Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk

NASA Astrophysics Data System (ADS)

Gorenflo, R.; Mainardi, F.

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. By the space-time fractional diffusion equation we mean an evolution equation obtained from the standard linear diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative of order alpha in (0,2] and skewness theta (\\verttheta\\vertlemin \\{alpha ,2-alpha \\}), and the first-order time derivative with a Caputo derivative of order beta in (0,1] . The fundamental solution (for the Cauchy problem) of the fractional diffusion equation can be interpreted as a probability density evolving in time of a peculiar self-similar stochastic process. We view it as a generalized diffusion process that we call fractional diffusion process, and present an integral representation of the fundamental solution. A more general approach to anomalous diffusion is however known to be provided by the master equation for a continuous time random walk (CTRW). We show how this equation reduces to our fractional diffusion equation by a properly scaled passage to the limit of compressed waiting times and jump widths. Finally, we describe a method of simulation and display (via graphics) results of a few numerical case studies.

The Dynamical Classification of Centaurs which Evolve into Comets

NASA Astrophysics Data System (ADS)

Wood, Jeremy R.; Horner, Jonathan; Hinse, Tobias; Marsden, Stephen; Swinburne University of Technology

2016-10-01

Centaurs are small Solar system bodies with semi-major axes between Jupiter and Neptune and perihelia beyond Jupiter. Centaurs can be further subclassified into two dynamical categories - random walk and resonance hopping. Random walk Centaurs have mean square semi-major axes (< a2 >) which vary in time according to a generalized diffusion equation where < a2 > ~t2H. H is the Hurst exponent with 0 < H < 1, and t is time. The behavior of < a2 > for resonance hopping Centaurs is not well described by generalized diffusion.The aim of this study is to determine which dynamical type of Centaur is most likely to evolve into each class of comet. 31,722 fictional massless test particles were integrated for 3 Myr in the 6-body problem (Sun, Jovian planets, test particle). Initially each test particle was a member of one of four groups. The semi-major axes of all test particles in a group were clustered within 0.27 au from a first order, interior Mean Motion resonance of Neptune. The resonances were centered at 18.94 au, 22.95 au, 24.82 au and 28.37 au.If the perihelion of a test particle reached < 4 au then the test particle was considered to be a comet and classified as either a random walk or resonance hopping Centaur. The results showed that over 4,000 test particles evolved into comets within 3 Myr. 59% of these test particles were random walk and 41% were resonance hopping. The behavior of the semi-major axis in time was usually well described by generalized diffusion for random walk Centaurs (ravg = 0.98) and poorly described for resonance hopping Centaurs (ravg = 0.52). The average Hurst exponent was 0.48 for random walk Centaurs and 0.20 for resonance hopping Centaurs. Random walk Centaurs were more likely to evolve into short period comets while resonance hopping Centaurs were more likely to evolve into long period comets. For each initial cluster, resonance hopping Centaurs took longer to evolve into comets than random walk Centaurs. Overall the population of random walk Centaurs averaged 143 kyr to evolve into comets, and the population of resonance hopping Centaurs averaged 164 kyr.

Emergence of an optimal search strategy from a simple random walk

PubMed Central

Sakiyama, Tomoko; Gunji, Yukio-Pegio

2013-01-01

In reports addressing animal foraging strategies, it has been stated that Lévy-like algorithms represent an optimal search strategy in an unknown environment, because of their super-diffusion properties and power-law-distributed step lengths. Here, starting with a simple random walk algorithm, which offers the agent a randomly determined direction at each time step with a fixed move length, we investigated how flexible exploration is achieved if an agent alters its randomly determined next step forward and the rule that controls its random movement based on its own directional moving experiences. We showed that our algorithm led to an effective food-searching performance compared with a simple random walk algorithm and exhibited super-diffusion properties, despite the uniform step lengths. Moreover, our algorithm exhibited a power-law distribution independent of uniform step lengths. PMID:23804445

Emergence of an optimal search strategy from a simple random walk.

PubMed

Sakiyama, Tomoko; Gunji, Yukio-Pegio

2013-09-06

In reports addressing animal foraging strategies, it has been stated that Lévy-like algorithms represent an optimal search strategy in an unknown environment, because of their super-diffusion properties and power-law-distributed step lengths. Here, starting with a simple random walk algorithm, which offers the agent a randomly determined direction at each time step with a fixed move length, we investigated how flexible exploration is achieved if an agent alters its randomly determined next step forward and the rule that controls its random movement based on its own directional moving experiences. We showed that our algorithm led to an effective food-searching performance compared with a simple random walk algorithm and exhibited super-diffusion properties, despite the uniform step lengths. Moreover, our algorithm exhibited a power-law distribution independent of uniform step lengths.

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

PubMed

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.

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

PubMed

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

2009-11-28

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

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

PubMed

Grebenkov, Denis S

2011-02-01

A new method for computing the signal attenuation due to restricted diffusion in a linear magnetic field gradient is proposed. A fast random walk (FRW) algorithm for simulating random trajectories of diffusing spin-bearing particles is combined with gradient encoding. As random moves of a FRW are continuously adapted to local geometrical length scales, the method is efficient for simulating pulsed-gradient spin-echo experiments in hierarchical or multiscale porous media such as concrete, sandstones, sedimentary rocks and, potentially, brain or lungs. Copyright © 2010 Elsevier Inc. All rights reserved.

Nonergodic property of the space-time coupled CTRW: Dependence on the long-tailed property and correlation

NASA Astrophysics Data System (ADS)

Liu, Jian; Li, Baohe; Chen, Xiaosong

2018-02-01

The space-time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space-time coupled continuous time random walk model is studied, which is a prototype of the coupled continuous time random walk presented and researched intensively with various methods. The results in the present manuscript show that the time averaged mean squared displacements increase linearly with lag time which means ergodicity breaking occurs, besides, we find that the diffusion coefficient is intrinsically random which shows both aging and enhancement, the analysis indicates that the either aging or enhancement phenomena are determined by the competition between the correlation exponent γ and the waiting time's long-tailed index α.

Modeling fluid diffusion in cerebral white matter with random walks in complex environments

NASA Astrophysics Data System (ADS)

Levy, Amichai; Cwilich, Gabriel; Buldyrev, Sergey V.; Weeden, Van J.

2012-02-01

Recent studies with diffusion MRI have shown new aspects of geometric order in the brain, including complex path coherence within the cerebral cortex, and organization of cerebral white matter and connectivity across multiple scales. The main assumption of these studies is that water molecules diffuse along myelin sheaths of neuron axons in the white matter and thus the anisotropy of their diffusion tensor observed by MRI can provide information about the direction of the axons connecting different parts of the brain. We model the diffusion of particles confined in the space of between the bundles of cylindrical obstacles representing fibrous structures of various orientations. We have investigated the directional properties of the diffusion, by studying the angular distribution of the end point of the random walks as a function of their length, to understand the scale over which the distribution randomizes. We will show evidence of qualitative change in the behavior of the diffusion for different volume fractions of obstacles. Comparisons with three-dimensional MRI images will be illustrated.

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

NASA Astrophysics Data System (ADS)

Adib, Artur B.

2008-02-01

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

Deterministic diffusion in flower-shaped billiards.

PubMed

Harayama, Takahisa; Klages, Rainer; Gaspard, Pierre

2002-08-01

We propose a flower-shaped billiard in order to study the irregular parameter dependence of chaotic normal diffusion. Our model is an open system consisting of periodically distributed obstacles in the shape of a flower, and it is strongly chaotic for almost all parameter values. We compute the parameter dependent diffusion coefficient of this model from computer simulations and analyze its functional form using different schemes, all generalizing the simple random walk approximation of Machta and Zwanzig. The improved methods we use are based either on heuristic higher-order corrections to the simple random walk model, on lattice gas simulation methods, or they start from a suitable Green-Kubo formula for diffusion. We show that dynamical correlations, or memory effects, are of crucial importance in reproducing the precise parameter dependence of the diffusion coefficent.

Heterogeneous continuous-time random walks

NASA Astrophysics Data System (ADS)

Grebenkov, Denis S.; Tupikina, Liubov

2018-01-01

We introduce a heterogeneous continuous-time random walk (HCTRW) model as a versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as porous or disordered media, multiscale or crowded environments, weighted graphs or networks. We derive the exact form of the propagator and investigate the effects of spatiotemporal heterogeneities onto the diffusive dynamics via the spectral properties of the generalized transition matrix. In particular, we show how the distribution of first-passage times changes due to local and global heterogeneities of the medium. The HCTRW formalism offers a unified mathematical language to address various diffusion-reaction problems, with numerous applications in material sciences, physics, chemistry, biology, and social sciences.

Rotational diffusion of a molecular cat

NASA Astrophysics Data System (ADS)

Katz-Saporta, Ori; Efrati, Efi

We show that a simple isolated system can perform rotational random walk on account of internal excitations alone. We consider the classical dynamics of a ''molecular cat'': a triatomic molecule connected by three harmonic springs with non-zero rest lengths, suspended in free space. In this system, much like for falling cats, the angular momentum constraint is non-holonomic allowing for rotations with zero overall angular momentum. The geometric nonlinearities arising from the non-zero rest lengths of the springs suffice to break integrability and lead to chaotic dynamics. The coupling of the non-integrability of the system and its non-holonomic nature results in an angular random walk of the molecule. We study the properties and dynamics of this angular motion analytically and numerically. For low energy excitations the system displays normal-mode-like motion, while for high enough excitation energy we observe regular random-walk. In between, at intermediate energies we observe an angular Lévy-walk type motion associated with a fractional diffusion coefficient interpolating between the two regimes.

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

PubMed

Peng, Junhao; Xu, Guoai

2014-04-07

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

Quantum walks with tuneable self-avoidance in one dimension

PubMed Central

Camilleri, Elizabeth; Rohde, Peter P.; Twamley, Jason

2014-01-01

Quantum walks exhibit many unique characteristics compared to classical random walks. In the classical setting, self-avoiding random walks have been studied as a variation on the usual classical random walk. Here the walker has memory of its previous locations and preferentially avoids stepping back to locations where it has previously resided. Classical self-avoiding random walks have found numerous algorithmic applications, most notably in the modelling of protein folding. We consider the analogous problem in the quantum setting – a quantum walk in one dimension with tunable levels of self-avoidance. We complement a quantum walk with a memory register that records where the walker has previously resided. The walker is then able to avoid returning back to previously visited sites or apply more general memory conditioned operations to control the walk. We characterise this walk by examining the variance of the walker's distribution against time, the standard metric for quantifying how quantum or classical a walk is. We parameterise the strength of the memory recording and the strength of the memory back-action on the walker, and investigate their effect on the dynamics of the walk. We find that by manipulating these parameters, which dictate the degree of self-avoidance, the walk can be made to reproduce ideal quantum or classical random walk statistics, or a plethora of more elaborate diffusive phenomena. In some parameter regimes we observe a close correspondence between classical self-avoiding random walks and the quantum self-avoiding walk. PMID:24762398

Oxygen self-diffusion mechanisms in monoclinic Zr O2 revealed and quantified by density functional theory, random walk analysis, and kinetic Monte Carlo calculations

NASA Astrophysics Data System (ADS)

Yang, Jing; Youssef, Mostafa; Yildiz, Bilge

2018-01-01

In this work, we quantify oxygen self-diffusion in monoclinic-phase zirconium oxide as a function of temperature and oxygen partial pressure. A migration barrier of each type of oxygen defect was obtained by first-principles calculations. Random walk theory was used to quantify the diffusivities of oxygen interstitials by using the calculated migration barriers. Kinetic Monte Carlo simulations were used to calculate diffusivities of oxygen vacancies by distinguishing the threefold- and fourfold-coordinated lattice oxygen. By combining the equilibrium defect concentrations obtained in our previous work together with the herein calculated diffusivity of each defect species, we present the resulting oxygen self-diffusion coefficients and the corresponding atomistically resolved transport mechanisms. The predicted effective migration barriers and diffusion prefactors are in reasonable agreement with the experimentally reported values. This work provides insights into oxygen diffusion engineering in Zr O2 -related devices and parametrization for continuum transport modeling.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Snodin, A. P.; Ruffolo, D.; Oughton, S.

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 functionmore » 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.« less

Simulating Pre-Asymptotic, Non-Fickian Transport Although Doing Simple Random Walks - Supported By Empirical Pore-Scale Velocity Distributions and Memory Effects

NASA Astrophysics Data System (ADS)

Most, S.; Jia, N.; Bijeljic, B.; Nowak, W.

2016-12-01

Pre-asymptotic characteristics are almost ubiquitous when analyzing solute transport processes in porous media. These pre-asymptotic aspects are caused by spatial coherence in the velocity field and by its heterogeneity. For the Lagrangian perspective of particle displacements, the causes of pre-asymptotic, non-Fickian transport are skewed velocity distribution, statistical dependencies between subsequent increments of particle positions (memory) and dependence between the x, y and z-components of particle increments. Valid simulation frameworks should account for these factors. We propose a particle tracking random walk (PTRW) simulation technique that can use empirical pore-space velocity distributions as input, enforces memory between subsequent random walk steps, and considers cross dependence. Thus, it is able to simulate pre-asymptotic non-Fickian transport phenomena. Our PTRW framework contains an advection/dispersion term plus a diffusion term. The advection/dispersion term produces time-series of particle increments from the velocity CDFs. These time series are equipped with memory by enforcing that the CDF values of subsequent velocities change only slightly. The latter is achieved through a random walk on the axis of CDF values between 0 and 1. The virtual diffusion coefficient for that random walk is our only fitting parameter. Cross-dependence can be enforced by constraining the random walk to certain combinations of CDF values between the three velocity components in x, y and z. We will show that this modelling framework is capable of simulating non-Fickian transport by comparison with a pore-scale transport simulation and we analyze the approach to asymptotic behavior.

Critical spreading dynamics of parity conserving annihilating random walks with power-law branching

NASA Astrophysics Data System (ADS)

Laise, T.; dos Anjos, F. C.; Argolo, C.; Lyra, M. L.

2018-09-01

We investigate the critical spreading of the parity conserving annihilating random walks model with Lévy-like branching. The random walks are considered to perform normal diffusion with probability p on the sites of a one-dimensional lattice, annihilating in pairs by contact. With probability 1 - p, each particle can also produce two offspring which are placed at a distance r from the original site following a power-law Lévy-like distribution P(r) ∝ 1 /rα. We perform numerical simulations starting from a single particle. A finite-time scaling analysis is employed to locate the critical diffusion probability pc below which a finite density of particles is developed in the long-time limit. Further, we estimate the spreading dynamical exponents related to the increase of the average number of particles at the critical point and its respective fluctuations. The critical exponents deviate from those of the counterpart model with short-range branching for small values of α. The numerical data suggest that continuously varying spreading exponents sets up while the branching process still results in a diffusive-like spreading.

Generalized run-and-turn motions: From bacteria to Lévy walks

NASA Astrophysics Data System (ADS)

Detcheverry, François

2017-07-01

Swimming bacteria exhibit a repertoire of motility patterns, in which persistent motion is interrupted by turning events. What are the statistical properties of such random walks? If some particular instances have long been studied, the general case where turning times do not follow a Poisson process has remained unsolved. We present a generic extension of the continuous time random walks formalism relying on operators and noncommutative calculus. The approach is first applied to a unimodal model of bacterial motion. We examine the existence of a minimum in velocity correlation function and discuss the maximum of diffusivity at an optimal value of rotational diffusion. The model is then extended to bimodal patterns and includes as particular cases all swimming strategies: run-and-tumble, run-stop, run-reverse and run-reverse-flick. We characterize their velocity correlation functions and investigate how bimodality affects diffusivity. Finally, the wider applicability of the method is illustrated by considering curved trajectories and Lévy walks. Our results are relevant for intermittent motion of living beings, be they swimming micro-organisms or crawling cells.

Stochastic resetting in backtrack recovery by RNA polymerases

NASA Astrophysics Data System (ADS)

Roldán, Édgar; Lisica, Ana; Sánchez-Taltavull, Daniel; Grill, Stephan W.

2016-06-01

Transcription is a key process in gene expression, in which RNA polymerases produce a complementary RNA copy from a DNA template. RNA polymerization is frequently interrupted by backtracking, a process in which polymerases perform a random walk along the DNA template. Recovery of polymerases from the transcriptionally inactive backtracked state is determined by a kinetic competition between one-dimensional diffusion and RNA cleavage. Here we describe backtrack recovery as a continuous-time random walk, where the time for a polymerase to recover from a backtrack of a given depth is described as a first-passage time of a random walker to reach an absorbing state. We represent RNA cleavage as a stochastic resetting process and derive exact expressions for the recovery time distributions and mean recovery times from a given initial backtrack depth for both continuous and discrete-lattice descriptions of the random walk. We show that recovery time statistics do not depend on the discreteness of the DNA lattice when the rate of one-dimensional diffusion is large compared to the rate of cleavage.

The Locomotion of Mouse Fibroblasts in Tissue Culture

PubMed Central

Gail, Mitchell H.; Boone, Charles W.

1970-01-01

Time-lapse cinematography was used to investigate the motion of mouse fibroblasts in tissue culture. Observations over successive short time intervals revealed a tendency for the cells to persist in their direction of motion from one 2.5 hr time interval to the next. Over 5.0-hr time intervals, however, the direction of motion appeared random. This fact suggested that D, the diffusion constant of a random walk model, might serve to characterize cellular motility if suitably long observation times were used. We therefore investigated the effect of “persistence” on the pure random walk model, and we found theoretically and confirmed experimentally that the motility of a persisting cell could indeed be characterized by an augmented diffusion constant, D*. A method for determining confidence limits on D* was also developed. Thus a random walk model, modified to comprehend the persistence effect, was found to describe the motion of fibroblasts in tissue culture and to provide a numerical measure of cellular motility. PMID:5531614

Anomalous diffusion with linear reaction dynamics: from continuous time random walks to fractional reaction-diffusion equations.

PubMed

Henry, B I; Langlands, T A M; Wearne, S L

2006-09-01

We have revisited the problem of anomalously diffusing species, modeled at the mesoscopic level using continuous time random walks, to include linear reaction dynamics. If a constant proportion of walkers are added or removed instantaneously at the start of each step then the long time asymptotic limit yields a fractional reaction-diffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps then the long time asymptotic limit has a standard linear reaction kinetics term but a fractional order temporal derivative operating on a nonstandard diffusion term. Results from the above two models are compared with a phenomenological model with standard linear reaction kinetics and a fractional order temporal derivative operating on a standard diffusion term. We have also developed further extensions of the CTRW model to include more general reaction dynamics.

Exploring activity-driven network with biased walks

NASA Astrophysics Data System (ADS)

Wang, Yan; Wu, Ding Juan; Lv, Fang; Su, Meng Long

We investigate the concurrent dynamics of biased random walks and the activity-driven network, where the preferential transition probability is in terms of the edge-weighting parameter. We also obtain the analytical expressions for stationary distribution and the coverage function in directed and undirected networks, all of which depend on the weight parameter. Appropriately adjusting this parameter, more effective search strategy can be obtained when compared with the unbiased random walk, whether in directed or undirected networks. Since network weights play a significant role in the diffusion process.

Random walks of colloidal probes in viscoelastic materials

NASA Astrophysics Data System (ADS)

Khan, Manas; Mason, Thomas G.

2014-04-01

To overcome limitations of using a single fixed time step in random walk simulations, such as those that rely on the classic Wiener approach, we have developed an algorithm for exploring random walks based on random temporal steps that are uniformly distributed in logarithmic time. This improvement enables us to generate random-walk trajectories of probe particles that span a highly extended dynamic range in time, thereby facilitating the exploration of probe motion in soft viscoelastic materials. By combining this faster approach with a Maxwell-Voigt model (MVM) of linear viscoelasticity, based on a slowly diffusing harmonically bound Brownian particle, we rapidly create trajectories of spherical probes in soft viscoelastic materials over more than 12 orders of magnitude in time. Appropriate windowing of these trajectories over different time intervals demonstrates that random walk for the MVM is neither self-similar nor self-affine, even if the viscoelastic material is isotropic. We extend this approach to spatially anisotropic viscoelastic materials, using binning to calculate the anisotropic mean square displacements and creep compliances along different orthogonal directions. The elimination of a fixed time step in simulations of random processes, including random walks, opens up interesting possibilities for modeling dynamics and response over a highly extended temporal dynamic range.

Antipersistent dynamics in kinetic models of wealth exchange

NASA Astrophysics Data System (ADS)

Goswami, Sanchari; Chatterjee, Arnab; Sen, Parongama

2011-11-01

We investigate the detailed dynamics of gains and losses made by agents in some kinetic models of wealth exchange. An earlier work suggested that a walk in an abstract gain-loss space can be conceived for the agents. For models in which agents do not save, or save with uniform saving propensity, the walk has diffusive behavior. For the case in which the saving propensity λ is distributed randomly (0≤λ<1), the resultant walk showed a ballistic nature (except at a particular value of λ*≈0.47). Here we consider several other features of the walk with random λ. While some macroscopic properties of this walk are comparable to a biased random walk, at microscopic level, there are gross differences. The difference turns out to be due to an antipersistent tendency toward making a gain (loss) immediately after making a loss (gain). This correlation is in fact present in kinetic models without saving or with uniform saving as well, such that the corresponding walks are not identical to ordinary random walks. In the distributed saving case, antipersistence occurs with a simultaneous overall bias.

Anomalous diffusion on a random comblike structure

NASA Astrophysics Data System (ADS)

Havlin, Shlomo; Kiefer, James E.; Weiss, George H.

1987-08-01

We have recently studied a random walk on a comblike structure as an analog of diffusion on a fractal structure. In our earlier work, the comb was assumed to have a deterministic structure, the comb having teeth of infinite length. In the present paper we study diffusion on a one-dimensional random comb, the length of whose teeth are random variables with an asymptotic stable law distribution φ(L)~L-(1+γ) where 0<γ<=1. Two mean-field methods are used for the analysis, one based on the continuous-time random walk, and the second a self-consistent scaling theory. Both lead to the same conclusions. We find that the diffusion exponent characterizing the mean-square displacement along the backbone of the comb is dw=4/(1+γ) for γ<1 and dw=2 for γ>=1. The probability of being at the origin at time t is P0(t)~t-ds/2 for large t with ds=(3-γ)/2 for γ<1 and ds=1 for γ>1. When a field is applied along the backbone of the comb the diffusion exponent is dw=2/(1+γ) for γ<1 and dw=1 for γ>=1. The theoretical results are confirmed using the exact enumeration method.

Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

NASA Astrophysics Data System (ADS)

Liang, Yingjie; Chen, Wen

2018-04-01

The mean squared displacement (MSD) of the traditional ultraslow diffusion is a logarithmic function of time. Recently, the continuous time random walk model is employed to characterize this ultraslow diffusion dynamics by connecting the heavy-tailed logarithmic function and its variation as the asymptotical waiting time density. In this study we investigate the limiting waiting time density of a general ultraslow diffusion model via the inverse Mittag-Leffler function, whose special case includes the traditional logarithmic ultraslow diffusion model. The MSD of the general ultraslow diffusion model is analytically derived as an inverse Mittag-Leffler function, and is observed to increase even more slowly than that of the logarithmic function model. The occurrence of very long waiting time in the case of the inverse Mittag-Leffler function has the largest probability compared with the power law model and the logarithmic function model. The Monte Carlo simulations of one dimensional sample path of a single particle are also performed. The results show that the inverse Mittag-Leffler waiting time density is effective in depicting the general ultraslow random motion.

Anomalous diffusion analysis of the lifting events in the event-chain Monte Carlo for the classical XY models

NASA Astrophysics Data System (ADS)

Kimura, Kenji; Higuchi, Saburo

2017-11-01

We introduce a novel random walk model that emerges in the event-chain Monte Carlo (ECMC) of spin systems. In the ECMC, the lifting variable specifying the spin to be updated changes its value to one of its interacting neighbor spins. This movement can be regarded as a random walk in a random environment with a feedback. We investigate this random walk numerically in the case of the classical XY model in 1, 2, and 3 dimensions to find that it is superdiffusive near the critical point of the underlying spin system. It is suggested that the performance improvement of the ECMC is related to this anomalous behavior.

An invariance property of generalized Pearson random walks in bounded geometries

NASA Astrophysics Data System (ADS)

Mazzolo, Alain

2009-03-01

Invariance properties of random walks in bounded domains are a topic of growing interest since they contribute to improving our understanding of diffusion in confined geometries. Recently, limited to Pearson random walks with exponentially distributed straight paths, it has been shown that under isotropic uniform incidence, the average length of the trajectories through the domain is independent of the random walk characteristic and depends only on the ratio of the volume's domain over its surface. In this paper, thanks to arguments of integral geometry, we generalize this property to any isotropic bounded stochastic process and we give the conditions of its validity for isotropic unbounded stochastic processes. The analytical form for the traveled distance from the boundary to the first scattering event that ensures the validity of the Cauchy formula is also derived. The generalization of the Cauchy formula is an analytical constraint that thus concerns a very wide range of stochastic processes, from the original Pearson random walk to a Rayleigh distribution of the displacements, covering many situations of physical importance.

Sub-diffusion and trapped dynamics of neutral and charged probes in DNA-protein coacervates

NASA Astrophysics Data System (ADS)

Arfin, Najmul; Yadav, Avinash Chand; Bohidar, H. B.

2013-11-01

The physical mechanism leading to the formation of large intermolecular DNA-protein complexes has been studied. Our study aims to explain the occurrence of fast coacervation dynamics at the charge neutralization point, followed by the appearance of smaller complexes and slower coacervation dynamics as the complex experiences overcharging. Furthermore, the electrostatic potential and probe mobility was investigated to mimic the transport of DNA / DNA-protein complex in a DNA-protein complex coacervate medium [N. Arfin and H. B. Bohidar, J. Phys. Chem. B 116, 13192 (2012)] by assigning neutral, negative, or positive charge to the probe particle. The mobility of the neutral probe was maximal at low matrix concentrations and showed random walk behavior, while its mobility ceased at the jamming concentration of c = 0.6, showing sub-diffusion and trapped dynamics. The positively charged probe showed sub-diffusive random walk followed by trapped dynamics, while the negatively charged probe showed trapping with occasional hopping dynamics at much lower concentrations. Sub-diffusion of the probe was observed in all cases under consideration, where the electrostatic interaction was used exclusively as the dominant force involved in the dynamics. For neutral and positive probes, the mean square displacement ⟨R2⟩ exhibits a scaling with time as ⟨R2⟩ ˜ tα, distinguishing random walk and trapped dynamics at α = 0.64 ± 0.04 at c = 0.12 and c = 0.6, respectively. In addition, the same scaling factors with the exponent β = 0.64 ± 0.04 can be used to distinguish random walk and trapped dynamics for the neutral and positive probes using the relation between the number of distinct sites visited by the probe, S(t), which follows the scaling, S(t) ˜ tβ/ln (t). Our results established the occurrence of a hierarchy of diffusion dynamics experienced by a probe in a dense medium that is either charged or neutral.

Unexpected perturbations training improves balance control and voluntary stepping times in older adults - a double blind randomized control trial.

PubMed

Kurz, Ilan; Gimmon, Yoav; Shapiro, Amir; Debi, Ronen; Snir, Yoram; Melzer, Itshak

2016-03-04

Falls are common among elderly, most of them occur while slipping or tripping during walking. We aimed to explore whether a training program that incorporates unexpected loss of balance during walking able to improve risk factors for falls. In a double-blind randomized controlled trial 53 community dwelling older adults (age 80.1±5.6 years), were recruited and randomly allocated to an intervention group (n = 27) or a control group (n = 26). The intervention group received 24 training sessions over 3 months that included unexpected perturbation of balance exercises during treadmill walking. The control group performed treadmill walking with no perturbations. The primary outcome measures were the voluntary step execution times, traditional postural sway parameters and Stabilogram-Diffusion Analysis. The secondary outcome measures were the fall efficacy Scale (FES), self-reported late life function (LLFDI), and Performance-Oriented Mobility Assessment (POMA). Compared to control, participation in intervention program that includes unexpected loss of balance during walking led to faster Voluntary Step Execution Times under single (p = 0.002; effect size [ES] =0.75) and dual task (p = 0.003; [ES] = 0.89) conditions; intervention group subjects showed improvement in Short-term Effective diffusion coefficients in the mediolateral direction of the Stabilogram-Diffusion Analysis under eyes closed conditions (p = 0.012, [ES] = 0.92). Compared to control there were no significant changes in FES, LLFDI, and POMA. An intervention program that includes unexpected loss of balance during walking can improve voluntary stepping times and balance control, both previously reported as risk factors for falls. This however, did not transferred to a change self-reported function and FES. ClinicalTrials.gov NCT01439451 .

Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.

PubMed

da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L

2014-01-01

In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.

The one-dimensional asymmetric persistent random walk

NASA Astrophysics Data System (ADS)

Rossetto, Vincent

2018-04-01

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic and symmetric 1D persistent random walk is governed by the telegrapher’s equation, also called the hyperbolic heat conduction equation. These equations have been designed to resolve the paradox of the infinite speed in the heat and diffusion equations. The finiteness of both the speed and the correlation length leads to several classes of random walks: Persistent random walk in one dimension can display anomalies that cannot arise for Brownian motion such as anisotropy and asymmetries. In this work we focus on the case where the mean free path is anisotropic, the only anomaly leading to a physics that is different from the telegrapher’s case. We derive exact expression of its Green’s function, for its scattering statistics and distribution of first-passage time at the origin. The phenomenology of the latter shows a transition for quantities like the escape probability and the residence time.

Random Walk Particle Tracking For Multiphase Heat Transfer

NASA Astrophysics Data System (ADS)

Lattanzi, Aaron; Yin, Xiaolong; Hrenya, Christine

2017-11-01

As computing capabilities have advanced, direct numerical simulation (DNS) has become a highly effective tool for quantitatively predicting the heat transfer within multiphase flows. Here we utilize a hybrid DNS framework that couples the lattice Boltzmann method (LBM) to the random walk particle tracking (RWPT) algorithm. The main challenge of such a hybrid is that discontinuous fields pose a significant challenge to the RWPT framework and special attention must be given to the handling of interfaces. We derive a method for addressing discontinuities in the diffusivity field, arising at the interface between two phases. Analytical means are utilized to develop an interfacial tracer balance and modify the RWPT algorithm. By expanding the modulus of the stochastic (diffusive) step and only allowing a subset of the tracers within the high diffusivity medium to undergo a diffusive step, the correct equilibrium state can be restored (globally homogeneous tracer distribution). The new RWPT algorithm is implemented within the SUSP3D code and verified against a variety of systems: effective diffusivity of a static gas-solids mixture, hot sphere in unbounded diffusion, cooling sphere in unbounded diffusion, and uniform flow past a hot sphere.

Swarming bacteria migrate by Lévy Walk

NASA Astrophysics Data System (ADS)

Ariel, Gil; Rabani, Amit; Benisty, Sivan; Partridge, Jonathan D.; Harshey, Rasika M.; Be'Er, Avraham

2015-09-01

Individual swimming bacteria are known to bias their random trajectories in search of food and to optimize survival. The motion of bacteria within a swarm, wherein they migrate as a collective group over a solid surface, is fundamentally different as typical bacterial swarms show large-scale swirling and streaming motions involving millions to billions of cells. Here by tracking trajectories of fluorescently labelled individuals within such dense swarms, we find that the bacteria are performing super-diffusion, consistent with Lévy walks. Lévy walks are characterized by trajectories that have straight stretches for extended lengths whose variance is infinite. The evidence of super-diffusion consistent with Lévy walks in bacteria suggests that this strategy may have evolved considerably earlier than previously thought.

Time-delayed feedback control of diffusion in random walkers.

PubMed

Ando, Hiroyasu; Takehara, Kohta; Kobayashi, Miki U

2017-07-01

Time delay in general leads to instability in some systems, while specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a stochastic process, i.e., a random walk, and observe its diffusion phenomenon with time-delayed feedback. As a result, the diffusion coefficient decreases with increasing delay time. We analytically illustrate this suppression of diffusion by using stochastic delay differential equations and justify the feasibility of this suppression by applying time-delayed feedback to a molecular dynamics model.

Anomalous diffusion and dynamics of fluorescence recovery after photobleaching in the random-comb model

NASA Astrophysics Data System (ADS)

Yuste, S. B.; Abad, E.; Baumgaertner, A.

2016-07-01

We address the problem of diffusion on a comb whose teeth display varying lengths. Specifically, the length ℓ of each tooth is drawn from a probability distribution displaying power law behavior at large ℓ ,P (ℓ ) ˜ℓ-(1 +α ) (α >0 ). To start with, we focus on the computation of the anomalous diffusion coefficient for the subdiffusive motion along the backbone. This quantity is subsequently used as an input to compute concentration recovery curves mimicking fluorescence recovery after photobleaching experiments in comblike geometries such as spiny dendrites. Our method is based on the mean-field description provided by the well-tested continuous time random-walk approach for the random-comb model, and the obtained analytical result for the diffusion coefficient is confirmed by numerical simulations of a random walk with finite steps in time and space along the backbone and the teeth. We subsequently incorporate retardation effects arising from binding-unbinding kinetics into our model and obtain a scaling law characterizing the corresponding change in the diffusion coefficient. Finally, we show that recovery curves obtained with the help of the analytical expression for the anomalous diffusion coefficient cannot be fitted perfectly by a model based on scaled Brownian motion, i.e., a standard diffusion equation with a time-dependent diffusion coefficient. However, differences between the exact curves and such fits are small, thereby providing justification for the practical use of models relying on scaled Brownian motion as a fitting procedure for recovery curves arising from particle diffusion in comblike systems.

A random walk model to evaluate autism

NASA Astrophysics Data System (ADS)

Moura, T. R. S.; Fulco, U. L.; Albuquerque, E. L.

2018-02-01

A common test administered during neurological examination in children is the analysis of their social communication and interaction across multiple contexts, including repetitive patterns of behavior. Poor performance may be associated with neurological conditions characterized by impairments in executive function, such as the so-called pervasive developmental disorders (PDDs), a particular condition of the autism spectrum disorders (ASDs). Inspired in these diagnosis tools, mainly those related to repetitive movements and behaviors, we studied here how the diffusion regimes of two discrete-time random walkers, mimicking the lack of social interaction and restricted interests developed for children with PDDs, are affected. Our model, which is based on the so-called elephant random walk (ERW) approach, consider that one of the random walker can learn and imitate the microscopic behavior of the other with probability f (1 - f otherwise). The diffusion regimes, measured by the Hurst exponent (H), is then obtained, whose changes may indicate a different degree of autism.

Brownian dynamics simulations on a hypersphere in 4-space

NASA Astrophysics Data System (ADS)

Nissfolk, Jarl; Ekholm, Tobias; Elvingson, Christer

2003-10-01

We describe an algorithm for performing Brownian dynamics simulations of particles diffusing on S3, a hypersphere in four dimensions. The system is chosen due to recent interest in doing computer simulations in a closed space where periodic boundary conditions can be avoided. We specifically address the question how to generate a random walk on the 3-sphere, starting from the solution of the corresponding diffusion equation, and we also discuss an efficient implementation based on controlled approximations. Since S3 is a closed manifold (space), the average square displacement during a random walk is no longer proportional to the elapsed time, as in R3. Instead, its time rate of change is continuously decreasing, and approaches zero as time becomes large. We show, however, that the effective diffusion coefficient can still be obtained from the time dependence of the square displacement.

Establishing the kinetics of ballistic-to-diffusive transition using directional statistics

NASA Astrophysics Data System (ADS)

Liu, Pai; Heinson, William R.; Sumlin, Benjamin J.; Shen, Kuan-Yu; Chakrabarty, Rajan K.

2018-04-01

We establish the kinetics of ballistic-to-diffusive (BD) transition observed in two-dimensional random walk using directional statistics. Directional correlation is parameterized using the walker's turning angle distribution, which follows the commonly adopted wrapped Cauchy distribution (WCD) function. During the BD transition, the concentration factor (ρ) governing the WCD shape is observed to decrease from its initial value. We next analytically derive the relationship between effective ρ and time, which essentially quantifies the BD transition rate. The prediction of our kinetic expression agrees well with the empirical datasets obtained from correlated random walk simulation. We further connect our formulation with the conventionally used scaling relationship between the walker's mean-square displacement and time.

Lagrangian particles with mixing. I. Simulating scalar transport

NASA Astrophysics Data System (ADS)

Klimenko, A. Y.

2009-06-01

The physical similarity and mathematical equivalence of continuous diffusion and particle random walk forms one of the cornerstones of modern physics and the theory of stochastic processes. The randomly walking particles do not need to posses any properties other than location in physical space. However, particles used in many models dealing with simulating turbulent transport and turbulent combustion do posses a set of scalar properties and mixing between particle properties is performed to reflect the dissipative nature of the diffusion processes. We show that the continuous scalar transport and diffusion can be accurately specified by means of localized mixing between randomly walking Lagrangian particles with scalar properties and assess errors associated with this scheme. Particles with scalar properties and localized mixing represent an alternative formulation for the process, which is selected to represent the continuous diffusion. Simulating diffusion by Lagrangian particles with mixing involves three main competing requirements: minimizing stochastic uncertainty, minimizing bias introduced by numerical diffusion, and preserving independence of particles. These requirements are analyzed for two limited cases of mixing between two particles and mixing between a large number of particles. The problem of possible dependences between particles is most complicated. This problem is analyzed using a coupled chain of equations that has similarities with Bogolubov-Born-Green-Kirkwood-Yvon chain in statistical physics. Dependences between particles can be significant in close proximity of the particles resulting in a reduced rate of mixing. This work develops further ideas introduced in the previously published letter [Phys. Fluids 19, 031702 (2007)]. Paper I of this work is followed by Paper II [Phys. Fluids 19, 065102 (2009)] where modeling of turbulent reacting flows by Lagrangian particles with localized mixing is specifically considered.

Magnetic Field Line Random Walk in Arbitrarily Stretched Isotropic Turbulence

NASA Astrophysics Data System (ADS)

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

2006-12-01

Many types of space and laboratory plasmas involve turbulent fluctuations with an approximately uniform mean magnetic field B_0, and the field line random walk plays an important role in guiding particle motions. Much of the relevant literature concerns isotropic turbulence, and has mostly been perturbative, i.e., for small fluctuations, or based on numerical simulations for specific conditions. On the other hand, solar wind turbulence is apparently anisotropic, and has been modeled as a sum of idealized two-dimensional and one dimensional (slab) components, but with the deficiency of containing no oblique wave vectors. In the present work, we address the above issues with non-perturbative analytic calculations of diffusive field line random walks for unpolarized, arbitrarily stretched isotropic turbulence, including the limits of nearly one-dimensional (highly stretched) and nearly two-dimensional (highly squashed) turbulence. We develop implicit analytic formulae for the diffusion coefficients D_x and D_z, two coupled integral equations in which D_x and D_z appear inside 3-dimensional integrals over all k-space, are solved numerically with the aid of Mathematica routines for specific cases. We can vary the parameters B0 and β, the stretching along z for constant turbulent energy. Furthermore, we obtain analytic closed-form solutions in all extreme cases. We obtain 0.54 < D_z/D_x < 2, indicating an approximately isotropic random walk even for very anisotropic (unpolarized) turbulence, a surprising result. For a given β, the diffusion coefficient vs. B0 can be described by a Padé approximant. We find quasilinear behavior at high B0 and percolative behavior at low B_0. Partially supported by a Sritrangthong Scholarship from the Faculty of Science, Mahidol University; the Thailand Research Fund; NASA Grant NNG05GG83G; and Thailand's Commission for Higher Education.

A spectral analysis of the domain decomposed Monte Carlo method for linear systems

DOE PAGES

Slattery, Stuart R.; Evans, Thomas M.; Wilson, Paul P. H.

2015-09-08

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakagemore » frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.« less

Weakly anomalous diffusion with non-Gaussian propagators

NASA Astrophysics Data System (ADS)

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

2012-08-01

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H≈1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H=1/2 but with a non-Gaussian propagator.

Human mammary epithelial cells exhibit a bimodal correlated random walk pattern.

PubMed

Potdar, Alka A; Jeon, Junhwan; Weaver, Alissa M; Quaranta, Vito; Cummings, Peter T

2010-03-10

Organisms, at scales ranging from unicellular to mammals, have been known to exhibit foraging behavior described by random walks whose segments confirm to Lévy or exponential distributions. For the first time, we present evidence that single cells (mammary epithelial cells) that exist in multi-cellular organisms (humans) follow a bimodal correlated random walk (BCRW). Cellular tracks of MCF-10A pBabe, neuN and neuT random migration on 2-D plastic substrates, analyzed using bimodal analysis, were found to reveal the BCRW pattern. We find two types of exponentially distributed correlated flights (corresponding to what we refer to as the directional and re-orientation phases) each having its own correlation between move step-lengths within flights. The exponential distribution of flight lengths was confirmed using different analysis methods (logarithmic binning with normalization, survival frequency plots and maximum likelihood estimation). Because of the presence of non-uniform turn angle distribution of move step-lengths within a flight and two different types of flights, we propose that the epithelial random walk is a BCRW comprising of two alternating modes with varying degree of correlations, rather than a simple persistent random walk. A BCRW model rather than a simple persistent random walk correctly matches the super-diffusivity in the cell migration paths as indicated by simulations based on the BCRW model.

Persistent random walk of cells involving anomalous effects and random death

NASA Astrophysics Data System (ADS)

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.

Invariance property of wave scattering through disordered media

PubMed Central

Pierrat, Romain; Ambichl, Philipp; Gigan, Sylvain; Haber, Alexander; Carminati, Rémi; Rotter, Stefan

2014-01-01

A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only on the system's boundary geometry and is thus unaffected by the value of the mean free path. Here we show that this result is rooted on a much deeper level than that of a random walk, which allows us to extend the reach of this universal invariance property beyond the diffusion approximation. Specifically, we demonstrate that an equivalent invariance relation also holds for the scattering of waves in resonant structures as well as in ballistic, chaotic or in Anderson localized systems. Our work unifies a number of specific observations made in quite diverse fields of science ranging from the movement of ants to nuclear scattering theory. Potential experimental realizations using light fields in disordered media are discussed. PMID:25425671

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

PubMed

Fouxon, Itzhak; Holzner, Markus

2016-08-01

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

Superimposed Code Theoretic Analysis of Deoxyribonucleic Acid (DNA) Codes and DNA Computing

DTIC Science & Technology

2010-01-01

partitioned by font type) of sequences are allowed to be in each position (e.g., Arial = position 0, Comic = position 1, etc. ) and within each collection...movement was modeled by a Brownian motion 3 dimensional random walk. The one dimensional diffusion coefficient D for the ellipsoid shape with 3...temperature, kB is Boltzmann’s constant, and η is the viscosity of the medium. The random walk motion is modeled by assuming the oligo is on a three

Diffusion pseudotime robustly reconstructs lineage branching.

PubMed

Haghverdi, Laleh; Büttner, Maren; Wolf, F Alexander; Buettner, Florian; Theis, Fabian J

2016-10-01

The temporal order of differentiating cells is intrinsically encoded in their single-cell expression profiles. We describe an efficient way to robustly estimate this order according to diffusion pseudotime (DPT), which measures transitions between cells using diffusion-like random walks. Our DPT software implementations make it possible to reconstruct the developmental progression of cells and identify transient or metastable states, branching decisions and differentiation endpoints.

Limit theorems for Lévy walks in d dimensions: rare and bulk fluctuations

NASA Astrophysics Data System (ADS)

Fouxon, Itzhak; Denisov, Sergey; Zaburdaev, Vasily; Barkai, Eli

2017-04-01

We consider super-diffusive Lévy walks in d≥slant 2 dimensions when the duration of a single step, i.e. a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean. We demonstrate that the probability density function (PDF) of the coordinate of the random walker has two different scaling limits at large times. One limit describes the bulk of the PDF. It is the d-dimensional generalization of the one-dimensional Lévy distribution and is the counterpart of the central limit theorem (CLT) for random walks with finite dispersion. In contrast with the one-dimensional Lévy distribution and the CLT this distribution does not have a universal shape. The PDF reflects anisotropy of the single-step statistics however large the time is. The other scaling limit, the so-called ‘infinite density’, describes the tail of the PDF which determines second (dispersion) and higher moments of the PDF. This limit repeats the angular structure of the PDF of velocity in one step. A typical realization of the walk consists of anomalous diffusive motion (described by anisotropic d-dimensional Lévy distribution) interspersed with long ballistic flights (described by infinite density). The long flights are rare but due to them the coordinate increases so much that their contribution determines the dispersion. We illustrate the concept by considering two types of Lévy walks, with isotropic and anisotropic distributions of velocities. Furthermore, we show that for isotropic but otherwise arbitrary velocity distributions the d-dimensional process can be reduced to a one-dimensional Lévy walk. We briefly discuss the consequences of non-universality for the d  >  1 dimensional fractional diffusion equation, in particular the non-uniqueness of the fractional Laplacian.

