is studied numerically where three dimensional (3-D) magnetic fluctuations, with a power law spectrum, and periodic over the simulation box are superimposed on an average uniform magnetic field. The weak and the strong turbulence regime, {delta}{ital B}{similar_to}{ital B}{sub 0}, are investigated. In the weak turbulence case, magnetic flux tubes are separated from each other by percolating layers in which field lines undergo a chaotic motion. In this regime the field lines may exhibit Levy, rather than Gaussian, random walk, changing from Levy flights to trapped motion. The anomalous diffusion laws {l_angle}{Delta}{ital x}{sup 2}{sub {ital i}}{r_angle}{proportional_to}{ital s}{sup {alpha}} with {alpha}{gt}1 and {alpha}{lt}1, are obtained for a number of cases, and the non-Gaussian character of the field line random walk is pointed out by computing the kurtosis. Increasing the fluctuation level, and, therefore stochasticity, normal diffusion ({alpha}{congruent}1) is recovered and the kurtoses reach their Gaussian value. However, the numerical results show that neither the quasi-linear theory nor the two dimensional percolation theory can be safely extrapolated to the considered 3-D strong turbulence regime. {copyright} {ital 1995} {ital American} {ital Institute} {ital of} {ital Physics}.
Stationary Probability and First-Passage Time of Biased Random Walk
NASA Astrophysics Data System (ADS)
Li, Jing-Wen; Tang, Shen-Li; Xu, Xin-Ping
2016-09-01
In this paper, we consider the stationary probability and first-passage time of biased random walk on 1D chain, where at each step the walker moves to the left and right with probabilities p and q respectively (0 ⩽ p, q ⩽ 1, p + q = 1). We derive exact analytical results for the stationary probability and first-passage time as a function of p and q for the first time. Our results suggest that the first-passage time shows a double power-law F ∼ (N ‑ 1)γ, where the exponent γ = 2 for N < |p ‑ q|‑1 and γ = 1 for N > |p ‑ q|‑1. Our study sheds useful insights into the biased random-walk process. Supported by the National Natural Science Foundation of China under Grant No. 11205110, Shanghai Key Laboratory of Intelligent Information Processing (IIPL-2011-009), and Innovative Training Program for College Students under Grant No. 2015xj070
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.
Identify the diversity of mesoscopic structures in networks: A mixed random walk approach
NASA Astrophysics Data System (ADS)
Ma, Yifang; Jiang, Xin; Li, Meng; Shen, Xin; Guo, Quantong; Lei, Yanjun; Zheng, Zhiming
2013-10-01
Community or cluster structure, which can provide insight into the natural partitions and inner connections of a network, is a key feature in studying the mesoscopic structure of complex systems. Although numerous methods for community detection have been proposed ever since, there is still a lack of understanding on how to quantify the diversity of pre-divided community structures, or rank the roles of communities in participating in specific dynamic processes. Inspired by the Law of Mass Action in chemical kinetics, we introduce here the community random walk energy (CRWE), which reflects a potential based on the diffusion phase of a mixed random walk process taking place on the network, to identify the configuration of community structures. The difference of CRWE allows us to distinguish the intrinsic topological diversity between individual communities, on condition that all the communities are pre-arranged in the network. We illustrate our method by performing numerical simulations on constructive community networks and a real social network with distinct community structures. As an application, we apply our method to characterize the diversity of human genome communities, which provides a possible use of our method in inferring the genetic similarity between human populations.
Effective degrees of freedom of a random walk on a fractal.
Balankin, Alexander S
2015-12-01
We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted. PMID:26764671
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.
Effective degrees of freedom of a random walk on a fractal.
Balankin, Alexander S
2015-12-01
We argue that a non-Markovian random walk on a fractal can be treated as a Markovian process in a fractional dimensional space with a suitable metric. This allows us to define the fractional dimensional space allied to the fractal as the ν-dimensional space F(ν) equipped with the metric induced by the fractal topology. The relation between the number of effective spatial degrees of freedom of walkers on the fractal (ν) and fractal dimensionalities is deduced. The intrinsic time of random walk in F(ν) is inferred. The Laplacian operator in F(ν) is constructed. This allows us to map physical problems on fractals into the corresponding problems in F(ν). In this way, essential features of physics on fractals are revealed. Particularly, subdiffusion on path-connected fractals is elucidated. The Coulomb potential of a point charge on a fractal embedded in the Euclidean space is derived. Intriguing attributes of some types of fractals are highlighted.
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.
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.
Random walk hierarchy measure: What is more hierarchical, a chain, a tree or a star?
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
Magnetic field line random walk in models and simulations of reduced magnetohydrodynamic turbulence
Snodin, A. P.; Ruffolo, D.; Oughton, S.; Servidio, S.; Matthaeus, W. H.
2013-12-10
The random walk of magnetic field lines is examined numerically and analytically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A recently developed non-perturbative theory of magnetic field line diffusion is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. This theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R = 10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from the RMHD simulation are compared with and without phase randomization, demonstrating a clear effect of coherent structures on the field line random walk for a very low Kubo number.
Random walk model of subdiffusion in a system with a thin membrane.
Kosztołowicz, Tadeusz
2015-02-01
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the probabilities (Green's functions) P(x,t) describing a particle's random walk are found. The membrane, which can be asymmetrical, is characterized by the two probabilities of stopping a random walker by the membrane when it tries to pass through the membrane in both opposite directions. Green's functions are transformed to the system in which the variables are continuous, and then the membrane permeability coefficients are given by special formulas which involve the probabilities mentioned above. From the obtained Green's functions, we derive boundary conditions at the membrane. One of the conditions demands the continuity of a flux at the membrane, but the other one is rather unexpected and contains the Riemann-Liouville fractional time derivative P(x(N)(-),t)=λ(1)P(x(N)(+),t)+λ(2)∂(α/2)P(x(N)(+),t)/∂t(α/2), where λ(1),λ(2) depending on membrane permeability coefficients (λ(1)=1 for a symmetrical membrane), α is a subdiffusion parameter, and x(N) is the position of the membrane. This boundary condition shows that the additional "memory effect," represented by the fractional derivative, is created by the membrane. This effect is also created by the membrane for a normal diffusion case in which α=1. PMID:25768453
Ju, Lili; Tian, Li; Wang, Desheng
2009-01-01
In this paper, we present a residual-based a posteriori error estimate for the finite volume discretization of steady convection– diffusion–reaction equations defined on surfaces in R3, which are often implicitly represented as level sets of smooth functions. Reliability and efficiency of the proposed a posteriori error estimator are rigorously proved. Numerical experiments are also conducted to verify the theoretical results and demonstrate the robustness of the error estimator.
The elliptic sinh-Gordon equation and the construction of toroidal soap bubbles
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.
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.
NASA Astrophysics Data System (ADS)
Musho, Matthew K.; Kozak, John J.
1984-10-01
A method is presented for calculating exactly the relative width (σ2)1/2/
NASA Astrophysics Data System (ADS)
Zhengyong, R.; Jingtian, T.; Changsheng, L.; Xiao, X.
2007-12-01
Although adaptive finite-element (AFE) analysis is becoming more and more focused in scientific and engineering fields, its efficient implementations are remain to be a discussed problem as its more complex procedures. In this paper, we propose a clear C++ framework implementation to show the powerful properties of Object-oriented philosophy (OOP) in designing such complex adaptive procedure. In terms of the modal functions of OOP language, the whole adaptive system is divided into several separate parts such as the mesh generation or refinement, a-posterior error estimator, adaptive strategy and the final post processing. After proper designs are locally performed on these separate modals, a connected framework of adaptive procedure is formed finally. Based on the general elliptic deferential equation, little efforts should be added in the adaptive framework to do practical simulations. To show the preferable properties of OOP adaptive designing, two numerical examples are tested. The first one is the 3D direct current resistivity problem in which the powerful framework is efficiently shown as only little divisions are added. And then, in the second induced polarization£¨IP£©exploration case, new adaptive procedure is easily added which adequately shows the strong extendibility and re-usage of OOP language. Finally we believe based on the modal framework adaptive implementation by OOP methodology, more advanced adaptive analysis system will be available in future.
Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J
2015-01-01
Random walk models are often used to interpret experimental observations of the motion of biological cells and molecules. A key aim in applying a random walk model to mimic an in vitro experiment is to estimate the Fickian diffusivity (or Fickian diffusion coefficient), D. However, many in vivo experiments are complicated by the fact that the motion of cells and molecules is hindered by the presence of obstacles. Crowded transport processes have been modeled using repeated stochastic simulations in which a motile agent undergoes a random walk on a lattice that is populated by immobile obstacles. Early studies considered the most straightforward case in which the motile agent and the obstacles are the same size. More recent studies considered stochastic random walk simulations describing the motion of an agent through an environment populated by obstacles of different shapes and sizes. Here, we build on previous simulation studies by analyzing a general class of lattice-based random walk models with agents and obstacles of various shapes and sizes. Our analysis provides exact calculations of the Fickian diffusivity, allowing us to draw conclusions about the role of the size, shape and density of the obstacles, as well as examining the role of the size and shape of the motile agent. Since our analysis is exact, we calculate D directly without the need for random walk simulations. In summary, we find that the shape, size and density of obstacles has a major influence on the exact Fickian diffusivity. Furthermore, our results indicate that the difference in diffusivity for symmetric and asymmetric obstacles is significant. PMID:26599468
Diagonal Ising susceptibility: elliptic integrals, modular forms and Calabi-Yau equations
NASA Astrophysics Data System (ADS)
Assis, M.; Boukraa, S.; Hassani, S.; van Hoeij, M.; Maillard, J.-M.; McCoy, B. M.