Phylogeography Takes a Relaxed Random Walk in Continuous Space and Time

PubMed Central

Lemey, Philippe; Rambaut, Andrew; Welch, John J.; Suchard, Marc A.

2010-01-01

Research aimed at understanding the geographic context of evolutionary histories is burgeoning across biological disciplines. Recent endeavors attempt to interpret contemporaneous genetic variation in the light of increasingly detailed geographical and environmental observations. Such interest has promoted the development of phylogeographic inference techniques that explicitly aim to integrate such heterogeneous data. One promising development involves reconstructing phylogeographic history on a continuous landscape. Here, we present a Bayesian statistical approach to infer continuous phylogeographic diffusion using random walk models while simultaneously reconstructing the evolutionary history in time from molecular sequence data. Moreover, by accommodating branch-specific variation in dispersal rates, we relax the most restrictive assumption of the standard Brownian diffusion process and demonstrate increased statistical efficiency in spatial reconstructions of overdispersed random walks by analyzing both simulated and real viral genetic data. We further illustrate how drawing inference about summary statistics from a fully specified stochastic process over both sequence evolution and spatial movement reveals important characteristics of a rabies epidemic. Together with recent advances in discrete phylogeographic inference, the continuous model developments furnish a flexible statistical framework for biogeographical reconstructions that is easily expanded upon to accommodate various landscape genetic features. PMID:20203288

Numerical Simulation of the Perrin-Like Experiments

ERIC Educational Resources Information Center

Mazur, Zygmunt; Grech, Dariusz

2008-01-01

A simple model of the random Brownian walk of a spherical mesoscopic particle in viscous liquids is proposed. The model can be solved analytically and simulated numerically. The analytic solution gives the known Einstein-Smoluchowski diffusion law r[superscript 2] = 2Dt, where the diffusion constant D is expressed by the mass and geometry of a…

Monte Carlo random walk simulation of electron transport in confined porous TiO{sub 2} as a promising candidate for photo-electrode of nano-crystalline solar cells

DOE Office of Scientific and Technical Information (OSTI.GOV)

Javadi, M.; Abdi, Y., E-mail: y.abdi@ut.ac.ir

2015-08-14

Monte Carlo continuous time random walk simulation is used to study the effects of confinement on electron transport, in porous TiO{sub 2}. In this work, we have introduced a columnar structure instead of the thick layer of porous TiO{sub 2} used as anode in conventional dye solar cells. Our simulation results show that electron diffusion coefficient in the proposed columnar structure is significantly higher than the diffusion coefficient in the conventional structure. It is shown that electron diffusion in the columnar structure depends both on the cross section area of the columns and the porosity of the structure. Also, wemore » demonstrate that such enhanced electron diffusion can be realized in the columnar photo-electrodes with a cross sectional area of ∼1 μm{sup 2} and porosity of 55%, by a simple and low cost fabrication process. Our results open up a promising approach to achieve solar cells with higher efficiencies by engineering the photo-electrode structure.« less

Monte Carlo random walk simulation of electron transport in confined porous TiO2 as a promising candidate for photo-electrode of nano-crystalline solar cells

NASA Astrophysics Data System (ADS)

Javadi, M.; Abdi, Y.

2015-08-01

Monte Carlo continuous time random walk simulation is used to study the effects of confinement on electron transport, in porous TiO2. In this work, we have introduced a columnar structure instead of the thick layer of porous TiO2 used as anode in conventional dye solar cells. Our simulation results show that electron diffusion coefficient in the proposed columnar structure is significantly higher than the diffusion coefficient in the conventional structure. It is shown that electron diffusion in the columnar structure depends both on the cross section area of the columns and the porosity of the structure. Also, we demonstrate that such enhanced electron diffusion can be realized in the columnar photo-electrodes with a cross sectional area of ˜1 μm2 and porosity of 55%, by a simple and low cost fabrication process. Our results open up a promising approach to achieve solar cells with higher efficiencies by engineering the photo-electrode structure.

Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case

NASA Astrophysics Data System (ADS)

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

2010-06-01

Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals driven by continuous-time random walks, which includes the Itô and Stratonovich cases. It is then shown how the definition can be used to compute these two stochastic integrals by means of Monte Carlo simulations. Our example is based on the normal compound Poisson process, which in the diffusive limit converges to the Wiener process.

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.

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Nonequilibrium Statistical Mechanics in One Dimension

NASA Astrophysics Data System (ADS)

Privman, Vladimir

2005-08-01

Part I. Reaction-Diffusion Systems and Models of Catalysis; 1. Scaling theories of diffusion-controlled and ballistically-controlled bimolecular reactions S. Redner; 2. The coalescence process, A+A->A, and the method of interparticle distribution functions D. ben-Avraham; 3. Critical phenomena at absorbing states R. Dickman; Part II. Kinetic Ising Models; 4. Kinetic ising models with competing dynamics: mappings, correlations, steady states, and phase transitions Z. Racz; 5. Glauber dynamics of the ising model N. Ito; 6. 1D Kinetic ising models at low temperatures - critical dynamics, domain growth, and freezing S. Cornell; Part III. Ordering, Coagulation, Phase Separation; 7. Phase-ordering dynamics in one dimension A. J. Bray; 8. Phase separation, cluster growth, and reaction kinetics in models with synchronous dynamics V. Privman; 9. Stochastic models of aggregation with injection H. Takayasu and M. Takayasu; Part IV. Random Sequential Adsorption and Relaxation Processes; 10. Random and cooperative sequential adsorption: exactly solvable problems on 1D lattices, continuum limits, and 2D extensions J. W. Evans; 11. Lattice models of irreversible adsorption and diffusion P. Nielaba; 12. Deposition-evaporation dynamics: jamming, conservation laws and dynamical diversity M. Barma; Part V. Fluctuations In Particle and Surface Systems; 13. Microscopic models of macroscopic shocks S. A. Janowsky and J. L. Lebowitz; 14. The asymmetric exclusion model: exact results through a matrix approach B. Derrida and M. R. Evans; 15. Nonequilibrium surface dynamics with volume conservation J. Krug; 16. Directed walks models of polymers and wetting J. Yeomans; Part VI. Diffusion and Transport In One Dimension; 17. Some recent exact solutions of the Fokker-Planck equation H. L. Frisch; 18. Random walks, resonance, and ratchets C. R. Doering and T. C. Elston; 19. One-dimensional random walks in random environment K. Ziegler; Part VII. Experimental Results; 20. Diffusion-limited exciton kinetics in one-dimensional systems R. Kroon and R. Sprik; 21. Experimental investigations of molecular and excitonic elementary reaction kinetics in one-dimensional systems R. Kopelman and A. L. Lin; 22. Luminescence quenching as a probe of particle distribution S. H. Bossmann and L. S. Schulman; Index.

Nonlocal operators, parabolic-type equations, and ultrametric random walks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chacón-Cortes, L. F., E-mail: fchaconc@math.cinvestav.edu.mx; Zúñiga-Galindo, W. A., E-mail: wazuniga@math.cinvestav.edu.mx

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 numbermore » 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.« less

Stock market context of the Lévy walks with varying velocity

NASA Astrophysics Data System (ADS)

Kutner, Ryszard

2002-11-01

We developed the most general Lévy walks with varying velocity, shorter called the Weierstrass walks (WW) model, by which one can describe both stationary and non-stationary stochastic time series. We considered a non-Brownian random walk where the walker moves, in general, with a velocity that assumes a different constant value between the successive turning points, i.e., the velocity is a piecewise constant function. This model is a kind of Lévy walks where we assume a hierarchical, self-similar in a stochastic sense, spatio-temporal representation of the main quantities such as waiting-time distribution and sojourn probability density (which are principal quantities in the continuous-time random walk formalism). The WW model makes possible to analyze both the structure of the Hurst exponent and the power-law behavior of kurtosis. This structure results from the hierarchical, spatio-temporal coupling between the walker displacement and the corresponding time of the walks. The analysis uses both the fractional diffusion and the super Burnett coefficients. We constructed the diffusion phase diagram which distinguishes regions occupied by classes of different universality. We study only such classes which are characteristic for stationary situations. We thus have a model ready for describing the data presented, e.g., in the form of moving averages; the operation is often used for stochastic time series, especially financial ones. The model was inspired by properties of financial time series and tested for empirical data extracted from the Warsaw stock exchange since it offers an opportunity to study in an unbiased way several features of stock exchange in its early stage.

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

NASA Astrophysics Data System (ADS)

Le Caër, Gérard

2010-08-01

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

Note: On the relation between Lifson-Jackson and Derrida formulas for effective diffusion coefficient

NASA Astrophysics Data System (ADS)

Kalnin, Juris R.; Berezhkovskii, Alexander M.

2013-11-01

The Lifson-Jackson formula provides the effective free diffusion coefficient for a particle diffusing in an arbitrary one-dimensional periodic potential. Its counterpart, when the underlying dynamics is described in terms of an unbiased nearest-neighbor Markovian random walk on a one-dimensional periodic lattice is given by the formula obtained by Derrida. It is shown that the latter formula can be considered as a discretized version of the Lifson-Jackson formula with correctly chosen position-dependent diffusion coefficient.

Diffusion in random networks

DOE PAGES

Zhang, Duan Z.; Padrino, Juan C.

2017-06-01

The ensemble averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of pockets connected by tortuous channels. Inside a channel, fluid transport is assumed to be governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pocket mass density. The so-called dual-porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem,more » we consider the one-dimensional mass diffusion in a semi-infinite domain. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt $-$1/4 rather than xt $-$1/2 as in the traditional theory. We found this early time similarity can be explained by random walk theory through the network.« less

Numerical simulation model of hyperacute/acute stage white matter infarction.

PubMed

Sakai, Koji; Yamada, Kei; Oouchi, Hiroyuki; Nishimura, Tsunehiko

2008-01-01

Although previous studies have revealed the mechanisms of changes in diffusivity (apparent diffusion coefficient [ADC]) in acute brain infarction, changes in diffusion anisotropy (fractional anisotropy [FA]) in white matter have not been examined. We hypothesized that membrane permeability as well as axonal swelling play important roles, and we therefore constructed a simulation model using random walk simulation to replicate the diffusion of water molecules. We implemented a numerical diffusion simulation model of normal and infarcted human brains using C++ language. We constructed this 2-pool model using simple tubes aligned in a single direction. Random walk simulation diffused water. Axon diameters and membrane permeability were then altered in step-wise fashion. To estimate the effects of axonal swelling, axon diameters were changed from 6 to 10 microm. Membrane permeability was altered from 0% to 40%. Finally, both elements were combined to explain increasing FA in the hyperacute stage of white matter infarction. The simulation demonstrated that simple water shift into the intracellular space reduces ADC and increases FA, but not to the extent expected from actual human cases (ADC approximately 50%; FA approximately +20%). Similarly, membrane permeability alone was insufficient to explain this phenomenon. However, a combination of both factors successfully replicated changes in diffusivity indices. Both axonal swelling and reduced membrane permeability appear important in explaining changes in ADC and FA based on eigenvalues in hyperacute-stage white matter infarction.

Cosmic Rays in Intermittent Magnetic Fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shukurov, Anvar; Seta, Amit; Bushby, Paul J.

The propagation of cosmic rays in turbulent magnetic fields is a diffusive process driven by the scattering of the charged particles by random magnetic fluctuations. Such fields are usually highly intermittent, consisting of intense magnetic filaments and ribbons surrounded by weaker, unstructured fluctuations. Studies of cosmic-ray propagation have largely overlooked intermittency, instead adopting Gaussian random magnetic fields. Using test particle simulations, we calculate cosmic-ray diffusivity in intermittent, dynamo-generated magnetic fields. The results are compared with those obtained from non-intermittent magnetic fields having identical power spectra. The presence of magnetic intermittency significantly enhances cosmic-ray diffusion over a wide range of particlemore » energies. We demonstrate that the results can be interpreted in terms of a correlated random walk.« less

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.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maire, Sylvain, E-mail: maire@univ-tln.fr; Simon, Martin, E-mail: simon@math.uni-mainz.de

2015-12-15

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

Quenched Large Deviations for Simple Random Walks on Percolation Clusters Including Long-Range Correlations

NASA Astrophysics Data System (ADS)

Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki

2018-03-01

We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2}). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3}) and the level sets of the Gaussian free field ({d≥ 3}). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.

Quenched Large Deviations for Simple Random Walks on Percolation Clusters Including Long-Range Correlations

NASA Astrophysics Data System (ADS)

Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki

2017-12-01

We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2} ). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3} ) and the level sets of the Gaussian free field ({d≥ 3} ). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.

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.

Fluorescence correlation spectroscopy: the case of subdiffusion.

PubMed

Lubelski, Ariel; Klafter, Joseph

2009-03-18

The theory of fluorescence correlation spectroscopy is revisited here for the case of subdiffusing molecules. Subdiffusion is assumed to stem from a continuous-time random walk process with a fat-tailed distribution of waiting times and can therefore be formulated in terms of a fractional diffusion equation (FDE). The FDE plays the central role in developing the fluorescence correlation spectroscopy expressions, analogous to the role played by the simple diffusion equation for regular systems. Due to the nonstationary nature of the continuous-time random walk/FDE, some interesting properties emerge that are amenable to experimental verification and may help in discriminating among subdiffusion mechanisms. In particular, the current approach predicts 1), a strong dependence of correlation functions on the initial time (aging); 2), sensitivity of correlation functions to the averaging procedure, ensemble versus time averaging (ergodicity breaking); and 3), that the basic mean-squared displacement observable depends on how the mean is taken.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghilea, M. C.; Ruffolo, D.; Sonsrettee, W.

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.more » 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.« less

Essential energy space random walk via energy space metadynamics method to accelerate molecular dynamics simulations

NASA Astrophysics Data System (ADS)

Li, Hongzhi; Min, Donghong; Liu, Yusong; Yang, Wei

2007-09-01

To overcome the possible pseudoergodicity problem, molecular dynamic simulation can be accelerated via the realization of an energy space random walk. To achieve this, a biased free energy function (BFEF) needs to be priori obtained. Although the quality of BFEF is essential for sampling efficiency, its generation is usually tedious and nontrivial. In this work, we present an energy space metadynamics algorithm to efficiently and robustly obtain BFEFs. Moreover, in order to deal with the associated diffusion sampling problem caused by the random walk in the total energy space, the idea in the original umbrella sampling method is generalized to be the random walk in the essential energy space, which only includes the energy terms determining the conformation of a region of interest. This essential energy space generalization allows the realization of efficient localized enhanced sampling and also offers the possibility of further sampling efficiency improvement when high frequency energy terms irrelevant to the target events are free of activation. The energy space metadynamics method and its generalization in the essential energy space for the molecular dynamics acceleration are demonstrated in the simulation of a pentanelike system, the blocked alanine dipeptide model, and the leucine model.

Interpretation of diffusion coefficients in nanostructured materials from random walk numerical simulation.

PubMed

Anta, Juan A; Mora-Seró, Iván; Dittrich, Thomas; Bisquert, Juan

2008-08-14

We make use of the numerical simulation random walk (RWNS) method to compute the "jump" diffusion coefficient of electrons in nanostructured materials via mean-square displacement. First, a summary of analytical results is given that relates the diffusion coefficient obtained from RWNS to those in the multiple-trapping (MT) and hopping models. Simulations are performed in a three-dimensional lattice of trap sites with energies distributed according to an exponential distribution and with a step-function distribution centered at the Fermi level. It is observed that once the stationary state is reached, the ensemble of particles follow Fermi-Dirac statistics with a well-defined Fermi level. In this stationary situation the diffusion coefficient obeys the theoretical predictions so that RWNS effectively reproduces the MT model. Mobilities can be also computed when an electrical bias is applied and they are observed to comply with the Einstein relation when compared with steady-state diffusion coefficients. The evolution of the system towards the stationary situation is also studied. When the diffusion coefficients are monitored along simulation time a transition from anomalous to trap-limited transport is observed. The nature of this transition is discussed in terms of the evolution of electron distribution and the Fermi level. All these results will facilitate the use of RW simulation and related methods to interpret steady-state as well as transient experimental techniques.

Anomalous versus Slowed-Down Brownian Diffusion in the Ligand-Binding Equilibrium

PubMed Central

Soula, Hédi; Caré, Bertrand; Beslon, Guillaume; Berry, Hugues

2013-01-01

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) that converges back to a Brownian motion with reduced diffusion coefficient at long times after the anomalous diffusion regime. Therefore, slowed-down Brownian motion could be considered the macroscopic limit of transient anomalous diffusion. On the other hand, membranes are also heterogeneous media in which Brownian motion may be locally slowed down due to variations in lipid composition. Here, we investigate whether both situations lead to a similar behavior for the reversible ligand-binding reaction in two dimensions. We compare the (long-time) equilibrium properties obtained with transient anomalous diffusion due to obstacle hindrance or power-law-distributed residence times (continuous-time random walks) to those obtained with space-dependent slowed-down Brownian motion. Using theoretical arguments and Monte Carlo simulations, we show that these three scenarios have distinctive effects on the apparent affinity of the reaction. Whereas continuous-time random walks decrease the apparent affinity of the reaction, locally slowed-down Brownian motion and local hindrance by obstacles both improve it. However, only in the case of slowed-down Brownian motion is the affinity maximal when the slowdown is restricted to a subregion of the available space. Hence, even at long times (equilibrium), these processes are different and exhibit irreconcilable behaviors when the area fraction of reduced mobility changes. PMID:24209851

Membrane Diffusion Occurs by Continuous-Time Random Walk Sustained by Vesicular Trafficking.

PubMed

Goiko, Maria; de Bruyn, John R; Heit, Bryan

2018-06-19

Diffusion in cellular membranes is regulated by processes that occur over a range of spatial and temporal scales. These processes include membrane fluidity, interprotein and interlipid interactions, interactions with membrane microdomains, interactions with the underlying cytoskeleton, and cellular processes that result in net membrane movement. The complex, non-Brownian diffusion that results from these processes has been difficult to characterize, and moreover, the impact of factors such as membrane recycling on membrane diffusion remains largely unexplored. We have used a careful statistical analysis of single-particle tracking data of the single-pass plasma membrane protein CD93 to show that the diffusion of this protein is well described by a continuous-time random walk in parallel with an aging process mediated by membrane corrals. The overall result is an evolution in the diffusion of CD93: proteins initially diffuse freely on the cell surface but over time become increasingly trapped within diffusion-limiting membrane corrals. Stable populations of freely diffusing and corralled CD93 are maintained by an endocytic/exocytic process in which corralled CD93 is selectively endocytosed, whereas freely diffusing CD93 is replenished by exocytosis of newly synthesized and recycled CD93. This trafficking not only maintained CD93 diffusivity but also maintained the heterogeneous distribution of CD93 in the plasma membrane. These results provide insight into the nature of the biological and biophysical processes that can lead to significantly non-Brownian diffusion of membrane proteins and demonstrate that ongoing membrane recycling is critical to maintaining steady-state diffusion and distribution of proteins in the plasma membrane. Copyright © 2018 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Low pressure radon diffusion - A laboratory study and its implications for lunar venting

NASA Technical Reports Server (NTRS)

Friesen, L. J.; Adams, J. A. S.

1976-01-01

Results of a study of radon migration through columns of fine particulate materials, at total pressures of 0.02-0.2 torr, are reported. Materials studied were: NBS Glass Spheres (SRM 1003), Emerson & Cuming Eccospheres (IG-101), activated coconut charcoal, Lipaci obsidian, and W-1 Standard Diabase. Rates of diffusion were used to derive heats of adsorption for radon on the materials tested. The most reliable values found clustered around 8-9 kcal/mole. These high heats of adsorption, if typical for most materials, combined with low percentages of radon emanation by lunar soils found by other researchers, imply that random walk diffusion will not be an important mechanism for redistributing the radon and the radon daughters produced in the lunar regolith. In particular, since random walk migration is not a sufficient mechanism to account for localized high concentrations of radon-222 and its daughter polonium-210 observed by the Apollo 15 and 16 command modules, an alternative mechanism is proposed, in which radon would be swept to the surface by other gases during intermittent venting events.

Perpendicular diffusion of a dilute beam of charged particles in the PK-4 dusty plasma

NASA Astrophysics Data System (ADS)

Liu, Bin; Goree, John

2015-09-01

We study the random walk of a dilute beam of projectile dust particles that drift through a target dusty plasma. This random walk is a diffusion that occurs mainly due to Coulomb collisions with target particles that have a different size. In the direction parallel to the drift, projectiles exhibit mobility-limited motion with a constant average velocity. We use a 3D molecular dynamics (MD) simulation of the dust particle motion to determine the diffusion and mobility coefficients for the dilute beam. The dust particles are assumed to interact with a shielded Coulomb repulsion. They also experience gas drag. The beam particles are driven by a prescribed net force that is not applied to the target particles; in the experiments this net force is due to an imbalance of the electric and ion drag forces. This simulation is motivated by microgravity experiments, with the expectation that the scattering of projectiles studied here will be observed in upcoming PK-4 experiments on the International Space Station. Supported by NASA and DOE.

Parsing anomalous versus normal diffusive behavior of bedload sediment particles

USGS Publications Warehouse

Fathel, Siobhan; Furbish, David; Schmeeckle, Mark

2016-01-01

Bedload sediment transport is the basic physical ingredient of river evolution. Formulae exist for estimating transport rates, but the diffusive contribution to the sediment flux, and the associated spreading rate of tracer particles, are not clearly understood. The start-and-stop motions of sediment particles transported as bedload on a streambed mimic aspects of the Einstein–Smoluchowski description of the random-walk motions of Brownian particles. Using this touchstone description, recent work suggests the presence of anomalous diffusion, where the particle spreading rate differs from the linear dependence with time of Brownian behavior. We demonstrate that conventional measures of particle spreading reveal different attributes of bedload particle behavior depending on details of the calculation. When we view particle motions over start-and-stop timescales obtained from high-speed (250 Hz) imaging of coarse-sand particles, high-resolution measurements reveal ballistic-like behavior at the shortest (10−2 s) timescale, followed by apparent anomalous behavior due to correlated random walks in transition to normal diffusion (>10−1 s) – similar to Brownian particle behavior but involving distinctly different physics. However, when treated as a ‘virtual plume’ over this timescale range, particles exhibit inhomogeneous diffusive behavior because both the mean and the variance of particle travel distances increase nonlinearly with increasing travel times, a behavior that is unrelated to anomalous diffusion or to Brownian-like behavior. Our results indicate that care is needed in suggesting anomalous behavior when appealing to conventional measures of diffusion formulated for ideal particle systems.

The hydrogen diffusion in liquid aluminum alloys from ab initio molecular dynamics

NASA Astrophysics Data System (ADS)

Jakse, N.; Pasturel, A.

2014-09-01

We study the hydrogen diffusion in liquid aluminum alloys through extensive ab initio molecular dynamics simulations. At the microscopic scale, we show that the hydrogen motion is characterized by a broad distribution of spatial jumps that does not correspond to a Brownian motion. To determine the self-diffusion coefficient of hydrogen in liquid aluminum alloys, we use a generalized continuous time random walk model recently developed to describe the hydrogen diffusion in pure aluminum. In particular, we show that the model successfully accounts the effects of alloying elements on the hydrogen diffusion in agreement with experimental features.

Transmembrane protein CD93 diffuses by a continuous time random walk.

NASA Astrophysics Data System (ADS)

Goiko, Maria; de Bruyn, John; Heit, Bryan

Molecular motion within the cell membrane is a poorly-defined process. In this study, we characterized the diffusion of the transmembrane protein CD93. By careful analysis of the dependence of the ensemble-averaged mean squared displacement (EA-MSD, r2) on time t and the ensemble-averaged, time-averaged MSD (EA-TAMSD, δ2) on lag time τ and total measurement time T, we showed that the motion of CD93 is well-described by a continuous-time random walk (CTRW). CD93 tracks were acquired using single particle tracking. The tracks were classified as confined or free, and the behavior of the MSD analyzed. EA-MSDs of both populations grew non-linearly with t, indicative of anomalous diffusion. Their EA-TAMSDs were found to depend on both τ and T, indicating non-ergodicity. Free molecules had r2 tα and δ2 (τ /T 1 - α) , with α 0 . 5 , consistent with a CTRW. Mean maximal excursion analysis supported this result. Confined CD93 had r2 t0 and δ2 (τ / T) α , with α 0 . 3 , consistent with a confined CTRW. CTRWs are described by a series of random jumps interspersed with power-law distributed waiting times, and may arise due to the interactions of CD93 with the endocytic machinery. NSERC.

Reactions and Transport: Diffusion, Inertia, and Subdiffusion

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Fedotov, Sergei; Horsthemke, Werner

Particles, such as molecules, atoms, or ions, and individuals, such as cells or animals, move in space driven by various forces or cues. In particular, particles or individuals can move randomly, undergo velocity jump processes or spatial jump processes [333]. The steps of the random walk can be independent or correlated, unbiased or biased. The probability density function (PDF) for the jump length can decay rapidly or exhibit a heavy tail. Similarly, the PDF for the waiting time between successive jumps can decay rapidly or exhibit a heavy tail. We will discuss these various possibilities in detail in Chap. 3. Below we provide an introduction to three transport processes: standard diffusion, transport with inertia, and anomalous diffusion.

Averaging of random walks and shift-invariant measures on a Hilbert space

NASA Astrophysics Data System (ADS)

Sakbaev, V. Zh.

2017-06-01

We study random walks in a Hilbert space H and representations using them of solutions of the Cauchy problem for differential equations whose initial conditions are numerical functions on H. We construct a finitely additive analogue of the Lebesgue measure: a nonnegative finitely additive measure λ that is defined on a minimal subset ring of an infinite-dimensional Hilbert space H containing all infinite-dimensional rectangles with absolutely converging products of the side lengths and is invariant under shifts and rotations in H. We define the Hilbert space H of equivalence classes of complex-valued functions on H that are square integrable with respect to a shift-invariant measure λ. Using averaging of the shift operator in H over random vectors in H with a distribution given by a one-parameter semigroup (with respect to convolution) of Gaussian measures on H, we define a one-parameter semigroup of contracting self-adjoint transformations on H, whose generator is called the diffusion operator. We obtain a representation of solutions of the Cauchy problem for the Schrödinger equation whose Hamiltonian is the diffusion operator.

Infinite densities for Lévy walks.

PubMed

Rebenshtok, A; Denisov, S; Hänggi, P; Barkai, E

2014-12-01

Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since it does not fall into a unique category of motion, e.g., the known diffusion equations and central limit theorems fail to describe both aspects. In this paper we resolve this problem by resorting to the concept of infinite density. Using the widely applicable Lévy walk model, we find a general expression for the corresponding non-normalized density which is fully determined by the particles velocity distribution, the anomalous diffusion exponent α, and the diffusion coefficient K(α). We explain how infinite densities play a central role in the description of dynamics of a large class of physical processes and discuss how they can be evaluated from experimental or numerical data.

Long-range correlations in time series generated by time-fractional diffusion: A numerical study

NASA Astrophysics Data System (ADS)

Barbieri, Davide; Vivoli, Alessandro

2005-09-01

Time series models showing power law tails in autocorrelation functions are common in econometrics. A special non-Markovian model for such kind of time series is provided by the random walk introduced by Gorenflo et al. as a discretization of time fractional diffusion. The time series so obtained are analyzed here from a numerical point of view in terms of autocorrelations and covariance matrices.

Continuous time random walk with local particle-particle interaction

NASA Astrophysics Data System (ADS)

Xu, Jianping; Jiang, Guancheng

2018-05-01

The continuous time random walk (CTRW) is often applied to the study of particle motion in disordered media. Yet most such applications do not allow for particle-particle (walker-walker) interaction. In this paper, we consider a CTRW with particle-particle interaction; however, for simplicity, we restrain the interaction to be local. The generalized Chapman-Kolmogorov equation is modified by introducing a perturbation function that fluctuates around 1, which models the effect of interaction. Subsequently, a time-fractional nonlinear advection-diffusion equation is derived from this walking system. Under the initial condition of condensed particles at the origin and the free-boundary condition, we numerically solve this equation with both attractive and repulsive particle-particle interactions. Moreover, a Monte Carlo simulation is devised to verify the results of the above numerical work. The equation and the simulation unanimously predict that this walking system converges to the conventional one in the long-time limit. However, for systems where the free-boundary condition and long-time limit are not simultaneously satisfied, this convergence does not hold.

Anomalous versus slowed-down Brownian diffusion in the ligand-binding equilibrium.

PubMed

Soula, Hédi; Caré, Bertrand; Beslon, Guillaume; Berry, Hugues

2013-11-05

Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) that converges back to a Brownian motion with reduced diffusion coefficient at long times after the anomalous diffusion regime. Therefore, slowed-down Brownian motion could be considered the macroscopic limit of transient anomalous diffusion. On the other hand, membranes are also heterogeneous media in which Brownian motion may be locally slowed down due to variations in lipid composition. Here, we investigate whether both situations lead to a similar behavior for the reversible ligand-binding reaction in two dimensions. We compare the (long-time) equilibrium properties obtained with transient anomalous diffusion due to obstacle hindrance or power-law-distributed residence times (continuous-time random walks) to those obtained with space-dependent slowed-down Brownian motion. Using theoretical arguments and Monte Carlo simulations, we show that these three scenarios have distinctive effects on the apparent affinity of the reaction. Whereas continuous-time random walks decrease the apparent affinity of the reaction, locally slowed-down Brownian motion and local hindrance by obstacles both improve it. However, only in the case of slowed-down Brownian motion is the affinity maximal when the slowdown is restricted to a subregion of the available space. Hence, even at long times (equilibrium), these processes are different and exhibit irreconcilable behaviors when the area fraction of reduced mobility changes. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Hydrogen diffusion in liquid aluminum from ab initio molecular dynamics

NASA Astrophysics Data System (ADS)

Jakse, N.; Pasturel, A.

2014-05-01

Ab initio molecular dynamics simulations are used to describe the diffusion of hydrogen in liquid aluminum at different temperatures. Quasi-instantaneous jumps separating periods of localized vibrations around a mean position are found to characterize the hydrogen motion at the microscopic scale. The hydrogen motion is furthermore analyzed using the van Hove function. We highlight a non-Fickian behavior for the hydrogen diffusion due to a large spatial distribution of hydrogen jumps. We show that a generalized continuous time random walk (CTRW) model describes the experimental diffusion coefficients in a satisfactory manner. Finally, the impact of impurities and alloying elements on hydrogen diffusion in aluminum is discussed.

The Building Game: From Enumerative Combinatorics to Conformational Diffusion

NASA Astrophysics Data System (ADS)

Johnson-Chyzhykov, Daniel; Menon, Govind

2016-08-01

We study a discrete attachment model for the self-assembly of polyhedra called the building game. We investigate two distinct aspects of the model: (i) enumerative combinatorics of the intermediate states and (ii) a notion of Brownian motion for the polyhedral linkage defined by each intermediate that we term conformational diffusion. The combinatorial configuration space of the model is computed for the Platonic, Archimedean, and Catalan solids of up to 30 faces, and several novel enumerative results are generated. These represent the most exhaustive computations of this nature to date. We further extend the building game to include geometric information. The combinatorial structure of each intermediate yields a systems of constraints specifying a polyhedral linkage and its moduli space. We use a random walk to simulate a reflected Brownian motion in each moduli space. Empirical statistics of the random walk may be used to define the rates of transition for a Markov process modeling the process of self-assembly.

Schramm-Loewner evolution of the accessible perimeter of isoheight lines of correlated landscapes

NASA Astrophysics Data System (ADS)

Posé, N.; Schrenk, K. J.; Araújo, N. A. M.; Herrmann, H. J.

Real landscapes exhibit long-range height-height correlations, which are quantified by the Hurst exponent H. We give evidence that for negative H, in spite of the long-range nature of correlations, the statistics of the accessible perimeter of isoheight lines is compatible with Schramm-Loewner evolution curves and therefore can be mapped to random walks, their fractal dimension determining the diffusion constant. Analytic results are recovered for H=-1 and H=0 and a conjecture is proposed for the values in between. By contrast, for positive H, we find that the random walk is not Markovian but strongly correlated in time. Theoretical and practical implications are discussed.

Diffusion in Jammed Particle Packs.

PubMed

Bolintineanu, Dan S; Grest, Gary S; Lechman, Jeremy B; Silbert, Leonardo E

2015-08-21

Using random walk simulations we explore diffusive transport through monodisperse sphere packings over a range of packing fractions ϕ in the vicinity of the jamming transition at ϕ(c). Various diffusion properties are computed over several orders of magnitude in both time and packing pressure. Two well-separated regimes of normal "Fickian" diffusion, where the mean squared displacement is linear in time, are observed. The first corresponds to diffusion inside individual spheres, while the latter is the long-time bulk diffusion. The intermediate anomalous diffusion regime and the long-time value of the diffusion coefficient are both shown to be controlled by particle contacts, which in turn depend on proximity to ϕ(c). The time required to recover normal diffusion t* scales as (ϕ-ϕ(c))(-0.5) and the long-time diffusivity D(∞)∼(ϕ-ϕ(c))0.5, or D(∞)∼1/t*. It is shown that the distribution of mean first passage times associated with the escape of random walkers between neighboring particles controls both t* and D(∞) in the limit ϕ→ϕ(c).

Exploration and Trapping of Mortal Random Walkers

NASA Astrophysics Data System (ADS)

Yuste, S. B.; Abad, E.; Lindenberg, Katja

2013-05-01

Exploration and trapping properties of random walkers that may evanesce at any time as they walk have seen very little treatment in the literature, and yet a finite lifetime is a frequent occurrence, and its effects on a number of random walk properties may be profound. For instance, whereas the average number of distinct sites visited by an immortal walker grows with time without bound, that of a mortal walker may, depending on dimensionality and rate of evanescence, remain finite or keep growing with the passage of time. This number can in turn be used to calculate other classic quantities such as the survival probability of a target surrounded by diffusing traps. If the traps are immortal, the survival probability will vanish with increasing time. However, if the traps are evanescent, the target may be spared a certain death. We analytically calculate a number of basic and broadly used quantities for evanescent random walkers.

THE MOVEMENT OF OIL UNDER NON-BREAKING WAVES

EPA Science Inventory

The combined effects of wave kinematics, turbulent diffusion, and buoyancy on the transport of oil droplets at sea were investigated in this work using random walk techniques in a Monte Carlo framework. Six hundred oil particles were placed at the water surface and tracked for 5...

Optimization and universality of Brownian search in a basic model of quenched heterogeneous media

NASA Astrophysics Data System (ADS)

Godec, Aljaž; Metzler, Ralf

2015-05-01

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so-called mean first-passage time (MFPT) problem. The occurrence of occasional large jumps or intermittent patterns combining various types of motion are known to outperform the standard random walk with respect to the MFPT, by reducing oversampling of space. Here we show that a regular but spatially heterogeneous random walk can significantly and universally enhance the search in any spatial dimension. In a generic minimal model we consider a spherically symmetric system comprising two concentric regions with piecewise constant diffusivity. The MFPT is analyzed under the constraint of conserved average dynamics, that is, the spatially averaged diffusivity is kept constant. Our analytical calculations and extensive numerical simulations demonstrate the existence of an optimal heterogeneity minimizing the MFPT to the target. We prove that the MFPT for a random walk is completely dominated by what we term direct trajectories towards the target and reveal a remarkable universality of the spatially heterogeneous search with respect to target size and system dimensionality. In contrast to intermittent strategies, which are most profitable in low spatial dimensions, the spatially inhomogeneous search performs best in higher dimensions. Discussing our results alongside recent experiments on single-particle tracking in living cells, we argue that the observed spatial heterogeneity may be beneficial for cellular signaling processes.

Weak Ergodicity Breaking of Receptor Motion in Living Cells Stemming from Random Diffusivity

NASA Astrophysics Data System (ADS)

Manzo, Carlo; Torreno-Pina, Juan A.; Massignan, Pietro; Lapeyre, Gerald J.; Lewenstein, Maciej; Garcia Parajo, Maria F.

2015-01-01

Molecular transport in living systems regulates numerous processes underlying biological function. Although many cellular components exhibit anomalous diffusion, only recently has the subdiffusive motion been associated with nonergodic behavior. These findings have stimulated new questions for their implications in statistical mechanics and cell biology. Is nonergodicity a common strategy shared by living systems? Which physical mechanisms generate it? What are its implications for biological function? Here, we use single-particle tracking to demonstrate that the motion of dendritic cell-specific intercellular adhesion molecule 3-grabbing nonintegrin (DC-SIGN), a receptor with unique pathogen-recognition capabilities, reveals nonergodic subdiffusion on living-cell membranes In contrast to previous studies, this behavior is incompatible with transient immobilization, and, therefore, it cannot be interpreted according to continuous-time random-walk theory. We show that the receptor undergoes changes of diffusivity, consistent with the current view of the cell membrane as a highly dynamic and diverse environment. Simulations based on a model of an ordinary random walk in complex media quantitatively reproduce all our observations, pointing toward diffusion heterogeneity as the cause of DC-SIGN behavior. By studying different receptor mutants, we further correlate receptor motion to its molecular structure, thus establishing a strong link between nonergodicity and biological function. These results underscore the role of disorder in cell membranes and its connection with function regulation. Because of its generality, our approach offers a framework to interpret anomalous transport in other complex media where dynamic heterogeneity might play a major role, such as those found, e.g., in soft condensed matter, geology, and ecology.

Software for Teaching Physiology and Biophysics.

ERIC Educational Resources Information Center

Weiss, Thomas F.; And Others

1992-01-01

Describes a software library developed to teach biophysics and physiology undergraduates that includes software on (1) the Hodgkin-Huxley model for excitation of action potentials in electrically excitable cells; (2) a random-walk model of diffusion; (3) single voltage-gated ion channels; (4) steady-state chemically mediated transport; and (5)…

Communication: Distinguishing between short-time non-Fickian diffusion and long-time Fickian diffusion for a random walk on a crowded lattice

DOE Office of Scientific and Technical Information (OSTI.GOV)

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

2016-05-07

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 motionmore » 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.« less

Reconciling transport models across scales: The role of volume exclusion

NASA Astrophysics Data System (ADS)

Taylor, P. R.; Yates, C. A.; Simpson, M. J.; Baker, R. E.

2015-10-01

Diffusive transport is a universal phenomenon, throughout both biological and physical sciences, and models of diffusion are routinely used to interrogate diffusion-driven processes. However, most models neglect to take into account the role of volume exclusion, which can significantly alter diffusive transport, particularly within biological systems where the diffusing particles might occupy a significant fraction of the available space. In this work we use a random walk approach to provide a means to reconcile models that incorporate crowding effects on different spatial scales. Our work demonstrates that coarse-grained models incorporating simplified descriptions of excluded volume can be used in many circumstances, but that care must be taken in pushing the coarse-graining process too far.

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

NASA Astrophysics Data System (ADS)

Srokowski, Tomasz

2017-03-01

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

Information filtering via biased random walk on coupled social network.

PubMed

Nie, Da-Cheng; Zhang, Zi-Ke; Dong, Qiang; Sun, Chongjing; Fu, Yan

2014-01-01

The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users' purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users' preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods.

A model for bacterial colonization of sinking aggregates.

PubMed

Bearon, R N

2007-01-01

Sinking aggregates provide important nutrient-rich environments for marine bacteria. Quantifying the rate at which motile bacteria colonize such aggregations is important in understanding the microbial loop in the pelagic food web. In this paper, a simple analytical model is presented to predict the rate at which bacteria undergoing a random walk encounter a sinking aggregate. The model incorporates the flow field generated by the sinking aggregate, the swimming behavior of the bacteria, and the interaction of the flow with the swimming behavior. An expression for the encounter rate is computed in the limit of large Péclet number when the random walk can be approximated by a diffusion process. Comparison with an individual-based numerical simulation is also given.

Information Filtering via Biased Random Walk on Coupled Social Network

PubMed Central

Dong, Qiang; Fu, Yan

2014-01-01

The recommender systems have advanced a great deal in the past two decades. However, most researchers focus their attentions on mining the similarities among users or objects in recommender systems and overlook the social influence which plays an important role in users' purchase process. In this paper, we design a biased random walk algorithm on coupled social networks which gives recommendation results based on both social interests and users' preference. Numerical analyses on two real data sets, Epinions and Friendfeed, demonstrate the improvement of recommendation performance by taking social interests into account, and experimental results show that our algorithm can alleviate the user cold-start problem more effectively compared with the mass diffusion and user-based collaborative filtering methods. PMID:25147867

Fluid-fluid interfacial mobility from random walks

NASA Astrophysics Data System (ADS)

Barclay, Paul L.; Lukes, Jennifer R.

2017-12-01

Dual control volume grand canonical molecular dynamics is used to perform the first calculation of fluid-fluid interfacial mobilities. The mobility is calculated from one-dimensional random walks of the interface by relating the diffusion coefficient to the interfacial mobility. Three different calculation methods are employed: one using the interfacial position variance as a function of time, one using the mean-squared interfacial displacement, and one using the time-autocorrelation of the interfacial velocity. The mobility is calculated for two liquid-liquid interfaces and one liquid-vapor interface to examine the robustness of the methods. Excellent agreement between the three calculation methods is shown for all the three interfaces, indicating that any of them could be used to calculate the interfacial mobility.

Random-Walk Model of Diffusion in Three Dimensions in Brain Extracellular Space: Comparison with Microfiberoptic Photobleaching Measurements

PubMed Central

Jin, Songwan; Zador, Zsolt; Verkman, A. S.

2008-01-01

Diffusion through the extracellular space (ECS) in brain is important in drug delivery, intercellular communication, and extracellular ionic buffering. The ECS comprises ∼20% of brain parenchymal volume and contains cell-cell gaps ∼50 nm. We developed a random-walk model to simulate macromolecule diffusion in brain ECS in three dimensions using realistic ECS dimensions. Model inputs included ECS volume fraction (α), cell size, cell-cell gap geometry, intercellular lake (expanded regions of brain ECS) dimensions, and molecular size of the diffusing solute. Model output was relative solute diffusion in water versus brain ECS (Do/D). Experimental Do/D for comparison with model predictions was measured using a microfiberoptic fluorescence photobleaching method involving stereotaxic insertion of a micron-size optical fiber into mouse brain. Do/D for the small solute calcein in different regions of brain was in the range 3.0–4.1, and increased with brain cell swelling after water intoxication. Do/D also increased with increasing size of the diffusing solute, particularly in deep brain nuclei. Simulations of measured Do/D using realistic α, cell size and cell-cell gap required the presence of intercellular lakes at multicell contact points, and the contact length of cell-cell gaps to be least 50-fold smaller than cell size. The model accurately predicted Do/D for different solute sizes. Also, the modeling showed unanticipated effects on Do/D of changing ECS and cell dimensions that implicated solute trapping by lakes. Our model establishes the geometric constraints to account quantitatively for the relatively modest slowing of solute and macromolecule diffusion in brain ECS. PMID:18469079

Random-walk model of diffusion in three dimensions in brain extracellular space: comparison with microfiberoptic photobleaching measurements.

PubMed

Jin, Songwan; Zador, Zsolt; Verkman, A S

2008-08-01

Diffusion through the extracellular space (ECS) in brain is important in drug delivery, intercellular communication, and extracellular ionic buffering. The ECS comprises approximately 20% of brain parenchymal volume and contains cell-cell gaps approximately 50 nm. We developed a random-walk model to simulate macromolecule diffusion in brain ECS in three dimensions using realistic ECS dimensions. Model inputs included ECS volume fraction (alpha), cell size, cell-cell gap geometry, intercellular lake (expanded regions of brain ECS) dimensions, and molecular size of the diffusing solute. Model output was relative solute diffusion in water versus brain ECS (D(o)/D). Experimental D(o)/D for comparison with model predictions was measured using a microfiberoptic fluorescence photobleaching method involving stereotaxic insertion of a micron-size optical fiber into mouse brain. D(o)/D for the small solute calcein in different regions of brain was in the range 3.0-4.1, and increased with brain cell swelling after water intoxication. D(o)/D also increased with increasing size of the diffusing solute, particularly in deep brain nuclei. Simulations of measured D(o)/D using realistic alpha, cell size and cell-cell gap required the presence of intercellular lakes at multicell contact points, and the contact length of cell-cell gaps to be least 50-fold smaller than cell size. The model accurately predicted D(o)/D for different solute sizes. Also, the modeling showed unanticipated effects on D(o)/D of changing ECS and cell dimensions that implicated solute trapping by lakes. Our model establishes the geometric constraints to account quantitatively for the relatively modest slowing of solute and macromolecule diffusion in brain ECS.

Diffusion in random networks: Asymptotic properties, and numerical and engineering approximations

NASA Astrophysics Data System (ADS)

Padrino, Juan C.; Zhang, Duan Z.

2016-11-01

The ensemble phase averaging technique is applied to model mass transport by diffusion in random networks. The system consists of an ensemble of random networks, where each network is made of a set of pockets connected by tortuous channels. Inside a channel, we assume that fluid transport is governed by the one-dimensional diffusion equation. Mass balance leads to an integro-differential equation for the pores mass density. The so-called dual porosity model is found to be equivalent to the leading order approximation of the integration kernel when the diffusion time scale inside the channels is small compared to the macroscopic time scale. As a test problem, we consider the one-dimensional mass diffusion in a semi-infinite domain, whose solution is sought numerically. Because of the required time to establish the linear concentration profile inside a channel, for early times the similarity variable is xt- 1 / 4 rather than xt- 1 / 2 as in the traditional theory. This early time sub-diffusive similarity can be explained by random walk theory through the network. In addition, by applying concepts of fractional calculus, we show that, for small time, the governing equation reduces to a fractional diffusion equation with known solution. We recast this solution in terms of special functions easier to compute. Comparison of the numerical and exact solutions shows excellent agreement.

Efficiency of exchange schemes in replica exchange

NASA Astrophysics Data System (ADS)

Lingenheil, Martin; Denschlag, Robert; Mathias, Gerald; Tavan, Paul

2009-08-01

In replica exchange simulations a fast diffusion of the replicas through the temperature space maximizes the efficiency of the statistical sampling. Here, we compare the diffusion speed as measured by the round trip rates for four exchange algorithms. We find different efficiency profiles with optimal average acceptance probabilities ranging from 8% to 41%. The best performance is determined by benchmark simulations for the most widely used algorithm, which alternately tries to exchange all even and all odd replica pairs. By analytical mathematics we show that the excellent performance of this exchange scheme is due to the high diffusivity of the underlying random walk.

Connection between encounter volume and diffusivity in geophysical flows

NASA Astrophysics Data System (ADS)

Rypina, Irina I.; Smith, Stefan G. Llewellyn; Pratt, Larry J.

2018-04-01

Trajectory encounter volume - the volume of fluid that passes close to a reference fluid parcel over some time interval - has been recently introduced as a measure of mixing potential of a flow. Diffusivity is the most commonly used characteristic of turbulent diffusion. We derive the analytical relationship between the encounter volume and diffusivity under the assumption of an isotropic random walk, i.e., diffusive motion, in one and two dimensions. We apply the derived formulas to produce maps of encounter volume and the corresponding diffusivity in the Gulf Stream region of the North Atlantic based on satellite altimetry, and discuss the mixing properties of Gulf Stream rings. Advantages offered by the derived formula for estimating diffusivity from oceanographic data are discussed, as well as applications to other disciplines.

In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules

NASA Astrophysics Data System (ADS)

Jeon, Jae-Hyung; Tejedor, Vincent; Burov, Stas; Barkai, Eli; Selhuber-Unkel, Christine; Berg-Sørensen, Kirstine; Oddershede, Lene; Metzler, Ralf

2011-01-01

Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.

Recursive recovery of Markov transition probabilities from boundary value data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Patch, Sarah Kathyrn

1994-04-01

In an effort to mathematically describe the anisotropic diffusion of infrared radiation in biological tissue Gruenbaum posed an anisotropic diffusion boundary value problem in 1989. In order to accommodate anisotropy, he discretized the temporal as well as the spatial domain. The probabilistic interpretation of the diffusion equation is retained; radiation is assumed to travel according to a random walk (of sorts). In this random walk the probabilities with which photons change direction depend upon their previous as well as present location. The forward problem gives boundary value data as a function of the Markov transition probabilities. The inverse problem requiresmore » finding the transition probabilities from boundary value data. Problems in the plane are studied carefully in this thesis. Consistency conditions amongst the data are derived. These conditions have two effects: they prohibit inversion of the forward map but permit smoothing of noisy data. Next, a recursive algorithm which yields a family of solutions to the inverse problem is detailed. This algorithm takes advantage of all independent data and generates a system of highly nonlinear algebraic equations. Pluecker-Grassmann relations are instrumental in simplifying the equations. The algorithm is used to solve the 4 x 4 problem. Finally, the smallest nontrivial problem in three dimensions, the 2 x 2 x 2 problem, is solved.« less

Nonholonomic diffusion of a stochastic sled

NASA Astrophysics Data System (ADS)

Jung, Peter; Marchegiani, Giampiero; Marchesoni, Fabio

2016-01-01

A sled is a stylized mechanical model of a system which is constrained to move in space in a specific orientation, i.e., in the direction of the runners of the sled or a blade. The negation of motion transverse to the runners renders the sled a nonholonomic mechanical system. In this paper we report on the unexpected and fascinating richness of the dynamics of such a sled if it is subject to random forces. Specifically we show that the ensuing random dynamics is characterized by relatively smooth sections of motion interspersed by episodes of persistent tumbling (change of orientation) and sharp reversals resembling the random walks of bacterial cells. In the presence of self-propulsion, the diffusivity of the sled can be enhanced and suppressed depending on the directionality and strength of the propulsive force.

Anomalous transport in turbulent plasmas and continuous time random walks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balescu, R.

1995-05-01

The possibility of a model of anomalous transport problems in a turbulent plasma by a purely stochastic process is investigated. The theory of continuous time random walks (CTRW`s) is briefly reviewed. It is shown that a particular class, called the standard long tail CTRW`s is of special interest for the description of subdiffusive transport. Its evolution is described by a non-Markovian diffusion equation that is constructed in such a way as to yield exact values for all the moments of the density profile. The concept of a CTRW model is compared to an exact solution of a simple test problem:more » transport of charged particles in a fluctuating magnetic field in the limit of infinite perpendicular correlation length. Although the well-known behavior of the mean square displacement proportional to {ital t}{sup 1/2} is easily recovered, the exact density profile cannot be modeled by a CTRW. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW.« less

Random Interchange of Magnetic Connectivity

NASA Astrophysics Data System (ADS)

Matthaeus, W. H.; Ruffolo, D. J.; Servidio, S.; Wan, M.; Rappazzo, A. F.

2015-12-01

Magnetic connectivity, the connection between two points along a magnetic field line, has a stochastic character associated with field lines random walking in space due to magnetic fluctuations, but connectivity can also change in time due to dynamical activity [1]. For fluctuations transverse to a strong mean field, this connectivity change be caused by stochastic interchange due to component reconnection. The process may be understood approximately by formulating a diffusion-like Fokker-Planck coefficient [2] that is asymptotically related to standard field line random walk. Quantitative estimates are provided, for transverse magnetic field models and anisotropic models such as reduced magnetohydrodynamics. In heliospheric applications, these estimates may be useful for understanding mixing between open and close field line regions near coronal hole boundaries, and large latitude excursions of connectivity associated with turbulence. [1] A. F. Rappazzo, W. H. Matthaeus, D. Ruffolo, S. Servidio & M. Velli, ApJL, 758, L14 (2012) [2] D. Ruffolo & W. Matthaeus, ApJ, 806, 233 (2015)

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

PubMed Central

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

2010-01-01

We have synthesized and characterized stable (non-aggregation, non-photobleaching and non-blinking), nearly monodisperse and highly-purified Au nanoparticles, and used them to probe transport of cleavage-stage zebrafish embryos and to study their effects on embryonic development in real time. We found that single Au nanoparticles (11.6 ± 0.9 nm in diameter) passively diffused into chorionic space of the embryos via their chorionic-pore-canals and continued their random-walk through chorionic space and into inner mass of embryos. Diffusion coefficients of single nanoparticles vary dramatically (2.8×10-11 to 1.3×10-8 cm2/s) as nanoparticles diffuse through various parts of embryos, suggesting highly diverse transport barriers and viscosity gradients of embryos. The amount of Au nanoparticles accumulated in embryos increase with its concentration. Interestingly, their effects on embryonic development are not proportionally related to the concentration. Majority of embryos (74% on average) incubated chronically with 0.025-1.2 nM Au nanoparticles for 120 h developed to normal zebrafish, with some (24%) being dead and few (2%) deformed. We developed a new approach to image and characterize individual Au nanoparticles embedded in tissues using histology sample preparation methods and LSRP spectra of single nanoparticles. We found that Au nanoparticles in various parts of normally developed and deformed zebrafish, suggesting that random-walk of nanoparticles in embryos during their development might have led to stochastic effects on embryonic development. These results show that Au nanoparticles are much more biocompatible (less toxic) to the embryos than Ag nanoparticles that we reported previously, suggesting that they are better suited as biocompatible probes for imaging embryos in vivo. The results provide powerful evidences that biocompatibility and toxicity of nanoparticles highly depend on their chemical properties, and the embryos can serve as effective in-vivo assays to screen their biocompatibility. PMID:20644873

An improved random walk algorithm for the implicit Monte Carlo method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Keady, Kendra P., E-mail: keadyk@lanl.gov; Cleveland, Mathew A.

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

Perpendicular diffusion of a dilute beam of charged dust particles in a strongly coupled dusty plasma

NASA Astrophysics Data System (ADS)

Liu, Bin; Goree, J.

2014-06-01

The diffusion of projectiles drifting through a target of strongly coupled dusty plasma is investigated in a simulation. A projectile's drift is driven by a constant force F. We characterize the random walk of the projectiles in the direction perpendicular to their drift. The perpendicular diffusion coefficient Dp⊥ is obtained from the simulation data. The force dependence of Dp⊥ is found to be a power law in a high force regime, but a constant at low forces. A mean kinetic energy Wp for perpendicular motion is also obtained. The diffusion coefficient is found to increase with Wp with a linear trend at higher energies, but an exponential trend at lower energies.

Photon diffusion coefficient in scattering and absorbing media.

PubMed

Pierrat, Romain; Greffet, Jean-Jacques; Carminati, Rémi

2006-05-01

We present a unified derivation of the photon diffusion coefficient for both steady-state and time-dependent transport in disordered absorbing media. The derivation is based on a modal analysis of the time-dependent radiative transfer equation. This approach confirms that the dynamic diffusion coefficient is given by the random-walk result D = cl(*)/3, where l(*) is the transport mean free path and c is the energy velocity, independent of the level of absorption. It also shows that the diffusion coefficient for steady-state transport, often used in biomedical optics, depends on absorption, in agreement with recent theoretical and experimental works. These two results resolve a recurrent controversy in light propagation and imaging in scattering media.

Unified underpinning of human mobility in the real world and cyberspace

NASA Astrophysics Data System (ADS)

Zhao, Yi-Ming; Zeng, An; Yan, Xiao-Yong; Wang, Wen-Xu; Lai, Ying-Cheng

2016-05-01

Human movements in the real world and in cyberspace affect not only dynamical processes such as epidemic spreading and information diffusion but also social and economical activities such as urban planning and personalized recommendation in online shopping. Despite recent efforts in characterizing and modeling human behaviors in both the real and cyber worlds, the fundamental dynamics underlying human mobility have not been well understood. We develop a minimal, memory-based random walk model in limited space for reproducing, with a single parameter, the key statistical behaviors characterizing human movements in both cases. The model is validated using relatively big data from mobile phone and online commerce, suggesting memory-based random walk dynamics as the unified underpinning for human mobility, regardless of whether it occurs in the real world or in cyberspace.

Unsupervised Metric Fusion Over Multiview Data by Graph Random Walk-Based Cross-View Diffusion.

PubMed

Wang, Yang; Zhang, Wenjie; Wu, Lin; Lin, Xuemin; Zhao, Xiang

2017-01-01

Learning an ideal metric is crucial to many tasks in computer vision. Diverse feature representations may combat this problem from different aspects; as visual data objects described by multiple features can be decomposed into multiple views, thus often provide complementary information. In this paper, we propose a cross-view fusion algorithm that leads to a similarity metric for multiview data by systematically fusing multiple similarity measures. Unlike existing paradigms, we focus on learning distance measure by exploiting a graph structure of data samples, where an input similarity matrix can be improved through a propagation of graph random walk. In particular, we construct multiple graphs with each one corresponding to an individual view, and a cross-view fusion approach based on graph random walk is presented to derive an optimal distance measure by fusing multiple metrics. Our method is scalable to a large amount of data by enforcing sparsity through an anchor graph representation. To adaptively control the effects of different views, we dynamically learn view-specific coefficients, which are leveraged into graph random walk to balance multiviews. However, such a strategy may lead to an over-smooth similarity metric where affinities between dissimilar samples may be enlarged by excessively conducting cross-view fusion. Thus, we figure out a heuristic approach to controlling the iteration number in the fusion process in order to avoid over smoothness. Extensive experiments conducted on real-world data sets validate the effectiveness and efficiency of our approach.

Global diffusion of cosmic rays in random magnetic fields

NASA Astrophysics Data System (ADS)

Snodin, A. P.; Shukurov, A.; Sarson, G. R.; Bushby, P. J.; Rodrigues, L. F. S.

2016-04-01

The propagation of charged particles, including cosmic rays, in a partially ordered magnetic field is characterized by a diffusion tensor whose components depend on the particle's Larmor radius RL and the degree of order in the magnetic field. Most studies of the particle diffusion presuppose a scale separation between the mean and random magnetic fields (e.g. there being a pronounced minimum in the magnetic power spectrum at intermediate scales). Scale separation is often a good approximation in laboratory plasmas, but not in most astrophysical environments such as the interstellar medium (ISM). Modern simulations of the ISM have numerical resolution of the order of 1 pc, so the Larmor radius of the cosmic rays that dominate in energy density is at least 106 times smaller than the resolved scales. Large-scale simulations of cosmic ray propagation in the ISM thus rely on oversimplified forms of the diffusion tensor. We take the first steps towards a more realistic description of cosmic ray diffusion for such simulations, obtaining direct estimates of the diffusion tensor from test particle simulations in random magnetic fields (with the Larmor radius scale being fully resolved), for a range of particle energies corresponding to 10-2 ≲ RL/lc ≲ 103, where lc is the magnetic correlation length. We obtain explicit expressions for the cosmic ray diffusion tensor for RL/lc ≪ 1, that might be used in a sub-grid model of cosmic ray diffusion. The diffusion coefficients obtained are closely connected with existing transport theories that include the random walk of magnetic lines.

Random walk on a leash: a simple single-molecule diffusion model for surface-tethered redox molecules with flexible linkers.

PubMed

Huang, Kuan-Chun; White, Ryan J

2013-08-28

We develop a random walk model to simulate the Brownian motion and the electrochemical response of a single molecule confined to an electrode surface via a flexible molecular tether. We use our simple model, which requires no prior knowledge of the physics of the molecular tether, to predict and better understand the voltammetric response of surface-confined redox molecules when motion of the redox molecule becomes important. The single molecule is confined to a hemispherical volume with a maximum radius determined by the flexible molecular tether (5-20 nm) and is allowed to undergo true three-dimensional diffusion. Distance- and potential-dependent electron transfer probabilities are evaluated throughout the simulations to generate cyclic voltammograms of the model system. We find that at sufficiently slow cyclic voltammetric scan rates the electrochemical reaction behaves like an adsorbed redox molecule with no mass transfer limitation; thus, the peak current is proportional to the scan rate. Conversely, at faster scan rates the diffusional motion of the molecule limits the simulated peak current, which exhibits a linear dependence on the square root of the scan rate. The switch between these two limiting regimes occurs when the diffusion layer thickness, (2Dt)(1/2), is ~10 times the tether length. Finally, we find that our model predicts the voltammetric behavior of a redox-active methylene blue tethered to an electrode surface via short flexible single-stranded, polythymine DNAs, allowing the estimation of diffusion coefficients for the end-tethered molecule.

Random walks on cubic lattices with bond disorder

DOE Office of Scientific and Technical Information (OSTI.GOV)

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

1986-12-01

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

Evolution of the concentration PDF in random environments modeled by global random walk

NASA Astrophysics Data System (ADS)

Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter

2013-04-01

The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and speeds up the computation by orders of magnitude. The approach is illustrated for the transport of passive scalars in heterogeneous aquifers, with hydraulic conductivity modeled as a random field.

A mathematical model of single target site location by Brownian movement in subcellular compartments.

PubMed

Kuthan, Hartmut

2003-03-07

The location of distinct sites is mandatory for many cellular processes. In the subcompartments of the cell nucleus, only very small numbers of diffusing macromolecules and specific target sites of some types may be present. In this case, we are faced with the Brownian movement of individual macromolecules and their "random search" for single/few specific target sites, rather than bulk-averaged diffusion and multiple sites. In this article, I consider the location of a distant central target site, e.g. a globular protein, by individual macromolecules executing unbiased (i.e. drift-free) random walks in a spherical compartment. For this walk-and-capture model, the closed-form analytic solution of the first passage time probability density function (p.d.f.) has been obtained as well as the first and second moment. In the limit of a large ratio of the radii of the spherical diffusion space and central target, well-known relations for the variance and the first two moments for the exponential p.d.f. were found to hold with high accuracy. These calculations reinforce earlier numerical results and Monte Carlo simulations. A major implication derivable from the model is that non-directed random movement is an effective means for locating single sites in submicron-sized compartments, even when the diffusion coefficients are comparatively small and the diffusing species are present in one copy only. These theoretical conclusions are underscored numerically for effective diffusion constants ranging from 0.5 to 10.0 microm(2) s(-1), which have been reported for a couple of nuclear proteins in their physiological environment. Spherical compartments of submicron size are, for example, the Cajal bodies (size: 0.1-1.0 microm), which are present in 1-5 copies in the cell nucleus. Within a small Cajal body of radius 0.1 microm a single diffusing protein molecule (with D=0.5 microm(2) s(-1)) would encounter a medium-sized protein of radius 2.5 nm within 1 s with a probability near certainty (p=0.98).

Nonlinear Image Denoising Methodologies

DTIC Science & Technology

2002-05-01

53 5.3 A Multiscale Approach to Scale-Space Analysis . . . . . . . . . . . . . . . . 53 5.4...etc. In this thesis, Our approach to denoising is first based on a controlled nonlinear stochastic random walk to achieve a scale space analysis ( as in... stochastic treatment or interpretation of the diffusion. In addition, unless a specific stopping time is known to be adequate, the resulting evolution

Random-walk enzymes.

PubMed

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

2015-09-01

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

Random-walk enzymes

PubMed Central

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

2015-01-01

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

Random-walk enzymes

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Quantum dynamics of nuclear spins and spin relaxation in organic semiconductors

NASA Astrophysics Data System (ADS)

Mkhitaryan, V. V.; Dobrovitski, V. V.

2017-06-01

We investigate the role of the nuclear-spin quantum dynamics in hyperfine-induced spin relaxation of hopping carriers in organic semiconductors. The fast-hopping regime, when the carrier spin does not rotate much between subsequent hops, is typical for organic semiconductors possessing long spin coherence times. We consider this regime and focus on a carrier random-walk diffusion in one dimension, where the effect of the nuclear-spin dynamics is expected to be the strongest. Exact numerical simulations of spin systems with up to 25 nuclear spins are performed using the Suzuki-Trotter decomposition of the evolution operator. Larger nuclear-spin systems are modeled utilizing the spin-coherent state P -representation approach developed earlier. We find that the nuclear-spin dynamics strongly influences the carrier spin relaxation at long times. If the random walk is restricted to a small area, it leads to the quenching of carrier spin polarization at a nonzero value at long times. If the random walk is unrestricted, the carrier spin polarization acquires a long-time tail, decaying as 1 /√{t } . Based on the numerical results, we devise a simple formula describing the effect quantitatively.

Diffusion limit of Lévy-Lorentz gas is Brownian motion

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Szczotka, Wladyslaw

2018-07-01

In this paper we analyze asymptotic behaviour of a stochastic process called Lévy-Lorentz gas. This process is aspecial kind of continuous-time random walk in which walker moves in the fixed environment composed of scattering points. Upon each collision the walker performs a flight to the nearest scattering point. This type of dynamics is observed in Lévy glasses or long quenched polymers. We show that the diffusion limit of Lévy-Lorentz gas with finite mean distance between scattering centers is the standard Brownian motion. Thus, for long times the behaviour of the Lévy-Lorentz gas is close to the diffusive regime.

Dynamical Signatures of Living Systems

NASA Technical Reports Server (NTRS)

Zak, M.

1999-01-01

One of the main challenges in modeling living systems is to distinguish a random walk of physical origin (for instance, Brownian motions) from those of biological origin and that will constitute the starting point of the proposed approach. As conjectured, the biological random walk must be nonlinear. Indeed, any stochastic Markov process can be described by linear Fokker-Planck equation (or its discretized version), only that type of process has been observed in the inanimate world. However, all such processes always converge to a stable (ergodic or periodic) state, i.e., to the states of a lower complexity and high entropy. At the same time, the evolution of living systems directed toward a higher level of complexity if complexity is associated with a number of structural variations. The simplest way to mimic such a tendency is to incorporate a nonlinearity into the random walk; then the probability evolution will attain the features of diffusion equation: the formation and dissipation of shock waves initiated by small shallow wave disturbances. As a result, the evolution never "dies:" it produces new different configurations which are accompanied by an increase or decrease of entropy (the decrease takes place during formation of shock waves, the increase-during their dissipation). In other words, the evolution can be directed "against the second law of thermodynamics" by forming patterns outside of equilibrium in the probability space. Due to that, a specie is not locked up in a certain pattern of behavior: it still can perform a variety of motions, and only the statistics of these motions is constrained by this pattern. It should be emphasized that such a "twist" is based upon the concept of reflection, i.e., the existence of the self-image (adopted from psychology). The model consists of a generator of stochastic processes which represents the motor dynamics in the form of nonlinear random walks, and a simulator of the nonlinear version of the diffusion equation which represents the mental dynamics. It has been demonstrated that coupled mental-motor dynamics can simulate emerging self-organization, prey-predator games, collaboration and competition, "collective brain," etc.

Nonlinear subdiffusive fractional equations and the aggregation phenomenon.

PubMed

Fedotov, Sergei

2013-09-01

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on the mean density of particles. We derive a set of nonlinear subdiffusive fractional master equations and consider their diffusion approximations. We show that these equations describe the transition from an intermediate subdiffusive regime to asymptotically normal advection-diffusion transport regime. This transition is governed by nonlinear tempering parameter that generalizes the standard linear tempering. We illustrate the general results through the use of the examples from cell and population biology. We find that a nonuniform anomalous exponent has a strong influence on the aggregation phenomenon.

“Conjugate Channeling” Effect in Dislocation Core Diffusion: Carbon Transport in Dislocated BCC Iron

PubMed Central

Ishii, Akio; Li, Ju; Ogata, Shigenobu

2013-01-01

Dislocation pipe diffusion seems to be a well-established phenomenon. Here we demonstrate an unexpected effect, that the migration of interstitials such as carbon in iron may be accelerated not in the dislocation line direction , but in a conjugate diffusion direction. This accelerated random walk arises from a simple crystallographic channeling effect. is a function of the Burgers vector b, but not , thus a dislocation loop possesses the same everywhere. Using molecular dynamics and accelerated dynamics simulations, we further show that such dislocation-core-coupled carbon diffusion in iron has temperature-dependent activation enthalpy like a fragile glass. The 71° mixed dislocation is the only case in which we see straightforward pipe diffusion that does not depend on dislocation mobility. PMID:23593255

Sub-Fickean Diffusion in a One-Dimensional Plasma Ring

NASA Astrophysics Data System (ADS)

Theisen, W. L.

2013-12-01

A one-dimensional dusty plasma ring is formed in a strongly-coupled complex plasma. The dust particles in the ring can be characterized as a one-dimensional system where the particles cannot pass each other. The particles perform random walks due to thermal motions. This single-file self diffusion is characterized by the mean-squared displacement (msd) of the individual particles which increases with time t. Diffusive processes that follow Ficks law predict that the msd increases as t, however, single-file diffusion is sub-Fickean meaning that the msd is predicted to increase as t^(1/2). Particle position data from the dusty plasma ring is analyzed to determine the scaling of the msd with time. Results are compared with predictions of single-file diffusion theory.

"Conjugate channeling" effect in dislocation core diffusion: carbon transport in dislocated BCC iron.

PubMed

Ishii, Akio; Li, Ju; Ogata, Shigenobu

2013-01-01

Dislocation pipe diffusion seems to be a well-established phenomenon. Here we demonstrate an unexpected effect, that the migration of interstitials such as carbon in iron may be accelerated not in the dislocation line direction ξ, but in a conjugate diffusion direction. This accelerated random walk arises from a simple crystallographic channeling effect. c is a function of the Burgers vector b, but not ξ, thus a dislocation loop possesses the same everywhere. Using molecular dynamics and accelerated dynamics simulations, we further show that such dislocation-core-coupled carbon diffusion in iron has temperature-dependent activation enthalpy like a fragile glass. The 71° mixed dislocation is the only case in which we see straightforward pipe diffusion that does not depend on dislocation mobility.

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.

Self-attracting walk on heterogeneous networks

NASA Astrophysics Data System (ADS)

Kim, Kanghun; Kyoung, Jaegu; Lee, D.-S.

2016-05-01

Understanding human mobility in cyberspace becomes increasingly important in this information era. While human mobility, memory-dependent and subdiffusive, is well understood in Euclidean space, it remains elusive in random heterogeneous networks like the World Wide Web. Here we study the diffusion characteristics of self-attracting walks, in which a walker is more likely to move to the locations visited previously than to unvisited ones, on scale-free networks. Under strong attraction, the number of distinct visited nodes grows linearly in time with larger coefficients in more heterogeneous networks. More interestingly, crossovers to sublinear growths occur in strongly heterogeneous networks. To understand these phenomena, we investigate the characteristic volumes and topology of the cluster of visited nodes and find that the reinforced attraction to hubs results in expediting exploration first but delaying later, as characterized by the scaling exponents that we derive. Our findings and analysis method can be useful for understanding various diffusion processes mediated by human.

Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.

PubMed

Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic

2014-01-01

In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.

Fluorescence imaging of single-molecule retention trajectories in reversed-phase chromatographic particles.

PubMed

Cooper, Justin T; Peterson, Eric M; Harris, Joel M

2013-10-01

Due to its high specific surface area and chemical stability, porous silica is used as a support structure in numerous applications, including heterogeneous catalysis, biomolecule immobilization, sensors, and liquid chromatography. Reversed-phase liquid chromatography (RPLC), which uses porous silica support particles, has become an indispensable separations tool in quality control, pharmaceutics, and environmental analysis requiring identification of compounds in mixtures. For complex samples, the need for higher resolution separations requires an understanding of the time scale of processes responsible for analyte retention in the stationary phase. In the present work, single-molecule fluorescence imaging is used to observe transport of individual molecules within RPLC porous silica particles. This technique allows direct measurement of intraparticle molecular residence times, intraparticle diffusion rates, and the spatial distribution of molecules within the particle. On the basis of the localization uncertainty and characteristic measured diffusion rates, statistical criteria were developed to resolve the frame-to-frame behavior of molecules into moving and stuck events. The measured diffusion coefficient of moving molecules was used in a Monte Carlo simulation of a random-walk model within the cylindrical geometry of the particle diameter and microscope depth-of-field. The simulated molecular transport is in good agreement with the experimental data, indicating transport of moving molecules in the porous particle is described by a random-walk. Histograms of stuck-molecule event times, locations, and their contributions to intraparticle residence times were also characterized.

Dynamical continuous time random Lévy flights

NASA Astrophysics Data System (ADS)

Liu, Jian; Chen, Xiaosong

2016-03-01

The Lévy flights' diffusive behavior is studied within the framework of the dynamical continuous time random walk (DCTRW) method, while the nonlinear friction is introduced in each step. Through the DCTRW method, Lévy random walker in each step flies by obeying the Newton's Second Law while the nonlinear friction f(v) = - γ0v - γ2v3 being considered instead of Stokes friction. It is shown that after introducing the nonlinear friction, the superdiffusive Lévy flights converges, behaves localization phenomenon with long time limit, but for the Lévy index μ = 2 case, it is still Brownian motion.

Probing the type of anomalous diffusion with single-particle tracking.

PubMed

Ernst, Dominique; Köhler, Jürgen; Weiss, Matthias

2014-05-07

Many reactions in complex fluids, e.g. signaling cascades in the cytoplasm of living cells, are governed by a diffusion-driven encounter of reactants. Yet, diffusion in complex fluids often exhibits an anomalous characteristic ('subdiffusion'). Since different types of subdiffusion have distinct effects on timing and equilibria of chemical reactions, a thorough determination of the reactants' type of random walk is key to a quantitative understanding of reactions in complex fluids. Here we introduce a straightforward and simple approach for determining the type of subdiffusion from single-particle tracking data. Unlike previous approaches, our method also is sensitive to transient subdiffusion phenomena, e.g. obstructed diffusion below the percolation threshold. We validate our strategy with data from experiment and simulation.

Inferring Lévy walks from curved trajectories: A rescaling method

NASA Astrophysics Data System (ADS)

Tromer, R. M.; Barbosa, M. B.; Bartumeus, F.; Catalan, J.; da Luz, M. G. E.; Raposo, E. P.; Viswanathan, G. M.

2015-08-01

An important problem in the study of anomalous diffusion and transport concerns the proper analysis of trajectory data. The analysis and inference of Lévy walk patterns from empirical or simulated trajectories of particles in two and three-dimensional spaces (2D and 3D) is much more difficult than in 1D because path curvature is nonexistent in 1D but quite common in higher dimensions. Recently, a new method for detecting Lévy walks, which considers 1D projections of 2D or 3D trajectory data, has been proposed by Humphries et al. The key new idea is to exploit the fact that the 1D projection of a high-dimensional Lévy walk is itself a Lévy walk. Here, we ask whether or not this projection method is powerful enough to cleanly distinguish 2D Lévy walk with added curvature from a simple Markovian correlated random walk. We study the especially challenging case in which both 2D walks have exactly identical probability density functions (pdf) of step sizes as well as of turning angles between successive steps. Our approach extends the original projection method by introducing a rescaling of the projected data. Upon projection and coarse-graining, the renormalized pdf for the travel distances between successive turnings is seen to possess a fat tail when there is an underlying Lévy process. We exploit this effect to infer a Lévy walk process in the original high-dimensional curved trajectory. In contrast, no fat tail appears when a (Markovian) correlated random walk is analyzed in this way. We show that this procedure works extremely well in clearly identifying a Lévy walk even when there is noise from curvature. The present protocol may be useful in realistic contexts involving ongoing debates on the presence (or not) of Lévy walks related to animal movement on land (2D) and in air and oceans (3D).

Turbulent transport with intermittency: Expectation of a scalar concentration.

PubMed

Rast, Mark Peter; Pinton, Jean-François; Mininni, Pablo D

2016-04-01

Scalar transport by turbulent flows is best described in terms of Lagrangian parcel motions. Here we measure the Eulerian distance travel along Lagrangian trajectories in a simple point vortex flow to determine the probabilistic impulse response function for scalar transport in the absence of molecular diffusion. As expected, the mean squared Eulerian displacement scales ballistically at very short times and diffusively for very long times, with the displacement distribution at any given time approximating that of a random walk. However, significant deviations in the displacement distributions from Rayleigh are found. The probability of long distance transport is reduced over inertial range time scales due to spatial and temporal intermittency. This can be modeled as a series of trapping events with durations uniformly distributed below the Eulerian integral time scale. The probability of long distance transport is, on the other hand, enhanced beyond that of the random walk for both times shorter than the Lagrangian integral time and times longer than the Eulerian integral time. The very short-time enhancement reflects the underlying Lagrangian velocity distribution, while that at very long times results from the spatial and temporal variation of the flow at the largest scales. The probabilistic impulse response function, and with it the expectation value of the scalar concentration at any point in space and time, can be modeled using only the evolution of the lowest spatial wave number modes (the mean and the lowest harmonic) and an eddy based constrained random walk that captures the essential velocity phase relations associated with advection by vortex motions. Preliminary examination of Lagrangian tracers in three-dimensional homogeneous isotropic turbulence suggests that transport in that setting can be similarly modeled.

Simulating intrafraction prostate motion with a random walk model.

PubMed

Pommer, Tobias; Oh, Jung Hun; Munck Af Rosenschöld, Per; Deasy, Joseph O

2017-01-01

Prostate motion during radiation therapy (ie, intrafraction motion) can cause unwanted loss of radiation dose to the prostate and increased dose to the surrounding organs at risk. A compact but general statistical description of this motion could be useful for simulation of radiation therapy delivery or margin calculations. We investigated whether prostate motion could be modeled with a random walk model. Prostate motion recorded during 548 radiation therapy fractions in 17 patients was analyzed and used for input in a random walk prostate motion model. The recorded motion was categorized on the basis of whether any transient excursions (ie, rapid prostate motion in the anterior and superior direction followed by a return) occurred in the trace and transient motion. This was separately modeled as a large step in the anterior/superior direction followed by a returning large step. Random walk simulations were conducted with and without added artificial transient motion using either motion data from all observed traces or only traces without transient excursions as model input, respectively. A general estimate of motion was derived with reasonable agreement between simulated and observed traces, especially during the first 5 minutes of the excursion-free simulations. Simulated and observed diffusion coefficients agreed within 0.03, 0.2 and 0.3 mm 2 /min in the left/right, superior/inferior, and anterior/posterior directions, respectively. A rapid increase in variance at the start of observed traces was difficult to reproduce and seemed to represent the patient's need to adjust before treatment. This could be estimated somewhat using artificial transient motion. Random walk modeling is feasible and recreated the characteristics of the observed prostate motion. Introducing artificial transient motion did not improve the overall agreement, although the first 30 seconds of the traces were better reproduced. The model provides a simple estimate of prostate motion during delivery of radiation therapy.

On the Relation between Photospheric Flow Fields and the Magnetic Field Distribution on the Solar Surface

DTIC Science & Technology

1988-04-15

granules typically last 10-15 minutes. measure- the divergence of the flow field, and (d) the SOUP flow field muerts must be made in a time short...the magnetograms and ary. If so, the random-walk diffusion of magnetic field dii- AV . I, I68 PHOTOSPIIERIC FLOW FIELDS ON SOLAR SURFACE 967 0011 cussd

Three-Dimensional Modeling of the Brain's ECS by Minimum Configurational Energy Packing of Fluid Vesicles

PubMed Central

Nandigam, Ravi K.; Kroll, Daniel M.

2007-01-01

The extracellular space of the brain is the heterogeneous porous medium formed by the spaces between the brain cells. Diffusion in this interstitial space is the mechanism by which glucose and oxygen are delivered to the brain cells from the vascular system. It is also a medium for the transport of certain informational substances between the cells (called volume transmission), and for drug delivery. This work involves three-dimensional modeling of the extracellular space as void space in close-packed arrays of fluid membrane vesicles. These packings are generated by minimizing the configurational energy using a Monte Carlo procedure. Both regular and random packs of vesicles are considered. A random walk algorithm is then used to compute the geometric tortuosities, and the results are compared with published experimental data. For the random packings, it is found that although the absolute values for the tortuosities differ, the dependence of the tortuosity on pore volume fraction is very similar to that observed in experiment. The tortuosities we measure are larger than those computed in previous studies of packings of convex polytopes, and modeling improvements, which require higher resolution studies and an improved modeling of brain cell shapes and mechanical properties, could help resolve remaining discrepancies between model simulations and experiment. It is also shown that the specular reflection scheme is the appropriate technique for implementing zero-flux boundary conditions in random walk simulations commonly encountered in diffusion problems. PMID:17307830

Three-dimensional modeling of the brain's ECS by minimum configurational energy packing of fluid vesicles.

PubMed

Nandigam, Ravi K; Kroll, Daniel M

2007-05-15

The extracellular space of the brain is the heterogeneous porous medium formed by the spaces between the brain cells. Diffusion in this interstitial space is the mechanism by which glucose and oxygen are delivered to the brain cells from the vascular system. It is also a medium for the transport of certain informational substances between the cells (called volume transmission), and for drug delivery. This work involves three-dimensional modeling of the extracellular space as void space in close-packed arrays of fluid membrane vesicles. These packings are generated by minimizing the configurational energy using a Monte Carlo procedure. Both regular and random packs of vesicles are considered. A random walk algorithm is then used to compute the geometric tortuosities, and the results are compared with published experimental data. For the random packings, it is found that although the absolute values for the tortuosities differ, the dependence of the tortuosity on pore volume fraction is very similar to that observed in experiment. The tortuosities we measure are larger than those computed in previous studies of packings of convex polytopes, and modeling improvements, which require higher resolution studies and an improved modeling of brain cell shapes and mechanical properties, could help resolve remaining discrepancies between model simulations and experiment. It is also shown that the specular reflection scheme is the appropriate technique for implementing zero-flux boundary conditions in random walk simulations commonly encountered in diffusion problems.

A proposal for the experimental detection of CSL induced random walk

PubMed Central

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

2015-01-01

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

Continuous-time random-walk model for anomalous diffusion in expanding media

NASA Astrophysics Data System (ADS)

Le Vot, F.; Abad, E.; Yuste, S. B.

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium. From this hierarchy, the full time evolution of the second-order moment is obtained for some specific types of expansion. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained, whence the long-time behavior of moments of arbitrary order is subsequently inferred. Our analytical and numerical results for both Lévy flights and subdiffusive CTRWs confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Lévy flights, we quantify this effect by means of the so-called "Lévy horizon."

Continuous-time random-walk model for anomalous diffusion in expanding media.

PubMed

Le Vot, F; Abad, E; Yuste, S B

2017-09-01

Expanding media are typical in many different fields, e.g., in biology and cosmology. In general, a medium expansion (contraction) brings about dramatic changes in the behavior of diffusive transport properties such as the set of positional moments and the Green's function. Here, we focus on the characterization of such effects when the diffusion process is described by the continuous-time random-walk (CTRW) model. As is well known, when the medium is static this model yields anomalous diffusion for a proper choice of the probability density function (pdf) for the jump length and the waiting time, but the behavior may change drastically if a medium expansion is superimposed on the intrinsic random motion of the diffusing particle. For the case where the jump length and the waiting time pdfs are long-tailed, we derive a general bifractional diffusion equation which reduces to a normal diffusion equation in the appropriate limit. We then study some particular cases of interest, including Lévy flights and subdiffusive CTRWs. In the former case, we find an analytical exact solution for the Green's function (propagator). When the expansion is sufficiently fast, the contribution of the diffusive transport becomes irrelevant at long times and the propagator tends to a stationary profile in the comoving reference frame. In contrast, for a contracting medium a competition between the spreading effect of diffusion and the concentrating effect of contraction arises. In the specific case of a subdiffusive CTRW in an exponentially contracting medium, the latter effect prevails for sufficiently long times, and all the particles are eventually localized at a single point in physical space. This "big crunch" effect, totally absent in the case of normal diffusion, stems from inefficient particle spreading due to subdiffusion. We also derive a hierarchy of differential equations for the moments of the transport process described by the subdiffusive CTRW model in an expanding medium. From this hierarchy, the full time evolution of the second-order moment is obtained for some specific types of expansion. In the case of an exponential expansion, exact recurrence relations for the Laplace-transformed moments are obtained, whence the long-time behavior of moments of arbitrary order is subsequently inferred. Our analytical and numerical results for both Lévy flights and subdiffusive CTRWs confirm the intuitive expectation that the medium expansion hinders the mixing of diffusive particles occupying separate regions. In the case of Lévy flights, we quantify this effect by means of the so-called "Lévy horizon."

Walking on a user similarity network towards personalized recommendations.

PubMed

Gan, Mingxin

2014-01-01

Personalized recommender systems have been receiving more and more attention in addressing the serious problem of information overload accompanying the rapid evolution of the world-wide-web. Although traditional collaborative filtering approaches based on similarities between users have achieved remarkable success, it has been shown that the existence of popular objects may adversely influence the correct scoring of candidate objects, which lead to unreasonable recommendation results. Meanwhile, recent advances have demonstrated that approaches based on diffusion and random walk processes exhibit superior performance over collaborative filtering methods in both the recommendation accuracy and diversity. Building on these results, we adopt three strategies (power-law adjustment, nearest neighbor, and threshold filtration) to adjust a user similarity network from user similarity scores calculated on historical data, and then propose a random walk with restart model on the constructed network to achieve personalized recommendations. We perform cross-validation experiments on two real data sets (MovieLens and Netflix) and compare the performance of our method against the existing state-of-the-art methods. Results show that our method outperforms existing methods in not only recommendation accuracy and diversity, but also retrieval performance.

Random element method for numerical modeling of diffusional processes

NASA Technical Reports Server (NTRS)

Ghoniem, A. F.; Oppenheim, A. K.

1982-01-01

The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.

Mechanisms underlying anomalous diffusion in the plasma membrane.

PubMed

Krapf, Diego

2015-01-01

The plasma membrane is a complex fluid where lipids and proteins undergo diffusive motion critical to biochemical reactions. Through quantitative imaging analyses such as single-particle tracking, it is observed that diffusion in the cell membrane is usually anomalous in the sense that the mean squared displacement is not linear with time. This chapter describes the different models that are employed to describe anomalous diffusion, paying special attention to the experimental evidence that supports these models in the plasma membrane. We review models based on anticorrelated displacements, such as fractional Brownian motion and obstructed diffusion, and nonstationary models such as continuous time random walks. We also emphasize evidence for the formation of distinct compartments that transiently form on the cell surface. Finally, we overview heterogeneous diffusion processes in the plasma membrane, which have recently attracted considerable interest. Copyright © 2015. Published by Elsevier Inc.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Collective behavior of minus-ended motors in mitotic microtubule asters gliding toward DNA

NASA Astrophysics Data System (ADS)

Athale, Chaitanya A.; Dinarina, Ana; Nedelec, Francois; Karsenti, Eric

2014-02-01

Microtubules (MTs) nucleated by centrosomes form star-shaped structures referred to as asters. Aster motility and dynamics is vital for genome stability, cell division, polarization and differentiation. Asters move either toward the cell center or away from it. Here, we focus on the centering mechanism in a membrane independent system of Xenopus cytoplasmic egg extracts. Using live microscopy and single particle tracking, we find that asters move toward chromatinized DNA structures. The velocity and directionality profiles suggest a random-walk with drift directed toward DNA. We have developed a theoretical model that can explain this movement as a result of a gradient of MT length dynamics and MT gliding on immobilized dynein motors. In simulations, the antagonistic action of the motor species on the radial array of MTs leads to a tug-of-war purely due to geometric considerations and aster motility resembles a directed random-walk. Additionally, our model predicts that aster velocities do not change greatly with varying initial distance from DNA. The movement of asymmetric asters becomes increasingly super-diffusive with increasing motor density, but for symmetric asters it becomes less super-diffusive. The transition of symmetric asters from superdiffusive to diffusive mobility is the result of number fluctuations in bound motors in the tug-of-war. Overall, our model is in good agreement with experimental data in Xenopus cytoplasmic extracts and predicts novel features of the collective effects of motor-MT interactions.

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media.

PubMed

Møller, Jan Kloppenborg; Bergmann, Kirsten Riber; Christiansen, Lasse Engbo; Madsen, Henrik

2012-07-21

In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented. Copyright © 2012 Elsevier Ltd. All rights reserved.

Record statistics of a strongly correlated time series: random walks and Lévy flights

NASA Astrophysics Data System (ADS)

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

2017-08-01

We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful ‘laboratory’ to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statistics of the number of records, as well as of the ages of the records, i.e. the lapses of time between two successive record breaking events. Then we review the results that were obtained for a wide variety of random walk models, including random walks with a linear drift, continuous time random walks, constrained random walks (like the random walk bridge) and the case of multiple independent random walkers. Finally, we discuss further observables related to records, like the record increments, as well as some questions raised by physical applications of record statistics, like the effects of measurement error and noise.

Estimating the Diffusion Coefficients of Sugars Using Diffusion Experiments in Agar-Gel and Computer Simulations.

PubMed

Miyamoto, Shuichi; Atsuyama, Kenji; Ekino, Keisuke; Shin, Takashi

2018-01-01

The isolation of useful microbes is one of the traditional approaches for the lead generation in drug discovery. As an effective technique for microbe isolation, we recently developed a multidimensional diffusion-based gradient culture system of microbes. In order to enhance the utility of the system, it is favorable to have diffusion coefficients of nutrients such as sugars in the culture medium beforehand. We have, therefore, built a simple and convenient experimental system that uses agar-gel to observe diffusion. Next, we performed computer simulations-based on random-walk concepts-of the experimental diffusion system and derived correlation formulas that relate observable diffusion data to diffusion coefficients. Finally, we applied these correlation formulas to our experimentally-determined diffusion data to estimate the diffusion coefficients of sugars. Our values for these coefficients agree reasonably well with values published in the literature. The effectiveness of our simple technique, which has elucidated the diffusion coefficients of some molecules which are rarely reported (e.g., galactose, trehalose, and glycerol) is demonstrated by the strong correspondence between the literature values and those obtained in our experiments.