2012-02-01
We give the exact expressions of the partial susceptibilities χ(3)d and χ(4)d for the diagonal susceptibility of the Ising model in terms of modular forms and Calabi-Yau ODEs, and more specifically, 3F2([1/3, 2/3, 3/2], [1, 1] z) and 4F3([1/2, 1/2, 1/2, 1/2], [1, 1, 1] z) hypergeometric functions. By solving the connection problems we analytically compute the behavior at all finite singular points for χ(3)d and χ(4)d. We also give new results for χ(5)d. We see, in particular, the emergence of a remarkable order-6 operator, which is such that its symmetric square has a rational solution. These new exact results indicate that the linear differential operators occurring in the n-fold integrals of the Ising model are not only ‘derived from geometry’ (globally nilpotent), but actually correspond to ‘special geometry’ (homomorphic to their formal adjoint). This raises the question of seeing if these ‘special geometry’ Ising operators are ‘special’ ones, reducing, in fact systematically, to (selected, k-balanced, ...) q + 1Fq hypergeometric functions, or correspond to the more general solutions of Calabi-Yau equations.
NASA Astrophysics Data System (ADS)
Liu, Fu-Sui; Chao, Wen
1989-10-01
This paper attempts to establish the dynamics of a microscopic model for a continuous-time random walk. The waiting-time distribution Q(t) is derived from the time-dependent perturbation theory of quantum mechanics for the walker's motion coupled with the media. The walker's motion includes the hopping of a localized particle and a spin (or dipole) flip. The medium is modeled as a harmonic heat bath. The walker moves among a set of degenerate localized states. The scaling behavior of the effective spectrum at low frequency with index β is modeled by using stochastic theory. It is found that Q(t)=exp(-at(2-β)) for 0<=β<2 and Q(t)~t-α for β=2. The applications of our theory include dispersion diffusion, the transient drift of hopping control light excitation in a-Si:H, and thermoremanent magnetization relaxation in spin glasses.
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.
Interpretation of out-diffusion experiments on crystalline rocks using random walk modeling.
Sardini, Paul; Delay, Frederick; Hellmuth, Karl-Heinz; Porel, Gilles; Oila, Esa
2003-03-01
Matrix diffusion in saturated rocks with very low permeability is one of the major mechanisms of solute transport. Laboratory out-diffusion experiments on rock samples may provide an estimate of the bulk diffusion coefficient. However, numerous results have shown that this average parameter does not really depict the complex mechanism of diffusion as a function of the internal heterogeneity of crystalline rocks. Two-dimensional images of the porosity distribution in a granite sample were obtained by impregnation with a radioactive resin and autoradiography. Some examples based on these images and synthetic images were used to perform numerical simulations of out-diffusion using two different random walk methods. The simulated shapes of the out-diffusion curves depend on the spatial distribution of the porosity and on the pore connectivity with the border of the sample. Such relations might explain the multiple nested slopes or the convex shapes often observed on real experimental curves.
NASA Astrophysics Data System (ADS)
Vilanova, Guillermo; Colominas, Ignasi; Gomez, Hector
2014-03-01
The growth of new vascular networks from pre-existing capillaries (angiogenesis) plays a pivotal role in tumor development. Mathematical modeling of tumor-induced angiogenesis may help understand the underlying biology of the process and provide new hypotheses for experimentation. Here, we couple an existing deterministic continuum theory with a discrete random walk, proposing a new model that accounts for chemotactic and haptotactic cellular migration. We propose an efficient numerical method to approximate the solution of the model. The accuracy, stability and effectiveness of our algorithms permitted us to perform large-scale three-dimensional simulations which, in contrast to two-dimensional calculations, show a topological complexity similar to that found in experiments. Finally, we use our model and simulations to investigate the role of haptotaxis and chemotaxis in the mobility of tip endothelial cells and its influence in the final vascular patterns.
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.
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.)
A semi-infinite random walk associated with the game of roulette
NASA Astrophysics Data System (ADS)
El-Shehawey, M. A.
2002-03-01
This paper is concerned with a discrete time random walk on the integers 0,1,2,... which arises in the game of roulette. At each step either a unit displacement to the left with probability 1-p or a fixed multiple displacement to the right with probability p can occur. There is a partially absorbing barrier at the origin, the probabilities of reflection and absorption at 0 are ρ and 1-ρ, respectively. Using generating functions and Lagrange's theorem for the expansion of a function as a power series, explicit expression for the probabilities of the player's capital at the nth step are deduced, as well as the probabilities of ultimate absorption at the origin.
Observations of Random Walk of the Ground In Space and Time
Shiltsev, Vladimir; /Fermilab
2010-01-01
We present results of micron-resolution measurements of the ground motions in large particle accelerators over the range of spatial scales L from several meters to tens of km and time intervals T from minutes to several years and show that in addition to systematic changes due to tides or slow drifts, there is a stochastic component which has a 'random-walk' character both in time and in space. The measured mean square of the relative displacement of ground elements scales as dY{sup 2} {approx} ATL over broad range of the intervals, and the site dependent constant A is of the order of 10{sup -5{+-}1} {micro}m{sup 2}/(s{center_dot}m).
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.
Time-series analysis of networks: Exploring the structure with random walks
NASA Astrophysics Data System (ADS)
Weng, Tongfeng; Zhao, Yi; Small, Michael; Huang, Defeng David
2014-08-01
We generate time series from scale-free networks based on a finite-memory random walk traversing the network. These time series reveal topological and functional properties of networks via their temporal correlations. Remarkably, networks with different node-degree mixing patterns exhibit distinct self-similar characteristics. In particular, assortative networks are transformed into time series with long-range correlation, while disassortative networks are transformed into time series exhibiting anticorrelation. These relationships are consistent across a diverse variety of real networks. Moreover, we show that multiscale analysis of these time series can describe and classify various physical networks ranging from social and technological to biological networks according to their functional origin. These results suggest that there is a unified dynamical mechanism that governs the structural organization of many seemingly different networks.
Exact Statistics of Record Increments of Random Walks and Lévy Flights
NASA Astrophysics Data System (ADS)
Godrèche, Claude; Majumdar, Satya N.; Schehr, Grégory
2016-07-01
We study the statistics of increments in record values in a time series {x0=0 ,x1,x2,…,xn} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n , and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q (n ) that the record increments decrease monotonically up to step n . Remarkably, Q (n ) is universal (i.e., independent of the jump distribution) for each n , decaying as Q (n )˜A /√{n } for large n , with a universal amplitude A =e /√{π }=1.533 62 ….
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.
Pearson's random walk in the space of the CMB phases: Evidence for parity asymmetry
Hansen, M.; Frejsel, A. M.; Kim, J.; Naselsky, P.; Nesti, F.
2011-05-15
The temperature fluctuations of the cosmic microwave background (CMB) are supposed to be distributed randomly in both magnitude and phase, following to the simplest model of inflation. In this paper, we look at the odd and even multipoles of the spherical harmonic decomposition of the CMB, and the different characteristics of these, giving rise to a parity asymmetry. We compare the even and odd multipoles in the CMB power spectrum, and also the even and odd mean angles. We find for the multipoles of the power spectrum that there is power excess in odd multipoles, compared to even ones, meaning that we have a parity asymmetry. Further, for the phases, we present a random walk for the mean angles, and find a significant separation for even/odd mean angles, especially so for galactic coordinates. This is further tested and confirmed with a directional parity test, comparing the parity asymmetry in galactic and ecliptic coordinates.
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.
Scaling Behavior of the First Arrival Time of a Random-Walking Magnetic Domain
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.
Persistent-random-walk approach to anomalous transport of self-propelled particles
NASA Astrophysics Data System (ADS)
Sadjadi, Zeinab; Shaebani, M. Reza; Rieger, Heiko; Santen, Ludger
2015-06-01
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's displacement. It is shown that the interplay of step length and turning angle distributions and self-propulsion produces various signs of anomalous diffusion at short time scales and asymptotically a normal diffusion behavior with a broad range of diffusion coefficients. The crossover from the anomalous short-time behavior to the asymptotic diffusion regime is studied and the parameter dependencies of the crossover time are discussed. Higher moments of the displacement distribution are calculated and analytical expressions for the time evolution of the skewness and the kurtosis of the distribution are presented.
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.
Unbinding of mutually avoiding random walks and two-dimensional quantum gravity.
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.
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.
Exact Statistics of Record Increments of Random Walks and Lévy Flights.
Godrèche, Claude; Majumdar, Satya N; Schehr, Grégory
2016-07-01
We study the statistics of increments in record values in a time series {x_{0}=0,x_{1},x_{2},…,x_{n}} generated by the positions of a random walk (discrete time, continuous space) of duration n steps. For arbitrary jump length distribution, including Lévy flights, we show that the distribution of the record increment becomes stationary, i.e., independent of n for large n, and compute it explicitly for a wide class of jump distributions. In addition, we compute exactly the probability Q(n) that the record increments decrease monotonically up to step n. Remarkably, Q(n) is universal (i.e., independent of the jump distribution) for each n, decaying as Q(n)∼A/sqrt[n] for large n, with a universal amplitude A=e/sqrt[π]=1.53362…. PMID:27419552
Effective-medium approximation for lattice random walks with long-range jumps.
Thiel, Felix; Sokolov, Igor M
2016-07-01
We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective-medium approximation (EMA) to find the disorder-averaged (coarse-grained) dynamics. The EMA procedure replaces the disordered system with a cleverly guessed reference system in a self-consistent manner. We give necessary conditions on the reference system and discuss possible physical mechanisms of anomalous diffusion. In the case of a power-law scaling between transition rates and distance, lattice variants of Lévy-flights emerge as the effective medium, and the problem is solved analytically, bearing the effective anomalous diffusivity. Finally, we discuss several example distributions and demonstrate very good agreement with numerical simulations. PMID:27575104
Random-Walk Monte Carlo Simulation of Intergranular Gas Bubble Nucleation in UO2 Fuel
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.
Persistent-random-walk approach to anomalous transport of self-propelled particles.
Sadjadi, Zeinab; Shaebani, M Reza; Rieger, Heiko; Santen, Ludger
2015-06-01
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's displacement. It is shown that the interplay of step length and turning angle distributions and self-propulsion produces various signs of anomalous diffusion at short time scales and asymptotically a normal diffusion behavior with a broad range of diffusion coefficients. The crossover from the anomalous short-time behavior to the asymptotic diffusion regime is studied and the parameter dependencies of the crossover time are discussed. Higher moments of the displacement distribution are calculated and analytical expressions for the time evolution of the skewness and the kurtosis of the distribution are presented. PMID:26172744
NASA Astrophysics Data System (ADS)
Ruffolo, D. J.; Snodin, A. P.; Oughton, S.; Servidio, S.; Matthaeus, W. H.
2013-12-01
The random walk of magnetic field lines is examined analytically and numerically in the context of reduced magnetohydrodynamic (RMHD) turbulence, which provides a useful description of plasmas dominated by a strong mean field, such as in the solar corona. A nonperturbative theory of magnetic field line diffusion [1] is compared with the diffusion coefficients obtained by accurate numerical tracing of magnetic field lines for both synthetic models and direct numerical simulations of RMHD. Statistical analysis of an ensemble of trajectories confirms the applicability of the theory, which very closely matches the numerical field line diffusion coefficient as a function of distance z along the mean magnetic field for a wide range of the Kubo number R. The theory employs Corrsin's independence hypothesis, sometimes thought to be valid only at low R. However, the results demonstrate that it works well up to R=10, both for a synthetic RMHD model and an RMHD simulation. The numerical results from RMHD simulation are compared with and without phase randomization, demonstrating an effect of coherent structures on the field line random walk for low Kubo number. Partially supported by a postdoctoral fellowship from Mahidol University, the Thailand Research Fund, POR Calabria FSE-2007/2013, the US NSF (AGS-1063439 and SHINE AGS-1156094), NASA (Heliophysics Theory NNX08AI47G & NNX11AJ44G), by the Solar Probe Plus Project through the ISIS Theory team, by the MMS Theory and Modeling team, and by EU Marie Curie Project FP7 PIRSES-2010-269297 'Turboplasmas' at Università della Calabria. [1] D. Ruffolo and W. H. Matthaeus, Phys. Plasmas, 20, 012308 (2013).
Efficiency analysis of diffusion on T-fractals in the sense of random walks.
Peng, Junhao; Xu, Guoai
2014-04-01
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.
Ageing first passage time density in continuous time random walks and quenched energy landscapes
NASA Astrophysics Data System (ADS)
Krüsemann, Henning; Godec, Aljaž; Metzler, Ralf
2015-07-01
We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function \\psi (t)≃ {t}-1-α (0≤slant α ≤slant 2). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time ta, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs with 0\\lt α \\lt 1 describe systems such as charge carriers in amorphous semiconducters, tracer dispersion in geological and biological systems, or the dynamics of blinking quantum dots. We derive the exact forms of the first passage time density for an ageing subdiffusive CTRW in the semi-infinite, confined, and biased case, finding different scaling regimes for weakly, intermediately, and strongly aged systems: these regimes, with different scaling laws, are also found when the scaling exponent is in the range 1\\lt α \\lt 2, for sufficiently long ta. We compare our results with the ageing motion of a test particle in a quenched energy landscape. We test our theoretical results in the quenched landscape against simulations: only when the bias is strong enough, the correlations from returning to previously visited sites become insignificant and the results approach the ageing CTRW results. With small bias or without bias, the ageing effects disappear and a change in the exponent compared to the case of a completely annealed landscape can be found, reflecting the build-up of correlations in the quenched landscape.
NASA Astrophysics Data System (ADS)
Levin, A. M.; Olshanetsky, M. A.; Zotov, A. V.
2016-08-01
We construct twisted Calogero-Moser systems with spins as Hitchin systems derived from the Higgs bundles over elliptic curves, where the transition operators are defined by arbitrary finite-order automorphisms of the underlying Lie algebras. We thus obtain a spin generalization of the twisted D'Hoker-Phong and Bordner-Corrigan-Sasaki-Takasaki systems. In addition, we construct the corresponding twisted classical dynamical r-matrices and the Knizhnik-Zamolodchikov-Bernard equations related to the automorphisms of Lie algebras.
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.
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…
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
NASA Astrophysics Data System (ADS)
Tala-Tebue, E.; Tsobgni-Fozap, D. C.; Kenfack-Jiotsa, A.; Kofane, T. C.
2014-06-01
Using the Jacobi elliptic functions and the alternative ( G'/ G-expansion method including the generalized Riccati equation, we derive exact soliton solutions for a discrete nonlinear electrical transmission line in (2+1) dimension. More precisely, these methods are general as they lead us to diverse solutions that have not been previously obtained for the nonlinear electrical transmission lines. This study seeks to show that it is not often necessary to transform the equation of the network into a well-known differential equation before finding its solutions. The solutions obtained by the current methods are generalized periodic solutions of nonlinear equations. The shape of solutions can be well controlled by adjusting the parameters of the network. These exact solutions may have significant applications in telecommunication systems where solitons are used to codify or for the transmission of data.
Path statistics, memory, and coarse-graining of continuous-time random walks on networks
NASA Astrophysics Data System (ADS)
Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V.
2015-12-01
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.
Continuous time random walk analysis of solute transport in fractured porous media
Cortis, Andrea; Cortis, Andrea; Birkholzer, Jens
2008-06-01
The objective of this work is to discuss solute transport phenomena in fractured porous media, where the macroscopic transport of contaminants in the highly permeable interconnected fractures can be strongly affected by solute exchange with the porous rock matrix. We are interested in a wide range of rock types, with matrix hydraulic conductivities varying from almost impermeable (e.g., granites) to somewhat permeable (e.g., porous sandstones). In the first case, molecular diffusion is the only transport process causing the transfer of contaminants between the fractures and the matrix blocks. In the second case, additional solute transfer occurs as a result of a combination of advective and dispersive transport mechanisms, with considerable impact on the macroscopic transport behavior. We start our study by conducting numerical tracer experiments employing a discrete (microscopic) representation of fractures and matrix. Using the discrete simulations as a surrogate for the 'correct' transport behavior, we then evaluate the accuracy of macroscopic (continuum) approaches in comparison with the discrete results. However, instead of using dual-continuum models, which are quite often used to account for this type of heterogeneity, we develop a macroscopic model based on the Continuous Time Random Walk (CTRW) framework, which characterizes the interaction between the fractured and porous rock domains by using a probability distribution function of residence times. A parametric study of how CTRW parameters evolve is presented, describing transport as a function of the hydraulic conductivity ratio between fractured and porous domains.
Solvable continuous-time random walk model of the motion of tracer particles through porous media.
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.
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms’ Movements
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
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.
Open Quantum Random Walks: Ergodicity, Hitting Times, Gambler's Ruin and Potential Theory
NASA Astrophysics Data System (ADS)
Lardizabal, Carlos F.; Souza, Rafael R.
2016-09-01
In this work we study certain aspects of open quantum random walks (OQRWs), a class of quantum channels described by Attal et al. (J Stat Phys 147: 832-852, 2012). As a first objective we consider processes which are nonhomogeneous in time, i.e., at each time step, a possibly distinct evolution kernel. Inspired by a spectral technique described by Saloff-Coste and Zúñiga (Stoch Proc Appl 117: 961-979, 2007), we define a notion of ergodicity for finite nonhomogeneous quantum Markov chains and describe a criterion for ergodicity of such objects in terms of singular values. As a second objective, and based on a quantum trajectory approach, we study a notion of hitting time for OQRWs and we see that many constructions are variations of well-known classical probability results, with the density matrix degree of freedom on each site giving rise to systems which are seen to be nonclassical. In this way we are able to examine open quantum versions of the gambler's ruin, birth-and-death chain and a basic theorem on potential theory.
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.
Continuous-time correlated random walk model for animal telemetry data.
Johnson, Devin S; London, Joshua M; Lea, Mary-Anne; Durban, John W
2008-05-01
We propose a continuous-time version of the correlated random walk model for animal telemetry data. The continuous-time formulation allows data that have been nonuniformly collected over time to be modeled without subsampling, interpolation, or aggregation to obtain a set of locations uniformly spaced in time. The model is derived from a continuous-time Ornstein-Uhlenbeck velocity process that is integrated to form a location process. The continuous-time model was placed into a state-space framework to allow parameter estimation and location predictions from observed animal locations. Two previously unpublished marine mammal telemetry data sets were analyzed to illustrate use of the model, by-products available from the analysis, and different modifications which are possible. A harbor seal data set was analyzed with a model that incorporates the proportion of each hour spent on land. Also, a northern fur seal pup data set was analyzed with a random drift component to account for directed travel and ocean currents.
Backward jump continuous-time random walk: an application to market trading.
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.
NASA Astrophysics Data System (ADS)
Milovanov, Alexander V.
2011-04-01
We study the phenomenon of self-organized criticality (SOC) as a transport problem for electrically charged particles. A model for SOC based on the idea of a dynamic polarization response with random walks of the charge carriers gives critical exponents consistent with the results of numerical simulations of the traditional 'sandpile' SOC models, and stability properties, associated with the scaling of the control parameter versus distance to criticality. Relaxations of a supercritical system to SOC are stretched-exponential similar to the typically observed properties of non-Debye relaxation in disordered amorphous dielectrics. Overdriving the system near self-organized criticality is shown to have a destabilizing effect on the SOC state. This instability of the critical state constitutes a fascinating nonlinear system in which SOC and nonlocal properties can appear on an equal footing. The instability cycle is qualitatively similar to the internal kink ('fishbone') mode in a magnetically confined toroidal plasma where beams of energetic particles are injected at high power, and has serious implications for the functioning of complex systems. Theoretical analyses, presented here, are the basis for addressing the various patterns of self-organized critical behavior in connection with the strength of the driving. The results of this work also suggest a type of mixed behavior in which the typical multi-scale features due to SOC can coexist along with the global or coherent features as a consequence of the instability present. An example of this coexistence is speculated for the solar wind-magnetosphere interaction.
Molecular phase space transport in water: Non-stationary random walk model
NASA Astrophysics Data System (ADS)
Nerukh, Dmitry; Ryabov, Vladimir; Taiji, Makoto
2009-11-01
Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in the phase space for bulk water at ambient conditions by checking the equivalence of the transport to the random walk model. Contrary to common expectations we have found that some statistical features of the transport in the phase space differ from those of the normal diffusion models. This implies a non-random character of the path search process by the reacting complexes in water solutions. Our further numerical experiments show that a significant long period of non-stationarity in the transition probabilities of the segments of molecular trajectories can account for the observed non-uniform filling of the phase space. Surprisingly, the characteristic periods in the model non-stationarity constitute hundreds of nanoseconds, that is much longer time scales compared to typical lifetime of known liquid water molecular structures (several picoseconds).