Imaging atomic-level random walk of a point defect in graphene

NASA Astrophysics Data System (ADS)

Kotakoski, Jani; Mangler, Clemens; Meyer, Jannik C.

2014-05-01

Deviations from the perfect atomic arrangements in crystals play an important role in affecting their properties. Similarly, diffusion of such deviations is behind many microstructural changes in solids. However, observation of point defect diffusion is hindered both by the difficulties related to direct imaging of non-periodic structures and by the timescales involved in the diffusion process. Here, instead of imaging thermal diffusion, we stimulate and follow the migration of a divacancy through graphene lattice using a scanning transmission electron microscope operated at 60 kV. The beam-activated process happens on a timescale that allows us to capture a significant part of the structural transformations and trajectory of the defect. The low voltage combined with ultra-high vacuum conditions ensure that the defect remains stable over long image sequences, which allows us for the first time to directly follow the diffusion of a point defect in a crystalline material.

NMR diffusion simulation based on conditional random walk.

PubMed

Gudbjartsson, H; Patz, S

1995-01-01

The authors introduce here a new, very fast, simulation method for free diffusion in a linear magnetic field gradient, which is an extension of the conventional Monte Carlo (MC) method or the convolution method described by Wong et al. (in 12th SMRM, New York, 1993, p.10). In earlier NMR-diffusion simulation methods, such as the finite difference method (FD), the Monte Carlo method, and the deterministic convolution method, the outcome of the calculations depends on the simulation time step. In the authors' method, however, the results are independent of the time step, although, in the convolution method the step size has to be adequate for spins to diffuse to adjacent grid points. By always selecting the largest possible time step the computation time can therefore be reduced. Finally the authors point out that in simple geometric configurations their simulation algorithm can be used to reduce computation time in the simulation of restricted diffusion.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

High-fidelity meshes from tissue samples for diffusion MRI simulations.

PubMed

Panagiotaki, Eleftheria; Hall, Matt G; Zhang, Hui; Siow, Bernard; Lythgoe, Mark F; Alexander, Daniel C

2010-01-01

This paper presents a method for constructing detailed geometric models of tissue microstructure for synthesizing realistic diffusion MRI data. We construct three-dimensional mesh models from confocal microscopy image stacks using the marching cubes algorithm. Random-walk simulations within the resulting meshes provide synthetic diffusion MRI measurements. Experiments optimise simulation parameters and complexity of the meshes to achieve accuracy and reproducibility while minimizing computation time. Finally we assess the quality of the synthesized data from the mesh models by comparison with scanner data as well as synthetic data from simple geometric models and simplified meshes that vary only in two dimensions. The results support the extra complexity of the three-dimensional mesh compared to simpler models although sensitivity to the mesh resolution is quite robust.

Random Walk Simulation of the MRI Apparent Diffusion Coefficient in a Geometrical Model of the Acinar Tree

PubMed Central

Pérez-Sánchez, José M.; Rodríguez, Ignacio; Ruiz-Cabello, Jesús

2009-01-01

Abstract Apparent diffusion coefficient (ADC) measurement in the lung using gas magnetic resonance imaging is a promising technique with potential for reflecting changes in lung microstructure. Despite some recent impressive human applications, full interpretation of ADC measures remains an elusive goal, due to a lack of detailed knowledge about the structure dependency of ADC. In an attempt to fill this gap we have performed random walk simulations in a three-dimensional geometrical model of the lung acinus, the distal alveolated sections of the lung tree accounting for ∼90% of the total lung volume. Simulations were carried out adjusting model parameters after published morphological data for the rat peripheral airway system, which predict an ADC behavior as microstructure changes with lung inflation in partial agreement with measured ADCs at different airway pressures. The approach used to relate experimental ADCs to lung microstructural changes does not make any assumption about the cause of the changes, so it could be applied to other scenarios such as chronic obstructive pulmonary disease, lung development, etc. The work presented here predicts numerically for the first time ADC values measured in the lung from independent morphological measures of lung microstructure taken at different inflation stages during the breath cycle. PMID:19619480

Rad4 recognition-at-a-distance: Physical basis of conformation-specific anomalous diffusion of DNA repair proteins.

PubMed

Kong, Muwen; Van Houten, Bennett

2017-08-01

Since Robert Brown's first observations of random walks by pollen particles suspended in solution, the concept of diffusion has been subject to countless theoretical and experimental studies in diverse fields from finance and social sciences, to physics and biology. Diffusive transport of macromolecules in cells is intimately linked to essential cellular functions including nutrient uptake, signal transduction, gene expression, as well as DNA replication and repair. Advancement in experimental techniques has allowed precise measurements of these diffusion processes. Mathematical and physical descriptions and computer simulations have been applied to model complicated biological systems in which anomalous diffusion, in addition to simple Brownian motion, was observed. The purpose of this review is to provide an overview of the major physical models of anomalous diffusion and corresponding experimental evidence on the target search problem faced by DNA-binding proteins, with an emphasis on DNA repair proteins and the role of anomalous diffusion in DNA target recognition. Copyright © 2016 Elsevier Ltd. All rights reserved.

Analysis of the Yule-Nielsen effect with the multiple-path point spread function in a frequency-modulated halftone.

PubMed

Rogers, Geoffrey

2018-06-01

The Yule-Nielsen effect is an influence on halftone color caused by the diffusion of light within the paper upon which the halftone ink is printed. The diffusion can be characterized by a point spread function. In this paper, a point spread function for paper is derived using the multiple-path model of reflection. This model treats the interaction of light with turbid media as a random walk. Using the multiple-path point spread function, a general expression is derived for the average reflectance of light from a frequency-modulated halftone, in which dot size is constant and the number of dots is varied, with the arrangement of dots random. It is also shown that the line spread function derived from the multiple-path model has the form of a Lorentzian function.

Stochastic field-line wandering in magnetic turbulence with shear. I. Quasi-linear theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shalchi, A.; Negrea, M.; Petrisor, I.

2016-07-15

We investigate the random walk of magnetic field lines in magnetic turbulence with shear. In the first part of the series, we develop a quasi-linear theory in order to compute the diffusion coefficient of magnetic field lines. We derive general formulas for the diffusion coefficients in the different directions of space. We like to emphasize that we expect that quasi-linear theory is only valid if the so-called Kubo number is small. We consider two turbulence models as examples, namely, a noisy slab model as well as a Gaussian decorrelation model. For both models we compute the field line diffusion coefficientsmore » and we show how they depend on the aforementioned Kubo number as well as a shear parameter. It is demonstrated that the shear effect reduces all field line diffusion coefficients.« less

Diffusion in randomly perturbed dissipative dynamics

NASA Astrophysics Data System (ADS)

Rodrigues, Christian S.; Chechkin, Aleksei V.; de Moura, Alessandro P. S.; Grebogi, Celso; Klages, Rainer

2014-11-01

Dynamical systems having many coexisting attractors present interesting properties from both fundamental theoretical and modelling points of view. When such dynamics is under bounded random perturbations, the basins of attraction are no longer invariant and there is the possibility of transport among them. Here we introduce a basic theoretical setting which enables us to study this hopping process from the perspective of anomalous transport using the concept of a random dynamical system with holes. We apply it to a simple model by investigating the role of hyperbolicity for the transport among basins. We show numerically that our system exhibits non-Gaussian position distributions, power-law escape times, and subdiffusion. Our simulation results are reproduced consistently from stochastic continuous time random walk theory.

Walking on a User Similarity Network towards Personalized Recommendations

PubMed Central

Gan, Mingxin

2014-01-01

Personalized recommender systems have been receiving more and more attention in addressing the serious problem of information overload accompanying the rapid evolution of the world-wide-web. Although traditional collaborative filtering approaches based on similarities between users have achieved remarkable success, it has been shown that the existence of popular objects may adversely influence the correct scoring of candidate objects, which lead to unreasonable recommendation results. Meanwhile, recent advances have demonstrated that approaches based on diffusion and random walk processes exhibit superior performance over collaborative filtering methods in both the recommendation accuracy and diversity. Building on these results, we adopt three strategies (power-law adjustment, nearest neighbor, and threshold filtration) to adjust a user similarity network from user similarity scores calculated on historical data, and then propose a random walk with restart model on the constructed network to achieve personalized recommendations. We perform cross-validation experiments on two real data sets (MovieLens and Netflix) and compare the performance of our method against the existing state-of-the-art methods. Results show that our method outperforms existing methods in not only recommendation accuracy and diversity, but also retrieval performance. PMID:25489942

Mixed-order phase transition in a minimal, diffusion-based spin model.

PubMed

Fronczak, Agata; Fronczak, Piotr

2016-07-01

In this paper we exactly solve, within the grand canonical ensemble, a minimal spin model with the hybrid phase transition. We call the model diffusion based because its Hamiltonian can be recovered from a simple dynamic procedure, which can be seen as an equilibrium statistical mechanics representation of a biased random walk. We outline the derivation of the phase diagram of the model, in which the triple point has the hallmarks of the hybrid transition: discontinuity in the average magnetization and algebraically diverging susceptibilities. At this point, two second-order transition curves meet in equilibrium with the first-order curve, resulting in a prototypical mixed-order behavior.

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Correlated random walks induced by dynamical wavefunction collapse

NASA Astrophysics Data System (ADS)

Bedingham, Daniel

2015-03-01

Wavefunction collapse models modify Schrödinger's equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a genuine physical process [PRA 42, 78 (1990)]. This provides a basis for the resolution of the quantum measurement problem. An additional generic consequence of the collapse mechanism is that it causes particles to exhibit a tiny random diffusive motion. Furthermore, the diffusions of two sufficiently nearby particles are positively correlated -- it is more likely that the particles diffuse in the same direction than would happen if they behaved independently [PRA 89, 032713 (2014)]. The use of this effect is proposed as an experimental test of wave function collapse models in which pairs of nanoparticles are simultaneously released from nearby traps and allowed a brief period of free fall. The random displacements of the particles are then measured. The experiment must be carried out at sufficiently low temperature and pressure for the collapse effects to dominate over the ambient environmental noise. It is argued that these constraints can be satisfied by current technologies for a large class of viable wavefunction collapse models. Work supported by the Templeton World Charity Foundation.

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

NASA Technical Reports Server (NTRS)

Englander, Jacob A.; Englander, Arnold C.

2014-01-01

Trajectory optimization methods using monotonic basin hopping (MBH) have become well developed during the past decade [1, 2, 3, 4, 5, 6]. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing random variable (RV)s from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by J. Englander [3, 6]) significantly improves monotonic basin hopping (MBH) performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness. Efficiency is finding better solutions in less time. Robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive random walks (RWs) originally developed in the field of statistical physics.

Generalized essential energy space random walks to more effectively accelerate solute sampling in aqueous environment

NASA Astrophysics Data System (ADS)

Lv, Chao; Zheng, Lianqing; Yang, Wei

2012-01-01

Molecular dynamics sampling can be enhanced via the promoting of potential energy fluctuations, for instance, based on a Hamiltonian modified with the addition of a potential-energy-dependent biasing term. To overcome the diffusion sampling issue, which reveals the fact that enlargement of event-irrelevant energy fluctuations may abolish sampling efficiency, the essential energy space random walk (EESRW) approach was proposed earlier. To more effectively accelerate the sampling of solute conformations in aqueous environment, in the current work, we generalized the EESRW method to a two-dimension-EESRW (2D-EESRW) strategy. Specifically, the essential internal energy component of a focused region and the essential interaction energy component between the focused region and the environmental region are employed to define the two-dimensional essential energy space. This proposal is motivated by the general observation that in different conformational events, the two essential energy components have distinctive interplays. Model studies on the alanine dipeptide and the aspartate-arginine peptide demonstrate sampling improvement over the original one-dimension-EESRW strategy; with the same biasing level, the present generalization allows more effective acceleration of the sampling of conformational transitions in aqueous solution. The 2D-EESRW generalization is readily extended to higher dimension schemes and employed in more advanced enhanced-sampling schemes, such as the recent orthogonal space random walk method.

Open quantum random walk in terms of quantum Bernoulli noise

NASA Astrophysics Data System (ADS)

Wang, Caishi; Wang, Ce; Ren, Suling; Tang, Yuling

2018-03-01

In this paper, we introduce an open quantum random walk, which we call the QBN-based open walk, by means of quantum Bernoulli noise, and study its properties from a random walk point of view. We prove that, with the localized ground state as its initial state, the QBN-based open walk has the same limit probability distribution as the classical random walk. We also show that the probability distributions of the QBN-based open walk include those of the unitary quantum walk recently introduced by Wang and Ye (Quantum Inf Process 15:1897-1908, 2016) as a special case.

Slowdown of surface diffusion during early stages of bacterial colonization

NASA Astrophysics Data System (ADS)

Vourc'h, T.; Peerhossaini, H.; Léopoldès, J.; Méjean, A.; Chauvat, F.; Cassier-Chauvat, C.

2018-03-01

We study the surface diffusion of the model cyanobacterium Synechocystis sp. PCC6803 during the incipient stages of cell contact with a glass surface in the dilute regime. We observe a twitching motility with alternating immobile tumble and mobile run periods, resulting in a normal diffusion described by a continuous-time random walk with a coefficient of diffusion D . Surprisingly, D is found to decrease with time down to a plateau. This is observed only when the cyanobacterial cells are able to produce released extracellular polysaccharides, as shown by a comparative study between the wild-type strain and various polysaccharides-depleted mutants. The analysis of the trajectories taken by the bacterial cells shows that the temporal characteristics of their intermittent motion depend on the instantaneous fraction of visited sites during diffusion. This describes quantitatively the time dependence of D , related to the progressive surface coverage by the polysaccharides. The observed slowdown of the surface diffusion may constitute a basic precursor mechanism for microcolony formation and provides clues for controlling biofilm formation.

The angular distribution of diffusely backscattered light

NASA Astrophysics Data System (ADS)

Vera, M. U.; Durian, D. J.

1997-03-01

The diffusion approximation predicts the angular distribution of light diffusely transmitted through an opaque slab to depend only on boundary reflectivity, independent of scattering anisotropy, and this has been verified by experiment(M.U. Vera and D.J. Durian, Phys. Rev. E 53) 3215 (1996). Here, by contrast, we demonstrate that the angular distribution of diffusely backscattered light depends on scattering anisotropy as well as boundary reflectivity. To model this observation scattering anisotropy is added to the diffusion approximation by a discontinuity in the photon concentration at the source point that is proportional to the average cosine of the scattering angle. We compare the resulting predictions with random walk simulations and with measurements of diffusely backscattered intensity versus angle for glass frits and aqueous suspensions of polystyrene spheres held in air or immersed in a water bath. Increasing anisotropy and boundary reflectivity each tend to flatten the predicted distributions, and for different combinations of anisotropy and reflectivity the agreement between data and predictions ranges from qualitatively to quantitatively good.

Computer simulation of stochastic processes through model-sampling (Monte Carlo) techniques.

PubMed

Sheppard, C W.

1969-03-01

A simple Monte Carlo simulation program is outlined which can be used for the investigation of random-walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well-established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.

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

NASA Astrophysics Data System (ADS)

Bodin, Jacques

2015-03-01

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

Accelerated tumor invasion under non-isotropic cell dispersal in glioblastomas

NASA Astrophysics Data System (ADS)

Fort, Joaquim; Solé, Ricard V.

2013-05-01

Glioblastomas are highly diffuse, malignant tumors that have so far evaded clinical treatment. The strongly invasive behavior of cells in these tumors makes them very resistant to treatment, and for this reason both experimental and theoretical efforts have been directed toward understanding the spatiotemporal pattern of tumor spreading. Although usual models assume a standard diffusion behavior, recent experiments with cell cultures indicate that cells tend to move in directions close to that of glioblastoma invasion, thus indicating that a biased random walk model may be much more appropriate. Here we show analytically that, for realistic parameter values, the speeds predicted by biased dispersal are consistent with experimentally measured data. We also find that models beyond reaction-diffusion-advection equations are necessary to capture this substantial effect of biased dispersal on glioblastoma spread.

The rate constant of a quantum-diffusion-controlled bimolecular reaction

NASA Astrophysics Data System (ADS)

Bondarev, B. V.

1986-04-01

A quantum-mechanical equation is derived in the tight-bond approximation which describes the motion and chemical interaction of a pair of species A and B when their displacement in the matrix is caused by tunnelling. Within the framework of the discrete model of random walks, definitions are given of the probability and rate constant of a reaction A + B → P (products) proceeding in a condensed medium. A method is suggested for calculating the rate constant of a quantum-diffusion-controlled bimolecular reaction. By this method, an expression is obtained for the rate constant in the stationary spherically symmetrical case. An equation for the density matrix is also proposed which describes the motion and chemical interaction of a pair of species when the quantum and classical diffusion are competitive.

Anomalous diffusion in the evolution of soccer championship scores: Real data, mean-field analysis, and an agent-based model

NASA Astrophysics Data System (ADS)

da Silva, Roberto; Vainstein, Mendeli H.; Gonçalves, Sebastián; Paula, Felipe S. F.

2013-08-01

Statistics of soccer tournament scores based on the double round robin system of several countries are studied. Exploring the dynamics of team scoring during tournament seasons from recent years we find evidences of superdiffusion. A mean-field analysis results in a drift velocity equal to that of real data but in a different diffusion coefficient. Along with the analysis of real data we present the results of simulations of soccer tournaments obtained by an agent-based model which successfully describes the final scoring distribution [da Silva , Comput. Phys. Commun.CPHCBZ0010-465510.1016/j.cpc.2012.10.030 184, 661 (2013)]. Such model yields random walks of scores over time with the same anomalous diffusion as observed in real data.

Diffusion of massive particles around an Abelian-Higgs string

NASA Astrophysics Data System (ADS)

Saha, Abhisek; Sanyal, Soma

2018-03-01

We study the diffusion of massive particles in the space time of an Abelian Higgs string. The particles in the early universe plasma execute Brownian motion. This motion of the particles is modeled as a two dimensional random walk in the plane of the Abelian Higgs string. The particles move randomly in the space time of the string according to their geodesic equations. We observe that for certain values of their energy and angular momentum, an overdensity of particles is observed close to the string. We find that the string parameters determine the distribution of the particles. We make an estimate of the density fluctuation generated around the string as a function of the deficit angle. Though the thickness of the string is small, the length is large and the overdensity close to the string may have cosmological consequences in the early universe.

Motility and Segregation of Hsp104-Associated Protein Aggregates in Budding Yeast

PubMed Central

Zhou, Chuankai; Slaughter, Brian D.; Unruh, Jay R.; Eldakak, Amr; Rubinstein, Boris; Li, Rong

2011-01-01

SUMMARY During yeast cell division, aggregates of damaged proteins are segregated asymmetrically between the bud and the mother. It is thought that protein aggregates are cleared from the bud via actin cable-based retrograde transport toward the mother, and that Bni1p formin regulates this transport. Here we examined the dynamics of Hsp104-associated protein aggregates by video microscopy, particle tracking and image correlation analysis. We show that protein aggregates undergo random walk without directional bias. Clearance of heat-induced aggregates from the bud does not depend on formin proteins but occurs mostly through dissolution via Hsp104p chaperon. Aggregates formed naturally in aged cells also exhibit random walk but do not dissolve during observation. Although our data does not disagree with a role for actin or cell polarity in aggregate segregation, modeling suggests that their asymmetric inheritance can be a predictable outcome of aggregates' slow diffusion and the geometry of yeast cells. PMID:22118470

Upscaling transport of a reacting solute through a peridocially converging-diverging channel at pre-asymptotic times

NASA Astrophysics Data System (ADS)

Sund, Nicole L.; Bolster, Diogo; Dawson, Clint

2015-11-01

In this study we extend the Spatial Markov model, which has been successfully used to upscale conservative transport across a diverse range of porous media flows, to test if it can accurately upscale reactive transport, defined by a spatially heterogeneous first order degradation rate. We test the model in a well known highly simplified geometry, commonly considered as an idealized pore or fracture structure, a periodic channel with wavy boundaries. The edges of the flow domain have a layer through which there is no flow, but in which diffusion of a solute still occurs. Reactions are confined to this region. We demonstrate that the Spatial Markov model, an upscaled random walk model that enforces correlation between successive jumps, can reproduce breakthrough curves measured from microscale simulations that explicitly resolve all pertinent processes. We also demonstrate that a similar random walk model that does not enforce successive correlations is unable to reproduce all features of the measured breakthrough curves.

Continuous Time Random Walk (CTRW) put to work

NASA Astrophysics Data System (ADS)

Scher, Harvey

2017-12-01

A personal history of the first applications of CTRW to the physics of transport and diffusion in disordered media is presented. The sequence of steps leading to the introduction of novel ψ(t), the probability density of particle-transfer times, without moments is briefly outlined. The key concept that emerged from those early applications is anomalous or non-Fickian transport. The latter involved spatial moments of the particle propagator with completely different time behavior, e.g., the mean ∝ tβ, 0 < β < 1 and likewise σ the rms spreading, i.e., /σ = constant. With these results many puzzling experimental data were explained. The data ranged from electronic dynamics of amorphous films to chemical migration and interaction in the subsurface of the Earth. These were not anticipated results but a consequence of the CTRW with these special ψ(t). Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Movement patterns of Tenebrio beetles demonstrate empirically that correlated-random-walks have similitude with a Lévy walk.

PubMed

Reynolds, Andy M; Leprêtre, Lisa; Bohan, David A

2013-11-07

Correlated random walks are the dominant conceptual framework for modelling and interpreting organism movement patterns. Recent years have witnessed a stream of high profile publications reporting that many organisms perform Lévy walks; movement patterns that seemingly stand apart from the correlated random walk paradigm because they are discrete and scale-free rather than continuous and scale-finite. Our new study of the movement patterns of Tenebrio molitor beetles in unchanging, featureless arenas provides the first empirical support for a remarkable and deep theoretical synthesis that unites correlated random walks and Lévy walks. It demonstrates that the two models are complementary rather than competing descriptions of movement pattern data and shows that correlated random walks are a part of the Lévy walk family. It follows from this that vast numbers of Lévy walkers could be hiding in plain sight.

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.

Theoretical proposal for a magnetic resonance study of charge transport in organic semiconductors

NASA Astrophysics Data System (ADS)

Mkhitaryan, Vagharsh

Charge transport in disordered organic semiconductors occurs via carrier incoherent hops in a band of localized states. In the framework of continuous-time random walk the carrier on-site waiting time distribution (WTD) is one of the basic characteristics of diffusion. Besides, WTD is fundamentally related to the density of states (DOS) of localized states, which is a key feature of a material determining the optoelectric properties. However, reliable first-principle calculations of DOS in organic materials are not yet available and experimental characterization of DOS and WTD is desirable. We theoretically study the spin dynamics of hopping carriers and propose measurement schemes directly probing WTD, based on the zero-field spin relaxation and the primary (Hahn) spin echo. The proposed schemes are possible because, as we demonstrate, the long-time behavior of the zero-field relaxation and the primary echo is determined by WTD, both for the hyperfine coupling dominated and the spin-orbit coupling dominated spin dynamics. We also examine the dispersive charge transport, which is a non-Markovian sub-diffusive process characterized by non-stationarity. We show that the proposed schemes unambiguously capture the effects of non-stationarity, e.g., the aging behavior of random walks. This work was supported by the Department of Energy-Basic Energy Sciences under Contract No. DE-AC02-07CH11358.

Diffusion Geometry Unravels the Emergence of Functional Clusters in Collective Phenomena.

PubMed

De Domenico, Manlio

2017-04-21

Collective phenomena emerge from the interaction of natural or artificial units with a complex organization. The interplay between structural patterns and dynamics might induce functional clusters that, in general, are different from topological ones. In biological systems, like the human brain, the overall functionality is often favored by the interplay between connectivity and synchronization dynamics, with functional clusters that do not coincide with anatomical modules in most cases. In social, sociotechnical, and engineering systems, the quest for consensus favors the emergence of clusters. Despite the unquestionable evidence for mesoscale organization of many complex systems and the heterogeneity of their interconnectivity, a way to predict and identify the emergence of functional modules in collective phenomena continues to elude us. Here, we propose an approach based on random walk dynamics to define the diffusion distance between any pair of units in a networked system. Such a metric allows us to exploit the underlying diffusion geometry to provide a unifying framework for the intimate relationship between metastable synchronization, consensus, and random search dynamics in complex networks, pinpointing the functional mesoscale organization of synthetic and biological systems.

Diffusion Geometry Unravels the Emergence of Functional Clusters in Collective Phenomena

NASA Astrophysics Data System (ADS)

De Domenico, Manlio

2017-04-01

Collective phenomena emerge from the interaction of natural or artificial units with a complex organization. The interplay between structural patterns and dynamics might induce functional clusters that, in general, are different from topological ones. In biological systems, like the human brain, the overall functionality is often favored by the interplay between connectivity and synchronization dynamics, with functional clusters that do not coincide with anatomical modules in most cases. In social, sociotechnical, and engineering systems, the quest for consensus favors the emergence of clusters. Despite the unquestionable evidence for mesoscale organization of many complex systems and the heterogeneity of their interconnectivity, a way to predict and identify the emergence of functional modules in collective phenomena continues to elude us. Here, we propose an approach based on random walk dynamics to define the diffusion distance between any pair of units in a networked system. Such a metric allows us to exploit the underlying diffusion geometry to provide a unifying framework for the intimate relationship between metastable synchronization, consensus, and random search dynamics in complex networks, pinpointing the functional mesoscale organization of synthetic and biological systems.

Inhomogeneous diffusion and ergodicity breaking induced by global memory effects

NASA Astrophysics Data System (ADS)

Budini, Adrián A.

2016-11-01

We introduce a class of discrete random-walk model driven by global memory effects. At any time, the right-left transitions depend on the whole previous history of the walker, being defined by an urnlike memory mechanism. The characteristic function is calculated in an exact way, which allows us to demonstrate that the ensemble of realizations is ballistic. Asymptotically, each realization is equivalent to that of a biased Markovian diffusion process with transition rates that strongly differs from one trajectory to another. Using this "inhomogeneous diffusion" feature, the ergodic properties of the dynamics are analytically studied through the time-averaged moments. Even in the long-time regime, they remain random objects. While their average over realizations recovers the corresponding ensemble averages, departure between time and ensemble averages is explicitly shown through their probability densities. For the density of the second time-averaged moment, an ergodic limit and the limit of infinite lag times do not commutate. All these effects are induced by the memory effects. A generalized Einstein fluctuation-dissipation relation is also obtained for the time-averaged moments.

Graphic matching based on shape contexts and reweighted random walks

NASA Astrophysics Data System (ADS)

Zhang, Mingxuan; Niu, Dongmei; Zhao, Xiuyang; Liu, Mingjun

2018-04-01

Graphic matching is a very critical issue in all aspects of computer vision. In this paper, a new graphics matching algorithm combining shape contexts and reweighted random walks was proposed. On the basis of the local descriptor, shape contexts, the reweighted random walks algorithm was modified to possess stronger robustness and correctness in the final result. Our main process is to use the descriptor of the shape contexts for the random walk on the iteration, of which purpose is to control the random walk probability matrix. We calculate bias matrix by using descriptors and then in the iteration we use it to enhance random walks' and random jumps' accuracy, finally we get the one-to-one registration result by discretization of the matrix. The algorithm not only preserves the noise robustness of reweighted random walks but also possesses the rotation, translation, scale invariance of shape contexts. Through extensive experiments, based on real images and random synthetic point sets, and comparisons with other algorithms, it is confirmed that this new method can produce excellent results in graphic matching.

A random walk approach to quantum algorithms.

PubMed

Kendon, Vivien M

2006-12-15

The development of quantum algorithms based on quantum versions of random walks is placed in the context of the emerging field of quantum computing. Constructing a suitable quantum version of a random walk is not trivial; pure quantum dynamics is deterministic, so randomness only enters during the measurement phase, i.e. when converting the quantum information into classical information. The outcome of a quantum random walk is very different from the corresponding classical random walk owing to the interference between the different possible paths. The upshot is that quantum walkers find themselves further from their starting point than a classical walker on average, and this forms the basis of a quantum speed up, which can be exploited to solve problems faster. Surprisingly, the effect of making the walk slightly less than perfectly quantum can optimize the properties of the quantum walk for algorithmic applications. Looking to the future, even with a small quantum computer available, the development of quantum walk algorithms might proceed more rapidly than it has, especially for solving real problems.

Efficient sampling of complex network with modified random walk strategies

NASA Astrophysics Data System (ADS)

Xie, Yunya; Chang, Shuhua; Zhang, Zhipeng; Zhang, Mi; Yang, Lei

2018-02-01

We present two novel random walk strategies, choosing seed node (CSN) random walk and no-retracing (NR) random walk. Different from the classical random walk sampling, the CSN and NR strategies focus on the influences of the seed node choice and path overlap, respectively. Three random walk samplings are applied in the Erdös-Rényi (ER), Barabási-Albert (BA), Watts-Strogatz (WS), and the weighted USAir networks, respectively. Then, the major properties of sampled subnets, such as sampling efficiency, degree distributions, average degree and average clustering coefficient, are studied. The similar conclusions can be reached with these three random walk strategies. Firstly, the networks with small scales and simple structures are conducive to the sampling. Secondly, the average degree and the average clustering coefficient of the sampled subnet tend to the corresponding values of original networks with limited steps. And thirdly, all the degree distributions of the subnets are slightly biased to the high degree side. However, the NR strategy performs better for the average clustering coefficient of the subnet. In the real weighted USAir networks, some obvious characters like the larger clustering coefficient and the fluctuation of degree distribution are reproduced well by these random walk strategies.

On the widespread use of the Corrsin hypothesis in diffusion theories

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tautz, R. C.; Shalchi, A.

2010-12-15

In the past four decades, several nonlinear theories have been developed to describe (i) the motion of charged test particles through a turbulent magnetized plasma and (ii) the random walk of magnetic field lines. In many such theories, the so-called Corrsin independence hypothesis has been applied to enforce analytical tractability. In this note, it is shown that the Corrsin hypothesis is part of most nonlinear diffusion theories. In some cases, the Corrsin approximation is somewhat hidden, while in other cases a different name is used for the same approach. It is shown that even the researchers who criticized the applicationmore » of this hypothesis have used it in their nonlinear diffusion theories. It is hoped that the present article will eliminate the recently caused confusion about the applicability and validity of the Corrsin hypothesis.« less

Self-diffusion in periodic porous media: a comparison of numerical simulation and eigenvalue methods.

PubMed

Schwartz, L M; Bergman, D J; Dunn, K J; Mitra, P P

1996-01-01

Random walk computer simulations are an important tool in understanding magnetic resonance measurements in porous media. In this paper we focus on the description of pulsed field gradient spin echo (PGSE) experiments that measure the probability, P(R,t), that a diffusing water molecule will travel a distance R in a time t. Because PGSE simulations are often limited by statistical considerations, we will see that valuable insight can be gained by working with simple periodic geometries and comparing simulation data to the results of exact eigenvalue expansions. In this connection, our attention will be focused on (1) the wavevector, k, and time dependent magnetization, M(k, t); and (2) the normalized probability, Ps(delta R, t), that a diffusing particle will return to within delta R of the origin after time t.

Prioritization of candidate disease genes by topological similarity between disease and protein diffusion profiles.

PubMed

Zhu, Jie; Qin, Yufang; Liu, Taigang; Wang, Jun; Zheng, Xiaoqi

2013-01-01

Identification of gene-phenotype relationships is a fundamental challenge in human health clinic. Based on the observation that genes causing the same or similar phenotypes tend to correlate with each other in the protein-protein interaction network, a lot of network-based approaches were proposed based on different underlying models. A recent comparative study showed that diffusion-based methods achieve the state-of-the-art predictive performance. In this paper, a new diffusion-based method was proposed to prioritize candidate disease genes. Diffusion profile of a disease was defined as the stationary distribution of candidate genes given a random walk with restart where similarities between phenotypes are incorporated. Then, candidate disease genes are prioritized by comparing their diffusion profiles with that of the disease. Finally, the effectiveness of our method was demonstrated through the leave-one-out cross-validation against control genes from artificial linkage intervals and randomly chosen genes. Comparative study showed that our method achieves improved performance compared to some classical diffusion-based methods. To further illustrate our method, we used our algorithm to predict new causing genes of 16 multifactorial diseases including Prostate cancer and Alzheimer's disease, and the top predictions were in good consistent with literature reports. Our study indicates that integration of multiple information sources, especially the phenotype similarity profile data, and introduction of global similarity measure between disease and gene diffusion profiles are helpful for prioritizing candidate disease genes. Programs and data are available upon request.

General PFG signal attenuation expressions for anisotropic anomalous diffusion by modified-Bloch equations

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-05-01

Anomalous diffusion exists widely in polymer and biological systems. Pulsed-field gradient (PFG) anomalous diffusion is complicated, especially in the anisotropic case where limited research has been reported. A general PFG signal attenuation expression, including the finite gradient pulse (FGPW) effect for free general anisotropic fractional diffusion { 0 < α , β ≤ 2 } based on the fractional derivative, has not been obtained, where α and β are time and space derivative orders. It is essential to derive a general PFG signal attenuation expression including the FGPW effect for PFG anisotropic anomalous diffusion research. In this paper, two recently developed modified-Bloch equations, the fractal differential modified-Bloch equation and the fractional integral modified-Bloch equation, were extended to obtain general PFG signal attenuation expressions for anisotropic anomalous diffusion. Various cases of PFG anisotropic anomalous diffusion were investigated, including coupled and uncoupled anisotropic anomalous diffusion. The continuous-time random walk (CTRW) simulation was also carried out to support the theoretical results. The theory and the CTRW simulation agree with each other. The obtained signal attenuation expressions and the three-dimensional fractional modified-Bloch equations are important for analyzing PFG anisotropic anomalous diffusion in NMR and MRI.

Navigability of multiplex temporal network

NASA Astrophysics Data System (ADS)

Wang, Yan; Song, Qiao-Zhen

2017-01-01

Real world complex systems have multiple levels of relationships and in many cases, they need to be modeled as multiplex networks where the same nodes can interact with each other in different layers, such as social networks. However, social relationships only appear at prescribed times so the temporal structures of edge activations can also affect the dynamical processes located above them. To consider both factors are simultaneously, we introduce multiplex temporal networks and propose three different walk strategies to investigate the concurrent dynamics of random walks and the temporal structure of multiplex networks. Thus, we derive analytical results for the multiplex centrality and coverage function in multiplex temporal networks. By comparing them with the numerical results, we show how the underlying topology of the layers and the walk strategy affect the efficiency when exploring the networks. In particular, the most interesting result is the emergence of a super-diffusion process, where the time scale of the multiplex is faster than that of both layers acting separately.

Variable order fractional Fokker-Planck equations derived from Continuous Time Random Walks

NASA Astrophysics Data System (ADS)

Straka, Peter

2018-08-01

Continuous Time Random Walk models (CTRW) of anomalous diffusion are studied, where the anomalous exponent β(x) ∈(0 , 1) varies in space. This type of situation occurs e.g. in biophysics, where the density of the intracellular matrix varies throughout a cell. Scaling limits of CTRWs are known to have probability distributions which solve fractional Fokker-Planck type equations (FFPE). This correspondence between stochastic processes and FFPE solutions has many useful extensions e.g. to nonlinear particle interactions and reactions, but has not yet been sufficiently developed for FFPEs of the "variable order" type with non-constant β(x) . In this article, variable order FFPEs (VOFFPE) are derived from scaling limits of CTRWs. The key mathematical tool is the 1-1 correspondence of a CTRW scaling limit to a bivariate Langevin process, which tracks the cumulative sum of jumps in one component and the cumulative sum of waiting times in the other. The spatially varying anomalous exponent is modelled by spatially varying β(x) -stable Lévy noise in the waiting time component. The VOFFPE displays a spatially heterogeneous temporal scaling behaviour, with generalized diffusivity and drift coefficients whose units are length2/timeβ(x) resp. length/timeβ(x). A global change of the time scale results in a spatially varying change in diffusivity and drift. A consequence of the mathematical derivation of a VOFFPE from CTRW limits in this article is that a solution of a VOFFPE can be approximated via Monte Carlo simulations. Based on such simulations, we are able to confirm that the VOFFPE is consistent under a change of the global time scale.

Two-particle problem in comblike structures

NASA Astrophysics Data System (ADS)

Agliari, Elena; Cassi, Davide; Cattivelli, Luca; Sartori, Fabio

2016-05-01

Encounters between walkers performing a random motion on an appropriate structure can describe a wide variety of natural phenomena ranging from pharmacokinetics to foraging. On homogeneous structures the asymptotic encounter probability between two walkers is (qualitatively) independent of whether both walkers are moving or one is kept fixed. On infinite comblike structures this is no longer the case and here we deepen the mechanisms underlying the emergence of a finite probability that two random walkers will never meet, while one single random walker is certain to visit any site. In particular, we introduce an analytical approach to address this problem and even more general problems such as the case of two walkers with different diffusivity, particles walking on a finite comb and on arbitrary bundled structures, possibly in the presence of loops. Our investigations are both analytical and numerical and highlight that, in general, the outcome of a reaction involving two reactants on a comblike architecture can strongly differ according to whether both reactants are moving (no matter their relative diffusivities) or only one is moving and according to the density of shortcuts among the branches.

Random walks on combs

NASA Astrophysics Data System (ADS)

Durhuus, Bergfinnur; Jonsson, Thordur; Wheater, John F.

2006-02-01

We develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds, we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but finite length. We also calculate exactly the spectral dimension of some fixed non-translationally invariant combs. We relate the spectral dimension to the critical exponent of the mass of the two-point function for random walks on random combs, and compute mean displacements as a function of walk duration. We prove that the mean first passage time is generally infinite for combs with anomalous spectral dimension.

Quantum random walks on congested lattices and the effect of dephasing.

PubMed

Motes, Keith R; Gilchrist, Alexei; Rohde, Peter P

2016-01-27

We consider quantum random walks on congested lattices and contrast them to classical random walks. Congestion is modelled on lattices that contain static defects which reverse the walker's direction. We implement a dephasing process after each step which allows us to smoothly interpolate between classical and quantum random walks as well as study the effect of dephasing on the quantum walk. Our key results show that a quantum walker escapes a finite boundary dramatically faster than a classical walker and that this advantage remains in the presence of heavily congested lattices.

Coupled continuous time-random walks in quenched random environment

NASA Astrophysics Data System (ADS)

Magdziarz, M.; Szczotka, W.

2018-02-01

We introduce a coupled continuous-time random walk with coupling which is characteristic for Lévy walks. Additionally we assume that the walker moves in a quenched random environment, i.e. the site disorder at each lattice point is fixed in time. We analyze the scaling limit of such a random walk. We show that for large times the behaviour of the analyzed process is exactly the same as in the case of uncoupled quenched trap model for Lévy flights.

A deterministic Lagrangian particle separation-based method for advective-diffusion problems

NASA Astrophysics Data System (ADS)

Wong, Ken T. M.; Lee, Joseph H. W.; Choi, K. W.

2008-12-01

A simple and robust Lagrangian particle scheme is proposed to solve the advective-diffusion transport problem. The scheme is based on relative diffusion concepts and simulates diffusion by regulating particle separation. This new approach generates a deterministic result and requires far less number of particles than the random walk method. For the advection process, particles are simply moved according to their velocity. The general scheme is mass conservative and is free from numerical diffusion. It can be applied to a wide variety of advective-diffusion problems, but is particularly suited for ecological and water quality modelling when definition of particle attributes (e.g., cell status for modelling algal blooms or red tides) is a necessity. The basic derivation, numerical stability and practical implementation of the NEighborhood Separation Technique (NEST) are presented. The accuracy of the method is demonstrated through a series of test cases which embrace realistic features of coastal environmental transport problems. Two field application examples on the tidal flushing of a fish farm and the dynamics of vertically migrating marine algae are also presented.

Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices

NASA Astrophysics Data System (ADS)

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

2017-12-01

We analyze a Markovian random walk strategy on undirected regular networks involving power matrix functions of the type L\\frac{α{2}} where L indicates a ‘simple’ Laplacian matrix. We refer to such walks as ‘fractional random walks’ with admissible interval 0<α ≤slant 2 . We deduce probability-generating functions (network Green’s functions) for the fractional random walk. From these analytical results we establish a generalization of Polya’s recurrence theorem for fractional random walks on d-dimensional infinite lattices: The fractional random walk is transient for dimensions d > α (recurrent for d≤slantα ) of the lattice. As a consequence, for 0<α< 1 the fractional random walk is transient for all lattice dimensions d=1, 2, .. and in the range 1≤slantα < 2 for dimensions d≥slant 2 . Finally, for α=2 , Polya’s classical recurrence theorem is recovered, namely the walk is transient only for lattice dimensions d≥slant 3 . The generalization of Polya’s recurrence theorem remains valid for the class of random walks with Lévy flight asymptotics for long-range steps. We also analyze the mean first passage probabilities, mean residence times, mean first passage times and global mean first passage times (Kemeny constant) for the fractional random walk. For an infinite 1D lattice (infinite ring) we obtain for the transient regime 0<α<1 closed form expressions for the fractional lattice Green’s function matrix containing the escape and ever passage probabilities. The ever passage probabilities (fractional lattice Green’s functions) in the transient regime fulfil Riesz potential power law decay asymptotic behavior for nodes far from the departure node. The non-locality of the fractional random walk is generated by the non-diagonality of the fractional Laplacian matrix with Lévy-type heavy tailed inverse power law decay for the probability of long-range moves. This non-local and asymptotic behavior of the fractional random walk introduces small-world properties with the emergence of Lévy flights on large (infinite) lattices.

Lévy/Anomalous Diffusion as a Mean-Field Theory for 3D Cloud Effects in Shortwave Radiative Transfer: Empirical Support, New Analytical Formulation, and Impact on Atmospheric Absorption

NASA Astrophysics Data System (ADS)

Buldyrev, S.; Davis, A.; Marshak, A.; Stanley, H. E.

2001-12-01

Two-stream radiation transport models, as used in all current GCM parameterization schemes, are mathematically equivalent to ``standard'' diffusion theory where the physical picture is a slow propagation of the diffuse radiation by Gaussian random walks. The space/time spread (technically, the Green function) of this diffusion process is described exactly by a Gaussian distribution; from the statistical physics viewpoint, this follows from the convergence of the sum of many (rescaled) steps between scattering events with a finite variance. This Gaussian picture follows directly from first principles (the radiative transfer equation) under the assumptions of horizontal uniformity and large optical depth, i.e., there is a homogeneous plane-parallel cloud somewhere in the column. The first-order effect of 3D variability of cloudiness, the main source of scattering, is to perturb the distribution of single steps between scatterings which, modulo the ``1-g'' rescaling, can be assumed effectively isotropic. The most natural generalization of the Gaussian distribution is the 1-parameter family of symmetric Lévy-stable distributions because the sum of many zero-mean random variables with infinite variance, but finite moments of order q < α (0 < α < 2), converge to them. It has been shown on heuristic grounds that for these Lévy-based random walks the typical number of scatterings is now (1-g)τ α for transmitted light. The appearance of a non-rational exponent is why this is referred to as ``anomalous'' diffusion. Note that standard/Gaussian diffusion is retrieved in the limit α = 2-. Lévy transport theory has been successfully used in the statistical physics literature to investigate a wide variety of systems with strongly nonlinear dynamics; these applications range from random advection in turbulent fluids to the erratic behavior of financial time-series and, most recently, self-regulating ecological systems. We will briefly survey the state-of-the-art observations that offer compelling empirical support for the Lévy/anomalous diffusion model in atmospheric radiation: (1) high-resolution spectroscopy of differential absorption in the O2 A-band from ground; (2) temporal transient records of lightning strokes transmitted through clouds to a sensitive detector in space; and (3) the Gamma-distributions of optical depths derived from Landsat cloud scenes at 30-m resolution. We will then introduce a rigorous analytical formulation of Lévy/anomalous transport through finite media based on fractional derivatives and Sonin calculus. A remarkable result from this new theoretical development is an extremal property of the α = 1+ case (divergent mean-free-path), as is observed in the cloudy atmosphere. Finally, we will discuss the implications of anomalous transport theory for bulk 3D effects on the current enhanced absorption problem as well as its role as the basis of a next-generation GCM radiation parameterization.

A monte carlo study of restricted diffusion: Implications for diffusion MRI of prostate cancer.