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.
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.
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
Laplacian normalization and random walk on heterogeneous networks for disease-gene prioritization.
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.
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.
The effect of sampling rate on observed statistics in a correlated random walk
Rosser, G.; Fletcher, A. G.; Maini, P. K.; Baker, R. E.
2013-01-01
Tracking the movement of individual cells or animals can provide important information about their motile behaviour, with key examples including migrating birds, foraging mammals and bacterial chemotaxis. In many experimental protocols, observations are recorded with a fixed sampling interval and the continuous underlying motion is approximated as a series of discrete steps. The size of the sampling interval significantly affects the tracking measurements, the statistics computed from observed trajectories, and the inferences drawn. Despite the widespread use of tracking data to investigate motile behaviour, many open questions remain about these effects. We use a correlated random walk model to study the variation with sampling interval of two key quantities of interest: apparent speed and angle change. Two variants of the model are considered, in which reorientations occur instantaneously and with a stationary pause, respectively. We employ stochastic simulations to study the effect of sampling on the distributions of apparent speeds and angle changes, and present novel mathematical analysis in the case of rapid sampling. Our investigation elucidates the complex nature of sampling effects for sampling intervals ranging over many orders of magnitude. Results show that inclusion of a stationary phase significantly alters the observed distributions of both quantities. PMID:23740484
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.
Path statistics, memory, and coarse-graining of continuous-time random walks on networks.
Manhart, Michael; Kion-Crosby, Willow; Morozov, Alexandre V
2015-12-01
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states (for example, those employed in studies of molecular kinetics) or spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. Here we use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach can be applied to calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks, we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models, we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN (Path Matrix Algorithm for Networks), a Python script that users can apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.
RRW: repeated random walks on genome-scale protein networks for local cluster discovery
Macropol, Kathy; Can, Tolga; Singh, Ambuj K
2009-01-01
Background We propose an efficient and biologically sensitive algorithm based on repeated random walks (RRW) for discovering functional modules, e.g., complexes and pathways, within large-scale protein networks. Compared to existing cluster identification techniques, RRW implicitly makes use of network topology, edge weights, and long range interactions between proteins. Results We apply the proposed technique on a functional network of yeast genes and accurately identify statistically significant clusters of proteins. We validate the biological significance of the results using known complexes in the MIPS complex catalogue database and well-characterized biological processes. We find that 90% of the created clusters have the majority of their catalogued proteins belonging to the same MIPS complex, and about 80% have the majority of their proteins involved in the same biological process. We compare our method to various other clustering techniques, such as the Markov Clustering Algorithm (MCL), and find a significant improvement in the RRW clusters' precision and accuracy values. Conclusion RRW, which is a technique that exploits the topology of the network, is more precise and robust in finding local clusters. In addition, it has the added flexibility of being able to find multi-functional proteins by allowing overlapping clusters. PMID:19740439
Continuous-time random walk for open systems: fluctuation theorems and counting statistics.
Esposito, Massimiliano; Lindenberg, Katja
2008-05-01
We consider continuous-time random walks (CTRW) for open systems that exchange energy and matter with multiple reservoirs. Each waiting time distribution (WTD) for times between steps is characterized by a positive parameter alpha , which is set to alpha=1 if it decays at least as fast as t{-2} at long times and therefore has a finite first moment. A WTD with alpha<1 decays as t{-alpha-1} . A fluctuation theorem for the trajectory quantity R , defined as the logarithm of the ratio of the probability of a trajectory and the probability of the time reversed trajectory, holds for any CTRW. However, R can be identified as a trajectory entropy change only if the WTDs have alpha=1 and satisfy separability (also called "direction time independence"). For nonseparable WTDs with alpha=1 , R can only be identified as a trajectory entropy change at long times, and a fluctuation theorem for the entropy change then only holds at long times. For WTDs with 0
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.
Generalized Pareto for Pattern-Oriented Random Walk Modelling of Organisms' Movements.
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.
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
Schulz, Johannes H P; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables. PMID:26172683
Hasnain, Sabeeha; Bandyopadhyay, Pradipta
2015-09-21
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.
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
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.
Solvable continuous-time random walk model of the motion of tracer particles through porous media.
Fouxon, Itzhak; Holzner, Markus
2016-08-01
We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015)PLEEE81539-375510.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ, length l, and velocity v. We solve our model with independent l and v. The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α. Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α, ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ. Universality of tracer diffusion in the porous medium is considered. PMID:27627271
The rotation of photospheric magnetic fields: A random walk transport model
NASA Technical Reports Server (NTRS)
Wang, Y. -M.; Sheeley, N. R., Jr.
1994-01-01
In an earlier study of solar differential rotation, we showed that the transport of magnetic flux across latitudes acts to establish quasi-stationary patterns, therby accounting for the observed rigid rotation of the large-scale photospheric field. In that paper, the effect of supergranular convection was represented by a continuum diffusion, limiting the applicability of the calculations to large spatial scales. Here we extend the model to scales comparable to that of the supergranulation itself by replacing the diffusive transport with a discrete random walk process. Rotation curves are derived by cross-correlating the simulated photospheric field maps for a variety of time lags and spatial resolutions. When the lag between maps is relatively short less than or approximately = 15 days), the midlatitude correlation functions show two distinct components: a broad feature associated with the large-scale unipolar patterns and a narrow feature originating from small magnetic structures encompossing from one to several supergranular cells. By fitting the broad component we obtain the rigid rotation profile of the patterns, whereas by fitting the narrow component, we recover the differential rate of the photospheric plasma itself. For time lags of 1 month or greater, only the broad feature associated with the long-lived patterns remains clearly identifiable in the simulations.
Hasnain, Sabeeha; Bandyopadhyay, Pradipta
2015-09-21
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. PMID:26395684
Scaling analysis of random walks with persistence lengths: Application to self-avoiding walks
NASA Astrophysics Data System (ADS)
Granzotti, C. R. F.; Martinez, A. S.; da Silva, M. A. A.
2016-05-01
We develop an approach for performing scaling analysis of N -step random walks (RWs). The mean square end-to-end distance,
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.
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
Step angles to reduce the north-finding error caused by rate random walk with fiber optic gyroscope.
Wang, Qin; Xie, Jun; Yang, Chuanchuan; He, Changhong; Wang, Xinyue; Wang, Ziyu
2015-10-20
We study the relationship between the step angles and the accuracy of north finding with fiber optic gyroscopes. A north-finding method with optimized step angles is proposed to reduce the errors caused by rate random walk (RRW). Based on this method, the errors caused by both angle random walk and RRW are reduced by increasing the number of positions. For when the number of positions is even, we proposed a north-finding method with symmetric step angles that can reduce the error caused by RRW and is not affected by the azimuth angles. Experimental results show that, compared with the traditional north-finding method, the proposed methods with the optimized step angles and the symmetric step angles can reduce the north-finding errors by 67.5% and 62.5%, respectively. The method with symmetric step angles is not affected by the azimuth angles and can offer consistent high accuracy for any azimuth angles.
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.
The Mixing Time of a Random Walk on a Long-Range Percolation Cluster in Pre-Sierpinski Gasket
NASA Astrophysics Data System (ADS)
Misumi, Jun
2016-08-01
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
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
Random Walk and Graph Cut for Co-Segmentation of Lung Tumor on PET-CT Images.
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.
First-passage times in multiscale random walks: The impact of movement scales on search efficiency
NASA Astrophysics Data System (ADS)
Campos, Daniel; Bartumeus, Frederic; Raposo, E. P.; Méndez, Vicenç
2015-11-01
An efficient searcher needs to balance properly the trade-off between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free Lévy search strategies. Here we study multiscale random walks as an approximation to the scale-free case and derive the exact expressions for their mean-first-passage times in a one-dimensional finite domain. This allows us to provide a complete analytical description of the dynamics driving the situation in which both nearby and faraway targets are available to the searcher, so the exploration-exploitation trade-off does not have a trivial solution. For this situation, we prove that the combination of only two movement scales is able to outperform both ballistic and Lévy strategies. This two-scale strategy involves an optimal discrimination between the nearby and faraway targets which is only possible by adjusting the range of values of the two movement scales to the typical distances between encounters. So, this optimization necessarily requires some prior information (albeit crude) about target distances or distributions. Furthermore, we found that the incorporation of additional (three, four, …) movement scales and its adjustment to target distances does not improve further the search efficiency. This allows us to claim that optimal random search strategies arise through the informed combination of only two walk scales (related to the exploitative and the explorative scales, respectively), expanding on the well-known result that optimal strategies in strictly uninformed scenarios are achieved through Lévy paths (or, equivalently, through a hierarchical combination of multiple scales).
Entropic sampling via Wang-Landau random walks in dominant energy subspaces
NASA Astrophysics Data System (ADS)
Malakis, A.; Martinos, S. S.; Hadjiagapiou, I. A.; Fytas, N. G.; Kalozoumis, P.
2005-12-01
Dominant energy subspaces of statistical systems are defined with the help of restrictive conditions on various characteristics of the energy distribution, such as the probability density and the fourth order Binder’s cumulant. Our analysis generalizes the ideas of the critical minimum energy subspace (CRMES) technique, applied previously to study the specific heat’s finite-size scaling. Here, we illustrate alternatives that are useful for the analysis of further finite-size anomalies and the behavior of the corresponding dominant subspaces is presented for the two-dimensional (2D) Baxter-Wu and the 2D and 3D Ising models. In order to show that a CRMES technique is adequate for the study of magnetic anomalies, we study and test simple methods which provide the means for an accurate determination of the energy-order-parameter (E,M) histograms via Wang-Landau random walks. The 2D Ising model is used as a test case and it is shown that high-level Wang-Landau sampling schemes yield excellent estimates for all magnetic properties. Our estimates compare very well with those of the traditional Metropolis method. The relevant dominant energy subspaces and dominant magnetization subspaces scale as expected with exponents α/ν and γ/ν , respectively. Using the Metropolis method we examine the time evolution of the corresponding dominant magnetization subspaces and we uncover the reasons behind the inadequacy of the Metropolis method to produce a reliable estimation scheme for the tail regime of the order-parameter distribution.
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.
Directional migration of recirculating lymphocytes through lymph nodes via random walks.
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 (LASSO) or regularised S-LASSO 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 insilico. 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
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
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.
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.
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.
MAGNETIC FIELD LINE RANDOM WALK IN ISOTROPIC TURBULENCE WITH ZERO MEAN FIELD
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.
Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects.
Bernini, S; Leporini, D
2016-05-11
The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M = 2) up to entangled polymers (M = 200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times-when the monomer displacement is comparable to the bond length-a pronounced peak and then decays slowly as t (-1/2), becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours. PMID:27070080
Fast Inbound Top-K Query for Random Walk with Restart
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
Anisotropy of the monomer random walk in a polymer melt: local-order and connectivity effects.
Bernini, S; Leporini, D
2016-05-11
The random walk of a bonded monomer in a polymer melt is anisotropic due to local order and bond connectivity. We investigate both effects by molecular-dynamics simulations on melts of fully-flexible linear chains ranging from dimers (M = 2) up to entangled polymers (M = 200). The corresponding atomic liquid is also considered a reference system. To disentangle the influence of the local geometry and the bond arrangements, and to reveal their interplay, we define suitable measures of the anisotropy emphasising either the former or the latter aspect. Connectivity anisotropy, as measured by the correlation between the initial bond orientation and the direction of the subsequent monomer displacement, shows a slight enhancement due to the local order at times shorter than the structural relaxation time. At intermediate times-when the monomer displacement is comparable to the bond length-a pronounced peak and then decays slowly as t (-1/2), becoming negligible when the displacement is as large as about five bond lengths, i.e. about four monomer diameters or three Kuhn lengths. Local-geometry anisotropy, as measured by the correlation between the initial orientation of a characteristic axis of the Voronoi cell and the subsequent monomer dynamics, is affected at shorter times than the structural relaxation time by the cage shape with antagonistic disturbance by the connectivity. Differently, at longer times, the connectivity favours the persistence of the local-geometry anisotropy, which vanishes when the monomer displacement exceeds the bond length. Our results strongly suggest that the sole consideration of the local order is not enough to understand the microscopic origin of the rattling amplitude of the trapped monomer in the cage of the neighbours.
Haron, Zaiton; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri
2015-01-01
Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019
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.
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.
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.
NASA Astrophysics Data System (ADS)
Smith, Stuart T.; Badami, Vivek G.; Dale, Jami S.; Xu, Ying
1997-03-01
This paper presents closed form equations based on a modification of those originally derived by Paros and Weisbord in 1965, for the mechanical compliance of a simple monolithic flexure hinge of elliptic cross section, the geometry of which is determined by the ratio ɛ of the major and minor axes. It is shown that these equations converge at ɛ=1 to the Paros and Weisbord equations for a hinge of circular section and at ɛ ⇒∞ to the equations predicted from simple beam bending theory for the compliance of a cantilever beam. These equations are then assessed by comparison with results from finite element analysis over a range of geometries typical of many hinge designs. Based on the finite element analysis, stress concentration factors for the elliptical hinge are also presented. As a further verification of these equations, a number of elliptical hinges were manufactured on a CNC milling machine. Experimental data were produced by applying a bending moment using dead weight loading and measuring subsequent angular deflections with a laser interferometer. In general, it was found that predictions for the compliance of elliptical hinges are likely to be within 12% for a range of geometries with the ratio βx(=t/2ax) between 0.06 and 0.2 and for values of ɛ between 1 and 10.
Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J
2016-01-01
Migration of cells and molecules in vivo is affected by interactions with obstacles. These interactions can include crowding effects, as well as adhesion/repulsion between the motile cell/molecule and the obstacles. Here we present an analytical framework that can be used to separately quantify the roles of crowding and adhesion/repulsion using a lattice-based random walk model. Our method leads to an exact calculation of the long time Fickian diffusivity, and avoids the need for computationally expensive stochastic simulations. PMID:27597573
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.
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.
Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J
2016-09-06
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.
Grebenkov, Denis S
2011-02-01
A new method for computing the signal attenuation due to restricted diffusion in a linear magnetic field gradient is proposed. A fast random walk (FRW) algorithm for simulating random trajectories of diffusing spin-bearing particles is combined with gradient encoding. As random moves of a FRW are continuously adapted to local geometrical length scales, the method is efficient for simulating pulsed-gradient spin-echo experiments in hierarchical or multiscale porous media such as concrete, sandstones, sedimentary rocks and, potentially, brain or lungs. PMID:21159532
Grebenkov, Denis S
2011-02-01
A new method for computing the signal attenuation due to restricted diffusion in a linear magnetic field gradient is proposed. A fast random walk (FRW) algorithm for simulating random trajectories of diffusing spin-bearing particles is combined with gradient encoding. As random moves of a FRW are continuously adapted to local geometrical length scales, the method is efficient for simulating pulsed-gradient spin-echo experiments in hierarchical or multiscale porous media such as concrete, sandstones, sedimentary rocks and, potentially, brain or lungs.
NASA Astrophysics Data System (ADS)
Monthus, Cécile; Garel, Thomas
2010-08-01
We study the dynamical response to an external force F for a particle performing a random walk in a two-dimensional quenched random potential of Hurst exponent H=1/2 . We present numerical results on the statistics of first-passage times that satisfy closed backward master equations. We find that there exists a zero-velocity phase in a finite region of the external force 0
NASA Technical Reports Server (NTRS)
Middlecoff, J. F.; Thomas, P. D.
1979-01-01
The generation of computational grids suitable for obtaining accurate numerical solutions to the three-dimensional Navier-Stokes equations is the subject of intensive research. For a wide class of nozzle configurations, a three-dimensional grid can be constructed by a sequence of two-dimensional grids in successive cross-sectional planes. The present paper is concerned with numerical generation of two-dimensional grids. An effective method of interior grid control is presented based on a modified elliptic system containing free parameters. For a simply connected region, the free parameters are computed from the Dirichlet boundary values. The resulting interior grid point distribution is controlled entirely by a priori selection of the grid point distribution along the boundaries of the section.
Cattaneo-type subdiffusion-reaction equation.
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.
Bhattacharjee, Sudeep; Paul, Samit; Dey, Indranuj
2013-04-15
This paper deals with random walk of electrons and collisional crossover in a gas evolving toward a plasma, in presence of electromagnetic (EM) waves and magnetostatic (B) fields, a fundamental subject of importance in areas requiring generation and confinement of wave assisted plasmas. In presence of EM waves and B fields, the number of collisions N suffered by an electron with neutral gas atoms while diffusing out of the volume during the walk is significantly modified when compared to the conventional field free square law diffusion; N=1.5({Lambda}/{lambda}){sup 2}, where {Lambda} is the characteristic diffusion length and {lambda} is the mean free path. There is a distinct crossover and a time scale associated with the transition from the elastic to inelastic collisions dominated regime, which can accurately predict the breakdown time ({tau}{sub c}) and the threshold electric field (E{sub BD}) for plasma initiation. The essential features of cyclotron resonance manifested as a sharp drop in {tau}{sub c}, lowering of E{sub BD} and enhanced electron energy gain is well reproduced in the constrained random walk.
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.
NASA Astrophysics Data System (ADS)
Feron, K.; Zhou, X.; Belcher, W. J.; Dastoor, P. C.
2012-02-01
Förster resonance energy transfer theory (FRET) and a simple random walk (RW) are both implemented in a dynamic Monte Carlo simulation with the aim of determining the exciton diffusion length from photoluminescence (PL) measurements. The calculated diffusion lengths obtained from both models are shown to be the same. As such, given that the computational time of a random walk is typically 2-3 orders of magnitude smaller than the FRET approach, this work shows that the RW methodology can be a preferable model for the determination of diffusion lengths. We also show that the RW approach may also be implemented in Monte Carlo simulations that describe organic solar cells. Despite the fact that (compared with FRET) RW does not account for non-nearest neighbor hopping or energy relaxation, we show that the resulting overestimation of the simulated current will not exceed 2% for typical OPV parameters. In addition, by taking advantage of the gain in speed we are able to investigate the impact of the exciton diffusion length on the optimal interface distance and show that materials with longer exciton diffusion lengths are less sensitive to variations in the morphology of the active layer of an organic solar cell.
Exact two-point resistance, and the simple random walk on the complete graph minus N edges
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.
Gonzalez-Vazquez, J P; Anta, Juan A; Bisquert, Juan
2009-11-28
The random walk numerical simulation (RWNS) method is used to compute diffusion coefficients for hopping transport in a fully disordered medium at finite carrier concentrations. We use Miller-Abrahams jumping rates and an exponential distribution of energies to compute the hopping times in the random walk simulation. The computed diffusion coefficient shows an exponential dependence with respect to Fermi-level and Arrhenius behavior with respect to temperature. This result indicates that there is a well-defined transport level implicit to the system dynamics. To establish the origin of this transport level we construct histograms to monitor the energies of the most visited sites. In addition, we construct "corrected" histograms where backward moves are removed. Since these moves do not contribute to transport, these histograms provide a better estimation of the effective transport level energy. The analysis of this concept in connection with the Fermi-level dependence of the diffusion coefficient and the regime of interest for the functioning of dye-sensitised solar cells is thoroughly discussed. PMID:19890520
NASA Astrophysics Data System (ADS)
Budd, C. J.; Humphries, A. R.
2003-02-01
We use a variety of careful numerical and semi-analytical methods to investigate two outstanding conjectures on the solutions of the parametrised semi-linear elliptic equation [Delta]u+[lambda]u+u5=0, u>0, where u is defined to be zero on the boundary of a three dimensional domain. This equation is important in analysis and in studies of combustion and polytropic gases. It is known that there is a value [lambda]0>0 such that no solutions exist for [lambda]<[lambda]0. McLeod and Schoen, and Bandle and Flucher have given different estimates for [lambda]0; both of which have been conjectured to be exact. We perform a semi-analytic study of solutions on cylindrical domains and construct numerical approximations on cuboid domains using the finite element method combined with a careful post-processing step to reduce the otherwise significant errors. We compute these estimates for cylindrical and cuboid domains, and show that on these domains the estimates do not agree. We conclude that the conjecture of Bandle and Flucher is false. Our numerical computations on cuboid domains are consistent with McLeod's conjecture being true.