PubMed

Gilani, Nima; Malcolm, Paul; Johnson, Glyn

2017-04-01

Diffusion MRI is used frequently to assess prostate cancer. The prostate consists of cellular tissue surrounding fluid filled ducts. Here, the diffusion properties of the ductal fluid alone were studied. Monte Carlo simulations were used to investigate ductal residence times to determine whether ducts can be regarded as forming a separate compartment and whether ductal radius could determine the Apparent Diffusion Coefficient (ADC) of the ductal fluid. Random walks were simulated in cavities. Average residence times were estimated for permeable cavities. Signal reductions resulting from application of a Stejskal-Tanner pulse sequence were calculated in impermeable cavities. Simulations were repeated for cavities of different radii and different diffusion times. Residence times are at least comparable with diffusion times even in relatively high grade tumors. ADCs asymptotically approach theoretical limiting values. At large radii and short diffusion times, ADCs are similar to free diffusion. At small radii and long diffusion times, ADCs are reduced toward zero, and kurtosis approaches a value of -1.2. Restricted diffusion in cavities of similar sizes to prostate ducts may reduce ductal ADCs. This may contribute to reductions in total ADC seen in prostate cancer. Magn Reson Med 77:1671-1677, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

Continuous-time quantum random walks require discrete space

NASA Astrophysics Data System (ADS)

Manouchehri, K.; Wang, J. B.

2007-11-01

Quantum random walks are shown to have non-intuitive dynamics which makes them an attractive area of study for devising quantum algorithms for long-standing open problems as well as those arising in the field of quantum computing. In the case of continuous-time quantum random walks, such peculiar dynamics can arise from simple evolution operators closely resembling the quantum free-wave propagator. We investigate the divergence of quantum walk dynamics from the free-wave evolution and show that, in order for continuous-time quantum walks to display their characteristic propagation, the state space must be discrete. This behavior rules out many continuous quantum systems as possible candidates for implementing continuous-time quantum random walks.

Search for Directed Networks by Different Random Walk Strategies

NASA Astrophysics Data System (ADS)

Zhu, Zi-Qi; Jin, Xiao-Ling; Huang, Zhi-Long

2012-03-01

A comparative study is carried out on the efficiency of five different random walk strategies searching on directed networks constructed based on several typical complex networks. Due to the difference in search efficiency of the strategies rooted in network clustering, the clustering coefficient in a random walker's eye on directed networks is defined and computed to be half of the corresponding undirected networks. The search processes are performed on the directed networks based on Erdös—Rényi model, Watts—Strogatz model, Barabási—Albert model and clustered scale-free network model. It is found that self-avoiding random walk strategy is the best search strategy for such directed networks. Compared to unrestricted random walk strategy, path-iteration-avoiding random walks can also make the search process much more efficient. However, no-triangle-loop and no-quadrangle-loop random walks do not improve the search efficiency as expected, which is different from those on undirected networks since the clustering coefficient of directed networks are smaller than that of undirected networks.

Role of depletion on the dynamics of a diffusing forager

NASA Astrophysics Data System (ADS)

Bénichou, O.; Chupeau, M.; Redner, S.

2016-09-01

We study the dynamics of a starving random walk in general spatial dimension d. This model represents an idealized description for the fate of an unaware forager whose motion is not affected by the presence or absence of resources. The forager depletes its environment by consuming resources and dies if it wanders too long without finding food. In the exactly solvable case of one dimension, we explicitly derive the average lifetime of the walk and the distribution for the number of distinct sites visited by the walk at the instant of starvation. We also give a heuristic derivation for the averages of these two quantities. We tackle the complex but ecologically relevant case of two dimensions by an approximation in which the depleted zone is assumed to always be circular and which grows incrementally each time the walk reaches the edge of this zone. Within this framework, we derive a lower bound for the scaling of the average lifetime and number of distinct sites visited at starvation. We also determine the asymptotic distribution of the number of distinct sites visited at starvation. Finally, we solve the case of high spatial dimensions within a mean-field approach.

Quantum random walks on congested lattices and the effect of dephasing

PubMed Central

Motes, Keith R.; Gilchrist, Alexei; Rohde, Peter P.

2016-01-01

We consider quantum random walks on congested lattices and contrast them to classical random walks. Congestion is modelled on lattices that contain static defects which reverse the walker’s direction. We implement a dephasing process after each step which allows us to smoothly interpolate between classical and quantum random walks as well as study the effect of dephasing on the quantum walk. Our key results show that a quantum walker escapes a finite boundary dramatically faster than a classical walker and that this advantage remains in the presence of heavily congested lattices. PMID:26812924

Anomalous diffusion and the structure of human transportation networks

NASA Astrophysics Data System (ADS)

Brockmann, D.

2008-04-01

The dispersal of individuals of a species is the key driving force of various spatiotemporal phenomena which occur on geographical scales. It can synchronise populations of interacting species, stabilise them, and diversify gene pools [1-3]. The geographic spread of human infectious diseases such as influenza, measles and the recent severe acute respiratory syndrome (SARS) is essentially promoted by human travel which occurs on many length scales and is sustained by a variety of means of transportation [4-8]. In the light of increasing international trade, intensified human traffic, and an imminent influenza A pandemic the knowledge of dynamical and statistical properties of human dispersal is of fundamental importance and acute [7,9,10]. A quantitative statistical theory for human travel and concomitant reliable forecasts would substantially improve and extend existing prevention strategies. Despite its crucial role, a quantitative assessment of human dispersal remains elusive and the opinion that humans disperse diffusively still prevails in many models [11]. In this chapter I will report on a recently developed technique which permits a solid and quantitative assessment of human dispersal on geographical scales [11]. The key idea is to infer the statistical properties of human travel by analysing the geographic circulation of individual bank notes for which comprehensive datasets are collected at the online bill-tracking website www.wheresgeorge.com. The analysis shows that the distribution of travelling distances decays as a power law, indicating that the movement of bank notes is reminiscent of superdiffusive, scale free random walks known as Lèvy flights [13]. Secondly, the probability of remaining in a small, spatially confined region for a time T is dominated by heavy tails which attenuate superdiffusive dispersal. I will show that the dispersal of bank notes can be described on many spatiotemporal scales by a two parameter continuous time random walk (CTRW) model to a surprising accuracy. To this end, I will provide a brief introduction to continuous time random walk theory [14] and will show that human dispersal is an ambivalent, effectively superdiffusive process.

A discrete random walk on the hypercube

NASA Astrophysics Data System (ADS)

Zhang, Jingyuan; Xiang, Yonghong; Sun, Weigang

2018-03-01

In this paper, we study the scaling for mean first-passage time (MFPT) of random walks on the hypercube and obtain a closed-form formula for the MFPT over all node pairs. We also determine the exponent of scaling efficiency characterizing the random walks and compare it with those of the existing networks. Finally we study the random walks on the hypercube with a located trap and provide a solution of the Kirchhoff index of the hypercube.

Global Existence Analysis of Cross-Diffusion Population Systems for Multiple Species

NASA Astrophysics Data System (ADS)

Chen, Xiuqing; Daus, Esther S.; Jüngel, Ansgar

2018-02-01

The existence of global-in-time weak solutions to reaction-cross-diffusion systems for an arbitrary number of competing population species is proved. The equations can be derived from an on-lattice random-walk model with general transition rates. In the case of linear transition rates, it extends the two-species population model of Shigesada, Kawasaki, and Teramoto. The equations are considered in a bounded domain with homogeneous Neumann boundary conditions. The existence proof is based on a refined entropy method and a new approximation scheme. Global existence follows under a detailed balance or weak cross-diffusion condition. The detailed balance condition is related to the symmetry of the mobility matrix, which mirrors Onsager's principle in thermodynamics. Under detailed balance (and without reaction) the entropy is nonincreasing in time, but counter-examples show that the entropy may increase initially if detailed balance does not hold.

Subdiffusive exciton transport in quantum dot solids.

PubMed

Akselrod, Gleb M; Prins, Ferry; Poulikakos, Lisa V; Lee, Elizabeth M Y; Weidman, Mark C; Mork, A Jolene; Willard, Adam P; Bulović, Vladimir; Tisdale, William A

2014-06-11

Colloidal quantum dots (QDs) are promising materials for use in solar cells, light-emitting diodes, lasers, and photodetectors, but the mechanism and length of exciton transport in QD materials is not well understood. We use time-resolved optical microscopy to spatially visualize exciton transport in CdSe/ZnCdS core/shell QD assemblies. We find that the exciton diffusion length, which exceeds 30 nm in some cases, can be tuned by adjusting the inorganic shell thickness and organic ligand length, offering a powerful strategy for controlling exciton movement. Moreover, we show experimentally and through kinetic Monte Carlo simulations that exciton diffusion in QD solids does not occur by a random-walk process; instead, energetic disorder within the inhomogeneously broadened ensemble causes the exciton diffusivity to decrease over time. These findings reveal new insights into exciton dynamics in disordered systems and demonstrate the flexibility of QD materials for photonic and optoelectronic applications.

Birth-jump processes and application to forest fire spotting.

PubMed

Hillen, T; Greese, B; Martin, J; de Vries, G

2015-01-01

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly concentrated, we show that the integro-differential equation can be approximated by a reaction-diffusion equation, in which the proliferation rate contributes to both the diffusion term and the reaction term. We completely solve the corresponding critical domain size problem and the minimal wave speed problem. Birth-jump models can be applied in many areas in mathematical biology. We highlight an application of our results in the context of forest fire spread through spotting. We show that spotting increases the invasion speed of a forest fire front.

Anomalous Transport of High Energy Cosmic Rays in Galactic Superbubbles

NASA Technical Reports Server (NTRS)

Barghouty, Nasser F.

2014-01-01

High-energy cosmic rays may exhibit anomalous transport as they traverse and are accelerated by a collection of supernovae explosions in a galactic superbubble. Signatures of this anomalous transport can show up in the particles' evolution and their spectra. In a continuous-time-random- walk (CTRW) model assuming standard diffusive shock acceleration theory (DSA) for each shock encounter, and where the superbubble (an OB stars association) is idealized as a heterogeneous region of particle sources and sinks, acceleration and transport in the superbubble can be shown to be sub-diffusive. While the sub-diffusive transport can be attributed to the stochastic nature of the acceleration time according to DSA theory, the spectral break appears to be an artifact of transport in a finite medium. These CTRW simulations point to a new and intriguing phenomenon associated with the statistical nature of collective acceleration of high energy cosmic rays in galactic superbubbles.

The role of fractional time-derivative operators on anomalous diffusion

NASA Astrophysics Data System (ADS)

Tateishi, Angel A.; Ribeiro, Haroldo V.; Lenzi, Ervin K.

2017-10-01

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties. Recently, researchers have proposed different fractional-time operators (namely: the Caputo-Fabrizio and Atangana-Baleanu) which, differently from the well-known Riemann-Liouville operator, are defined by non-singular memory kernels. Here we proposed to use these new operators to generalize the usual diffusion equation. By analyzing the corresponding fractional diffusion equations within the continuous time random walk framework, we obtained waiting time distributions characterized by exponential, stretched exponential, and power-law functions, as well as a crossover between two behaviors. For the mean square displacement, we found crossovers between usual and confined diffusion, and between usual and sub-diffusion. We obtained the exact expressions for the probability distributions, where non-Gaussian and stationary distributions emerged. This former feature is remarkable because the fractional diffusion equation is solved without external forces and subjected to the free diffusion boundary conditions. We have further shown that these new fractional diffusion equations are related to diffusive processes with stochastic resetting, and to fractional diffusion equations with derivatives of distributed order. Thus, our results suggest that these new operators may be a simple and efficient way for incorporating different structural aspects into the system, opening new possibilities for modeling and investigating anomalous diffusive processes.

Influence of the random walk finite step on the first-passage probability

NASA Astrophysics Data System (ADS)

Klimenkova, Olga; Menshutin, Anton; Shchur, Lev

2018-01-01

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.

A fractional reaction-diffusion description of supply and demand

NASA Astrophysics Data System (ADS)

Benzaquen, Michael; Bouchaud, Jean-Philippe

2018-02-01

We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional reaction-diffusion model for the dynamics of latent liquidity in financial markets, where agents are very heterogeneous in terms of their characteristic frequencies. Several features of our model are amenable to an exact analytical treatment. We find in particular that the impact is a concave function of the transacted volume (aka the "square-root impact law"), as in the normal diffusion limit. However, the impact kernel decays as t-β with β = 1/2 in the diffusive case, which is inconsistent with market efficiency. In the sub-diffusive case the decay exponent β takes any value in [0, 1/2], and can be tuned to match the empirical value β ≈ 1/4. Numerical simulations confirm our theoretical results. Several extensions of the model are suggested. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Scaled Brownian motion: a paradoxical process with a time dependent diffusivity for the description of anomalous diffusion.

PubMed

Jeon, Jae-Hyung; Chechkin, Aleksei V; Metzler, Ralf

2014-08-14

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is 〈x(2)(t)〉 ≃ 2K(t)t with K(t) ≃ t(α-1) for 0 < α < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.

Alzheimer random walk

NASA Astrophysics Data System (ADS)

Odagaki, Takashi; Kasuya, Keisuke

2017-09-01

Using the Monte Carlo simulation, we investigate a memory-impaired self-avoiding walk on a square lattice in which a random walker marks each of sites visited with a given probability p and makes a random walk avoiding the marked sites. Namely, p = 0 and p = 1 correspond to the simple random walk and the self-avoiding walk, respectively. When p> 0, there is a finite probability that the walker is trapped. We show that the trap time distribution can well be fitted by Stacy's Weibull distribution b(a/b){a+1}/{b}[Γ({a+1}/{b})]-1x^a\\exp(-a/bx^b)} where a and b are fitting parameters depending on p. We also find that the mean trap time diverges at p = 0 as p- α with α = 1.89. In order to produce sufficient number of long walks, we exploit the pivot algorithm and obtain the mean square displacement and its Flory exponent ν(p) as functions of p. We find that the exponent determined for 1000 step walks interpolates both limits ν(0) for the simple random walk and ν(1) for the self-avoiding walk as [ ν(p) - ν(0) ] / [ ν(1) - ν(0) ] = pβ with β = 0.388 when p ≪ 0.1 and β = 0.0822 when p ≫ 0.1. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Analysis of Molecular Diffusion by First-Passage Time Variance Identifies the Size of Confinement Zones

PubMed Central

Rajani, Vishaal; Carrero, Gustavo; Golan, David E.; de Vries, Gerda; Cairo, Christopher W.

2011-01-01

The diffusion of receptors within the two-dimensional environment of the plasma membrane is a complex process. Although certain components diffuse according to a random walk model (Brownian diffusion), an overwhelming body of work has found that membrane diffusion is nonideal (anomalous diffusion). One of the most powerful methods for studying membrane diffusion is single particle tracking (SPT), which records the trajectory of a label attached to a membrane component of interest. One of the outstanding problems in SPT is the analysis of data to identify the presence of heterogeneity. We have adapted a first-passage time (FPT) algorithm, originally developed for the interpretation of animal movement, for the analysis of SPT data. We discuss the general application of the FPT analysis to molecular diffusion, and use simulations to test the method against data containing known regions of confinement. We conclude that FPT can be used to identify the presence and size of confinement within trajectories of the receptor LFA-1, and these results are consistent with previous reports on the size of LFA-1 clusters. The analysis of trajectory data for cell surface receptors by FPT provides a robust method to determine the presence and size of confined regions of diffusion. PMID:21402028

A New Random Walk for Replica Detection in WSNs.

PubMed

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

2016-01-01

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

A New Random Walk for Replica Detection in WSNs

PubMed Central

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

2016-01-01

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

Molecular motor traffic: From biological nanomachines to macroscopic transport

NASA Astrophysics Data System (ADS)

Lipowsky, Reinhard; Chai, Yan; Klumpp, Stefan; Liepelt, Steffen; Müller, Melanie J. I.

2006-12-01

All cells of animals and plants contain complex transport systems based on molecular motors which walk along cytoskeletal filaments. These motors are rather small and have a size of 20-100 nm but are able to pull vesicles, organelles and other types of cargo over large distances, from micrometers up to meters. There are several families of motors: kinesins, dyneins, and myosins. Most of these motors have two heads which are used as legs and perform discrete steps along the filaments. Several aspects of the motor behavior will be discussed: motor cycles of two-headed motors; walks of single motors or cargo particles which consist of directed movements interrupted by random, diffusive motion; cargo transport through tube-like compartments; active diffusion of cargo particles in slab-like compartments; cooperative transport of cargo by several motors which may be uni- or bi-directional; and systems with many interacting motors that exhibit traffic jams, self-organized density and flux patterns, and traffic phase transitions far from equilibrium. It is necessary to understand these traffic phenomena in a quantitative manner in order to construct and optimize biomimetic transport systems based on motors and filaments with many possible applications in bioengineering, pharmacology, and medicine.

The Shark Random Swim - (Lévy Flight with Memory)

NASA Astrophysics Data System (ADS)

Businger, Silvia

2018-05-01

The Elephant Random Walk (ERW), first introduced by Schütz and Trimper (Phys Rev E 70:045101, 2004), is a one-dimensional simple random walk on Z having a memory about the whole past. We study the Shark Random Swim, a random walk with memory about the whole past, whose steps are α -stable distributed with α \\in (0,2] . Our aim in this work is to study the impact of the heavy tailed step distributions on the asymptotic behavior of the random walk. We shall see that, as for the ERW, the asymptotic behavior of the Shark Random Swim depends on its memory parameter p, and that a phase transition can be observed at the critical value p=1/α.

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.

How many molecules are required to measure a cyclic voltammogram?

NASA Astrophysics Data System (ADS)

Cutress, Ian J.; Compton, Richard G.

2011-05-01

The stochastic limit at which fully-reversible cyclic voltammetry can accurately be measured is investigated. Specifically, Monte Carlo GPU simulation is used to study low concentration cyclic voltammetry at a microdisk electrode over a range of scan rates and concentrations, and the results compared to the statistical limit as predicted by finite difference simulation based on Fick's Laws of Diffusion. Both Butler-Volmer and Marcus-Hush electrode kinetics are considered, simulated via random-walk methods, and shown to give identical results in the fast kinetic limit.

From coupled elementary units to the complexity of the glass transition.

PubMed

Rehwald, Christian; Rubner, Oliver; Heuer, Andreas

2010-09-10

Supercooled liquids display fascinating properties upon cooling such as the emergence of dynamic length scales. Different models strongly vary with respect to the choice of the elementary subsystems as well as their mutual coupling. Here we show via computer simulations of a glass former that both ingredients can be identified via analysis of finite-size effects within the continuous-time random walk framework. The subsystems already contain complete information about thermodynamics and diffusivity, whereas the coupling determines structural relaxation and the emergence of dynamic length scales.

Cubature on Wiener Space: Pathwise Convergence

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bayer, Christian, E-mail: christian.bayer@wias-berlin.de; Friz, Peter K., E-mail: friz@math.tu-berlin.de

2013-04-15

Cubature on Wiener space (Lyons and Victoir in Proc. R. Soc. Lond. A 460(2041):169-198, 2004) provides a powerful alternative to Monte Carlo simulation for the integration of certain functionals on Wiener space. More specifically, and in the language of mathematical finance, cubature allows for fast computation of European option prices in generic diffusion models.We give a random walk interpretation of cubature and similar (e.g. the Ninomiya-Victoir) weak approximation schemes. By using rough path analysis, we are able to establish weak convergence for general path-dependent option prices.

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

DOE PAGES

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

2013-07-01

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

Phenomenological picture of fluctuations in branching random walks

NASA Astrophysics Data System (ADS)

Mueller, A. H.; Munier, S.

2014-10-01

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

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

PubMed

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

2016-10-01

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

Adaptive hierarchical grid model of water-borne pollutant dispersion

NASA Astrophysics Data System (ADS)

Borthwick, A. G. L.; Marchant, R. D.; Copeland, G. J. M.

Water pollution by industrial and agricultural waste is an increasingly major public health issue. It is therefore important for water engineers and managers to be able to predict accurately the local behaviour of water-borne pollutants. This paper describes the novel and efficient coupling of dynamically adaptive hierarchical grids with standard solvers of the advection-diffusion equation. Adaptive quadtree grids are able to focus on regions of interest such as pollutant fronts, while retaining economy in the total number of grid elements through selective grid refinement. Advection is treated using Lagrangian particle tracking. Diffusion is solved separately using two grid-based methods; one is by explicit finite differences, the other a diffusion-velocity approach. Results are given in two dimensions for pure diffusion of an initially Gaussian plume, advection-diffusion of the Gaussian plume in the rotating flow field of a forced vortex, and the transport of species in a rectangular channel with side wall boundary layers. Close agreement is achieved with analytical solutions of the advection-diffusion equation and simulations from a Lagrangian random walk model. An application to Sepetiba Bay, Brazil is included to demonstrate the method with complex flows and topography.

Reaction-diffusion on the fully-connected lattice: A+A\\rightarrow A

NASA Astrophysics Data System (ADS)

Turban, Loïc; Fortin, Jean-Yves

2018-04-01

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong fluctuations in low dimensions. In this work we study this problem on the fully-connected lattice, an infinite-dimensional system in the thermodynamic limit, for which mean-field behaviour is expected. Exact expressions for the particle density distribution at a given time and survival time distribution for a given number of particles are obtained. In particular, we show that the time needed to reach a finite number of surviving particles (vanishing density in the scaling limit) displays strong fluctuations and extreme value statistics, characterized by a universal class of non-Gaussian distributions with singular behaviour.

Reaction time for trimolecular reactions in compartment-based reaction-diffusion models

NASA Astrophysics Data System (ADS)

Li, Fei; Chen, Minghan; Erban, Radek; Cao, Yang

2018-05-01

Trimolecular reaction models are investigated in the compartment-based (lattice-based) framework for stochastic reaction-diffusion modeling. The formulae for the first collision time and the mean reaction time are derived for the case where three molecules are present in the solution under periodic boundary conditions. For the case of reflecting boundary conditions, similar formulae are obtained using a computer-assisted approach. The accuracy of these formulae is further verified through comparison with numerical results. The presented derivation is based on the first passage time analysis of Montroll [J. Math. Phys. 10, 753 (1969)]. Montroll's results for two-dimensional lattice-based random walks are adapted and applied to compartment-based models of trimolecular reactions, which are studied in one-dimensional or pseudo one-dimensional domains.

Modeling and simulation of Cu diffusion and drift in porous CMOS backend dielectrics

NASA Astrophysics Data System (ADS)

Ali, R.; Fan, Y.; King, S.; Orlowski, M.

2018-06-01

With the advent of porous dielectrics, Cu drift-diffusion reliability issues in CMOS backend have only been exacerbated. In this regard, a modeling and simulation study of Cu atom/ion drift-diffusion in porous dielectrics is presented to assess the backend reliability and to explore conditions for a reliable Resistive Random Access Memory (RRAM) operation. The numerical computation, using elementary jump frequencies for a random walk in 2D and 3D, is based on an extended adjacency tensor concept. It is shown that Cu diffusion and drift transport are affected as much by the level of porosity as by the pore morphology. Allowance is made for different rates of Cu dissolution into the dielectric and for Cu absorption and transport at and on the inner walls of the pores. Most of the complex phenomena of the drift-diffusion transport in porous media can be understood in terms of local lateral and vertical gradients and the degree of their perturbation caused by the presence of pores in the transport domain. The impact of pore morphology, related to the concept of tortuosity, is discussed in terms of "channeling" and "trapping" effects. The simulations are calibrated to experimental results of porous SiCOH layers of 25 nm thickness, sandwiched between Cu and Pt(W) electrodes with experimental porosity levels of 0%, 8%, 12%, and 25%. We find that porous SICOH is more immune to Cu+ drift at 300 K than non-porous SICOH.

A new time domain random walk method for solute transport in 1-D heterogeneous media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Banton, O.; Delay, F.; Porel, G.

A new method to simulate solute transport in 1-D heterogeneous media is presented. This time domain random walk method (TDRW), similar in concept to the classical random walk method, calculates the arrival time of a particle cloud at a given location (directly providing the solute breakthrough curve). The main advantage of the method is that the restrictions on the space increments and the time steps which exist with the finite differences and random walk methods are avoided. In a homogeneous zone, the breakthrough curve (BTC) can be calculated directly at a given distance using a few hundred particles or directlymore » at the boundary of the zone. Comparisons with analytical solutions and with the classical random walk method show the reliability of this method. The velocity and dispersivity calculated from the simulated results agree within two percent with the values used as input in the model. For contrasted heterogeneous media, the random walk can generate high numerical dispersion, while the time domain approach does not.« less

Spectrum of walk matrix for Koch network and its application

NASA Astrophysics Data System (ADS)

Xie, Pinchen; Lin, Yuan; Zhang, Zhongzhi

2015-06-01

Various structural and dynamical properties of a network are encoded in the eigenvalues of walk matrix describing random walks on the network. In this paper, we study the spectra of walk matrix of the Koch network, which displays the prominent scale-free and small-world features. Utilizing the particular architecture of the network, we obtain all the eigenvalues and their corresponding multiplicities. Based on the link between the eigenvalues of walk matrix and random target access time defined as the expected time for a walker going from an arbitrary node to another one selected randomly according to the steady-state distribution, we then derive an explicit solution to the random target access time for random walks on the Koch network. Finally, we corroborate our computation for the eigenvalues by enumerating spanning trees in the Koch network, using the connection governing eigenvalues and spanning trees, where a spanning tree of a network is a subgraph of the network, that is, a tree containing all the nodes.

Dual control of flow field heterogeneity and immobile porosity on non-Fickian transport in Berea sandstone

NASA Astrophysics Data System (ADS)

Gjetvaj, Filip; Russian, Anna; Gouze, Philippe; Dentz, Marco

2015-10-01

Both flow field heterogeneity and mass transfer between mobile and immobile domains have been studied separately for explaining observed anomalous transport. Here we investigate non-Fickian transport using high-resolution 3-D X-ray microtomographic images of Berea sandstone containing microporous cement with pore size below the setup resolution. Transport is computed for a set of representative elementary volumes and results from advection and diffusion in the resolved macroporosity (mobile domain) and diffusion in the microporous phase (immobile domain) where the effective diffusion coefficient is calculated from the measured local porosity using a phenomenological model that includes a porosity threshold (ϕθ) below which diffusion is null and the exponent n that characterizes tortuosity-porosity power-law relationship. We show that both flow field heterogeneity and microporosity trigger anomalous transport. Breakthrough curve (BTC) tailing is positively correlated to microporosity volume and mobile-immobile interface area. The sensitivity analysis showed that the BTC tailing increases with the value of ϕθ, due to the increase of the diffusion path tortuosity until the volume of the microporosity becomes negligible. Furthermore, increasing the value of n leads to an increase in the standard deviation of the distribution of effective diffusion coefficients, which in turn results in an increase of the BTC tailing. Finally, we propose a continuous time random walk upscaled model where the transition time is the sum of independently distributed random variables characterized by specific distributions. It allows modeling a 1-D equivalent macroscopic transport honoring both the control of the flow field heterogeneity and the multirate mass transfer between mobile and immobile domains.

The Not-so-Random Drunkard's Walk

ERIC Educational Resources Information Center

Ehrhardt, George

2013-01-01

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

A New Method of Random Environmental Walking for Assessing Behavioral Preferences for Different Lighting Applications

PubMed Central

Patching, Geoffrey R.; Rahm, Johan; Jansson, Märit; Johansson, Maria

2017-01-01

Accurate assessment of people’s preferences for different outdoor lighting applications is increasingly considered important in the development of new urban environments. Here a new method of random environmental walking is proposed to complement current methods of assessing urban lighting applications, such as self-report questionnaires. The procedure involves participants repeatedly walking between different lighting applications by random selection of a lighting application and preferred choice or by random selection of a lighting application alone. In this manner, participants are exposed to all lighting applications of interest more than once and participants’ preferences for the different lighting applications are reflected in the number of times they walk to each lighting application. On the basis of an initial simulation study, to explore the feasibility of this approach, a comprehensive field test was undertaken. The field test included random environmental walking and collection of participants’ subjective ratings of perceived pleasantness (PP), perceived quality, perceived strength, and perceived flicker of four lighting applications. The results indicate that random environmental walking can reveal participants’ preferences for different lighting applications that, in the present study, conformed to participants’ ratings of PP and perceived quality of the lighting applications. As a complement to subjectively stated environmental preferences, random environmental walking has the potential to expose behavioral preferences for different lighting applications. PMID:28337163

Random walk on lattices: Graph-theoretic approach to simulating long-range diffusion-attachment growth models

NASA Astrophysics Data System (ADS)

Limkumnerd, Surachate

2014-03-01

Interest in thin-film fabrication for industrial applications have driven both theoretical and computational aspects of modeling its growth. One of the earliest attempts toward understanding the morphological structure of a film's surface is through a class of solid-on-solid limited-mobility growth models such as the Family, Wolf-Villain, or Das Sarma-Tamborenea models, which have produced fascinating surface roughening behaviors. These models, however, restrict the motion of an incidence atom to be within the neighborhood of its landing site, which renders them inept for simulating long-distance surface diffusion such as that observed in thin-film growth using a molecular-beam epitaxy technique. Naive extension of these models by repeatedly applying the local diffusion rules for each hop to simulate large diffusion length can be computationally very costly when certain statistical aspects are demanded. We present a graph-theoretic approach to simulating a long-range diffusion-attachment growth model. Using the Markovian assumption and given a local diffusion bias, we derive the transition probabilities for a random walker to traverse from one lattice site to the others after a large, possibly infinite, number of steps. Only computation with linear-time complexity is required for the surface morphology calculation without other probabilistic measures. The formalism is applied, as illustrations, to simulate surface growth on a two-dimensional flat substrate and around a screw dislocation under the modified Wolf-Villain diffusion rule. A rectangular spiral ridge is observed in the latter case with a smooth front feature similar to that obtained from simulations using the well-known multiple registration technique. An algorithm for computing the inverse of a class of substochastic matrices is derived as a corollary.

Adaptive random walks on the class of Web graphs

NASA Astrophysics Data System (ADS)

Tadić, B.

2001-09-01

We study random walk with adaptive move strategies on a class of directed graphs with variable wiring diagram. The graphs are grown from the evolution rules compatible with the dynamics of the world-wide Web [B. Tadić, Physica A 293, 273 (2001)], and are characterized by a pair of power-law distributions of out- and in-degree for each value of the parameter β, which measures the degree of rewiring in the graph. The walker adapts its move strategy according to locally available information both on out-degree of the visited node and in-degree of target node. A standard random walk, on the other hand, uses the out-degree only. We compute the distribution of connected subgraphs visited by an ensemble of walkers, the average access time and survival probability of the walks. We discuss these properties of the walk dynamics relative to the changes in the global graph structure when the control parameter β is varied. For β≥ 3, corresponding to the world-wide Web, the access time of the walk to a given level of hierarchy on the graph is much shorter compared to the standard random walk on the same graph. By reducing the amount of rewiring towards rigidity limit β↦βc≲ 0.1, corresponding to the range of naturally occurring biochemical networks, the survival probability of adaptive and standard random walk become increasingly similar. The adaptive random walk can be used as an efficient message-passing algorithm on this class of graphs for large degree of rewiring.

A scaling law for random walks on networks

PubMed Central

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

2014-01-01

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

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.

PubMed

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

2014-10-14

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.

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.

Data-driven analysis for the temperature and momentum dependence of the heavy-quark diffusion coefficient in relativistic heavy-ion collisions

NASA Astrophysics Data System (ADS)

Xu, Yingru; Bernhard, Jonah E.; Bass, Steffen A.; Nahrgang, Marlene; Cao, Shanshan

2018-01-01

By applying a Bayesian model-to-data analysis, we estimate the temperature and momentum dependence of the heavy quark diffusion coefficient in an improved Langevin framework. The posterior range of the diffusion coefficient is obtained by performing a Markov chain Monte Carlo random walk and calibrating on the experimental data of D -meson RAA and v2 in three different collision systems at the Relativistic Heavy-Ion Collidaer (RHIC) and the Large Hadron Collider (LHC): Au-Au collisions at 200 GeV and Pb-Pb collisions at 2.76 and 5.02 TeV. The spatial diffusion coefficient is found to be consistent with lattice QCD calculations and comparable with other models' estimation. We demonstrate the capability of our improved Langevin model to simultaneously describe the RAA and v2 at both RHIC and the LHC energies, as well as the higher order flow coefficient such as D meson v3. We show that by applying a Bayesian analysis, we are able to quantitatively and systematically study the heavy flavor dynamics in heavy-ion collisions.

Different approach to the modeling of nonfree particle diffusion

NASA Astrophysics Data System (ADS)

Buhl, Niels

2018-03-01

A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore networks to general geometric domains can be considered and that the (free random walk) central limit theorem can be generalized to cover also the nonfree case. The latter gives rise to a continuum-limit description of the diffusive motion where the effect of partially absorbing barriers is accounted for in a natural and non-Markovian way that, in contrast to the traditional approach, quantifies the absorptivity of a barrier in terms of a dimensionless parameter in the range 0 to 1. The generalized theorem gives two general analytic expressions for the continuum-limit propagator: an infinite sum of Gaussians and an infinite sum of plane waves. These expressions entail the known method-of-images and Laplace eigenfunction expansions as special cases and show how the presence of partially absorbing barriers can lead to phenomena such as line splitting and band gap formation in the plane wave wave-number spectrum.

Estimation of the Thermal Process in the Honeycomb Panel by a Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gusev, S. A.; Nikolaev, V. N.

2018-01-01

A new Monte Carlo method for estimating the thermal state of the heat insulation containing honeycomb panels is proposed in the paper. The heat transfer in the honeycomb panel is described by a boundary value problem for a parabolic equation with discontinuous diffusion coefficient and boundary conditions of the third kind. To obtain an approximate solution, it is proposed to use the smoothing of the diffusion coefficient. After that, the obtained problem is solved on the basis of the probability representation. The probability representation is the expectation of the functional of the diffusion process corresponding to the boundary value problem. The process of solving the problem is reduced to numerical statistical modelling of a large number of trajectories of the diffusion process corresponding to the parabolic problem. It was used earlier the Euler method for this object, but that requires a large computational effort. In this paper the method is modified by using combination of the Euler and the random walk on moving spheres methods. The new approach allows us to significantly reduce the computation costs.

Atomic motion from the mean square displacement in a monatomic liquid

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wallace, Duane C.; De Lorenzi-Venneri, Giulia; Chisolm, Eric D.

V-T theory is constructed in the many-body Hamiltonian formulation, and is being developed as a novel approach to liquid dynamics theory. In this theory the liquid atomic motion consists of two contributions, normal mode vibrations in a single representative potential energy valley, and transits, which carry the system across boundaries between valleys. The mean square displacement time correlation function (the MSD) is a direct measure of the atomic motion, and our goal is to determine if the V-T formalism can produce a physically sensible account of this motion. We employ molecular dynamics (MD) data for a system representing liquid Na,more » and find the motion evolves in three successive time intervals: on the first 'vibrational' interval, the vibrational motion alone gives a highly accurate account of the MD data; on the second 'crossover' interval, the vibrational MSD saturates to a constant while the transit motion builds up from zero; on the third 'random walk' interval, the transit motion produces a purely diffusive random walk of the vibrational equilibrium positions. Furthermore, this motional evolution agrees with, and adds refinement to, the MSD atomic motion as described by current liquid dynamics theories.« less

Atomic motion from the mean square displacement in a monatomic liquid

DOE PAGES

Wallace, Duane C.; De Lorenzi-Venneri, Giulia; Chisolm, Eric D.

2016-04-08

V-T theory is constructed in the many-body Hamiltonian formulation, and is being developed as a novel approach to liquid dynamics theory. In this theory the liquid atomic motion consists of two contributions, normal mode vibrations in a single representative potential energy valley, and transits, which carry the system across boundaries between valleys. The mean square displacement time correlation function (the MSD) is a direct measure of the atomic motion, and our goal is to determine if the V-T formalism can produce a physically sensible account of this motion. We employ molecular dynamics (MD) data for a system representing liquid Na,more » and find the motion evolves in three successive time intervals: on the first 'vibrational' interval, the vibrational motion alone gives a highly accurate account of the MD data; on the second 'crossover' interval, the vibrational MSD saturates to a constant while the transit motion builds up from zero; on the third 'random walk' interval, the transit motion produces a purely diffusive random walk of the vibrational equilibrium positions. Furthermore, this motional evolution agrees with, and adds refinement to, the MSD atomic motion as described by current liquid dynamics theories.« less

IS THE SUICIDE RATE A RANDOM WALK?

PubMed

Yang, Bijou; Lester, David; Lyke, Jennifer; Olsen, Robert

2015-06-01

The yearly suicide rates for the period 1933-2010 and the daily suicide numbers for 1990 and 1991 were examined for whether the distribution of difference scores (from year to year and from day to day) fitted a normal distribution, a characteristic of stochastic processes that follow a random walk. If the suicide rate were a random walk, then any disturbance to the suicide rate would have a permanent effect and national suicide prevention efforts would likely fail. The distribution of difference scores from day to day (but not the difference scores from year to year) fitted a normal distribution and, therefore, were consistent with a random walk.

A New Family of Solvable Pearson-Dirichlet Random Walks

NASA Astrophysics Data System (ADS)

Le Caër, Gérard

2011-07-01

An n-step Pearson-Gamma random walk in ℝ d starts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has a shape parameter q>0. Constrained random walks of n steps in ℝ d are obtained from the latter walks by imposing that the sum of the step lengths is equal to a fixed value. Simple closed-form expressions were obtained in particular for the distribution of the endpoint of such constrained walks for any d≥ d 0 and any n≥2 when q is either q = d/2 - 1 ( d 0=3) or q= d-1 ( d 0=2) (Le Caër in J. Stat. Phys. 140:728-751, 2010). When the total walk length is chosen, without loss of generality, to be equal to 1, then the constrained step lengths have a Dirichlet distribution whose parameters are all equal to q and the associated walk is thus named a Pearson-Dirichlet random walk. The density of the endpoint position of a n-step planar walk of this type ( n≥2), with q= d=2, was shown recently to be a weighted mixture of 1+ floor( n/2) endpoint densities of planar Pearson-Dirichlet walks with q=1 (Beghin and Orsingher in Stochastics 82:201-229, 2010). The previous result is generalized to any walk space dimension and any number of steps n≥2 when the parameter of the Pearson-Dirichlet random walk is q= d>1. We rely on the connection between an unconstrained random walk and a constrained one, which have both the same n and the same q= d, to obtain a closed-form expression of the endpoint density. The latter is a weighted mixture of 1+ floor( n/2) densities with simple forms, equivalently expressed as a product of a power and a Gauss hypergeometric function. The weights are products of factors which depends both on d and n and Bessel numbers independent of d.

Anomalous diffusion on the Hanoi networks

NASA Astrophysics Data System (ADS)

Boettcher, S.; Gonçalves, B.

2008-11-01

Diffusion is modeled on the recently proposed Hanoi networks by studying the mean-square displacement of random walks with time, langr2rang~t2/dw. It is found that diffusion —the quintessential mode of transport throughout Nature— proceeds faster than ordinary, in one case with an exact, anomalous exponent dw=2- log2(phi)=1.30576... . It is an instance of a physical exponent containing the "golden ratio"\\phi=(1+\\sqrt{5})/2 that is intimately related to Fibonacci sequences and since Euclid's time has been found to be fundamental throughout geometry, architecture, art, and Nature itself. It originates from a singular renormalization group fixed point with a subtle boundary layer, for whose resolution phi is the main protagonist. The origin of this rare singularity is easily understood in terms of the physics of the process. Yet, the connection between network geometry and the emergence of phi in this context remains elusive. These results provide an accurate test of recently proposed universal scaling forms for first passage times.

New Quantum Diffusion Monte Carlo Method for strong field time dependent problems

NASA Astrophysics Data System (ADS)

Kalinski, Matt

2017-04-01

We have recently formulated the Quantum Diffusion Quantum Monte Carlo (QDMC) method for the solution of the time-dependent Schrödinger equation when it is equivalent to the reaction-diffusion system coupled by the highly nonlinear potentials of the type of Shay. Here we formulate a new Time Dependent QDMC method free of the nonlinearities described by the constant stochastic process of the coupled diffusion with transmutation. As before two kinds of diffusing particles (color walkers) are considered but which can further also transmute one into the other. Each of the species undergoes the hypothetical Einstein random walk progression with transmutation. The progressed particles transmute into the particles of the other kind before contributing to or annihilating the other particles density. This fully emulates the Time Dependent Schrödinger equation for any number of quantum particles. The negative sign of the real and the imaginary parts of the wave function is handled by the ``spinor'' densities carrying the sign as the degree of freedom. We apply the method for the exact time-dependent observation of our discovered two-electron Langmuir configurations in the magnetic and circularly polarized fields.

Relativistic diffusion processes and random walk models

NASA Astrophysics Data System (ADS)

Dunkel, Jörn; Talkner, Peter; Hänggi, Peter

2007-02-01

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.

Self-Attractive Random Walks: The Case of Critical Drifts

NASA Astrophysics Data System (ADS)

Ioffe, Dmitry; Velenik, Yvan

2012-07-01

Self-attractive random walks (polymers) undergo a phase transition in terms of the applied drift (force): If the drift is strong enough, then the walk is ballistic, whereas in the case of small drifts self-attraction wins and the walk is sub-ballistic. We show that, in any dimension d ≥ 2, this transition is of first order. In fact, we prove that the walk is already ballistic at critical drifts, and establish the corresponding LLN and CLT.

Fractional calculus and morphogen gradient formation

NASA Astrophysics Data System (ADS)

Yuste, Santos Bravo; Abad, Enrique; Lindenberg, Katja

2012-12-01

Some microscopic models for reactive systems where the reaction kinetics is limited by subdiffusion are described by means of reaction-subdiffusion equations where fractional derivatives play a key role. In particular, we consider subdiffusive particles described by means of a Continuous Time Random Walk (CTRW) model subject to a linear (first-order) death process. The resulting fractional equation is employed to study the developmental biology key problem of morphogen gradient formation for the case in which the morphogens are subdiffusive. If the morphogen degradation rate (reactivity) is constant, we find exponentially decreasing stationary concentration profiles, which are similar to the profiles found when the morphogens diffuse normally. However, for the case in which the degradation rate decays exponentially with the distance to the morphogen source, we find that the morphogen profiles are qualitatively different from the profiles obtained when the morphogens diffuse normally.

Interplay of defect doping and Bernal-Fowler rules: A simulation study of the dynamics on ice lattices

NASA Astrophysics Data System (ADS)

Köster, K. W.; Klocke, T.; Wieland, F.; Böhmer, R.

2017-10-01

Protonic defects on ice lattices induced by doping with acids such as HCl and HF or bases such as KOH can facilitate order-disorder transitions. In laboratory experiments KOH doping is efficient in promoting the ordering transition from hexagonal ice I to ice XI, but it is ineffective for other known ice phases, for which HCl can trigger hydrogen ordering. Aiming at understanding these differences, random-walk simulations of the defect diffusion are performed on two- and three-dimensional ice lattices under the constraints imposed by the Bernal-Fowler ice rules. Effective defect diffusion coefficients are calculated for a range of dopants, concentrations, and ice phases. The interaction of different defects, incorporated by different dopants, is investigated to clarify the particular motion-enhancing role played by complementary defect pairs.

Non-universal tracer diffusion in crowded media of non-inert obstacles.

PubMed

Ghosh, Surya K; Cherstvy, Andrey G; Metzler, Ralf

2015-01-21

We study the diffusion of a tracer particle, which moves in continuum space between a lattice of excluded volume, immobile non-inert obstacles. In particular, we analyse how the strength of the tracer-obstacle interactions and the volume occupancy of the crowders alter the diffusive motion of the tracer. From the details of partitioning of the tracer diffusion modes between trapping states when bound to obstacles and bulk diffusion, we examine the degree of localisation of the tracer in the lattice of crowders. We study the properties of the tracer diffusion in terms of the ensemble and time averaged mean squared displacements, the trapping time distributions, the amplitude variation of the time averaged mean squared displacements, and the non-Gaussianity parameter of the diffusing tracer. We conclude that tracer-obstacle adsorption and binding triggers a transient anomalous diffusion. From a very narrow spread of recorded individual time averaged trajectories we exclude continuous type random walk processes as the underlying physical model of the tracer diffusion in our system. For moderate tracer-crowder attraction the motion is found to be fully ergodic, while at stronger attraction strength a transient disparity between ensemble and time averaged mean squared displacements occurs. We also put our results into perspective with findings from experimental single-particle tracking and simulations of the diffusion of tagged tracers in dense crowded suspensions. Our results have implications for the diffusion, transport, and spreading of chemical components in highly crowded environments inside living cells and other structured liquids.

Excess oxygen limited diffusion and precipitation of iron in amorphous silicon dioxide

NASA Astrophysics Data System (ADS)

Leveneur, J.; Langlois, M.; Kennedy, J.; Metson, James B.

2017-10-01

In micro- and nano- electronic device fabrication, and particularly 3D designs, the diffusion of a metal into sublayers during annealing needs to be minimized as it is usually detrimental to device performance. Diffusion also causes the formation and growth of nanoprecipitates in solid matrices. In this paper, the diffusion behavior of low energy, low fluence, ion implanted iron into a thermally grown silicon oxide layer on silicon is investigated. Different ion beam analysis and imaging techniques were used. Magnetization measurements were also undertaken to provide evidence of nanocrystalline ordering. While standard vacuum furnace annealing and electron beam annealing lead to fast diffusion of the implanted species towards the Si/SiO2 interface, we show that furnace annealing in an oxygen rich atmosphere prevents the diffusion of iron that, in turn, limits the growth of the nanoparticles. The diffusion and particle growth is also greatly reduced when oxygen atoms are implanted in the SiO2 prior to Fe implantation, effectively acting as a diffusion barrier. The excess oxygen is hypothesized to trap Fe atoms and reduce their mean free path during the diffusion. Monte-Carlo simulations of the diffusion process which consider the random walk of Fe, Fick's diffusion of O atoms, Fe precipitation, and desorption of the SiO2 layer under the electron beam annealing were performed. Simulation results for the three preparation conditions are found in good agreement with the experimental data.

Pólya number and first return of bursty random walk: Rigorous solutions

NASA Astrophysics Data System (ADS)

Wan, J.; Xu, X. P.

2012-03-01

The recurrence properties of random walks can be characterized by Pólya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we investigate Pólya number and first return for bursty random walk on a line, in which the walk has different step size and moving probabilities. Using the concept of the Catalan number, we obtain exact results for first return probability, the average first return time and Pólya number for the first time. We show that Pólya number displays two different functional behavior when the walk deviates from the recurrent point. By utilizing the Lagrange inversion formula, we interpret our findings by transferring Pólya number to the closed-form solutions of an inverse function. We also calculate Pólya number using another approach, which corroborates our results and conclusions. Finally, we consider the recurrence properties and Pólya number of two variations of the bursty random walk model.

Home-based walking during pregnancy affects mood and birth outcomes among sedentary women: A randomized controlled trial.

PubMed

Taniguchi, Chie; Sato, Chifumi

2016-10-01

We examined the effects of home-based walking on sedentary Japanese women's pregnancy outcomes and mood. A randomized controlled trial was conducted, involving 118 women aged 22-36 years. Participants were randomly assigned to walking intervention (n = 60) or control (n = 58) groups. The walking group was instructed to walk briskly for 30 min, three times weekly from 30 weeks' gestation until delivery. Both groups counted their daily steps using pedometers. Pregnancy and delivery outcomes were assessed, participants completed the Profile of Mood States, and we used the intention-to-treat principle. Groups showed no differences regarding pregnancy or delivery outcomes. The walking group exhibited decreased scores on the depression-dejection and confusion subscales of the Profile of Mood States. Five of the 54 women in the intervention group who remained in the study (9.2%) completed 100% of the prescribed walking program; 32 (59.3%) women completed 80% or more. Unsupervised walking improves sedentary pregnant women's mood, indicating that regular walking during pregnancy should be promoted in this group. © 2016 John Wiley & Sons Australia, Ltd.

Bounded fractional diffusion in geological media: Definition and Lagrangian approximation

NASA Astrophysics Data System (ADS)

Zhang, Yong; Green, Christopher T.; LaBolle, Eric M.; Neupauer, Roseanna M.; Sun, HongGuang

2016-11-01

Spatiotemporal fractional-derivative models (FDMs) have been increasingly used to simulate non-Fickian diffusion, but methods have not been available to define boundary conditions for FDMs in bounded domains. This study defines boundary conditions and then develops a Lagrangian solver to approximate bounded, one-dimensional fractional diffusion. Both the zero-value and nonzero-value Dirichlet, Neumann, and mixed Robin boundary conditions are defined, where the sign of Riemann-Liouville fractional derivative (capturing nonzero-value spatial-nonlocal boundary conditions with directional superdiffusion) remains consistent with the sign of the fractional-diffusive flux term in the FDMs. New Lagrangian schemes are then proposed to track solute particles moving in bounded domains, where the solutions are checked against analytical or Eulerian solutions available for simplified FDMs. Numerical experiments show that the particle-tracking algorithm for non-Fickian diffusion differs from Fickian diffusion in relocating the particle position around the reflective boundary, likely due to the nonlocal and nonsymmetric fractional diffusion. For a nonzero-value Neumann or Robin boundary, a source cell with a reflective face can be applied to define the release rate of random-walking particles at the specified flux boundary. Mathematical definitions of physically meaningful nonlocal boundaries combined with bounded Lagrangian solvers in this study may provide the only viable techniques at present to quantify the impact of boundaries on anomalous diffusion, expanding the applicability of FDMs from infinite domains to those with any size and boundary conditions.

Study of electron transport in a Hall thruster by axial–radial fully kinetic particle simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cho, Shinatora, E-mail: choh.shinatora@jaxa.jp; Kubota, Kenichi; Funaki, Ikkoh

2015-10-15

Electron transport across a magnetic field in a magnetic-layer-type Hall thruster was numerically investigated for the future predictive modeling of Hall thrusters. The discharge of a 1-kW-class magnetic-layer-type Hall thruster designed for high-specific-impulse operation was modeled using an r-z two-dimensional fully kinetic particle code with and without artificial electron-diffusion models. The thruster performance results showed that both electron transport models captured the experimental result within discrepancies less than 20% in thrust and discharge current for all the simulated operation conditions. The electron cross-field transport mechanism of the so-called anomalous diffusion was self-consistently observed in the simulation without artificial diffusion models;more » the effective electron mobility was two orders of magnitude higher than the value obtained using the classical diffusion theory. To account for the self-consistently observed anomalous transport, the oscillation of plasma properties was speculated. It was suggested that the enhanced random-walk diffusion due to the velocity oscillation of low-frequency electron flow could explain the observed anomalous diffusion within an order of magnitude. The dominant oscillation mode of the electron flow velocity was found to be 20 kHz, which was coupled to electrostatic oscillation excited by global ionization instability.« less

Contact Time in Random Walk and Random Waypoint: Dichotomy in Tail Distribution

NASA Astrophysics Data System (ADS)

Zhao, Chen; Sichitiu, Mihail L.

Contact time (or link duration) is a fundamental factor that affects performance in Mobile Ad Hoc Networks. Previous research on theoretical analysis of contact time distribution for random walk models (RW) assume that the contact events can be modeled as either consecutive random walks or direct traversals, which are two extreme cases of random walk, thus with two different conclusions. In this paper we conduct a comprehensive research on this topic in the hope of bridging the gap between the two extremes. The conclusions from the two extreme cases will result in a power-law or exponential tail in the contact time distribution, respectively. However, we show that the actual distribution will vary between the two extremes: a power-law-sub-exponential dichotomy, whose transition point depends on the average flight duration. Through simulation results we show that such conclusion also applies to random waypoint.

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).

Random Walk Quantum Clustering Algorithm Based on Space

NASA Astrophysics Data System (ADS)

Xiao, Shufen; Dong, Yumin; Ma, Hongyang

2018-01-01

In the random quantum walk, which is a quantum simulation of the classical walk, data points interacted when selecting the appropriate walk strategy by taking advantage of quantum-entanglement features; thus, the results obtained when the quantum walk is used are different from those when the classical walk is adopted. A new quantum walk clustering algorithm based on space is proposed by applying the quantum walk to clustering analysis. In this algorithm, data points are viewed as walking participants, and similar data points are clustered using the walk function in the pay-off matrix according to a certain rule. The walk process is simplified by implementing a space-combining rule. The proposed algorithm is validated by a simulation test and is proved superior to existing clustering algorithms, namely, Kmeans, PCA + Kmeans, and LDA-Km. The effects of some of the parameters in the proposed algorithm on its performance are also analyzed and discussed. Specific suggestions are provided.

Lévy/Anomalous Diffusion as a Mean-Field Theory for 3D Cloud Effects in SW-RT: Empirical Support, New Analytical Formulation, and Impact on Atmospheric Absorption

NASA Astrophysics Data System (ADS)

Pfeilsticker, K.; Davis, A.; Marshak, A.; Suszcynsky, D. M.; Buldryrev, S.; Barker, H.

2001-12-01

2-stream RT models, as used in all current GCMs, are mathematically equivalent to standard diffusion theory where the physical picture is a slow propagation of the diffuse radiation by Gaussian random walks. In other words, after the conventional van de Hulst rescaling by 1/(1-g) in R3 and also by (1-g) in t, solar photons follow convoluted fractal trajectories in the atmosphere. For instance, we know that transmitted light is typically scattered about (1-g)τ 2 times while reflected light is scattered on average about τ times, where τ is the optical depth of the column. The space/time spread of this diffusion process is described exactly by a Gaussian distribution; from the statistical physics viewpoint, this follows from the convergence of the sum of many (rescaled) steps between scattering events with a finite variance. This Gaussian picture follows from directly from first principles (the RT equation) under the assumptions of horizontal uniformity and large optical depth, i.e., there is a homogeneous plane-parallel cloud somewhere in the column. The first-order effect of 3D variability of cloudiness, the main source of scattering, is to perturb the distribution of single steps between scatterings which, modulo the '1-g' rescaling, can be assumed effectively isotropic. The most natural generalization of the Gaussian distribution is the 1-parameter family of symmetric Lévy-stable distributions because the sum of many zero-mean random variables with infinite variance, but finite moments of order q < α (0 < α < 2), converge to them. It has been shown on heuristic grounds that for these Lévy-based random walks the typical number of scatterings is now (1-g)τ α for transmitted light. The appearance of a non-rational exponent is why this is referred to as anomalous diffusion. Note that standard/Gaussian diffusion is retrieved in the limit α = 2-. Lévy transport theory has been successfully used in the statistical physics to investigate a wide variety of systems with strongly nonlinear dynamics; these applications range from random advection in turbulent fluids to the erratic behavior of financial time-series and, most recently, self-regulating ecological systems. We will briefly survey the state-of-the-art observations that offer compelling empirical support for the Lévy/anomalous diffusion model in atmospheric radiation: (1) high-resolution spectroscopy of differential absorption in the O2 A-band from ground; (2) temporal transient records of lightning strokes transmitted through clouds to a sensitive detector in space; and (3) the Gamma-distributions of optical depths derived from Landsat cloud scenes at 30-m resolution. We will then introduce a rigorous analytical formulation of anomalous transport through finite media based on fractional derivatives and Sonin calculus. A remarkable result from this new theoretical development is an extremal property of the α = 1+ case (divergent mean-free-path), as is observed in the cloudy atmosphere. Finally, we will discuss the implications of anomalous transport theory for bulk 3D effects on the current enhanced absorption problem as well as its role as the basis of a next-generation GCM RT parameterization.

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.

Surface flux transport simulations: Effect of inflows toward active regions and random velocities on the evolution of the Sun's large-scale magnetic field

NASA Astrophysics Data System (ADS)

Martin-Belda, D.; Cameron, R. H.

2016-02-01

Aims: We aim to determine the effect of converging flows on the evolution of a bipolar magnetic region (BMR), and to investigate the role of these inflows in the generation of poloidal flux. We also discuss whether the flux dispersal due to turbulent flows can be described as a diffusion process. Methods: We developed a simple surface flux transport model based on point-like magnetic concentrations. We tracked the tilt angle, the magnetic flux and the axial dipole moment of a BMR in simulations with and without inflows and compared the results. To test the diffusion approximation, simulations of random walk dispersal of magnetic features were compared against the predictions of the diffusion treatment. Results: We confirm the validity of the diffusion approximation to describe flux dispersal on large scales. We find that the inflows enhance flux cancellation, but at the same time affect the latitudinal separation of the polarities of the bipolar region. In most cases the latitudinal separation is limited by the inflows, resulting in a reduction of the axial dipole moment of the BMR. However, when the initial tilt angle of the BMR is small, the inflows produce an increase in latitudinal separation that leads to an increase in the axial dipole moment in spite of the enhanced flux destruction. This can give rise to a tilt of the BMR even when the BMR was originally aligned parallel to the equator.

Relation between random walks and quantum walks

NASA Astrophysics Data System (ADS)

Boettcher, Stefan; Falkner, Stefan; Portugal, Renato

2015-05-01

Based on studies of four specific networks, we conjecture a general relation between the walk dimensions dw of discrete-time random walks and quantum walks with the (self-inverse) Grover coin. In each case, we find that dw of the quantum walk takes on exactly half the value found for the classical random walk on the same geometry. Since walks on homogeneous lattices satisfy this relation trivially, our results for heterogeneous networks suggest that such a relation holds irrespective of whether translational invariance is maintained or not. To develop our results, we extend the renormalization-group analysis (RG) of the stochastic master equation to one with a unitary propagator. As in the classical case, the solution ρ (x ,t ) in space and time of this quantum-walk equation exhibits a scaling collapse for a variable xdw/t in the weak limit, which defines dw and illuminates fundamental aspects of the walk dynamics, e.g., its mean-square displacement. We confirm the collapse for ρ (x ,t ) in each case with extensive numerical simulation. The exact values for dw themselves demonstrate that RG is a powerful complementary approach to study the asymptotics of quantum walks that weak-limit theorems have not been able to access, such as for systems lacking translational symmetries beyond simple trees.

Self-avoiding walks on scale-free networks

NASA Astrophysics Data System (ADS)

Herrero, Carlos P.

2005-01-01

Several kinds of walks on complex networks are currently used to analyze search and navigation in different systems. Many analytical and computational results are known for random walks on such networks. Self-avoiding walks (SAW’s) are expected to be more suitable than unrestricted random walks to explore various kinds of real-life networks. Here we study long-range properties of random SAW’s on scale-free networks, characterized by a degree distribution P (k) ˜ k-γ . In the limit of large networks (system size N→∞ ), the average number sn of SAW’s starting from a generic site increases as μn , with μ= < k2 > / -1 . For finite N , sn is reduced due to the presence of loops in the network, which causes the emergence of attrition of the paths. For kinetic growth walks, the average maximum length increases as a power of the system size: ˜ Nα , with an exponent α increasing as the parameter γ is raised. We discuss the dependence of α on the minimum allowed degree in the network. A similar power-law dependence is found for the mean self-intersection length of nonreversal random walks. Simulation results support our approximate analytical calculations.

Two-Dimensional Anisotropic Random Walks: Fixed Versus Random Column Configurations for Transport Phenomena

NASA Astrophysics Data System (ADS)

Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Révész, Pál

2018-04-01

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721-730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891-918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á la Heyde (J Stat Phys 27:721-730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891-918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.

Two-Dimensional Anisotropic Random Walks: Fixed Versus Random Column Configurations for Transport Phenomena

NASA Astrophysics Data System (ADS)

Csáki, Endre; Csörgő, Miklós; Földes, Antónia; Révész, Pál

2018-06-01

We consider random walks on the square lattice of the plane along the lines of Heyde (J Stat Phys 27:721-730, 1982, Stochastic processes, Springer, New York, 1993) and den Hollander (J Stat Phys 75:891-918, 1994), whose studies have in part been inspired by the so-called transport phenomena of statistical physics. Two-dimensional anisotropic random walks with anisotropic density conditions á la Heyde (J Stat Phys 27:721-730, 1982, Stochastic processes, Springer, New York, 1993) yield fixed column configurations and nearest-neighbour random walks in a random environment on the square lattice of the plane as in den Hollander (J Stat Phys 75:891-918, 1994) result in random column configurations. In both cases we conclude simultaneous weak Donsker and strong Strassen type invariance principles in terms of appropriately constructed anisotropic Brownian motions on the plane, with self-contained proofs in both cases. The style of presentation throughout will be that of a semi-expository survey of related results in a historical context.

Origins and applications of the Montroll-Weiss continuous time random walk

NASA Astrophysics Data System (ADS)

Shlesinger, Michael F.

2017-05-01

The Continuous Time Random Walk (CTRW) was introduced by Montroll and Weiss in 1965 in a purely mathematical paper. Its antecedents and later applications beginning in 1973 are discussed, especially for the case of fractal time where the mean waiting time between jumps is infinite. Contribution to the Topical Issue: "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Effects of various boundary conditions on the response of Poisson-Nernst-Planck impedance spectroscopy analysis models and comparison with a continuous-time random-walk model.

PubMed

Macdonald, J Ross

2011-11-24

Various electrode reaction rate boundary conditions suitable for mean-field Poisson-Nernst-Planck (PNP) mobile charge frequency response continuum models are defined and incorporated in the resulting Chang-Jaffe (CJ) CJPNP model, the ohmic OHPNP one, and a simplified GPNP one in order to generalize from full to partial blocking of mobile charges at the two plane parallel electrodes. Model responses using exact synthetic PNP data involving only mobile negative charges are discussed and compared for a wide range of CJ dimensionless reaction rate values. The CJPNP and OHPNP ones are shown to be fully equivalent, except possibly for the analysis of nanomaterial structures. The dielectric strengths associated with the CJPNP diffuse double layers at the electrodes were found to decrease toward 0 as the reaction rate increased, consistent with fewer blocked charges and more reacting ones. Parameter estimates from GPNP fits of CJPNP data were shown to lead to accurate calculated values of the CJ reaction rate and of some other CJPNP parameters. Best fits of CaCu(3)Ti(4)O(12) (CCTO) single-crystal data, an electronic conductor, at 80 and 140 K, required the anomalous diffusion model, CJPNPA, and led to medium-size rate estimates of about 0.12 and 0.03, respectively, as well as good estimates of the values of other important CJPNPA parameters such as the independently verified concentration of neutral dissociable centers. These continuum-fit results were found to be only somewhat comparable to those obtained from a composite continuous-time random-walk hopping/trapping semiuniversal UN model.

Simulated Tempering Distributed Replica Sampling, Virtual Replica Exchange, and Other Generalized-Ensemble Methods for Conformational Sampling.

PubMed

Rauscher, Sarah; Neale, Chris; Pomès, Régis

2009-10-13

Generalized-ensemble algorithms in temperature space have become popular tools to enhance conformational sampling in biomolecular simulations. A random walk in temperature leads to a corresponding random walk in potential energy, which can be used to cross over energetic barriers and overcome the problem of quasi-nonergodicity. In this paper, we introduce two novel methods: simulated tempering distributed replica sampling (STDR) and virtual replica exchange (VREX). These methods are designed to address the practical issues inherent in the replica exchange (RE), simulated tempering (ST), and serial replica exchange (SREM) algorithms. RE requires a large, dedicated, and homogeneous cluster of CPUs to function efficiently when applied to complex systems. ST and SREM both have the drawback of requiring extensive initial simulations, possibly adaptive, for the calculation of weight factors or potential energy distribution functions. STDR and VREX alleviate the need for lengthy initial simulations, and for synchronization and extensive communication between replicas. Both methods are therefore suitable for distributed or heterogeneous computing platforms. We perform an objective comparison of all five algorithms in terms of both implementation issues and sampling efficiency. We use disordered peptides in explicit water as test systems, for a total simulation time of over 42 μs. Efficiency is defined in terms of both structural convergence and temperature diffusion, and we show that these definitions of efficiency are in fact correlated. Importantly, we find that ST-based methods exhibit faster temperature diffusion and correspondingly faster convergence of structural properties compared to RE-based methods. Within the RE-based methods, VREX is superior to both SREM and RE. On the basis of our observations, we conclude that ST is ideal for simple systems, while STDR is well-suited for complex systems.

Bounded fractional diffusion in geological media: Definition and Lagrangian approximation

USGS Publications Warehouse

Zhang, Yong; Green, Christopher T.; LaBolle, Eric M.; Neupauer, Roseanna M.; Sun, HongGuang

2016-01-01

Spatiotemporal Fractional-Derivative Models (FDMs) have been increasingly used to simulate non-Fickian diffusion, but methods have not been available to define boundary conditions for FDMs in bounded domains. This study defines boundary conditions and then develops a Lagrangian solver to approximate bounded, one-dimensional fractional diffusion. Both the zero-value and non-zero-value Dirichlet, Neumann, and mixed Robin boundary conditions are defined, where the sign of Riemann-Liouville fractional derivative (capturing non-zero-value spatial-nonlocal boundary conditions with directional super-diffusion) remains consistent with the sign of the fractional-diffusive flux term in the FDMs. New Lagrangian schemes are then proposed to track solute particles moving in bounded domains, where the solutions are checked against analytical or Eularian solutions available for simplified FDMs. Numerical experiments show that the particle-tracking algorithm for non-Fickian diffusion differs from Fickian diffusion in relocating the particle position around the reflective boundary, likely due to the non-local and non-symmetric fractional diffusion. For a non-zero-value Neumann or Robin boundary, a source cell with a reflective face can be applied to define the release rate of random-walking particles at the specified flux boundary. Mathematical definitions of physically meaningful nonlocal boundaries combined with bounded Lagrangian solvers in this study may provide the only viable techniques at present to quantify the impact of boundaries on anomalous diffusion, expanding the applicability of FDMs from infinite do mains to those with any size and boundary conditions.

Random walks with shape prior for cochlea segmentation in ex vivo μCT.

PubMed

Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Piella, Gemma; Ceresa, Mario; González Ballester, Miguel Angel

2016-09-01

Cochlear implantation is a safe and effective surgical procedure to restore hearing in deaf patients. However, the level of restoration achieved may vary due to differences in anatomy, implant type and surgical access. In order to reduce the variability of the surgical outcomes, we previously proposed the use of a high-resolution model built from [Formula: see text] images and then adapted to patient-specific clinical CT scans. As the accuracy of the model is dependent on the precision of the original segmentation, it is extremely important to have accurate [Formula: see text] segmentation algorithms. We propose a new framework for cochlea segmentation in ex vivo [Formula: see text] images using random walks where a distance-based shape prior is combined with a region term estimated by a Gaussian mixture model. The prior is also weighted by a confidence map to adjust its influence according to the strength of the image contour. Random walks is performed iteratively, and the prior mask is aligned in every iteration. We tested the proposed approach in ten [Formula: see text] data sets and compared it with other random walks-based segmentation techniques such as guided random walks (Eslami et al. in Med Image Anal 17(2):236-253, 2013) and constrained random walks (Li et al. in Advances in image and video technology. Springer, Berlin, pp 215-226, 2012). Our approach demonstrated higher accuracy results due to the probability density model constituted by the region term and shape prior information weighed by a confidence map. The weighted combination of the distance-based shape prior with a region term into random walks provides accurate segmentations of the cochlea. The experiments suggest that the proposed approach is robust for cochlea segmentation.

Random walks with long-range steps generated by functions of Laplacian matrices

NASA Astrophysics Data System (ADS)

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

2018-04-01

In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information in the Laplacian matrix, that describes the connections of a network, to a dynamic determined by functions of this matrix. The resulting processes are non-local allowing transitions of the random walker from one node to nodes beyond its nearest neighbors. We find that only two types of Laplacian functions are admissible with distinct behaviors for long-range steps in the infinite network limit: type (i) functions generate Brownian motions, type (ii) functions Lévy flights. For this asymptotic long-range step behavior only the lowest non-vanishing order of the Laplacian function is relevant, namely first order for type (i), and fractional order for type (ii) functions. In the first part, we discuss spectral properties of the Laplacian matrix and a series of relations that are maintained by a particular type of functions that allow to define random walks on any type of undirected connected networks. Once described general properties, we explore characteristics of random walk strategies that emerge from particular cases with functions defined in terms of exponentials, logarithms and powers of the Laplacian as well as relations of these dynamics with non-local strategies like Lévy flights and fractional transport. Finally, we analyze the global capacity of these random walk strategies to explore networks like lattices and trees and different types of random and complex networks.

Estimating rate uncertainty with maximum likelihood: differences between power-law and flicker–random-walk models

USGS Publications Warehouse

Langbein, John O.

2012-01-01

Recent studies have documented that global positioning system (GPS) time series of position estimates have temporal correlations which have been modeled as a combination of power-law and white noise processes. When estimating quantities such as a constant rate from GPS time series data, the estimated uncertainties on these quantities are more realistic when using a noise model that includes temporal correlations than simply assuming temporally uncorrelated noise. However, the choice of the specific representation of correlated noise can affect the estimate of uncertainty. For many GPS time series, the background noise can be represented by either: (1) a sum of flicker and random-walk noise or, (2) as a power-law noise model that represents an average of the flicker and random-walk noise. For instance, if the underlying noise model is a combination of flicker and random-walk noise, then incorrectly choosing the power-law model could underestimate the rate uncertainty by a factor of two. Distinguishing between the two alternate noise models is difficult since the flicker component can dominate the assessment of the noise properties because it is spread over a significant portion of the measurable frequency band. But, although not necessarily detectable, the random-walk component can be a major constituent of the estimated rate uncertainty. None the less, it is possible to determine the upper bound on the random-walk noise.

Sunspot random walk and 22-year variation

USGS Publications Warehouse

Love, Jeffrey J.; Rigler, E. Joshua

2012-01-01

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

Anomalous transport and stochastic processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balescu, R.

1996-03-01

The relation between kinetic transport theory and theory of stochastic processes is reviewed. The Langevin equation formalism provides important, but rather limited information about diffusive processes. A quite promising new approach to modeling complex situations, such as transport in incompletely destroyed magnetic surfaces, is provided by the theory of Continuous Time Random Walks (CTRW), which is presented in some detail. An academic test problem is discussed in great detail: transport of particles in a fluctuating magnetic field, in the limit of infinite perpendicular correlation length. The well-known subdiffusive behavior of the Mean Square Displacement (MSD), proportional to t{sup 1/2}, ismore » recovered by a CTRW, but the complete density profile is not. However, the quasilinear approximation of the kinetic equation has the form of a non-Markovian diffusion equation and can thus be generated by a CTRW. 16 refs., 3 figs.« less

Tempered fractional calculus

NASA Astrophysics Data System (ADS)

Sabzikar, Farzad; Meerschaert, Mark M.; Chen, Jinghua

2015-07-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

TEMPERED FRACTIONAL CALCULUS.

PubMed

Meerschaert, Mark M; Sabzikar, Farzad; Chen, Jinghua

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.

TEMPERED FRACTIONAL CALCULUS

PubMed Central

MEERSCHAERT, MARK M.; SABZIKAR, FARZAD; CHEN, JINGHUA

2014-01-01

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a tempered fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series. PMID:26085690

Tempered fractional calculus

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sabzikar, Farzad, E-mail: sabzika2@stt.msu.edu; Meerschaert, Mark M., E-mail: mcubed@stt.msu.edu; Chen, Jinghua, E-mail: cjhdzdz@163.com

2015-07-15

Fractional derivatives and integrals are convolutions with a power law. Multiplying by an exponential factor leads to tempered fractional derivatives and integrals. Tempered fractional diffusion equations, where the usual second derivative in space is replaced by a tempered fractional derivative, govern the limits of random walk models with an exponentially tempered power law jump distribution. The limiting tempered stable probability densities exhibit semi-heavy tails, which are commonly observed in finance. Tempered power law waiting times lead to tempered fractional time derivatives, which have proven useful in geophysics. The tempered fractional derivative or integral of a Brownian motion, called a temperedmore » fractional Brownian motion, can exhibit semi-long range dependence. The increments of this process, called tempered fractional Gaussian noise, provide a useful new stochastic model for wind speed data. A tempered fractional difference forms the basis for numerical methods to solve tempered fractional diffusion equations, and it also provides a useful new correlation model in time series.« less

From stochastic processes to numerical methods: A new scheme for solving reaction subdiffusion fractional partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au

We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less

Short-term and practice effects of metronome pacing in Parkinson's disease patients with gait freezing while in the 'on' state: randomized single blind evaluation.

PubMed

Cubo, Esther; Leurgans, Sue; Goetz, Christopher G

2004-12-01

In a randomized single blind parallel study, we tested the efficacy of an auditory metronome on walking speed and freezing in Parkinson's disease (PD) patients with freezing gait impairment during their 'on' function. No pharmacological treatment is effective in managing 'on' freezing in PD. Like visual cues that can help overcome freezing, rhythmic auditory pacing may provide cues that help normalize walking pace and overcome freezing. Non-demented PD patients with freezing during their 'on' state walked under two conditions, in randomized order: unassisted walking and walking with the use of an audiocassette with a metronome recording. The walking trials were randomized and gait variables were rated from videotapes by a blinded evaluator. Outcome measures were total walking time (total trial time-total freezing time), which was considered the time over a course of specified length, freezing time, average freeze duration and number of freezes. All outcomes were averaged across trials for each person and then compared across conditions using Signed Rank tests. Twelve non-demented PD patients with a mean age of 65.8 +/- 11.2 years, and mean PD duration of 12.4 +/- 7.3 years were included. The use of the metronome slowed ambulation and increased the total walking time (P < 0.0005) only during the first visit, without affecting any freezing variable. In the nine patients who took the metronome recording home and used it daily for 1 week while walking, freezing remained unimproved. Though advocated in prior publications as a walking aid for PD patients, auditory metronome pacing slows walking and is not a beneficial intervention for freezing during their 'on' periods.

A randomized controlled trial to evaluate the feasibility of the Wii Fit for improving walking in older adults with lower limb amputation.

PubMed

Imam, Bita; Miller, William C; Finlayson, Heather; Eng, Janice J; Jarus, Tal

2017-01-01

To assess the feasibility of Wii.n.Walk for improving walking capacity in older adults with lower limb amputation. A parallel, evaluator-blind randomized controlled feasibility trial. Community-living. Individuals who were ⩾50 years old with a unilateral lower limb amputation. Wii.n.Walk consisted of Wii Fit training, 3x/week (40 minute sessions), for 4 weeks. Training started in the clinic in groups of 3 and graduated to unsupervised home training. Control group were trained using cognitive games. Feasibility indicators: trial process (recruitment, retention, participants' perceived benefit from the Wii.n.Walk intervention measured by exit questionnaire), resources (adherence), management (participant processing, blinding), and treatment (adverse event, and Cohen's d effect size and variance). Primary clinical outcome: walking capacity measured using the 2 Minute Walk Test at baseline, end of treatment, and 3-week retention. Of 28 randomized participants, 24 completed the trial (12/arm). Median (range) age was 62.0 (50-78) years. Mean (SD) score for perceived benefit from the Wii.n.Walk intervention was 38.9/45 (6.8). Adherence was 83.4%. The effect sizes for the 2 Minute Walk Test were 0.5 (end of treatment) and 0.6 (3-week retention) based on intention to treat with imputed data; and 0.9 (end of treatment) and 1.2 (3-week retention) based on per protocol analysis. The required sample size for a future larger RCT was deemed to be 72 (36 per arm). The results suggested the feasibility of the Wii.n.Walk with a medium effect size for improving walking capacity. Future larger randomized controlled trials investigating efficacy are warranted.

In the eye of the beholder: Inhomogeneous distribution of high-resolution shapes within the random-walk ensemble

NASA Astrophysics Data System (ADS)

Müller, Christian L.; Sbalzarini, Ivo F.; van Gunsteren, Wilfred F.; Žagrović, Bojan; Hünenberger, Philippe H.

2009-06-01

The concept of high-resolution shapes (also referred to as folds or states, depending on the context) of a polymer chain plays a central role in polymer science, structural biology, bioinformatics, and biopolymer dynamics. However, although the idea of shape is intuitively very useful, there is no unambiguous mathematical definition for this concept. In the present work, the distributions of high-resolution shapes within the ideal random-walk ensembles with N =3,…,6 beads (or up to N =10 for some properties) are investigated using a systematic (grid-based) approach based on a simple working definition of shapes relying on the root-mean-square atomic positional deviation as a metric (i.e., to define the distance between pairs of structures) and a single cutoff criterion for the shape assignment. Although the random-walk ensemble appears to represent the paramount of homogeneity and randomness, this analysis reveals that the distribution of shapes within this ensemble, i.e., in the total absence of interatomic interactions characteristic of a specific polymer (beyond the generic connectivity constraint), is significantly inhomogeneous. In particular, a specific (densest) shape occurs with a local probability that is 1.28, 1.79, 2.94, and 10.05 times (N =3,…,6) higher than the corresponding average over all possible shapes (these results can tentatively be extrapolated to a factor as large as about 1028 for N =100). The qualitative results of this analysis lead to a few rather counterintuitive suggestions, namely, that, e.g., (i) a fold classification analysis applied to the random-walk ensemble would lead to the identification of random-walk "folds;" (ii) a clustering analysis applied to the random-walk ensemble would also lead to the identification random-walk "states" and associated relative free energies; and (iii) a random-walk ensemble of polymer chains could lead to well-defined diffraction patterns in hypothetical fiber or crystal diffraction experiments. The inhomogeneous nature of the shape probability distribution identified here for random walks may represent a significant underlying baseline effect in the analysis of real polymer chain ensembles (i.e., in the presence of specific interatomic interactions). As a consequence, a part of what is called a polymer shape may actually reside just "in the eye of the beholder" rather than in the nature of the interactions between the constituting atoms, and the corresponding observation-related bias should be taken into account when drawing conclusions from shape analyses as applied to real structural ensembles.

In the eye of the beholder: Inhomogeneous distribution of high-resolution shapes within the random-walk ensemble.

PubMed

Müller, Christian L; Sbalzarini, Ivo F; van Gunsteren, Wilfred F; Zagrović, Bojan; Hünenberger, Philippe H

2009-06-07

The concept of high-resolution shapes (also referred to as folds or states, depending on the context) of a polymer chain plays a central role in polymer science, structural biology, bioinformatics, and biopolymer dynamics. However, although the idea of shape is intuitively very useful, there is no unambiguous mathematical definition for this concept. In the present work, the distributions of high-resolution shapes within the ideal random-walk ensembles with N=3,...,6 beads (or up to N=10 for some properties) are investigated using a systematic (grid-based) approach based on a simple working definition of shapes relying on the root-mean-square atomic positional deviation as a metric (i.e., to define the distance between pairs of structures) and a single cutoff criterion for the shape assignment. Although the random-walk ensemble appears to represent the paramount of homogeneity and randomness, this analysis reveals that the distribution of shapes within this ensemble, i.e., in the total absence of interatomic interactions characteristic of a specific polymer (beyond the generic connectivity constraint), is significantly inhomogeneous. In particular, a specific (densest) shape occurs with a local probability that is 1.28, 1.79, 2.94, and 10.05 times (N=3,...,6) higher than the corresponding average over all possible shapes (these results can tentatively be extrapolated to a factor as large as about 10(28) for N=100). The qualitative results of this analysis lead to a few rather counterintuitive suggestions, namely, that, e.g., (i) a fold classification analysis applied to the random-walk ensemble would lead to the identification of random-walk "folds;" (ii) a clustering analysis applied to the random-walk ensemble would also lead to the identification random-walk "states" and associated relative free energies; and (iii) a random-walk ensemble of polymer chains could lead to well-defined diffraction patterns in hypothetical fiber or crystal diffraction experiments. The inhomogeneous nature of the shape probability distribution identified here for random walks may represent a significant underlying baseline effect in the analysis of real polymer chain ensembles (i.e., in the presence of specific interatomic interactions). As a consequence, a part of what is called a polymer shape may actually reside just "in the eye of the beholder" rather than in the nature of the interactions between the constituting atoms, and the corresponding observation-related bias should be taken into account when drawing conclusions from shape analyses as applied to real structural ensembles.

Anomalous subdiffusion in fluorescence photobleaching recovery: a Monte Carlo study.

PubMed Central

Saxton, M J

2001-01-01

Anomalous subdiffusion is hindered diffusion in which the mean-square displacement of a diffusing particle is proportional to some power of time less than one. Anomalous subdiffusion has been observed for a variety of lipids and proteins in the plasma membranes of a variety of cells. Fluorescence photobleaching recovery experiments with anomalous subdiffusion are simulated to see how to analyze the data. It is useful to fit the recovery curve with both the usual recovery equation and the anomalous one, and to judge the goodness of fit on log-log plots. The simulations show that the simplest approximate treatment of anomalous subdiffusion usually gives good results. Three models of anomalous subdiffusion are considered: obstruction, fractional Brownian motion, and the continuous-time random walk. The models differ significantly in their behavior at short times and in their noise level. For obstructed diffusion the approach to the percolation threshold is marked by a large increase in noise, a broadening of the distribution of diffusion coefficients and anomalous subdiffusion exponents, and the expected abrupt decrease in the mobile fraction. The extreme fluctuations in the recovery curves at and near the percolation threshold result from extreme fluctuations in the geometry of the percolation cluster. PMID:11566793

Generalized Riemann hypothesis and stochastic time series

NASA Astrophysics Data System (ADS)

Mussardo, Giuseppe; LeClair, André

2018-06-01

Using the Dirichlet theorem on the equidistribution of residue classes modulo q and the Lemke Oliver–Soundararajan conjecture on the distribution of pairs of residues on consecutive primes, we show that the domain of convergence of the infinite product of Dirichlet L-functions of non-principal characters can be extended from down to , without encountering any zeros before reaching this critical line. The possibility of doing so can be traced back to a universal diffusive random walk behavior of a series C N over the primes which underlies the convergence of the infinite product of the Dirichlet functions. The series C N presents several aspects in common with stochastic time series and its control requires to address a problem similar to the single Brownian trajectory problem in statistical mechanics. In the case of the Dirichlet functions of non principal characters, we show that this problem can be solved in terms of a self-averaging procedure based on an ensemble of block variables computed on extended intervals of primes. Those intervals, called inertial intervals, ensure the ergodicity and stationarity of the time series underlying the quantity C N . The infinity of primes also ensures the absence of rare events which would have been responsible for a different scaling behavior than the universal law of the random walks.

Occupation times and ergodicity breaking in biased continuous time random walks

NASA Astrophysics Data System (ADS)

Bel, Golan; Barkai, Eli

2005-12-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.

Modeling intragranular diffusion in low-connectivity granular media

NASA Astrophysics Data System (ADS)

Ewing, Robert P.; Liu, Chongxuan; Hu, Qinhong

2012-03-01

Characterizing the diffusive exchange of solutes between bulk water in an aquifer and water in the intragranular pores of the solid phase is still challenging despite decades of study. Many disparities between observation and theory could be attributed to low connectivity of the intragranular pores. The presence of low connectivity indicates that a useful conceptual framework is percolation theory. The present study was initiated to develop a percolation-based finite difference (FD) model, and to test it rigorously against both random walk (RW) simulations of diffusion starting from nonequilibrium, and data on Borden sand published by Ball and Roberts (1991a,b) and subsequently reanalyzed by Haggerty and Gorelick (1995) using a multirate mass transfer (MRMT) approach. The percolation-theoretical model is simple and readily incorporated into existing FD models. The FD model closely matches the RW results using only a single fitting parameter, across a wide range of pore connectivities. Simulation of the Borden sand experiment without pore connectivity effects reproduced the MRMT analysis, but including low pore connectivity effects improved the fit. Overall, the theory and simulation results show that low intragranular pore connectivity can produce diffusive behavior that appears as if the solute had undergone slow sorption, despite the absence of any sorption process, thereby explaining some hitherto confusing aspects of intragranular diffusion.

Generalized fractional diffusion equations for subdiffusion in arbitrarily growing domains

NASA Astrophysics Data System (ADS)

Angstmann, C. N.; Henry, B. I.; McGann, A. V.

2017-10-01

The ubiquity of subdiffusive transport in physical and biological systems has led to intensive efforts to provide robust theoretical models for this phenomena. These models often involve fractional derivatives. The important physical extension of this work to processes occurring in growing materials has proven highly nontrivial. Here we derive evolution equations for modeling subdiffusive transport in a growing medium. The derivation is based on a continuous-time random walk. The concise formulation of these evolution equations requires the introduction of a new, comoving, fractional derivative. The implementation of the evolution equation is illustrated with a simple model of subdiffusing proteins in a growing membrane.

Sensorimotor-Conceptual Integration in Free Walking Enhances Divergent Thinking for Young and Older Adults

PubMed Central

Kuo, Chun-Yu; Yeh, Yei-Yu

2016-01-01

Prior research has shown that free walking can enhance creative thinking. Nevertheless, it remains unclear whether bidirectional body-mind links are essential for the positive effect of free walking on creative thinking. Moreover, it is unknown whether the positive effect can be generalized to older adults. In Experiment 1, we replicated previous findings with two additional groups of young participants. Participants in the rectangular-walking condition walked along a rectangular path while generating unusual uses for chopsticks. Participants in the free-walking group walked freely as they wished, and participants in the free-generation condition generated unconstrained free paths while the participants in the random-experienced condition walked those paths. Only the free-walking group showed better performance in fluency, flexibility, and originality. In Experiment 2, two groups of older adults were randomly assigned to the free-walking and rectangular-walking conditions. The free-walking group showed better performance than the rectangular-walking group. Moreover, older adults in the free-walking group outperformed young adults in the rectangular-walking group in originality and performed comparably in fluency and flexibility. Bidirectional links between proprioceptive-motor kinematics and metaphorical abstract concepts can enhance divergent thinking for both young and older adults. PMID:27790178

Random Walks in a One-Dimensional Lévy Random Environment

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Universal principles governing multiple random searchers on complex networks: The logarithmic growth pattern and the harmonic law

NASA Astrophysics Data System (ADS)

Weng, Tongfeng; Zhang, Jie; Small, Michael; Harandizadeh, Bahareh; Hui, Pan

2018-03-01

We propose a unified framework to evaluate and quantify the search time of multiple random searchers traversing independently and concurrently on complex networks. We find that the intriguing behaviors of multiple random searchers are governed by two basic principles—the logarithmic growth pattern and the harmonic law. Specifically, the logarithmic growth pattern characterizes how the search time increases with the number of targets, while the harmonic law explores how the search time of multiple random searchers varies relative to that needed by individual searchers. Numerical and theoretical results demonstrate these two universal principles established across a broad range of random search processes, including generic random walks, maximal entropy random walks, intermittent strategies, and persistent random walks. Our results reveal two fundamental principles governing the search time of multiple random searchers, which are expected to facilitate investigation of diverse dynamical processes like synchronization and spreading.

Stochastic interpretation of the advection-diffusion equation and its relevance to bed load transport

NASA Astrophysics Data System (ADS)

Ancey, C.; Bohorquez, P.; Heyman, J.

2015-12-01

The advection-diffusion equation is one of the most widespread equations in physics. It arises quite often in the context of sediment transport, e.g., for describing time and space variations in the particle activity (the solid volume of particles in motion per unit streambed area). Phenomenological laws are usually sufficient to derive this equation and interpret its terms. Stochastic models can also be used to derive it, with the significant advantage that they provide information on the statistical properties of particle activity. These models are quite useful when sediment transport exhibits large fluctuations (typically at low transport rates), making the measurement of mean values difficult. Among these stochastic models, the most common approach consists of random walk models. For instance, they have been used to model the random displacement of tracers in rivers. Here we explore an alternative approach, which involves monitoring the evolution of the number of particles moving within an array of cells of finite length. Birth-death Markov processes are well suited to this objective. While the topic has been explored in detail for diffusion-reaction systems, the treatment of advection has received no attention. We therefore look into the possibility of deriving the advection-diffusion equation (with a source term) within the framework of birth-death Markov processes. We show that in the continuum limit (when the cell size becomes vanishingly small), we can derive an advection-diffusion equation for particle activity. Yet while this derivation is formally valid in the continuum limit, it runs into difficulty in practical applications involving cells or meshes of finite length. Indeed, within our stochastic framework, particle advection produces nonlocal effects, which are more or less significant depending on the cell size and particle velocity. Albeit nonlocal, these effects look like (local) diffusion and add to the intrinsic particle diffusion (dispersal due to velocity fluctuations), with the important consequence that local measurements depend on both the intrinsic properties of particle displacement and the dimensions of the measurement system.

Random Walk Analysis of the Effect of Mechanical Degradation on All-Solid-State Battery Power

DOE PAGES

Bucci, Giovanna; Swamy, Tushar; Chiang, Yet-Ming; ...