Cooper, M.A.
2000-07-03
We present various approximations for the angular distribution of particles emerging from an optically thick, purely isotropically scattering region into a vacuum. Our motivation is to use such a distribution for the Fleck-Canfield random walk method [1] for implicit Monte Carlo (IMC) [2] radiation transport problems. We demonstrate that the cosine distribution recommended in the original random walk paper [1] is a poor approximation to the angular distribution predicted by transport theory. Then we examine other approximations that more closely match the transport angular distribution.
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.
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.
Random walk approach to spin dynamics in a two-dimensional electron gas with spin-orbit coupling
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.
Ryan, C. A.; Laforest, M.; Boileau, J. C.; Laflamme, R.
2005-12-15
We present an experimental implementation of the coined discrete-time quantum walk on a square using a three-qubit liquid-state nuclear-magnetic-resonance (NMR) quantum-information processor (QIP). Contrary to its classical counterpart, we observe complete interference after certain steps and a periodicity in the evolution. Complete state tomography has been performed for each of the eight steps, making a full period. The results have extremely high fidelity with the expected states and show clearly the effects of quantum interference in the walk. We also show and discuss the importance of choosing a molecule with a natural Hamiltonian well suited to a NMR QIP by implementing the same algorithm on a second molecule. Finally, we show experimentally that decoherence after each step makes the statistics of the quantum walk tend to that of the classical random walk.
NASA Astrophysics Data System (ADS)
Blakely, Christopher D.
This dissertation thesis has three main goals: (1) To explore the anatomy of meshless collocation approximation methods that have recently gained attention in the numerical analysis community; (2) Numerically demonstrate why the meshless collocation method should clearly become an attractive alternative to standard finite-element methods due to the simplicity of its implementation and its high-order convergence properties; (3) Propose a meshless collocation method for large scale computational geophysical fluid dynamics models. We provide numerical verification and validation of the meshless collocation scheme applied to the rotational shallow-water equations on the sphere and demonstrate computationally that the proposed model can compete with existing high performance methods for approximating the shallow-water equations such as the SEAM (spectral-element atmospheric model) developed at NCAR. A detailed analysis of the parallel implementation of the model, along with the introduction of parallel algorithmic routines for the high-performance simulation of the model will be given. We analyze the programming and computational aspects of the model using Fortran 90 and the message passing interface (mpi) library along with software and hardware specifications and performance tests. Details from many aspects of the implementation in regards to performance, optimization, and stabilization will be given. In order to verify the mathematical correctness of the algorithms presented and to validate the performance of the meshless collocation shallow-water model, we conclude the thesis with numerical experiments on some standardized test cases for the shallow-water equations on the sphere using the proposed method.
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.
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.
Random-walk simulation of the response of irregular or fractal interfaces and membranes
NASA Astrophysics Data System (ADS)
Meakin, P.; Sapoval, B.
1991-03-01
A method of simulating the response of an irregular interface is investigated. It is based on an exact mapping between the Laplace equation and the steady-state diffusion equation with mixed boundary conditions. Simulations in two dimensions show that diffusion-limited aggregation (DLA) and other self-similar fractal electrodes exhibit the so-called constant-phase-angle (CPA) behavior. In the case of DLA electrodes the CPA exponent is found by this method to be close to the inverse of the fractal dimension. We show that this is directly related to the fact that in d=2 the admittance is proportional to the overall size of the self-similar electrode.
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…
Zhang, Zhongzhi; Dong, Yuze; Sheng, Yibin
2015-10-01
Random walks including non-nearest-neighbor jumps appear in many real situations such as the diffusion of adatoms and have found numerous applications including PageRank search algorithm; however, related theoretical results are much less for this dynamical process. In this paper, we present a study of mixed random walks in a family of fractal scale-free networks, where both nearest-neighbor and next-nearest-neighbor jumps are included. We focus on trapping problem in the network family, which is a particular case of random walks with a perfect trap fixed at the central high-degree node. We derive analytical expressions for the average trapping time (ATT), a quantitative indicator measuring the efficiency of the trapping process, by using two different methods, the results of which are consistent with each other. Furthermore, we analytically determine all the eigenvalues and their multiplicities for the fundamental matrix characterizing the dynamical process. Our results show that although next-nearest-neighbor jumps have no effect on the leading scaling of the trapping efficiency, they can strongly affect the prefactor of ATT, providing insight into better understanding of random-walk process in complex systems. PMID:26450286
Garcia-Botella, Angel; Fernandez-Balbuena, Antonio Alvarez; Bernabeu, Eusebio
2006-10-10
Nonimaging optics is a field devoted to the design of optical components for applications such as solar concentration or illumination. In this field, many different techniques have been used to produce optical devices, including the use of reflective and refractive components or inverse engineering techniques. However, many of these optical components are based on translational symmetries, rotational symmetries, or free-form surfaces. We study a new family of nonimaging concentrators called elliptical concentrators. This new family of concentrators provides new capabilities and can have different configurations, either homofocal or nonhomofocal. Translational and rotational concentrators can be considered as particular cases of elliptical concentrators. PMID:17068595
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.
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.
Rosvall, Martin; Bergstrom, Carl T.
2011-01-01
To comprehend the hierarchical organization of large integrated systems, we introduce the hierarchical map equation, which reveals multilevel structures in networks. In this information-theoretic approach, we exploit the duality between compression and pattern detection; by compressing a description of a random walker as a proxy for real flow on a network, we find regularities in the network that induce this system-wide flow. Finding the shortest multilevel description of the random walker therefore gives us the best hierarchical clustering of the network — the optimal number of levels and modular partition at each level — with respect to the dynamics on the network. With a novel search algorithm, we extract and illustrate the rich multilevel organization of several large social and biological networks. For example, from the global air traffic network we uncover countries and continents, and from the pattern of scientific communication we reveal more than 100 scientific fields organized in four major disciplines: life sciences, physical sciences, ecology and earth sciences, and social sciences. In general, we find shallow hierarchical structures in globally interconnected systems, such as neural networks, and rich multilevel organizations in systems with highly separated regions, such as road networks. PMID:21494658
A proposal for the experimental detection of CSL induced random walk
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
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.
Effective Pore-Scale Dispersion Upscaling with the Correlated Continuous Time Random Walk Approach
Le Borgne, Tanguy; Bolster, Diogo; Dentz, Marco; de Anna, Pietro; Tartakovsky, Alexandre M.
2011-12-29
We propose a general framework for upscaling dispersion in porous media. A key challenge of the upscaling procedure is to relate the temporal evolution of spreading to the small scale velocity field properties. The representation of the Lagrangian velocity transition process as a Markovian process in space provides a simple way to quantify complex correlation properties, i.e. non-Gaussian velocity distributions. The resulting effective transport model is a correlated CTRW. We use this framework to upscale pore scale dispersion for a periodic pore geometry. The correlated CTRW model is defined by the transit time distribution across one pore and the transition probability density quantifying the correlation between successive transit times. The latter is of central importance since it accounts for incomplete mixing at the pore throats. The predictions of the correlated CTRW model are in good agreement with the pore scale simulations over the pre-asymptotic and asymptotic regimes. We investigate the representation of this effective dispersion model in phase space (position, velocity) in a form similar to a Boltzmann transport equation.
A proposal for the experimental detection of CSL induced random walk.
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
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.
NASA Astrophysics Data System (ADS)
Swank, C. M.; Petukhov, A. K.; Golub, R.
2016-06-01
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum, which can be determined by taking the Fourier transform of the auto-correlation functions of the field fluctuations. Recently we have shown how to calculate these correlation functions for all values of mean-free path (ballistic to diffusive motion) in finite bounded regions by using the model of persistent continuous time random walks (CTRW) for particles subject to scattering by fixed (frozen) scattering centers so that the speed of the moving particles is not changed by the collisions. In this work we show how scattering with energy exchange from an ensemble of scatterers in thermal equilibrium can be incorporated into the CTRW. We present results for 1, 2, and 3 dimensions. The results agree for all these cases contrary to the previously studied "frozen" models. Our results for the velocity autocorrelation function show a long-time tail (˜t-1 /2 ), which we also obtain from conventional diffusion theory, with the same power, independent of dimensionality. Our results are valid for any Markovian scattering kernel as well as for any kernel based on a scattering cross section ˜1 /v .
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
NASA Astrophysics Data System (ADS)
Helfferich, J.; Ziebert, F.; Frey, S.; Meyer, H.; Farago, J.; Blumen, A.; Baschnagel, J.
2014-04-01
Single-particle trajectories in supercooled liquids display long periods of localization interrupted by "fast moves." This observation suggests a modeling by a continuous-time random walk (CTRW). We perform molecular dynamics simulations of equilibrated short-chain polymer melts near the critical temperature of mode-coupling theory Tc and extract "moves" from the monomer trajectories. We show that not all moves comply with the conditions of a CTRW. Strong forward-backward correlations are found in the supercooled state. A refinement procedure is suggested to exclude these moves from the analysis. We discuss the repercussions of the refinement on the jump-length and waiting-time distributions as well as on characteristic time scales, such as the average waiting time ("exchange time") and the average time for the first move ("persistence time"). The refinement modifies the temperature (T) dependence of these time scales. For instance, the average waiting time changes from an Arrhenius-type to a Vogel-Fulcher-type T dependence. We discuss this observation in the context of the bifurcation of the α process and (Johari) β process found in many glass-forming materials to occur near Tc. Our analysis lays the foundation for a study of the jump-length and waiting-time distributions, their temperature and chain-length dependencies, and the modeling of the monomer dynamics by a CTRW approach in the companion paper [J. Helfferich et al., Phys. Rev. E 89, 042604 (2014), 10.1103/PhysRevE.89.042604].
On the gap and time interval between the first two maxima of long continuous time random walks
NASA Astrophysics Data System (ADS)
Mounaix, Philippe; Schehr, Grégory; Majumdar, Satya N.