2017-09-06

Mechanical and electrochemical phenomena are coupled in defining the battery reliability, particularly for solid-state batteries. Micro-cracks act as barriers to Li-ion diffusion in the electrolyte, increasing the average electrode’s tortuosity. In our previous work, we showed that solid electrolytes are likely to suffer from mechanical degradation if their fracture energy is lower than 4 J m -2 [G. Bucci, T. Swamy, Y.-M. Chiang, and W. C. Carter, J. Mater. Chem. A (2017)]. Here we study the effect of electrolyte micro-cracking on the effective conductivity of composite electrodes. Via random analyzes, we predict the average diffusivity of lithium in a solid-statemore » electrode to decrease linearly with the extension of mechanical degradation. Furthermore, the statistical distribution of first passage times indicates that the microstructure becomes more and more heterogeneous as damage progresses. In addition to power and capacity loss, a non-uniform increase of the electrode tortuosity can lead to heterogeneous lithiation and further stress localization. Finally, the understanding of these phenomena at the mesoscale is essential to the implementation of safe high-energy solid-state batteries.« less

Random Walk Analysis of the Effect of Mechanical Degradation on All-Solid-State Battery Power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bucci, Giovanna; Swamy, Tushar; Chiang, Yet-Ming

Mechanical and electrochemical phenomena are coupled in defining the battery reliability, particularly for solid-state batteries. Micro-cracks act as barriers to Li-ion diffusion in the electrolyte, increasing the average electrode’s tortuosity. In our previous work, we showed that solid electrolytes are likely to suffer from mechanical degradation if their fracture energy is lower than 4 J m -2 [G. Bucci, T. Swamy, Y.-M. Chiang, and W. C. Carter, J. Mater. Chem. A (2017)]. Here we study the effect of electrolyte micro-cracking on the effective conductivity of composite electrodes. Via random analyzes, we predict the average diffusivity of lithium in a solid-statemore » electrode to decrease linearly with the extension of mechanical degradation. Furthermore, the statistical distribution of first passage times indicates that the microstructure becomes more and more heterogeneous as damage progresses. In addition to power and capacity loss, a non-uniform increase of the electrode tortuosity can lead to heterogeneous lithiation and further stress localization. Finally, the understanding of these phenomena at the mesoscale is essential to the implementation of safe high-energy solid-state batteries.« less

Meaningful interpretation of subdiffusive measurements in living cells (crowded environment) by fluorescence fluctuation microscopy.

PubMed

Baumann, Gerd; Place, Robert F; Földes-Papp, Zeno

2010-08-01

In living cell or its nucleus, the motions of molecules are complicated due to the large crowding and expected heterogeneity of the intracellular environment. Randomness in cellular systems can be either spatial (anomalous) or temporal (heterogeneous). In order to separate both processes, we introduce anomalous random walks on fractals that represented crowded environments. We report the use of numerical simulation and experimental data of single-molecule detection by fluorescence fluctuation microscopy for detecting resolution limits of different mobile fractions in crowded environment of living cells. We simulate the time scale behavior of diffusion times tau(D)(tau) for one component, e.g. the fast mobile fraction, and a second component, e.g. the slow mobile fraction. The less the anomalous exponent alpha the higher the geometric crowding of the underlying structure of motion that is quantified by the ratio of the Hausdorff dimension and the walk exponent d(f)/d(w) and specific for the type of crowding generator used. The simulated diffusion time decreases for smaller values of alpha # 1 but increases for a larger time scale tau at a given value of alpha # 1. The effect of translational anomalous motion is substantially greater if alpha differs much from 1. An alpha value close to 1 contributes little to the time dependence of subdiffusive motions. Thus, quantitative determination of molecular weights from measured diffusion times and apparent diffusion coefficients, respectively, in temporal auto- and crosscorrelation analyses and from time-dependent fluorescence imaging data are difficult to interpret and biased in crowded environments of living cells and their cellular compartments; anomalous dynamics on different time scales tau must be coupled with the quantitative analysis of how experimental parameters change with predictions from simulated subdiffusive dynamics of molecular motions and mechanistic models. We first demonstrate that the crowding exponent alpha also determines the resolution of differences in diffusion times between two components in addition to photophysical parameters well-known for normal motion in dilute solution. The resolution limit between two different kinds of single molecule species is also analyzed under translational anomalous motion with broken ergodicity. We apply our theoretical predictions of diffusion times and lower limits for the time resolution of two components to fluorescence images in human prostate cancer cells transfected with GFP-Ago2 and GFP-Ago1. In order to mimic heterogeneous behavior in crowded environments of living cells, we need to introduce so-called continuous time random walks (CTRW). CTRWs were originally performed on regular lattice. This purely stochastic molecule behavior leads to subdiffusive motion with broken ergodicity in our simulations. For the first time, we are able to quantitatively differentiate between anomalous motion without broken ergodicity and anomalous motion with broken ergodicity in time-dependent fluorescence microscopy data sets of living cells. Since the experimental conditions to measure a selfsame molecule over an extended period of time, at which biology is taken place, in living cells or even in dilute solution are very restrictive, we need to perform the time average over a subpopulation of different single molecules of the same kind. For time averages over subpopulations of single molecules, the temporal auto- and crosscorrelation functions are first found. Knowing the crowding parameter alpha for the cell type and cellular compartment type, respectively, the heterogeneous parameter gamma can be obtained from the measurements in the presence of the interacting reaction partner, e.g. ligand, with the same alpha value. The product alpha x gamma = gamma is not a simple fitting parameter in the temporal auto- and two-color crosscorrelation functions because it is related to the proper physical models of anomalous (spatial) and heterogeneous (temporal) randomness in cellular systems.We have already derived an analytical solution gamma for in the special case of gamma = 3/2. In the case of two-color crosscorrelation or/and two-color fluorescence imaging (co-localization experiments), the second component is also a two-color species gr, for example a different molecular complex with an additional ligand. Here, we first show that plausible biological mechanisms from FCS/ FCCS and fluorescence imaging in living cells are highly questionable without proper quantitative physical models of subdiffusive motion and temporal randomness. At best, such quantitative FCS/ FCCS and fluorescence imaging data are difficult to interpret under crowding and heterogeneous conditions. It is challenging to translate proper physical models of anomalous (spatial) and heterogeneous (temporal) randomness in living cells and their cellular compartments like the nucleus into biological models of the cell biological process under study testable by single-molecule approaches. Otherwise, quantitative FCS/FCCS and fluorescence imaging measurements in living cells are not well described and cannot be interpreted in a meaningful way.

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

ERIC Educational Resources Information Center

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

2014-01-01

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

Random Walks on Cartesian Products of Certain Nonamenable Groups and Integer Lattices

NASA Astrophysics Data System (ADS)

Vishnepolsky, Rachel

A random walk on a discrete group satisfies a local limit theorem with power law exponent \\alpha if the return probabilities follow the asymptotic law. P{ return to starting point after n steps } ˜ Crhonn-alpha.. A group has a universal local limit theorem if all random walks on the group with finitely supported step distributions obey a local limit theorem with the same power law exponent. Given two groups that obey universal local limit theorems, it is not known whether their cartesian product also has a universal local limit theorem. We settle the question affirmatively in one case, by considering a random walk on the cartesian product of a nonamenable group whose Cayley graph is a tree, and the integer lattice. As corollaries, we derive large deviations estimates and a central limit theorem.

Anomalous diffusion of water molecules at grain boundaries in ice Ih.

PubMed

Moreira, Pedro Augusto Franco Pinheiro; Veiga, Roberto Gomes de Aguiar; Ribeiro, Ingrid de Almeida; Freitas, Rodrigo; Helfferich, Julian; de Koning, Maurice

2018-05-23

Using ab initio and classical molecular dynamics simulations, we study pre-melting phenomena in pristine coincident-site-lattice grain boundaries (GBs) in proton-disordered hexagonal ice Ih at temperatures just below the melting point Tm. Concerning pre-melt-layer thicknesses, the results are consistent with the available experimental estimates for low-disorder impurity-free GBs. With regard to molecular mobility, the simulations provide a key new insight: the translational motion of the water molecules is found to be subdiffusive for time scales from ∼10 ns up to at least 0.1 μs. Moreover, the fact that the anomalous diffusion occurs even at temperatures just below Tm where the bulk supercooled liquid still diffuses normally suggests that it is related to the confinement of the GB pre-melt layers by the surrounding crystalline environment. Furthermore, we show that this behavior can be characterized by continuous-time random walk models in which the waiting-time distributions decay according to power-laws that are very similar to those describing dynamics in glass-forming systems.

Algorithm refinement for stochastic partial differential equations: II. Correlated systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alexander, Francis J.; Garcia, Alejandro L.; Tartakovsky, Daniel M.

2005-08-10

We analyze a hybrid particle/continuum algorithm for a hydrodynamic system with long ranged correlations. Specifically, we consider the so-called train model for viscous transport in gases, which is based on a generalization of the random walk process for the diffusion of momentum. This discrete model is coupled with its continuous counterpart, given by a pair of stochastic partial differential equations. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass and momentum conservation. This methodology is an extension of our stochastic Algorithm Refinement (AR) hybrid for simple diffusion [F. Alexander, A. Garcia,more » D. Tartakovsky, Algorithm refinement for stochastic partial differential equations: I. Linear diffusion, J. Comput. Phys. 182 (2002) 47-66]. Results from a variety of numerical experiments are presented for steady-state scenarios. In all cases the mean and variance of density and velocity are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the long-range correlations of velocity fluctuations are qualitatively preserved but at reduced magnitude.« less

Smart darting diffusion Monte Carlo: Applications to lithium ion-Stockmayer clusters

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Jake, L. C.; Curotto, E.

2016-05-01

In a recent investigation [K. Roberts et al., J. Chem. Phys. 136, 074104 (2012)], we have shown that, for a sufficiently complex potential, the Diffusion Monte Carlo (DMC) random walk can become quasiergodic, and we have introduced smart darting-like moves to improve the sampling. In this article, we systematically characterize the bias that smart darting moves introduce in the estimate of the ground state energy of a bosonic system. We then test a simple approach to eliminate completely such bias from the results. The approach is applied for the determination of the ground state of lithium ion-n-dipoles clusters in the n = 8-20 range. For these, the smart darting diffusion Monte Carlo simulations find the same ground state energy and mixed-distribution as the traditional approach for n < 14. In larger systems we find that while the ground state energies agree quantitatively with or without smart darting moves, the mixed-distributions can be significantly different. Some evidence is offered to conclude that introducing smart darting-like moves in traditional DMC simulations may produce a more reliable ground state mixed-distribution.

Entrainment dominates the interaction of microalgae with micron-sized objects

NASA Astrophysics Data System (ADS)

Jeanneret, Raphaël; Kantsler, Vasily; Polin, Marco

Swimming microorganisms usually navigate through fluids containing a variety of microparticles, with which they inevitably interact with important biological and ecological implications. Regarding the prokaryotic realm, it has been shown that the colloidal dynamics within bacterial suspensions is well described by a persistent random walk. As to the other major class of microorganisms, the eukaryotes, much less is known. By directly tracking polystyrene colloids in baths of the model puller-type alga Chlamydomonas reinhardtii, a pioneering work has shown that they still behave diffusively asymptotically with diffusivities linearly increasing with the concentration. The values reported as well as the distribution of displacements having exponential tails are well explained theoretically when considering the hydrodynamic far-field contribution of the algae. However nothing has yet been described regarding the short range interactions that inevitably exist. In this work we show, by means of 3 different experiments, that the coarse-grained dynamics of the colloids is in fact dominated by very rare but large jumps due to entrainment by the algae leading to a total effective diffusion an order of magnitude higher than previously reported.

Atomic clocks and the continuous-time random-walk

NASA Astrophysics Data System (ADS)

Formichella, Valerio; Camparo, James; Tavella, Patrizia

2017-11-01

Atomic clocks play a fundamental role in many fields, most notably they generate Universal Coordinated Time and are at the heart of all global navigation satellite systems. Notwithstanding their excellent timekeeping performance, their output frequency does vary: it can display deterministic frequency drift; diverse continuous noise processes result in nonstationary clock noise (e.g., random-walk frequency noise, modelled as a Wiener process), and the clock frequency may display sudden changes (i.e., "jumps"). Typically, the clock's frequency instability is evaluated by the Allan or Hadamard variances, whose functional forms can identify the different operative noise processes. Here, we show that the Allan and Hadamard variances of a particular continuous-time random-walk, the compound Poisson process, have the same functional form as for a Wiener process with drift. The compound Poisson process, introduced as a model for observed frequency jumps, is an alternative to the Wiener process for modelling random walk frequency noise. This alternate model fits well the behavior of the rubidium clocks flying on GPS Block-IIR satellites. Further, starting from jump statistics, the model can be improved by considering a more general form of continuous-time random-walk, and this could bring new insights into the physics of atomic clocks.

The scaling law of human travel - A message from George

NASA Astrophysics Data System (ADS)

Brockmann, Dirk; Hufnagel, Lars

The dispersal of individuals of a species is the key driving force of various spatiotemporal phenomena which occur on geographical scales. It can synchronize populations of interacting species, stabilize them, and diversify gene pools.1-3 The geographic spread of human infectious diseases such as influenza, measles and the recent severe acute respiratory syndrome (SARS) is essentially promoted by human travel which occurs on many length scales and is sustained by a variety of means of trans-portation4-8. In the light of increasing international trade, intensified human traffic, and an imminent influenza A pandemic the knowledge of dynamical and statistical properties of human dispersal is of fundamental importance and acute. 7,9,10 A quantitative statistical theory for human travel and concomitant reliable forecasts would substantially improve and extend existing prevention strategies. Despite its crucial role, a quantitative assessment of human dispersal remains elusive and the opinion that humans disperse diffusively still prevails in many models. 11 In this chapter we will report on a recently developed technique which permits a solid and quantitative assessment of human dispersal on geographical scales.12 The key idea is to infer the statistical properties of human travel by analysing the geographic circulation of individual bank notes for which comprehensive datasets are collected at online bill-tracking websites. The analysis shows that the distribution of traveling distances decays as a power law, indicating that the movement of bank notes is reminiscent of superdiffusive, scale free random walks known as Lévy flights.13 Secondly, the probability of remaining in a small, spatially confined region for a time T is dominated by heavy tails which attenuate superdiffusive dispersal. We will show that the dispersal of bank notes can be described on many spatiotemporal scales by a two parameter continuous time random walk (CTRW) model to a surprising accuracy. We will provide a brief introduction to continuous time random walk theory14 and will show that human disperal is an ambivalent, effectively superdiffusive process.

Quantum Ultra-Walks: Walks on a Line with Spatial Disorder

NASA Astrophysics Data System (ADS)

Boettcher, Stefan; Falkner, Stefan

We discuss the model of a heterogeneous discrete-time walk on a line with spatial disorder in the form of a set of ultrametric barriers. Simulations show that such an quantum ultra-walk spreads with a walk exponent dw that ranges from ballistic (dw = 1) to complete confinement (dw = ∞) for increasing separation 1 <= 1 / ɛ < ∞ in barrier heights. We develop a formalism by which the classical random walk as well as the quantum walk can be treated in parallel using a coined walk with internal degrees of freedom. For the random walk, this amounts to a 2nd -order Markov process with a stochastic coin, better know as an (anti-)persistent walk. The exact analysis, based on the real-space renormalization group (RG), reproduces the results of the well-known model of ``ultradiffusion,'' dw = 1 -log2 ɛ for 0 < ɛ <= 1 / 2 . However, while the evaluation of the RG fixed-points proceeds virtually identical, for the corresponding quantum walk with a unitary coin it fails to reproduce the numerical results. A new way to analyze the RG is indicated. Supported by NSF-DMR 1207431.

A random-walk/giant-loop model for interphase chromosomes.

PubMed Central

Sachs, R K; van den Engh, G; Trask, B; Yokota, H; Hearst, J E

1995-01-01

Fluorescence in situ hybridization data on distances between defined genomic sequences are used to construct a quantitative model for the overall geometric structure of a human chromosome. We suggest that the large-scale geometry during the G0/G1 part of the cell cycle may consist of flexible chromatin loops, averaging approximately 3 million bp, with a random-walk backbone. A fully explicit, three-parametric polymer model of this random-walk/giant-loop structure can account well for the data. More general models consistent with the data are briefly discussed. PMID:7708711

Random Walks on Homeo( S 1)

NASA Astrophysics Data System (ADS)

Malicet, Dominique

2017-12-01

In this paper, we study random walks {g_n=f_{n-1}\\ldots f_0} on the group Homeo ( S 1) of the homeomorphisms of the circle, where the homeomorphisms f k are chosen randomly, independently, with respect to a same probability measure {ν}. We prove that under the only condition that there is no probability measure invariant by {ν}-almost every homeomorphism, the random walk almost surely contracts small intervals. It generalizes what has been known on this subject until now, since various conditions on {ν} were imposed in order to get the phenomenon of contractions. Moreover, we obtain the surprising fact that the rate of contraction is exponential, even in the lack of assumptions of smoothness on the f k 's. We deduce various dynamical consequences on the random walk ( g n ): finiteness of ergodic stationary measures, distribution of the trajectories, asymptotic law of the evaluations, etc. The proof of the main result is based on a modification of the Ávila-Viana's invariance principle, working for continuous cocycles on a space fibred in circles.

The Walking School Bus and children's physical activity: A pilot cluster randomized controlled trial

USDA-ARS?s Scientific Manuscript database

To evaluate the impact of a "walking school bus" program on children's rates of active commuting to school and physical activity. We conducted a pilot cluster randomized controlled trial among 4th-graders from 8 schools in Houston, Texas (N = 149). Random allocation to treatment or control condition...

Identifying mechanisms for superdiffusive dynamics in cell trajectories

NASA Astrophysics Data System (ADS)

Passucci, Giuseppe; Brasch, Megan; Henderson, James; Manning, M. Lisa

Self-propelled particle (SPP) models have been used to explore features of active matter such as motility-induced phase separation, jamming, and flocking, and are often used to model biological cells. However, many cells exhibit super-diffusive trajectories, where displacements scale faster than t 1 / 2 in all directions, and these are not captured by traditional SPP models. We extract cell trajectories from image stacks of mouse fibroblast cells moving on 2D substrates and find super-diffusive mean-squared displacements in all directions across varying densities. Two SPP model modifications have been proposed to capture super-diffusive dynamics: Levy walks and heterogeneous motility parameters. In mouse fibroblast cells displacement probability distributions collapse when time is rescaled by a power greater than 1/2, which is consistent with Levy walks. We show that a simple SPP model with heterogeneous rotational noise can also generate a similar collapse. Furthermore, a close examination of statistics extracted directly from cell trajectories is consistent with a heterogeneous mobility SPP model and inconsistent with a Levy walk model. Our work demonstrates that a simple set of analyses can distinguish between mechanisms for anomalous diffusion in active matter.

Branching random walk with step size coming from a power law

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Scaling behavior for random walks with memory of the largest distance from the origin

NASA Astrophysics Data System (ADS)

Serva, Maurizio

2013-11-01

We study a one-dimensional random walk with memory. The behavior of the walker is modified with respect to the simple symmetric random walk only when he or she is at the maximum distance ever reached from his or her starting point (home). In this case, having the choice to move farther or to move closer, the walker decides with different probabilities. If the probability of a forward step is higher then the probability of a backward step, the walker is bold, otherwise he or she is timorous. We investigate the asymptotic properties of this bold-timorous random walk, showing that the scaling behavior varies continuously from subdiffusive (timorous) to superdiffusive (bold). The scaling exponents are fully determined with a new mathematical approach based on a decomposition of the dynamics in active journeys (the walker is at the maximum distance) and lazy journeys (the walker is not at the maximum distance).

General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation

NASA Astrophysics Data System (ADS)

Lin, Guoxing

2018-10-01

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal attenuation expression based on the fractional derivative has not been previously reported. Additionally, the reported modified-Bloch equations for PFG anomalous diffusion in the literature yielded different results due to their different forms. Here, a new integral type modified-Bloch equation based on the fractional derivative for PFG anomalous diffusion is proposed, which is significantly different from the conventional differential type modified-Bloch equation. The merit of the integral type modified-Bloch equation is that the original properties of the contributions from linear or nonlinear processes remain unchanged at the instant of the combination. From the modified-Bloch equation, the general solutions are derived, which includes the finite gradient pulse width (FGPW) effect. The numerical evaluation of these PFG signal attenuation expressions can be obtained either by the Adomian decomposition, or a direct integration method that is fast and practicable. The theoretical results agree with the continuous-time random walk (CTRW) simulations performed in this paper. Additionally, the relaxation effect in PFG anomalous diffusion is found to be different from that in PFG normal diffusion. The new modified-Bloch equations and their solutions provide a fundamental tool to analyze PFG anomalous diffusion in nuclear magnetic resonance (NMR) and magnetic resonance imaging (MRI).

Self-diffusion in dense granular shear flows.

PubMed

Utter, Brian; Behringer, R P

2004-03-01

Diffusivity is a key quantity in describing velocity fluctuations in granular materials. These fluctuations are the basis of many thermodynamic and hydrodynamic models which aim to provide a statistical description of granular systems. We present experimental results on diffusivity in dense, granular shear flows in a two-dimensional Couette geometry. We find that self-diffusivities D are proportional to the local shear rate gamma; with diffusivities along the direction of the mean flow approximately twice as large as those in the perpendicular direction. The magnitude of the diffusivity is D approximately gamma;a(2), where a is the particle radius. However, the gradient in shear rate, coupling to the mean flow, and strong drag at the moving boundary lead to particle displacements that can appear subdiffusive or superdiffusive. In particular, diffusion appears to be superdiffusive along the mean flow direction due to Taylor dispersion effects and subdiffusive along the perpendicular direction due to the gradient in shear rate. The anisotropic force network leads to an additional anisotropy in the diffusivity that is a property of dense systems and has no obvious analog in rapid flows. Specifically, the diffusivity is suppressed along the direction of the strong force network. A simple random walk simulation reproduces the key features of the data, such as the apparent superdiffusive and subdiffusive behavior arising from the mean velocity field, confirming the underlying diffusive motion. The additional anisotropy is not observed in the simulation since the strong force network is not included. Examples of correlated motion, such as transient vortices, and Lévy flights are also observed. Although correlated motion creates velocity fields which are qualitatively different from collisional Brownian motion and can introduce nondiffusive effects, on average the system appears simply diffusive.

Virtual reality-based training improves community ambulation in individuals with stroke: a randomized controlled trial.

PubMed

Yang, Yea-Ru; Tsai, Meng-Pin; Chuang, Tien-Yow; Sung, Wen-Hsu; Wang, Ray-Yau

2008-08-01

This is a single blind randomized controlled trial to examine the effect of virtual reality-based training on the community ambulation in individuals with stroke. Twenty subjects with stroke were assigned randomly to either the control group (n=9) or the experimental group (n=11). Subjects in the control group received the treadmill training. Subjects in the experimental group underwent the virtual reality-based treadmill training. Walking speed, community walking time, walking ability questionnaire (WAQ), and activities-specific balance confidence (ABC) scale were evaluated. Subjects in the experimental group improved significantly in walking speed, community walking time, and WAQ score at posttraining and 1-month follow-up periods. Their ABC score also significantly increased at posttraining but did not maintain at follow-up period. Regarding the between-group comparisons, the experimental group improved significantly more than control group in walking speed (P=0.03) and community walking time (P=0.04) at posttraining period and in WAQ score (P=0.03) at follow-up period. Our results support the perceived benefits of gait training programs that incorporate virtual reality to augment the community ambulation of individuals with stroke.

Probability distributions for Markov chain based quantum walks

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan; Liu, Chaobin; Venegas-Andraca, Salvador E.

2018-01-01

We analyze the probability distributions of the quantum walks induced from Markov chains by Szegedy (2004). The first part of this paper is devoted to the quantum walks induced from finite state Markov chains. It is shown that the probability distribution on the states of the underlying Markov chain is always convergent in the Cesaro sense. In particular, we deduce that the limiting distribution is uniform if the transition matrix is symmetric. In the case of a non-symmetric Markov chain, we exemplify that the limiting distribution of the quantum walk is not necessarily identical with the stationary distribution of the underlying irreducible Markov chain. The Szegedy scheme can be extended to infinite state Markov chains (random walks). In the second part, we formulate the quantum walk induced from a lazy random walk on the line. We then obtain the weak limit of the quantum walk. It is noted that the current quantum walk appears to spread faster than its counterpart-quantum walk on the line driven by the Grover coin discussed in literature. The paper closes with an outlook on possible future directions.

Multi-scale analysis of collective behavior in 2D self-propelled particle models of swarms: An Advection-Diffusion with Memory Approach

NASA Astrophysics Data System (ADS)

Raghib, Michael; Levin, Simon; Kevrekidis, Ioannis

2010-05-01

Self-propelled particle models (SPP's) are a class of agent-based simulations that have been successfully used to explore questions related to various flavors of collective motion, including flocking, swarming, and milling. These models typically consist of particle configurations, where each particle moves with constant speed, but changes its orientation in response to local averages of the positions and orientations of its neighbors found within some interaction region. These local averages are based on `social interactions', which include avoidance of collisions, attraction, and polarization, that are designed to generate configurations that move as a single object. Errors made by the individuals in the estimates of the state of the local configuration are modeled as a random rotation of the updated orientation resulting from the social rules. More recently, SPP's have been introduced in the context of collective decision-making, where the main innovation consists of dividing the population into naïve and `informed' individuals. Whereas naïve individuals follow the classical collective motion rules, members of the informed sub-population update their orientations according to a weighted average of the social rules and a fixed `preferred' direction, shared by all the informed individuals. Collective decision-making is then understood in terms of the ability of the informed sub-population to steer the whole group along the preferred direction. Summary statistics of collective decision-making are defined in terms of the stochastic properties of the random walk followed by the centroid of the configuration as the particles move about, in particular the scaling behavior of the mean squared displacement (msd). For the region of parameters where the group remains coherent , we note that there are two characteristic time scales, first there is an anomalous transient shared by both purely naïve and informed configurations, i.e. the scaling exponent lies between 1 and 2. The long-time behavior of the msd of the centroid walk scales linearly with time for naïve groups (diffusion), but shows a sharp transition to quadratic scaling (advection) for informed ones. These observations suggest that the mesoscopic variables of interest are the magnitude of the drift, the diffusion coefficient and the time-scales at which the anomalous and the asymptotic behavior respectively dominate transport, the latter being linked to the time scale at which the group reaches a decision. In order to estimate these summary statistics from the msd, we assumed that the configuration centroid follows an uncoupled Continuous Time Random Walk (CTRW) with smooth jump and waiting time pdf's. The mesoscopic transport equation for this type of random walk corresponds to an Advection-Diffusion Equation with Memory (ADEM). The introduction of the memory, and thus non-Markovian effects, is necessary in order to correctly account for the two time scales present. Although we were not able to calculate the memory directly from the individual-level rules, we show that it can estimated from a single, relatively short, simulation run using a Mittag-Leffler function as template. With this function it is possible to predict accurately the behavior of the msd, as well as the full pdf for the position of the centroid. The resulting ADEM is self-consistent in the sense that transport parameters estimated from the memory via a Kubo relationship coincide with those estimated from the moments of the jump size pdf of the associated CTRW for a large number of group sizes, proportions of informed individuals, and degrees of bias along the preferred direction. We also discuss the phase diagrams for the transport coefficients estimated from this method, where we notice velocity-precision trade-offs, where precision is a measure of the deviation of realized group orientations with respect to the informed direction. We also note that the time scale to collective decision is invariant with respect to group size, and depends only on the proportion of informed individuals and the strength of the coupling along the informed direction.

Effects of an individual 12-week community-located "start-to-run" program on physical capacity, walking, fatigue, cognitive function, brain volumes, and structures in persons with multiple sclerosis.

PubMed

Feys, Peter; Moumdjian, Lousin; Van Halewyck, Florian; Wens, Inez; Eijnde, Bert O; Van Wijmeersch, Bart; Popescu, Veronica; Van Asch, Paul

2017-11-01

Exercise therapy studies in persons with multiple sclerosis (pwMS) primarily focused on motor outcomes in mid disease stage, while cognitive function and neural correlates were only limitedly addressed. This pragmatic randomized controlled study investigated the effects of a remotely supervised community-located "start-to-run" program on physical and cognitive function, fatigue, quality of life, brain volume, and connectivity. In all, 42 pwMS were randomized to either experimental (EXP) or waiting list control (WLC) group. The EXP group received individualized training instructions during 12 weeks (3×/week), to be performed in their community aiming to participate in a running event. Measures were physical (VO 2max , sit-to-stand test, Six-Minute Walk Test (6MWT), Multiple Sclerosis Walking Scale-12 (MSWS-12)) and cognitive function (Rao's Brief Repeatable Battery (BRB), Paced Auditory Serial Attention Test (PASAT)), fatigue (Fatigue Scale for Motor and Cognitive Function (FSMC)), quality of life (Multiple Sclerosis Impact Scale-29 (MSIS-29)), and imaging. Brain volumes and diffusion tensor imaging (DTI) were quantified using FSL-SIENA/FIRST and FSL-TBSS. In all, 35 pwMS completed the trial. Interaction effects in favor of the EXP group were found for VO 2max , sit-to-stand test, MSWS-12, Spatial Recall Test, FSMC, MSIS-29, and pallidum volume. VO 2max improved by 1.5 mL/kg/min, MSWS-12 by 4, FSMC by 11, and MSIS-29 by 14 points. The Spatial Recall Test improved by more than 10%. Community-located run training improved aerobic capacity, functional mobility, visuospatial memory, fatigue, and quality of life and pallidum volume in pwMS.

Random-Walk Type Model with Fat Tails for Financial Markets

NASA Astrophysics Data System (ADS)

Matuttis, Hans-Geors

Starting from the random-walk model, practices of financial markets are included into the random-walk so that fat tail distributions like those in the high frequency data of the SP500 index are reproduced, though the individual mechanisms are modeled by normally distributed data. The incorporation of local correlation narrows the distribution for "frequent" events, whereas global correlations due to technical analysis leads to fat tails. Delay of market transactions in the trading process shifts the fat tail probabilities downwards. Such an inclusion of reactions to market fluctuations leads to mini-trends which are distributed with unit variance.

A complexity theory model in science education problem solving: random walks for working memory and mental capacity.

PubMed

Stamovlasis, Dimitrios; Tsaparlis, Georgios

2003-07-01

The present study examines the role of limited human channel capacity from a science education perspective. A model of science problem solving has been previously validated by applying concepts and tools of complexity theory (the working memory, random walk method). The method correlated the subjects' rank-order achievement scores in organic-synthesis chemistry problems with the subjects' working memory capacity. In this work, we apply the same nonlinear approach to a different data set, taken from chemical-equilibrium problem solving. In contrast to the organic-synthesis problems, these problems are algorithmic, require numerical calculations, and have a complex logical structure. As a result, these problems cause deviations from the model, and affect the pattern observed with the nonlinear method. In addition to Baddeley's working memory capacity, the Pascual-Leone's mental (M-) capacity is examined by the same random-walk method. As the complexity of the problem increases, the fractal dimension of the working memory random walk demonstrates a sudden drop, while the fractal dimension of the M-capacity random walk decreases in a linear fashion. A review of the basic features of the two capacities and their relation is included. The method and findings have consequences for problem solving not only in chemistry and science education, but also in other disciplines.

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.

Time series analysis of particle tracking data for molecular motion on the cell membrane.

PubMed

Ying, Wenxia; Huerta, Gabriel; Steinberg, Stanly; Zúñiga, Martha

2009-11-01

Biophysicists use single particle tracking (SPT) methods to probe the dynamic behavior of individual proteins and lipids in cell membranes. The mean squared displacement (MSD) has proven to be a powerful tool for analyzing the data and drawing conclusions about membrane organization, including features like lipid rafts, protein islands, and confinement zones defined by cytoskeletal barriers. Here, we implement time series analysis as a new analytic tool to analyze further the motion of membrane proteins. The experimental data track the motion of 40 nm gold particles bound to Class I major histocompatibility complex (MHCI) molecules on the membranes of mouse hepatoma cells. Our first novel result is that the tracks are significantly autocorrelated. Because of this, we developed linear autoregressive models to elucidate the autocorrelations. Estimates of the signal to noise ratio for the models show that the autocorrelated part of the motion is significant. Next, we fit the probability distributions of jump sizes with four different models. The first model is a general Weibull distribution that shows that the motion is characterized by an excess of short jumps as compared to a normal random walk. We also fit the data with a chi distribution which provides a natural estimate of the dimension d of the space in which a random walk is occurring. For the biological data, the estimates satisfy 1 < d < 2, implying that particle motion is not confined to a line, but also does not occur freely in the plane. The dimension gives a quantitative estimate of the amount of nanometer scale obstruction met by a diffusing molecule. We introduce a new distribution and use the generalized extreme value distribution to show that the biological data also have an excess of long jumps as compared to normal diffusion. These fits provide novel estimates of the microscopic diffusion constant. Previous MSD analyses of SPT data have provided evidence for nanometer-scale confinement zones that restrict lateral diffusion, supporting the notion that plasma membrane organization is highly structured. Our demonstration that membrane protein motion is autocorrelated and is characterized by an excess of both short and long jumps reinforces the concept that the membrane environment is heterogeneous and dynamic. Autocorrelation analysis and modeling of the jump distributions are powerful new techniques for the analysis of SPT data and the development of more refined models of membrane organization. The time series analysis also provides several methods of estimating the diffusion constant in addition to the constant provided by the mean squared displacement. The mean squared displacement for most of the biological data shows a power law behavior rather the linear behavior of Brownian motion. In this case, we introduce the notion of an instantaneous diffusion constant. All of the diffusion constants show a strong consistency for most of the biological data.

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

PubMed

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

2013-03-28

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

The flashing Brownian ratchet and Parrondo's paradox.

PubMed

Ethier, S N; Lee, Jiyeon

2018-01-01

A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, producing directed motion. These processes have been of interest to physicists and biologists for nearly 25 years. The flashing Brownian ratchet is the process that motivated Parrondo's paradox, in which two fair games of chance, when alternated, produce a winning game. Parrondo's games are relatively simple, being discrete in time and space. The flashing Brownian ratchet is rather more complicated. We show how one can study the latter process numerically using a random walk approximation.

Coronal Heating Topology: The Interplay of Current Sheets and Magnetic Field Lines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rappazzo, A. F.; Velli, M.; Matthaeus, W. H.

2017-07-20

The magnetic topology and field line random walk (FLRW) properties of a nanoflare-heated and magnetically confined corona are investigated in the reduced magnetohydrodynamic regime. Field lines originating from current sheets form coherent structures, called current sheet connected (CSC) regions, which extend around them. CSC FLRW is strongly anisotropic, with preferential diffusion along the current sheets’ in-plane length. CSC FLRW properties remain similar to those of the entire ensemble but exhibit enhanced mean square displacements and separations due to the stronger magnetic field intensities in CSC regions. The implications for particle acceleration and heat transport in the solar corona and wind,more » and for solar moss formation are discussed.« less

Persistence-Driven Durotaxis: Generic, Directed Motility in Rigidity Gradients

NASA Astrophysics Data System (ADS)

Novikova, Elizaveta A.; Raab, Matthew; Discher, Dennis E.; Storm, Cornelis

2017-02-01

Cells move differently on substrates with different rigidities: the persistence time of their motion is higher on stiffer substrates. We show that this behavior—in and of itself—results in a net flux of cells directed up a soft-to-stiff gradient. Using simple random walk models with varying persistence and stochastic simulations, we characterize the propensity to move in terms of the durotactic index also measured in experiments. A one-dimensional model captures the essential features and highlights the competition between diffusive spreading and linear, wavelike propagation. Persistence-driven durokinesis is generic and may be of use in the design of instructive environments for cells and other motile, mechanosensitive objects.

Improving the prospects of cleavage-based nanopore sequencing engines

NASA Astrophysics Data System (ADS)

Brady, Kyle T.; Reiner, Joseph E.

2015-08-01

Recently proposed methods for DNA sequencing involve the use of cleavage-based enzymes attached to the opening of a nanopore. The idea is that DNA interacting with either an exonuclease or polymerase protein will lead to a small molecule being cleaved near the mouth of the nanopore, and subsequent entry into the pore will yield information about the DNA sequence. The prospects for this approach seem promising, but it has been shown that diffusion related effects impose a limit on the capture probability of molecules by the pore, which limits the efficacy of the technique. Here, we revisit the problem with the goal of optimizing the capture probability via a step decrease in the nucleotide diffusion coefficient between the pore and bulk solutions. It is shown through random walk simulations and a simplified analytical model that decreasing the molecule's diffusion coefficient in the bulk relative to its value in the pore increases the nucleotide capture probability. Specifically, we show that at sufficiently high applied transmembrane potentials (≥100 mV), increasing the potential by a factor f is equivalent to decreasing the diffusion coefficient ratio Dbulk/Dpore by the same factor f. This suggests a promising route toward implementation of cleavage-based sequencing protocols. We also discuss the feasibility of forming a step function in the diffusion coefficient across the pore-bulk interface.

Anomalous dielectric relaxation with linear reaction dynamics in space-dependent force fields.

PubMed

Hong, Tao; Tang, Zhengming; Zhu, Huacheng

2016-12-28

The anomalous dielectric relaxation of disordered reaction with linear reaction dynamics is studied via the continuous time random walk model in the presence of space-dependent electric field. Two kinds of modified reaction-subdiffusion equations are derived for different linear reaction processes by the master equation, including the instantaneous annihilation reaction and the noninstantaneous annihilation reaction. If a constant proportion of walkers is added or removed instantaneously at the end of each step, there will be a modified reaction-subdiffusion equation with a fractional order temporal derivative operating on both the standard diffusion term and a linear reaction kinetics term. If the walkers are added or removed at a constant per capita rate during the waiting time between steps, there will be a standard linear reaction kinetics term but a fractional order temporal derivative operating on an anomalous diffusion term. The dielectric polarization is analyzed based on the Legendre polynomials and the dielectric properties of both reactions can be expressed by the effective rotational diffusion function and component concentration function, which is similar to the standard reaction-diffusion process. The results show that the effective permittivity can be used to describe the dielectric properties in these reactions if the chemical reaction time is much longer than the relaxation time.

Cellular automata model for drug release from binary matrix and reservoir polymeric devices.

PubMed

Johannes Laaksonen, Timo; Mikael Laaksonen, Hannu; Tapio Hirvonen, Jouni; Murtomäki, Lasse

2009-04-01

Kinetics of drug release from polymeric tablets, inserts and implants is an important and widely studied area. Here we present a new and widely applicable cellular automata model for diffusion and erosion processes occurring during drug release from polymeric drug release devices. The model divides a 2D representation of the release device into an array of cells. Each cell contains information about the material, drug, polymer or solvent that the domain contains. Cells are then allowed to rearrange according to statistical rules designed to match realistic drug release. Diffusion is modeled by a random walk of mobile cells and kinetics of chemical or physical processes by probabilities of conversion from one state to another. This is according to the basis of diffusion coefficients and kinetic rate constants, which are on fundamental level just probabilities for certain occurrences. The model is applied to three kinds of devices with different release mechanisms: erodable matrices, diffusion through channels or pores and membrane controlled release. The dissolution curves obtained are compared to analytical models from literature and the validity of the model is considered. The model is shown to be compatible with all three release devices, highlighting easy adaptability of the model to virtually any release system and geometry. Further extension and applications of the model are envisioned.

Hyperfine-induced spin relaxation of a diffusively moving carrier in low dimensions: Implications for spin transport in organic semiconductors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mkhitaryan, V. V.; Dobrovitski, V. V.

2015-08-24

The hyperfine coupling between the spin of a charge carrier and the nuclear spin bath is a predominant channel for the carrier spin relaxation in many organic semiconductors. We theoretically investigate the hyperfine-induced spin relaxation of a carrier performing a random walk on a d-dimensional regular lattice, in a transport regime typical for organic semiconductors. We show that in d=1 and 2, the time dependence of the space-integrated spin polarization P(t) is dominated by a superexponential decay, crossing over to a stretched-exponential tail at long times. The faster decay is attributed to multiple self-intersections (returns) of the random-walk trajectories, whichmore » occur more often in lower dimensions. We also show, analytically and numerically, that the returns lead to sensitivity of P(t) to external electric and magnetic fields, and this sensitivity strongly depends on dimensionality of the system (d=1 versus d=3). We investigate in detail the coordinate dependence of the time-integrated spin polarization σ(r), which can be probed in the spin-transport experiments with spin-polarized electrodes. We also demonstrate that, while σ(r) is essentially exponential, the effect of multiple self-intersections can be identified in transport measurements from the strong dependence of the spin-decay length on the external magnetic and electric fields.« less

The distribution of the intervals between neural impulses in the maintained discharges of retinal ganglion cells.

PubMed

Levine, M W

1991-01-01

Simulated neural impulse trains were generated by a digital realization of the integrate-and-fire model. The variability in these impulse trains had as its origin a random noise of specified distribution. Three different distributions were used: the normal (Gaussian) distribution (no skew, normokurtic), a first-order gamma distribution (positive skew, leptokurtic), and a uniform distribution (no skew, platykurtic). Despite these differences in the distribution of the variability, the distributions of the intervals between impulses were nearly indistinguishable. These inter-impulse distributions were better fit with a hyperbolic gamma distribution than a hyperbolic normal distribution, although one might expect a better approximation for normally distributed inverse intervals. Consideration of why the inter-impulse distribution is independent of the distribution of the causative noise suggests two putative interval distributions that do not depend on the assumed noise distribution: the log normal distribution, which is predicated on the assumption that long intervals occur with the joint probability of small input values, and the random walk equation, which is the diffusion equation applied to a random walk model of the impulse generating process. Either of these equations provides a more satisfactory fit to the simulated impulse trains than the hyperbolic normal or hyperbolic gamma distributions. These equations also provide better fits to impulse trains derived from the maintained discharges of ganglion cells in the retinae of cats or goldfish. It is noted that both equations are free from the constraint that the coefficient of variation (CV) have a maximum of unity.(ABSTRACT TRUNCATED AT 250 WORDS)

Walking Aids Moderate Exercise Effects on Gait Speed in People With Dementia: A Randomized Controlled Trial.

PubMed

Toots, Annika; Littbrand, Håkan; Holmberg, Henrik; Nordström, Peter; Lundin-Olsson, Lillemor; Gustafson, Yngve; Rosendahl, Erik

2017-03-01

To investigate the effects of exercise on gait speed, when tested using walking aids and without, and whether effects differed according to amount of support in the test. A cluster-randomized controlled trial. The Umeå Dementia and Exercise (UMDEX) study was set in 16 nursing homes in Umeå, Sweden. One hundred forty-one women and 45 men (mean age 85 years) with dementia, of whom 145 (78%) habitually used walking aids. Participants were randomized to the high-intensity functional exercise program or a seated attention control activity. Blinded assessors measured 4-m usual gait speed with walking aids if any gait speed (GS), and without walking aids and with minimum amount of support, at baseline, 4 months (on intervention completion), and 7 months. Linear mixed models showed no between-group effect in either gait speed test at 4 or 7 months. In interaction analyses exercise effects differed significantly between participants who walked unsupported compared with when walking aids or minimum support was used. Positive between-group exercise effects on gait speed (m/s) were found in subgroups that walked unsupported at 4 and 7 months (GS: 0.07, P = .009 and 0.13, P < .001; and GS test without walking aids: 0.05, P = .011 and 0.07, P = .029, respectively). In people with dementia living in nursing homes exercise had positive effects on gait when tested unsupported compared with when walking aids or minimum support was used. The study suggests that the use of walking aids in gait speed tests may conceal exercise effects. Copyright © 2016 AMDA – The Society for Post-Acute and Long-Term Care Medicine. Published by Elsevier Inc. All rights reserved.

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

PubMed Central

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

2014-01-01

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

Answer (in part) blowing in the wind. Comment on "Liberating Lévy walk research from the shackles of optimal foraging" by A. Reynolds

NASA Astrophysics Data System (ADS)

Cheng, Ken

2015-09-01

In a perspective in this issue based on thorough review, Andy Reynolds [1] tackles the issue of how the by now ubiquitously found Lévy walks can be generated, by animals, by organisms other than animals, and other forms of life below the level of organisms, such as cells. The answer comes not in a single whole cloth, but rather in a patchwork of generating factors. Lévy-like movements arise in objects blowing in the wind, or from travelers encountering turbulence in the seas or being repelled by boundaries. A variety of desiderata in movements, not related to achieving optimal foraging, may also engender Lévy-like movements. These include avoiding other organisms or not crossing one's traveled path. Adding to that plethora are ways in which variations on the theme of garden-variety random walks can at least approach a Lévy walk, if not capturing the mathematical form perfectly. Such variations include executing random walks on multiple scales, a strategy exhibited by desert ants [2,3], mussels [4], and quite likely extant hunter-gatherer humans as well [5]. It is possible that fossil tracks over 50 million years old also show this strategy, as the curve fitting with multiple random walks, characterized by multiple exponential distributions, is as good or better than curve fits having the power-law distribution characteristic of Lévy walks [6]. Another variation is to have a random walk search whose scale is expanding over time. In great detail and based on extensive literature - the review has over 200 references - a range of other ways in which Lévy-like movements might come about are also discussed.