2016-01-01
We consider a one-dimensional continuous time random walk (CTRW) on a fixed time interval T where at each time step the walker waits a random time τ, before performing a jump drawn from a symmetric continuous probability distribution function (PDF) f(η ) , of Lévy index 0<μ ≤slant 2 . Our study includes the case where the waiting time PDF \\Psi(τ ) has a power law tail, \\Psi(τ )\\propto {τ-1-γ} , with 0<γ <1 , such that the average time between two consecutive jumps is infinite. The random motion is sub-diffusive if γ <μ /2 (and super-diffusive if γ >μ /2 ). We investigate the joint PDF of the gap g between the first two highest positions of the CTRW and the time t separating these two maxima. We show that this PDF reaches a stationary limiting joint distribution p(g, t) in the limit of long CTRW, T\\to ∞ . Our exact analytical results show a very rich behavior of this joint PDF in the (γ,μ ) plane, which we study in great detail. Our main results are verified by numerical simulations. This work provides a non trivial extension to CTRWs of the recent study in the discrete time setting by Majumdar et al (2014 J. Stat. Mech. P09013).
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.
Vanderbei, Robert J.; P Latin-Small-Letter-Dotless-I nar, Mustafa C.; Bozkaya, Efe B.
2013-02-15
An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problem as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.
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.
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
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.
von Wegner, F; Tagliazucchi, E; Brodbeck, V; Laufs, H
2016-11-01
We analyze temporal autocorrelations and the scaling behaviour of EEG microstate sequences during wakeful rest. We use the recently introduced random walk approach and compute its fluctuation function analytically under the null hypothesis of a short-range correlated, first-order Markov process. The empirical fluctuation function and the Hurst parameter H as a surrogate parameter of long-range correlations are computed from 32 resting state EEG recordings and for a set of first-order Markov surrogate data sets with equilibrium distribution and transition matrices identical to the empirical data. In order to distinguish short-range correlations (H ≈ 0.5) from previously reported long-range correlations (H > 0.5) statistically, confidence intervals for H and the fluctuation functions are constructed under the null hypothesis. Comparing three different estimation methods for H, we find that only one data set consistently shows H > 0.5, compatible with long-range correlations, whereas the majority of experimental data sets cannot be consistently distinguished from Markovian scaling behaviour. Our analysis suggests that the scaling behaviour of resting state EEG microstate sequences, though markedly different from uncorrelated, zero-order Markov processes, can often not be distinguished from a short-range correlated, first-order Markov process. Our results do not prove the microstate process to be Markovian, but challenge the approach to parametrize resting state EEG by single parameter models. PMID:27485754
Bhattacharjee, Sudeep; Paul, Samit
2009-10-15
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({lambda}/{lambda}){sup 2}/[1+C({lambda}/{lambda})]{sup 2}, indicating a modification to the conventional field free square law N=A({lambda}/{lambda}){sup 2}, where {lambda} is the characteristic diffusion length and {lambda} 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 {tau}{sub c} 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)x10{sup 5} V/m, {tau}{sub c}=5.5-1.6 ns for an unmagnetized microwave driven discharge at 1 Torr argon.
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.
Shalchi, A.
2010-08-15
To study the wandering of magnetic field lines is an important subject in theoretical physics. Results of field line random walk theories can be applied in plasma physics as well as astrophysics. Previous investigations are based on magnetostatic models. These models have been used in analytical work as well as in computer simulations to warrant mathematical and numerical tractability. To replace the magnetostatic model by a dynamical turbulence model is a difficult task. In the present article, a field line tracing method is used to describe field line wandering in dynamical magnetic turbulence. As examples different models are employed, namely, the plasma wave model, the damping model of dynamical turbulence, and the random sweeping model. It is demonstrated that the choice of the turbulence model has a very strong influence on the field line structure. It seems that if dynamical turbulence effects are included, Markovian diffusion can be found for other forms of the wave spectrum as in the magnetostatic model. Therefore, the results of the present paper are useful to specify turbulence models. As a further application we consider charged particle transport at early times.
Ghilea, M. C.; Ruffolo, D.; Sonsrettee, W.; Seripienlert, A.; Chuychai, P.; Matthaeus, W. H. E-mail: scdjr@mahidol.ac.th E-mail: achara.seri@gmail.com E-mail: yswhm@bartol.udel.edu
2011-11-01
The magnetic field line random walk (FLRW) is important for the transport of energetic particles in many astrophysical situations. While all authors agree on the quasilinear diffusion of field lines for fluctuations that mainly vary parallel to a large-scale field, for the opposite case of fluctuations that mainly vary in the perpendicular directions, there has been an apparent conflict between concepts of Bohm diffusion and percolation/trapping effects. Here computer simulation and non-perturbative analytic techniques are used to re-examine the FLRW in magnetic turbulence with slab and two-dimensional (2D) components, in which 2D flux surfaces are disturbed by the slab fluctuations. Previous non-perturbative theories for D{sub perpendicular}, based on Corrsin's hypothesis, have identified a slab contribution with quasilinear behavior and a 2D contribution due to Bohm diffusion with diffusive decorrelation (DD), combined in a quadratic formula. Here we present analytic theories for other routes to Bohm diffusion, with random ballistic decorrelation (RBD) either due to the 2D component itself (for a weak slab contribution) or the total fluctuation field (for a strong slab contribution), combined in a direct sum with the slab contribution. Computer simulations confirm the applicability of RBD routes for weak or strong slab contributions, while the DD route applies for a moderate slab contribution. For a very low slab contribution, interesting trapping effects are found, including a depressed diffusion coefficient and subdiffusive behavior. Thus quasilinear, Bohm, and trapping behaviors are all found in the same system, together with an overall viewpoint to explain these behaviors.
NASA Astrophysics Data System (ADS)
Cortis, Andrea; Harter, Thomas; Hou, Lingling; Atwill, E. Robert; Packman, Aaron I.; Green, Peter G.
2006-12-01
Complex transport behavior other than advection-dispersion, simple retardation, and first-order removal has been observed in many biocolloid transport experiments in porous media. Such nonideal transport behavior is particularly evident in the late time elution of biocolloids at low concentrations. Here we present a series of saturated column experiments that were designed to measure the breakthrough and long-term elution of Cryptosporidium parvum in medium sand for a few thousand pore volumes after the initial source of oocysts was removed. For a wide range of ionic strengths, I, we consistently observe slower-than-Fickian, power law tailing. The slope of the tail is flatter for higher I. At very high ionic strength the slope decays to a rate slower than t-1. To explain this behavior, we propose a new filtration model based on the continuous time random walk (CTRW) theory. Our theory upscales heterogeneities at both the pore-scale geometry of the flow field and the grain surface physicochemical properties that affect biocolloid attachment and detachment. Pore-scale heterogeneities in fluid flow are shown to control the breakthrough of a conservative tracer but are shown to have negligible effect on oocyst transport. In our experiments, C. parvum transport is dominated by the effects of physicochemical heterogeneities. The CTRW model provides a parsimonious theory of nonreactive and reactive transport. The CTRW filtration process is controlled by three parameters, Λ, β, and c, which are related to the overall breakthrough retardation (R = 1 + Λ), the slope of the power law tail (β), and the transition to a slower than t-1 decay (c).
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…
Generalized Klein-Kramers equations
NASA Astrophysics Data System (ADS)
Fa, Kwok Sau
2012-12-01
A generalized Klein-Kramers equation for a particle interacting with an external field is proposed. The equation generalizes the fractional Klein-Kramers equation introduced by Barkai and Silbey [J. Phys. Chem. B 104, 3866 (2000), 10.1021/jp993491m]. Besides, the generalized Klein-Kramers equation can also recover the integro-differential Klein-Kramers equation for continuous-time random walk; this means that it can describe the subdiffusive and superdiffusive regimes in the long-time limit. Moreover, analytic solutions for first two moments both in velocity and displacement (for force-free case) are obtained, and their dynamic behaviors are investigated.
NASA Astrophysics Data System (ADS)
Nakashima, Yoshito; Kamiya, Susumu; Nakano, Tsukasa
2008-12-01
Water molecules and contaminants migrate in water-saturated porous strata by diffusion in systems with small Péclet numbers. Natural porous rocks possess the anisotropy for diffusive transport along the percolated pore space. An X-ray computed tomography (CT) based approach is presented to quickly characterize anisotropic diffusion in porous rocks. High-resolution three-dimensional (3-D) pore images were obtained for a pumice and three sandstones by microfocus X-ray CT and synchrotron microtomography systems. The cluster-labeling process was applied to each image set to extract the 3-D image of a single percolated pore cluster through which diffusing species can migrate a long distance. The nonsorbing lattice random walk simulation was performed on the percolated pore cluster to obtain the mean square displacement. The self-diffusion coefficient along each direction in the 3-D space was calculated by taking the time derivative of the mean square displacement projected on the corresponding direction. A diffusion ellipsoid (i.e., polar representation of the direction-dependent normalized self-diffusivity) with three orthogonal principal axes was obtained for each rock sample. The 3-D two-point autocorrelation was also calculated for the percolated pore cluster of each rock sample to estimate the pore diameter anisotropy. The autocorrelation ellipsoids obtained by the ellipsoid fitting to the high correlation zone were prolate or oblate in shape, presumably depending on the eruption-induced deformation of magma and regional stress during sandstone diagenesis. The pore network anisotropy was estimated by calculating the diffusion ellipsoid for uniaxially elongated or compressed rock images. The degree and direction of the geological deformation of the samples estimated by the pore diameter anisotropy analysis agreed well with those estimated by the pore network anisotropy analysis. We found that the direction of the geological deformation coincided with the direction
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
NASA Astrophysics Data System (ADS)
Comolli, Alessandro; Moussey, Charlie; Dentz, Marco
2016-04-01
Transport processes in groundwater systems are strongly affected by the presence of heterogeneity. The heterogeneity leads to non-Fickian features, that manifest themselves in the heavy-tailed breakthrough curves, as well as in the non-linear growth of the mean squared displacement and in the non-Gaussian plumes of solute particles. The causes of non-Fickian transport can be the heterogeneity in the flow fields and the processes of mass exchange between mobile and immobile phases, such as sorption/desorption reactions and diffusive mass transfer. Here, we present a Continuous Time Random Walk (CTRW) model that describes the transport of solutes in d-dimensional systems by taking into account both heterogeneous advection and mobile-immobile mass transfer. In order to account for these processes in the CTRW, the heterogeneities are mapped onto a distribution of transition times, which can be decomposed into advective transition times and trapping times, the latter being treated as a compound Poisson process. While advective transition times are related to the Eulerian flow velocities and, thus, to the conductivity distribution, trapping times depend on the sorption/desorption time scale, in case of reactive problems, or on the distribution of diffusion times in the immobile zones. Since the trapping time scale is typically much larger than the advective time scale, we observe the existence of two temporal regimes. The pre-asymptotic regime is defined by a characteristic time scale at which the properties of transport are fully determined by the heterogeneity of the advective field. On the other hand, in the asymptotic regime both the heterogeneity and the mass exchange processes play a role in conditioning the behaviour of transport. We consider different scenarios to discuss the relative importance of the advective heterogeneity and the mass transfer for the occurrence of non-Fickian transport. For each case we calculate analytically the scalings of the breakthrough
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
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.
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.
Microwave gas breakdown in elliptical waveguides
Koufogiannis, I. D.; Sorolla, E. Mattes, M.
2014-01-15
This paper analyzes the microwave gas discharge within elliptical waveguides excited by the fundamental mode. The Rayleigh-Ritz method has been applied to solve the continuity equation. The eigenvalue problem defined by the breakdown condition has been solved and the effective diffusion length of the elliptical waveguide has been calculated, what is used to find the corona threshold. This paper extends the microwave breakdown model developed for circular waveguides and shows the better corona withstanding capabilities of elliptical waveguides. The corona breakdown electric field threshold obtained with the variational method has been compared with the one calculated with the Finite Elements Method, showing excellent agreement.
Elastohydrodynamic lubrication of elliptical contacts
NASA Technical Reports Server (NTRS)
Hamrock, B. J.
1982-01-01
Fully flooded, elastohydrodynamically lubricated, elliptical contacts are discussed. The relevant equations used in the elastohydrodynamic lubrication (EHL) of elliptical contacts are briefly described. Film thickness equations are developed for materials of high elastic modulus, such as metal, and for materials of low elastic modulus, such as rubber. In addition to the film thickness equations that are developed, plots of pressure and film thickness are presented. A theoretical study of the influence of lubricant starvation on film thickness and pressure in hard and soft elliptical elastohydrodynamic contacts is presented. From the results for both hard and soft EHL contacts a simple and important dimensionless inlet boundary distance is specified. It is also found that the film thickness for a starved condition can be written in dimensionless terms as a function of the inlet distance parameter and the film thickness for a fully flooded condition. contour plots of pressure and film thickness in and around the contact are shown for fully flooded and starved conditions. The theoretical findings are compared directly with results obtained experimentally.
Integro-differential diffusion equation and neutron scattering experiment
NASA Astrophysics Data System (ADS)
Sau Fa, Kwok
2015-02-01
An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations which includes short, intermediate and long-time memory effects. Analytical expression for the intermediate scattering function is obtained and applied to ribonucleic acid (RNA) hydration water data from torula yeast. The model can capture the dynamics of hydrogen atoms in RNA hydration water, including the long-relaxation times.
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
Vortex dynamics in thin elliptic ferromagnetic nanodisks
NASA Astrophysics Data System (ADS)
Wysin, G. M.
2015-10-01
Vortex gyrotropic motion in thin ferromagnetic nanodisks of elliptical shape is described here for a pure vortex state and for a situation with thermal fluctuations. The system is analyzed using numerical simulations of the Landau-Lifshitz-Gilbert (LLG) equations, including the demagnetization field calculated with a Green's function approach for thin film problems. At finite temperature the thermalized dynamics is found using a second order Heun algorithm for a magnetic Langevin equation based on the LLG equations. The vortex state is stable only within a limited range of ellipticity, outside of which a quasi-single-domain becomes the preferred minimum energy state. A vortex is found to move in an elliptical potential, whose force constants along the principal axes are determined numerically. The eccentricity of vortex motion is directly related to the force constants. Elliptical vortex motion is produced spontaneously by thermal fluctuations. The vortex position and velocity distributions in thermal equilibrium are Boltzmann distributions. The results show that vortex motion in elliptical disks can be described by a Thiele equation.
The quasicontinuum Fokker-Plank equation
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.
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.
NASA Astrophysics Data System (ADS)
Baldocchi, Dennis
1992-10-01
An integrated canopy micrometeorological model is described for calculating CO2, water vapor and sensible heat exchange rates and scalar concentration profiles over and within a crop canopy. The integrated model employs a Lagrangian random walk algorithm to calculate turbulent diffusion. The integrated model extends previous Lagrangian modelling efforts by employing biochemical, physiological and micrometeorological principles to evaluate vegetative sources and sinks. Model simulations of water vapor, CO2 and sensible heat flux densities are tested against measurements made over a soybean canopy, while calculations of scalar profiles are tested against measurements made above and within the canopy. The model simulates energy and mass fluxes and scalar profiles above the canopy successfully. On the other hand, model calculations of scalar profiles inside the canopy do not match measurements. The tested Lagrangian model is also used to evaluate simpler modelling schemes, as needed for regional and global applications. Simple, half-order closure modelling schemes (which assume a constant scalar profile in the canopy) do not yield large errors in the computation of latent heat (LE) and CO2 (F c ) flux densities. Small errors occur because the source-sink formulation of LE and F c are relatively insensitive to changes in scalar concentrations and the scalar gradients are small. On the other hand, complicated modelling frames may be needed to calculate sensible heat flux densities; the source-sink formulation of sensible heat is closely coupled to the within-canopy air temperature profile.
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.
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.
NASA Astrophysics Data System (ADS)
Weiss, Christoph; Cornish, Simon L.; Gardiner, Simon A.; Breuer, Heinz-Peter
2016-01-01
We show that the spreading of the center-of-mass density of ultracold attractively interacting bosons can become superballistic in the presence of decoherence, via one-, two-, and/or three-body losses. In the limit of weak decoherence, we analytically solve the numerical model introduced in Weiss et al. [Phys. Rev. A 91, 063616 (2015)], 10.1103/PhysRevA.91.063616. The analytical predictions allow us to identify experimentally accessible parameter regimes for which we predict superballistic spreading of the center-of-mass density. Ultracold attractive Bose gases form weakly bound molecules, quantum matter-wave bright solitons. Our computer simulations combine ideas from classical field methods ("truncated Wigner") and piecewise deterministic stochastic processes. While the truncated Wigner approach to use an average over classical paths as a substitute for a quantum superposition is often an uncontrolled approximation, here it predicts the exact root-mean-square width when modeling an expanding Gaussian wave packet. In the superballistic regime, the leading order of the spreading of the center-of-mass density can thus be modeled as a quantum superposition of classical Gaussian random walks in velocity space.
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.
Ellery, Adam J; Baker, Ruth E; Simpson, Matthew J
2016-05-01
The motion of cells and molecules through biological environments is often hindered by the presence of other cells and molecules. A common approach to modeling this kind of hindered transport is to examine the mean squared displacement (MSD) of a motile tracer particle in a lattice-based stochastic random walk in which some lattice sites are occupied by obstacles. Unfortunately, stochastic models can be computationally expensive to analyze because we must average over a large ensemble of identically prepared realizations to obtain meaningful results. To overcome this limitation we describe an exact method for analyzing a lattice-based model of the motion of an agent moving through a crowded environment. Using our approach we calculate the exact MSD of the motile agent. Our analysis confirms the existence of a transition period where, at first, the MSD does not follow a power law with time. However, after a sufficiently long period of time, the MSD increases in proportion to time. This latter phase corresponds to Fickian diffusion with a reduced diffusivity owing to the presence of the obstacles. Our main result is to provide a mathematically motivated, reproducible, and objective estimate of the amount of time required for the transport to become Fickian. Our new method to calculate this crossover time does not rely on stochastic simulations. PMID:27155618
The probability equation for the cosmological comoving curvature perturbation
Riotto, Antonio; Sloth, Martin S. E-mail: sloth@cern.ch
2011-10-01
Fluctuations of the comoving curvature perturbation with wavelengths larger than the horizon length are governed by a Langevin equation whose stochastic noise arise from the quantum fluctuations that are assumed to become classical at horizon crossing. The infrared part of the curvature perturbation performs a random walk under the action of the stochastic noise and, at the same time, it suffers a classical force caused by its self-interaction. By a path-interal approach and, alternatively, by the standard procedure in random walk analysis of adiabatic elimination of fast variables, we derive the corresponding Kramers-Moyal equation which describes how the probability distribution of the comoving curvature perturbation at a given spatial point evolves in time and is a generalization of the Fokker-Planck equation. This approach offers an alternative way to study the late time behaviour of the correlators of the curvature perturbation from infrared effects.
NASA Astrophysics Data System (ADS)
Alarcón, S.; Díaz, G.; Rey, J. M.
2013-06-01
We study the explosive expansion near the boundary of the large solutions of the equation -Δpu+um=f quadin Ω where {Ω} is an open bounded set of {{R}N} , N > 1, with adequately smooth boundary, m > p-1 > 0, and f is a continuous nonnegative function in {Ω} . Roughly speaking, we show that the number of explosive terms in the asymptotic boundary expansion of the solution is finite, but it goes to infinity as m goes to p-1. For illustrative choices of the sources, we prove that the expansion consists of two possible geometrical and nongeometrical parts. For low explosive sources, the nongeometrical part does not exist, and all coefficients depend on the diffusion and the geometry of the domain. For high explosive sources, there are coefficients, relative to the nongeometrical part, independent on {Ω} and the diffusion. In this case, the geometrical part cannot exist, and we say then that the source is very high explosive. We emphasize that low or high explosive sources can cause different geometrical properties in the expansion for a given interior structure of the differential operator. This paper is strongly motivated by the applications, in particular by the non-Newtonian fluid theory where p ≠ 2 involves rheological properties of the medium.
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.
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.
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.
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