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.

Random walk to a nonergodic equilibrium concept

NASA Astrophysics Data System (ADS)

Bel, G.; Barkai, E.

2006-01-01

Random walk models, such as the trap model, continuous time random walks, and comb models, exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is, what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this paper a nonergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the nonergodic phase the distribution of the occupation time of the particle in a finite region of space approaches U- or W-shaped distributions related to the arcsine law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the nonergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a δ function centered on the value predicted based on standard Boltzmann-Gibbs statistics. The relation of our work to single-molecule experiments is briefly discussed.

Walking adaptability therapy after stroke: study protocol for a randomized controlled trial.

PubMed

Timmermans, Celine; Roerdink, Melvyn; van Ooijen, Marielle W; Meskers, Carel G; Janssen, Thomas W; Beek, Peter J

2016-08-26

Walking in everyday life requires the ability to adapt walking to the environment. This adaptability is often impaired after stroke, and this might contribute to the increased fall risk after stroke. To improve safe community ambulation, walking adaptability training might be beneficial after stroke. This study is designed to compare the effects of two interventions for improving walking speed and walking adaptability: treadmill-based C-Mill therapy (therapy with augmented reality) and the overground FALLS program (a conventional therapy program). We hypothesize that C-Mill therapy will result in better outcomes than the FALLS program, owing to its expected greater amount of walking practice. This is a single-center parallel group randomized controlled trial with pre-intervention, post-intervention, retention, and follow-up tests. Forty persons after stroke (≥3 months) with deficits in walking or balance will be included. Participants will be randomly allocated to either C-Mill therapy or the overground FALLS program for 5 weeks. Both interventions will incorporate practice of walking adaptability and will be matched in terms of frequency, duration, and therapist attention. Walking speed, as determined by the 10 Meter Walking Test, will be the primary outcome measure. Secondary outcome measures will pertain to walking adaptability (10 Meter Walking Test with context or cognitive dual-task and Interactive Walkway assessments). Furthermore, commonly used clinical measures to determine walking ability (Timed Up-and-Go test), walking independence (Functional Ambulation Category), balance (Berg Balance Scale), and balance confidence (Activities-specific Balance Confidence scale) will be used, as well as a complementary set of walking-related assessments. The amount of walking practice (the number of steps taken per session) will be registered using the treadmill's inbuilt step counter (C-Mill therapy) and video recordings (FALLS program). This process measure will be compared between the two interventions. This study will assess the effects of treadmill-based C-Mill therapy compared with the overground FALLS program and thereby the relative importance of the amount of walking practice as a key aspect of effective intervention programs directed at improving walking speed and walking adaptability after stroke. Netherlands Trial Register NTR4030 . Registered on 11 June 2013, amendment filed on 17 June 2016.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

Efpalion aftershock sequence occurred in January 2010, when an M=5.5 earthquake was followed four days later by another strong event (M=5.4) and numerous aftershocks (Karakostas et al., 2012). This activity interrupted a 15 years period of low to moderate earthquake occurrence in Corinth rift, where the last major event was the 1995 Aigion earthquake (M=6.2). Coulomb stress analysis performed in previous studies (Karakostas et al., 2012; Sokos et al., 2012; Ganas et al., 2013) indicated that the second major event and most of the aftershocks were triggered due to stress transfer. The aftershocks production rate decays as a power-law with time according to the modified Omori law (Utsu et al., 1995) with an exponent larger than one for the first four days, while after the occurrence of the second strong event the exponent turns to unity. We consider the earthquake sequence as a point process in time and space and study its spatiotemporal evolution considering a Continuous Time Random Walk (CTRW) model with a joint probability density function of inter-event times and jumps between the successive earthquakes (Metzler and Klafter, 2000). Jump length distribution exhibits finite variance, whereas inter-event times scale as a q-generalized gamma distribution (Michas et al., 2013) with a long power-law tail. These properties are indicative of a subdiffusive process in terms of CTRW. Additionally, the mean square displacement of aftershocks is constant with time after the occurrence of the first event, while it changes to a power-law with exponent close to 0.15 after the second major event, illustrating a slow diffusive process. During the first four days aftershocks cluster around the epicentral area of the second major event, while after that and taking as a reference the second event, the aftershock zone is migrating slowly with time to the west near the epicentral area of the first event. This process is much slower from what would be expected from normal diffusion, a result that is in accordance to earthquake triggering in global scale (Huc and Main, 2003) and aftershocks diffusion in California (Helmstetter et al., 2003). While other mechanisms may be plausible, the results indicate that anomalous stress transfer due to the occurrence of the two major events control the migration of the aftershock activity, activating different fault segments and having strong implications for the seismic hazard of the area. Acknowledgments. G. Michas wishes to acknowledge the partial financial support from the Greek State Scholarships Foundation (IKY). This work has been accomplished in the framework of the postgraduate program and co-funded through the action "Program for scholarships provision I.K.Y. through the procedure of personal evaluation for the 2011-2012 academic year" from resources of the educational program "Education and Life Learning" of the European Social Register and NSRF 2007- 2013. References Ganas, A., Chousianitis, K., Batsi, E., Kolligri, M., Agalos, A., Chouliaras, G., Makropoulos, K. (2013). The January 2010 Efpalion earthquakes (Gulf of Corinth, central Greece): Earthquake interactions and blind normal faulting. J. of Seism., 17(2), 465-484. Helmstetter, A., Ouillon, G., Sornette, D. (2003). Are aftershocks of large California earthquakes diffusing? J. of Geophys. Res. B, 108(10), 2483. Huc, M., Main, I. G. (2003). Anomalous stress diffusion in earthquake triggering: Correlation length, time dependence, and directionality. J. of Geophys. Res. B, 108(7), 2324. Karakostas, V., Karagianni, E., Paradisopoulou, P. (2012). Space-time analysis, faulting and triggering of the 2010 earthquake doublet in western Corinth gulf. Nat.Haz., 63(2), 1181-1202. Metzler, R., Klafter, J. (2000). The random walk's guide to anomalous diffusion: a fractional dynamics approach. Physics Reports, 339, 1-77. Michas, G., Vallianatos, F., Sammonds, P. (2013). Non-extensivity and long-range correlations in the earthquake activity at the West Corinth rift (Greece). Nonlin. Processes Geophys., 20, 713-724. Sokos, E., Zahradník, J., Kiratzi, A., Janský, J., Gallovič, F., Novotny, O., Kostelecký, J., Serpetsidaki, A., Tselentis, G.-A. (2012). The January 2010 Efpalio earthquake sequence in the western Corinth gulf (Greece). Tectonophysics, 530-531, 299-309. Utsu, T., Y. Ogata, Matsu'ura R. S. (1995). The centenary of the Omori formula for a decay law of aftershock activity. J. Phys. Earth, 43, 1- 33.

Master stability functions reveal diffusion-driven pattern formation in networks

NASA Astrophysics Data System (ADS)

Brechtel, Andreas; Gramlich, Philipp; Ritterskamp, Daniel; Drossel, Barbara; Gross, Thilo

2018-03-01

We study diffusion-driven pattern formation in networks of networks, a class of multilayer systems, where different layers have the same topology, but different internal dynamics. Agents are assumed to disperse within a layer by undergoing random walks, while they can be created or destroyed by reactions between or within a layer. We show that the stability of homogeneous steady states can be analyzed with a master stability function approach that reveals a deep analogy between pattern formation in networks and pattern formation in continuous space. For illustration, we consider a generalized model of ecological meta-food webs. This fairly complex model describes the dispersal of many different species across a region consisting of a network of individual habitats while subject to realistic, nonlinear predator-prey interactions. In this example, the method reveals the intricate dependence of the dynamics on the spatial structure. The ability of the proposed approach to deal with this fairly complex system highlights it as a promising tool for ecology and other applications.

Hindered bacterial mobility in porous media flow enhances dispersion

NASA Astrophysics Data System (ADS)

Dehkharghani, Amin; Waisbord, Nicolas; Dunkel, Jörn; Guasto, Jeffrey

2017-11-01

Swimming bacteria live in porous environments characterized by dynamic fluid flows, where they play a crucial role in processes ranging from the bioremediation to the spread of infections. We study bacterial transport in a quasi-two-dimensional porous microfluidic device, which is complemented by Langevin simulations. The cell trajectories reveal filamentous patterns of high cell concentration, which result from the accumulation of bacteria in the high-shear regions of the flow and their subsequent advection. Moreover, the effective diffusion coefficient of the motile bacteria is severely hindered in the transverse direction to the flow due to decorrelation of the cells' persistent random walk by shear-induced rotation. The hindered lateral diffusion has the surprising consequence of strongly enhancing the longitudinal bacterial transport through a dispersion effect. These results demonstrate the significant role of the flow and geometry in bacterial transport through porous media with potential implications for understanding ecosystem dynamics and engineering bioreactors. NSF CBET-1511340, NSF CAREER-1554095.

Probabilistic transport models for plasma transport in the presence of critical thresholds: Beyond the diffusive paradigma)

NASA Astrophysics Data System (ADS)

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

2005-05-01

It is argued that the modeling of plasma transport in tokamaks may benefit greatly from extending the usual local paradigm to accommodate scale-free transport mechanisms. This can be done by combining Lévy distributions and a nonlinear threshold condition within the continuous time random walk concept. The advantages of this nonlocal, nonlinear extension are illustrated by constructing a simple particle density transport model that, as a result of these ideas, spontaneously exhibits much of nondiffusive phenomenology routinely observed in tokamaks. The fluid limit of the system shows that the kind of equations that are appropriate to capture these dynamics are based on fractional differential operators. In them, effective diffusivities and pinch velocities are found that are dynamically set by the system in response to the specific characteristics of the fueling source and external perturbations. This fact suggests some dramatic consequences for the extrapolation of these transport properties to larger size systems.

A CTRW-based model of time-resolved fluorescence lifetime imaging in a turbid medium

NASA Astrophysics Data System (ADS)

Chernomordik, Victor; Gandjbakhche, Amir H.; Hassan, Moinuddin; Pajevic, Sinisa; Weiss, George H.

2010-12-01

We develop an analytic model of time-resolved fluorescent imaging of photons migrating through a semi-infinite turbid medium bounded by an infinite plane in the presence of a single stationary point fluorophore embedded in the medium. In contrast to earlier models of fluorescent imaging in which photon motion is assumed to be some form of continuous diffusion process, the present analysis is based on a continuous-time random walk (CTRW) on a simple cubic lattice, the objective being to estimate the position and lifetime of the fluorophore. This can provide information related to local variations in pH and temperature with potential medical significance. Aspects of the theory were tested using time-resolved measurements of the fluorescence from small inclusions inside tissue-like phantoms. The experimental results were found to be in good agreement with theoretical predictions provided that the fluorophore was not located too close to the planar boundary, a common problem in many diffusive systems.

The Limitation of Species Range: A Consequence of Searching Along Resource Gradients

PubMed Central

Rowell, Jonathan T.

2009-01-01

Ecological modelers have long puzzled over the spatial distribution of species. The random walk or diffusive approach to dispersal has yielded important results for biology and mathematics, yet it has been inadequate in explaining all phenomenological features. Ranges can terminate non-smoothly absent a complementary shift in the characteristics of the environment. Also unexplained is the absence of a species from nearby areas of adequate, or even abundant, resources. In this paper, I show how local searching behavior - keyed to a density-dependent fitness - can limit the speed and extent of a species’ spread. In contrast to standard diffusive processes, pseudo-rational movement facilitates the clustering of populations. It also can be used to estimate the speed of an expanding population range, explain expansion stall, and provides a mechanism by which a population can colonize seemingly removed regions - biogeographic islands in a continental framework. Finally, I discuss the effect of resource degradation and different resource impact/utilization curves on the model. PMID:19303032

Non-equilibrium forces drive the anomalous diffusion of telomeres in the nucleus of mammalian cells

NASA Astrophysics Data System (ADS)

Stadler, Lorenz; Weiss, Matthias

2017-11-01

Telomeres are vital nucleotide sequences at both ends of each chromosome, and their motion reports on the local dynamics of decondensed chromatin in the nucleus of interphase cells. Here, we show that the previously reported subdiffusive motion of telomeres is driven by non-equilibrium cytoskeletal forces. In particular, breaking down microtubules leads to a significantly reduced generalized diffusion coefficient of telomeres. This translates into a markedly reduced effective temperature in the stochastic forces that govern the telomeres’ random walk. Moreover, telomere motion in cells that lack microtubules is well described by the monomer dynamics of a Rouse polymer that is embeddded in a viscoelastic medium. In contrast, active cytoskeletal forces in untreated cells override the environment’s elastic contributions, resulting in the well-known scaling for conventional Rouse dynamics in viscous media. Our data highlight that even subdiffusive motion in cells in most cases may not be a simple thermal transport process but rather is driven by non-equilibrium events.

Particle dynamics in a viscously decaying cat's eye: The effect of finite Schmidt numbers

NASA Astrophysics Data System (ADS)

Newton, P. K.; Meiburg, Eckart

1991-05-01

The dynamics and mixing of passive marker particles for the model problem of a decaying cat's eye flow is studied. The flow field corresponds to Stuart's one-parameter family of solutions [J. Fluid Mech. 29, 417 (1967)]. It is time dependent as a result of viscosity, which is modeled by allowing the free parameter to depend on time according to the self-similar solution of the Navier-Stokes equations for an isolated point vortex. Particle diffusion is numerically simulated by a random walk model. While earlier work had shown that, for small values of time over Reynolds number t/Re≪1, the interval length characterizing the formation of lobes of fluid escaping from the cat's eye scales as Re-1/2, the present study shows that, for the case of diffusive effects and t/Pe≪1, the scaling follows Pe-1/4. A simple argument, taking into account streamline convergence and divergence in different parts of the flow field, explains the Pe-1/4 scaling.

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

PubMed Central

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

2014-01-01

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

Chemical Distances for Percolation of Planar Gaussian Free Fields and Critical Random Walk Loop Soups

NASA Astrophysics Data System (ADS)

Ding, Jian; Li, Li

2018-05-01

We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.

Chemical Distances for Percolation of Planar Gaussian Free Fields and Critical Random Walk Loop Soups

NASA Astrophysics Data System (ADS)

Ding, Jian; Li, Li

2018-06-01

We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.

Concentration-Encoded Subdiffusive Molecular Communication: Theory, Channel Characteristics, and Optimum Signal Detection.

PubMed

Mahfuz, Mohammad Upal; Makrakis, Dimitrios; Mouftah, Hussein T

2016-09-01

Unlike normal diffusion, in anomalous diffusion, the movement of a molecule is described by the correlated random walk model where the mean square displacement of a molecule depends on the power law of time. In molecular communication (MC), there are many scenarios when the propagation of molecules cannot be described by normal diffusion process, where anomalous diffusion is a better fit. In this paper, the effects of anomalous subdiffusion on concentration-encoded molecular communication (CEMC) are investigated. Although classical (i.e., normal) diffusion is a widely-used model of diffusion in molecular communication (MC) research, anomalous subdiffusion is quite common in biological media involving bio-nanomachines, yet inadequately addressed as a research issue so far. Using the fractional diffusion approach, the molecular propagation effects in the case of pure subdiffusion occurring in an unbounded three-dimensional propagation medium have been shown in detail in terms of temporal dispersion parameters of the impulse response of the subdiffusive channel. Correspondingly, the bit error rate (BER) performance of a CEMC system is investigated with sampling-based (SD) and strength (i.e., energy)-based (ED) signal detection methods. It is found that anomalous subdiffusion has distinctive time-dispersive properties that play a vital role in accurately designing a subdiffusive CEMC system. Unlike normal diffusion, to detect information symbols in subdiffusive CEMC, a receiver requires larger memory size to operate correctly and hence a more complex structure. An in-depth analysis has been made on the performances of SD and ED optimum receiver models under diffusion noise and intersymbol interference (ISI) scenarios when communication range, transmission data rate, and memory size vary. In subdiffusive CEMC, the SD method.

Treadmill training improves overground walking economy in Parkinson's disease: a randomized, controlled pilot study.

PubMed

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

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Convex hulls of random walks in higher dimensions: A large-deviation study

NASA Astrophysics Data System (ADS)

Schawe, Hendrik; Hartmann, Alexander K.; Majumdar, Satya N.

2017-12-01

The distribution of the hypervolume V and surface ∂ V of convex hulls of (multiple) random walks in higher dimensions are determined numerically, especially containing probabilities far smaller than P =10-1000 to estimate large deviation properties. For arbitrary dimensions and large walk lengths T , we suggest a scaling behavior of the distribution with the length of the walk T similar to the two-dimensional case and behavior of the distributions in the tails. We underpin both with numerical data in d =3 and d =4 dimensions. Further, we confirm the analytically known means of those distributions and calculate their variances for large T .

Cardiorespiratory Kinetics Determined by Pseudo-Random Binary Sequences - Comparisons between Walking and Cycling.

PubMed

Koschate, J; Drescher, U; Thieschäfer, L; Heine, O; Baum, K; Hoffmann, U

2016-12-01

This study aims to compare cardiorespiratory kinetics as a response to a standardised work rate protocol with pseudo-random binary sequences between cycling and walking in young healthy subjects. Muscular and pulmonary oxygen uptake (V̇O 2 ) kinetics as well as heart rate kinetics were expected to be similar for walking and cycling. Cardiac data and V̇O 2 of 23 healthy young subjects were measured in response to pseudo-random binary sequences. Kinetics were assessed applying time series analysis. Higher maxima of cross-correlation functions between work rate and the respective parameter indicate faster kinetics responses. Muscular V̇O 2 kinetics were estimated from heart rate and pulmonary V̇O 2 using a circulatory model. Muscular (walking vs. cycling [mean±SD in arbitrary units]: 0.40±0.08 vs. 0.41±0.08) and pulmonary V̇O 2 kinetics (0.35±0.06 vs. 0.35±0.06) were not different, although the time courses of the cross-correlation functions of pulmonary V̇O 2 showed unexpected biphasic responses. Heart rate kinetics (0.50±0.14 vs. 0.40±0.14; P=0.017) was faster for walking. Regarding the biphasic cross-correlation functions of pulmonary V̇O 2 during walking, the assessment of muscular V̇O 2 kinetics via pseudo-random binary sequences requires a circulatory model to account for cardio-dynamic distortions. Faster heart rate kinetics for walking should be considered by comparing results from cycle and treadmill ergometry. © Georg Thieme Verlag KG Stuttgart · New York.

Modeling Transport of Cesium in Grimsel Granodiorite With Micrometer Scale Heterogeneities and Dynamic Update of Kd

NASA Astrophysics Data System (ADS)

Voutilainen, Mikko; Kekäläinen, Pekka; Siitari-Kauppi, Marja; Sardini, Paul; Muuri, Eveliina; Timonen, Jussi; Martin, Andrew

2017-11-01

Transport and retardation of cesium in Grimsel granodiorite taking into account heterogeneity of mineral and pore structure was studied using rock samples overcored from an in situ diffusion test at the Grimsel Test Site. The field test was part of the Long-Term Diffusion (LTD) project designed to characterize retardation properties (diffusion and distribution coefficients) under in situ conditions. Results of the LTD experiment for cesium showed that in-diffusion profiles and spatial concentration distributions were strongly influenced by the heterogeneous pore structure and mineral distribution. In order to study the effect of heterogeneity on the in-diffusion profile and spatial concentration distribution, a Time Domain Random Walk (TDRW) method was applied along with a feature for modeling chemical sorption in geological materials. A heterogeneous mineral structure of Grimsel granodiorite was constructed using X-ray microcomputed tomography (X-μCT) and the map was linked to previous results for mineral specific porosities and distribution coefficients (Kd) that were determined using C-14-PMMA autoradiography and batch sorption experiments, respectively. After this the heterogeneous structure contains information on local porosity and Kd in 3-D. It was found that the heterogeneity of the mineral structure on the micrometer scale affects significantly the diffusion and sorption of cesium in Grimsel granodiorite at the centimeter scale. Furthermore, the modeled in-diffusion profiles and spatial concentration distributions show similar shape and pattern to those from the LTD experiment. It was concluded that the use of detailed structure characterization and quantitative data on heterogeneity can significantly improve the interpretation and evaluation of transport experiments.

Smart darting diffusion Monte Carlo: Applications to lithium ion-Stockmayer clusters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Christensen, H. M.; Jake, L. C.; Curotto, E., E-mail: curotto@arcadia.edu

2016-05-07

In a recent investigation [K. Roberts et al., J. Chem. Phys. 136, 074104 (2012)], we have shown that, for a sufficiently complex potential, the Diffusion Monte Carlo (DMC) random walk can become quasiergodic, and we have introduced smart darting-like moves to improve the sampling. In this article, we systematically characterize the bias that smart darting moves introduce in the estimate of the ground state energy of a bosonic system. We then test a simple approach to eliminate completely such bias from the results. The approach is applied for the determination of the ground state of lithium ion-n–dipoles clusters in themore » n = 8–20 range. For these, the smart darting diffusion Monte Carlo simulations find the same ground state energy and mixed-distribution as the traditional approach for n < 14. In larger systems we find that while the ground state energies agree quantitatively with or without smart darting moves, the mixed-distributions can be significantly different. Some evidence is offered to conclude that introducing smart darting-like moves in traditional DMC simulations may produce a more reliable ground state mixed-distribution.« less

Molecular Dynamics Simulations of Hydration Effects on Solvation, Diffusivity, and Permeability in Chitosan/Chitin Films.

PubMed

McDonnell, Marshall T; Greeley, Duncan A; Kit, Kevin M; Keffer, David J

2016-09-01

The effects of hydration on the solvation, diffusivity, solubility, and permeability of oxygen molecules in sustainable, biodegradable chitosan/chitin food packaging films were studied via molecular dynamics and confined random walk simulations. With increasing hydration, the membrane has a more homogeneous water distribution with the polymer chains being fully solvated. The diffusivity increased by a factor of 4 for oxygen molecules and by an order of magnitude for water with increasing the humidity. To calculate the Henry's constant and solubility of oxygen in the membranes with changing hydration, the excess chemical potential was calculated via free energy perturbation, thermodynamic integration and direct particle deletion methods. The simulations predicted a higher solubility and permeability for the lower humidity, in contradiction to experimental results. All three methods for calculating the solubility were in good agreement. It was found that the Coulombic interactions in the potential caused the oxygen to bind too strongly to the protonated amine group. Insight from this work will help guide molecular modeling of chitosan/chitin membranes, specifically permeability measurements for small solute molecules. Efforts to chemically tailor chitosan/chitin membranes to favor discrete as opposed to continuous aqueous domains could reduce oxygen permeability.

Physical constraints determine the logic of bacterial promoter architectures

PubMed Central

Ezer, Daphne; Zabet, Nicolae Radu; Adryan, Boris

2014-01-01

Site-specific transcription factors (TFs) bind to their target sites on the DNA, where they regulate the rate at which genes are transcribed. Bacterial TFs undergo facilitated diffusion (a combination of 3D diffusion around and 1D random walk on the DNA) when searching for their target sites. Using computer simulations of this search process, we show that the organization of the binding sites, in conjunction with TF copy number and binding site affinity, plays an important role in determining not only the steady state of promoter occupancy, but also the order at which TFs bind. These effects can be captured by facilitated diffusion-based models, but not by standard thermodynamics. We show that the spacing of binding sites encodes complex logic, which can be derived from combinations of three basic building blocks: switches, barriers and clusters, whose response alone and in higher orders of organization we characterize in detail. Effective promoter organizations are commonly found in the E. coli genome and are highly conserved between strains. This will allow studies of gene regulation at a previously unprecedented level of detail, where our framework can create testable hypothesis of promoter logic. PMID:24476912

Random walks with random velocities.

PubMed

Zaburdaev, Vasily; Schmiedeberg, Michael; Stark, Holger

2008-07-01

We consider a random walk model that takes into account the velocity distribution of random walkers. Random motion with alternating velocities is inherent to various physical and biological systems. Moreover, the velocity distribution is often the first characteristic that is experimentally accessible. Here, we derive transport equations describing the dispersal process in the model and solve them analytically. The asymptotic properties of solutions are presented in the form of a phase diagram that shows all possible scaling regimes, including superdiffusive, ballistic, and superballistic motion. The theoretical results of this work are in excellent agreement with accompanying numerical simulations.

Finding paths in tree graphs with a quantum walk

NASA Astrophysics Data System (ADS)

Koch, Daniel; Hillery, Mark

2018-01-01

We analyze the potential for different types of searches using the formalism of scattering random walks on quantum computers. Given a particular type of graph consisting of nodes and connections, a "tree maze," we would like to find a selected final node as quickly as possible, faster than any classical search algorithm. We show that this can be done using a quantum random walk, both through numerical calculations as well as by using the eigenvectors and eigenvalues of the quantum system.

Quantum walk computation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kendon, Viv

2014-12-04

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

Random walk in generalized quantum theory

NASA Astrophysics Data System (ADS)

Martin, Xavier; O'Connor, Denjoe; Sorkin, Rafael D.

2005-01-01

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.

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

NASA Astrophysics Data System (ADS)

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

2008-09-01

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

An online social network to increase walking in dog owners: a randomized trial.

PubMed

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

2015-03-01

Encouraging dog walking may increase physical activity in dog owners. This cluster-randomized controlled trial investigated whether a social networking Web site (Meetup™) could be used to deliver a multicomponent dog walking intervention to increase physical activity. Sedentary dog owners (n = 102) participated. Eight neighborhoods were randomly assigned to the Meetup™ condition (Meetup™) or a condition where participants received monthly e-mails with content from the American Heart Association regarding increasing physical activity. The Meetup™ intervention was delivered over 6 months and consisted of newsletters, dog walks, community events, and an activity monitor. The primary outcome was steps; secondary outcomes included social support for walking, sense of community, perceived dog walking outcomes, barriers to dog walking, and feasibility of the intervention. Mixed-model analyses examined change from baseline to postintervention (6 months) and whether change in outcomes differed by condition. Daily steps increased over time (P = 0.04, d = 0.28), with no differences by condition. The time-condition interaction was significant for the perceived outcomes of dog walking (P = 0.04, d = 0.40), such that the Meetup™ condition reported an increase in the perceived positive outcomes of dog walking, whereas the American Heart Association condition did not. Social support, sense of community, and dog walking barriers did not significantly change. Meetup™ logins averaged 58.38 per week (SD, 11.62). Within 2 months of the intervention ending, organization of the Meetup™ groups transitioned from the study staff to Meetup™ members. Results suggest that a Meetup™ group is feasible for increasing physical activity in dog owners. Further research is needed to understand how to increase participation in the Meetup™ group and facilitate greater connection among dog owners.

Evaluation of the Dogs, Physical Activity, and Walking (Dogs PAW) Intervention: A Randomized Controlled Trial.

PubMed

Richards, Elizabeth A; Ogata, Niwako; Cheng, Ching-Wei

2016-01-01

To facilitate physical activity (PA) adoption and maintenance, promotion of innovative population-level strategies that focus on incorporating moderate-intensity lifestyle PAs are needed. The purpose of this randomized controlled trial was to evaluate the Dogs, Physical Activity, and Walking intervention, a 3-month, social cognitive theory (SCT), e-mail-based PA intervention. In a longitudinal, repeated-measures design, 49 dog owners were randomly assigned to a control (n = 25) or intervention group (n = 24). The intervention group received e-mail messages (twice weekly for 4 weeks and weekly for 8 weeks) designed to influence SCT constructs of self-efficacy, self-regulation, outcome expectations and expectancies, and social support. At baseline and every 3 months through 1 year, participants completed self-reported questionnaires of individual, interpersonal, and PA variables. Linear mixed models were used to assess for significant differences in weekly minutes of dog walking and theoretical constructs between groups (intervention and control) across time. To test self-efficacy as a mediator of social support for dog walking, tests for mediation were conducted using the bootstrapping technique. With the exception of Month 9, participants in the intervention group accumulated significantly more weekly minutes of dog walking than the control group. On average, the intervention group accumulated 58.4 more minutes (SD = 18.1) of weekly dog walking than the control group (p < .05). Self-efficacy partially mediated the effect of social support variables on dog walking. Results indicate that a simple SCT-based e-mail intervention is effective in increasing and maintaining an increase in dog walking among dog owners at 12-month follow-up. In light of these findings, it may be advantageous to design dog walking interventions that focus on increasing self-efficacy for dog walking by fostering social support.

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

PubMed Central

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

2014-01-01

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

Return probabilities and hitting times of random walks on sparse Erdös-Rényi graphs.

PubMed

Martin, O C; Sulc, P

2010-03-01

We consider random walks on random graphs, focusing on return probabilities and hitting times for sparse Erdös-Rényi graphs. Using the tree approach, which is expected to be exact in the large graph limit, we show how to solve for the distribution of these quantities and we find that these distributions exhibit a form of self-similarity.

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

PubMed Central

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

2015-01-01

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

Flow and diffusion in channel-guided cell migration.

PubMed

Marel, Anna-Kristina; Zorn, Matthias; Klingner, Christoph; Wedlich-Söldner, Roland; Frey, Erwin; Rädler, Joachim O

2014-09-02

Collective migration of mechanically coupled cell layers is a notable feature of wound healing, embryonic development, and cancer progression. In confluent epithelial sheets, the dynamics have been found to be highly heterogeneous, exhibiting spontaneous formation of swirls, long-range correlations, and glass-like dynamic arrest as a function of cell density. In contrast, the flow-like properties of one-sided cell-sheet expansion in confining geometries are not well understood. Here, we studied the short- and long-term flow of Madin-Darby canine kidney (MDCK) cells as they moved through microchannels. Using single-cell tracking and particle image velocimetry (PIV), we found that a defined averaged stationary cell current emerged that exhibited a velocity gradient in the direction of migration and a plug-flow-like profile across the advancing sheet. The observed flow velocity can be decomposed into a constant term of directed cell migration and a diffusion-like contribution that increases with density gradient. The diffusive component is consistent with the cell-density profile and front propagation speed predicted by the Fisher-Kolmogorov equation. To connect diffusion-mediated transport to underlying cellular motility, we studied single-cell trajectories and occurrence of vorticity. We discovered that the directed large-scale cell flow altered fluctuations in cellular motion at short length scales: vorticity maps showed a reduced frequency of swirl formation in channel flow compared with resting sheets of equal cell density. Furthermore, under flow, single-cell trajectories showed persistent long-range, random-walk behavior superimposed on drift, whereas cells in resting tissue did not show significant displacements with respect to neighboring cells. Our work thus suggests that active cell migration manifests itself in an underlying, spatially uniform drift as well as in randomized bursts of short-range correlated motion that lead to a diffusion-mediated transport. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2012-09-01

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

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.

Systematic derivation of reaction-diffusion equations with distributed delays and relations to fractional reaction-diffusion equations and hyperbolic transport equations: application to the theory of Neolithic transition.

PubMed

Vlad, Marcel Ovidiu; Ross, John

2002-12-01

We introduce a general method for the systematic derivation of nonlinear reaction-diffusion equations with distributed delays. We study the interactions among different types of moving individuals (atoms, molecules, quasiparticles, biological organisms, etc). The motion of each species is described by the continuous time random walk theory, analyzed in the literature for transport problems, whereas the interactions among the species are described by a set of transformation rates, which are nonlinear functions of the local concentrations of the different types of individuals. We use the time interval between two jumps (the transition time) as an additional state variable and obtain a set of evolution equations, which are local in time. In order to make a connection with the transport models used in the literature, we make transformations which eliminate the transition time and derive a set of nonlocal equations which are nonlinear generalizations of the so-called generalized master equations. The method leads under different specified conditions to various types of nonlocal transport equations including a nonlinear generalization of fractional diffusion equations, hyperbolic reaction-diffusion equations, and delay-differential reaction-diffusion equations. Thus in the analysis of a given problem we can fit to the data the type of reaction-diffusion equation and the corresponding physical and kinetic parameters. The method is illustrated, as a test case, by the study of the neolithic transition. We introduce a set of assumptions which makes it possible to describe the transition from hunting and gathering to agriculture economics by a differential delay reaction-diffusion equation for the population density. We derive a delay evolution equation for the rate of advance of agriculture, which illustrates an application of our analysis.

Use of Accelerometer-Based Feedback of Walking Activity for Appraising Progress With Walking-Related Goals in Inpatient Stroke Rehabilitation: A Randomized Controlled Trial.

PubMed

Mansfield, Avril; Wong, Jennifer S; Bryce, Jessica; Brunton, Karen; Inness, Elizabeth L; Knorr, Svetlana; Jones, Simon; Taati, Babak; McIlroy, William E

2015-10-01

Regaining independent ambulation is important to those with stroke. Increased walking practice during "down time" in rehabilitation could improve walking function for individuals with stroke. To determine the effect of providing physiotherapists with accelerometer-based feedback on patient activity and walking-related goals during inpatient stroke rehabilitation. Participants with stroke wore accelerometers around both ankles every weekday during inpatient rehabilitation. Participants were randomly assigned to receive daily feedback about walking activity via their physiotherapists (n = 29) or to receive no feedback (n = 28). Changes in measures of daily walking (walking time, number of steps, average cadence, longest bout duration, and number of "long" walking bouts) and changes in gait control and function assessed in-laboratory were compared between groups. There was no significant increase in walking time, number of steps, longest bout duration, or number of long walking bouts for the feedback group compared with the control group (P values > .20). However, individuals who received feedback significantly increased cadence of daily walking more than the control group (P = .013). From the in-laboratory gait assessment, individuals who received feedback had a greater increase in walking speed and decrease in step time variability than the control group (P values < .030). Feedback did not increase the amount of walking completed by individuals with stroke. However, there was a significant increase in cadence, indicating that intensity of daily walking was greater for those who received feedback than the control group. Additionally, more intense daily walking activity appeared to translate to greater improvements in walking speed. © The Author(s) 2015.

Time-independent models of asset returns revisited

NASA Astrophysics Data System (ADS)

Gillemot, L.; Töyli, J.; Kertesz, J.; Kaski, K.

2000-07-01

In this study we investigate various well-known time-independent models of asset returns being simple normal distribution, Student t-distribution, Lévy, truncated Lévy, general stable distribution, mixed diffusion jump, and compound normal distribution. For this we use Standard and Poor's 500 index data of the New York Stock Exchange, Helsinki Stock Exchange index data describing a small volatile market, and artificial data. The results indicate that all models, excluding the simple normal distribution, are, at least, quite reasonable descriptions of the data. Furthermore, the use of differences instead of logarithmic returns tends to make the data looking visually more Lévy-type distributed than it is. This phenomenon is especially evident in the artificial data that has been generated by an inflated random walk process.

The flashing Brownian ratchet and Parrondo’s paradox

PubMed Central

Ethier, S. N.

2018-01-01

A Brownian ratchet is a one-dimensional diffusion process that drifts towards a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, producing directed motion. These processes have been of interest to physicists and biologists for nearly 25 years. The flashing Brownian ratchet is the process that motivated Parrondo’s paradox, in which two fair games of chance, when alternated, produce a winning game. Parrondo’s games are relatively simple, being discrete in time and space. The flashing Brownian ratchet is rather more complicated. We show how one can study the latter process numerically using a random walk approximation. PMID:29410868

Ergodicity convergence test suggests telomere motion obeys fractional dynamics

NASA Astrophysics Data System (ADS)

Kepten, E.; Bronshtein, I.; Garini, Y.

2011-04-01

Anomalous diffusion, observed in many biological processes, is a generalized description of a wide variety of processes, all obeying the same law of mean-square displacement. Identifying the basic mechanisms of these observations is important for deducing the nature of the biophysical systems measured. We implement a previously suggested method for distinguishing between fractional Langevin dynamics, fractional Brownian motion, and continuous time random walk based on the ergodic nature of the data. We apply the method together with the recently suggested P-variation test and the displacement correlation to the lately measured dynamics of telomeres in the nucleus of mammalian cells and find strong evidence that the telomeres motion obeys fractional dynamics. The ergodic dynamics are observed experimentally to fit fractional Brownian or Langevin dynamics.

Metastability of Reversible Random Walks in Potential Fields

NASA Astrophysics Data System (ADS)

Landim, C.; Misturini, R.; Tsunoda, K.

2015-09-01

Let be an open and bounded subset of , and let be a twice continuously differentiable function. Denote by the discretization of , , and denote by the continuous-time, nearest-neighbor, random walk on which jumps from to at rate . We examine in this article the metastable behavior of among the wells of the potential F.

Electrical Resistance of the Low Dimensional Critical Branching Random Walk

NASA Astrophysics Data System (ADS)

Járai, Antal A.; Nachmias, Asaf

2014-10-01

We show that the electrical resistance between the origin and generation n of the incipient infinite oriented branching random walk in dimensions d < 6 is O( n 1- α ) for some universal constant α > 0. This answers a question of Barlow et al. (Commun Math Phys 278:385-431, 2008).

Accumulator and random-walk models of psychophysical discrimination: a counter-evaluation.

PubMed

Vickers, D; Smith, P

1985-01-01

In a recent assessment of models of psychophysical discrimination, Heath criticises the accumulator model for its reliance on computer simulation and qualitative evidence, and contrasts it unfavourably with a modified random-walk model, which yields exact predictions, is susceptible to critical test, and is provided with simple parameter-estimation techniques. A counter-evaluation is presented, in which the approximations employed in the modified random-walk analysis are demonstrated to be seriously inaccurate, the resulting parameter estimates to be artefactually determined, and the proposed test not critical. It is pointed out that Heath's specific application of the model is not legitimate, his data treatment inappropriate, and his hypothesis concerning confidence inconsistent with experimental results. Evidence from adaptive performance changes is presented which shows that the necessary assumptions for quantitative analysis in terms of the modified random-walk model are not satisfied, and that the model can be reconciled with data at the qualitative level only by making it virtually indistinguishable from an accumulator process. A procedure for deriving exact predictions for an accumulator process is outlined.

Saddlepoint approximation to the distribution of the total distance of the continuous time random walk

NASA Astrophysics Data System (ADS)

Gatto, Riccardo

2017-12-01

This article considers the random walk over Rp, with p ≥ 2, where a given particle starts at the origin and moves stepwise with uniformly distributed step directions and step lengths following a common distribution. Step directions and step lengths are independent. The case where the number of steps of the particle is fixed and the more general case where it follows an independent continuous time inhomogeneous counting process are considered. Saddlepoint approximations to the distribution of the distance from the position of the particle to the origin are provided. Despite the p-dimensional nature of the random walk, the computations of the saddlepoint approximations are one-dimensional and thus simple. Explicit formulae are derived with dimension p = 3: for uniformly and exponentially distributed step lengths, for fixed and for Poisson distributed number of steps. In these situations, the high accuracy of the saddlepoint approximations is illustrated by numerical comparisons with Monte Carlo simulation. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Varied overground walking training versus body-weight-supported treadmill training in adults within 1 year of stroke: a randomized controlled trial.

PubMed

DePaul, Vincent G; Wishart, Laurie R; Richardson, Julie; Thabane, Lehana; Ma, Jinhui; Lee, Timothy D

2015-05-01

Although task-related walking training has been recommended after stroke, the theoretical basis, content, and impact of interventions vary across the literature. There is a need for a comparison of different approaches to task-related walking training after stroke. To compare the impact of a motor-learning-science-based overground walking training program with body-weight-supported treadmill training (BWSTT) in ambulatory, community-dwelling adults within 1 year of stroke onset. In this rater-blinded, 1:1 parallel, randomized controlled trial, participants were stratified by baseline gait speed. Participants assigned to the Motor Learning Walking Program (MLWP) practiced various overground walking tasks under the supervision of 1 physiotherapist. Cognitive effort was encouraged through random practice and limited provision of feedback and guidance. The BWSTT program emphasized repetition of the normal gait cycle while supported on a treadmill and assisted by 1 to 3 therapy staff. The primary outcome was comfortable gait speed at postintervention assessment (T2). In total, 71 individuals (mean age = 67.3; standard deviation = 11.6 years) with stroke (mean onset = 20.9 [14.1] weeks) were randomized (MLWP, n = 35; BWSTT, n = 36). There was no significant between-group difference in gait speed at T2 (0.002 m/s; 95% confidence interval [CI] = -0.11, 0.12; P > .05). The MLWP group improved by 0.14 m/s (95% CI = 0.09, 0.19), and the BWSTT group improved by 0.14 m/s (95% CI = 0.08, 0.20). In this sample of community-dwelling adults within 1 year of stroke, a 15-session program of varied overground walking-focused training was not superior to a BWSTT program of equal frequency, duration, and in-session step activity. © The Author(s) 2014.

On the genealogy of branching random walks and of directed polymers

NASA Astrophysics Data System (ADS)

Derrida, Bernard; Mottishaw, Peter

2016-08-01

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

Aerobic treadmill plus Bobath walking training improves walking in subacute stroke: a randomized controlled trial.

PubMed

Eich, H-J; Mach, H; Werner, C; Hesse, S

2004-09-01

To evaluate the immediate and long-term effects of aerobic treadmill plus Bobath walking training in subacute stroke survivors compared with Bobath walking training alone. Randomized controlled trial. Rehabilitation unit. Fifty patients, first-time supratentorial stroke, stroke interval less than six weeks, Barthel Index (0-100) from 50 to 80, able to walk a minimum distance of 12 m with either intermittent help or stand-by while walking, cardiovascular stable, minimum 50 W in the bicycle ergometry, randomly allocated to two groups, A and B. Group A 30 min of treadmill training, harness secured and minimally supported according to patients' needs, and 30 min of physiotherapy, every workday for six weeks, speed and inclination of the treadmill were adjusted to achieve a heart rate of HR: (Hrmax-HRrest)*0.6+HRrest; in group B 60 min of daily physiotherapy for six weeks. Primary outcome variables were the absolute improvement of walking velocity (m/s) and capacity (m), secondary were gross motor function including walking ability (score out of 13) and walking quality (score out of 41), blindly assessed before and after the intervention, and at follow-up three months later. Patients tolerated the aerobic training well with no side-effects, significantly greater improvement of walking velocity and capacity both at study end (p =0.001 versus p =0.002) and at follow-up (p <0.001 versus p <0.001) in the experimental group. Between weeks 0 and 6, the experimental group improved walking speed and capacity by a mean of.31 m/s and 91 m, the control group by a mean of 0.16 m/s and 56 m. Between weeks 0 and 18, the experimental group improved walking speed and capacity by a mean of 0.36 m/s and 111 m, the control group by a mean of 0.15 m/s and 57 m. Gross motor function and walking quality did not differ at any time. Aerobic treadmill plus Bobath walking training in moderately affected stroke patients was better than Bobath walking training alone with respect to the improvement of walking velocity and capacity. The treatment approach is recommended in patients meeting the inclusion criteria. A multicentre trial should follow to strengthen the evidence.

Body weight-supported treadmill training vs. overground walking training for persons with chronic stroke: a pilot randomized controlled trial.

PubMed

Combs-Miller, Stephanie A; Kalpathi Parameswaran, Anu; Colburn, Dawn; Ertel, Tara; Harmeyer, Amanda; Tucker, Lindsay; Schmid, Arlene A

2014-09-01

To compare the effects of body weight-supported treadmill training and overground walking training when matched for task and dose (duration/frequency/intensity) on improving walking function, activity, and participation after stroke. Single-blind, pilot randomized controlled trial with three-month follow-up. University and community settings. A convenience sample of participants (N = 20) at least six months post-stroke and able to walk independently were recruited. Thirty-minute walking interventions (body weight-supported treadmill training or overground walking training) were administered five times a week for two weeks. Intensity was monitored with the Borg Rating of Perceived Exertion Scale at five-minute increments to maintain a moderate training intensity. Walking speed (comfortable/fast 10-meter walk), walking endurance (6-minute walk), spatiotemporal symmetry, and the ICF Measure of Participation and ACTivity were assessed before, immediately after, and three months following the intervention. The overground walking training group demonstrated significantly greater improvements in comfortable walking speed compared with the body weight-supported treadmill training group immediately (change of 0.11 m/s vs. 0.06 m/s, respectively; p = 0.047) and three months (change of 0.14 m/s vs. 0.08 m/s, respectively; p = 0.029) after training. Only the overground walking training group significantly improved comfortable walking speed (p = 0.001), aspects of gait symmetry (p = 0.032), and activity (p = 0.003) immediately after training. Gains were maintained at the three-month follow-up (p < 0.05) for all measures except activity. Improvements in participation were not demonstrated. Overgound walking training was more beneficial than body weight-supported treadmill training at improving self-selected walking speed for the participants in this study. © The Author(s) 2014.

The immediate and long-term effects of a walking-skill program compared to usual physiotherapy care in patients who have undergone total knee arthroplasty (TKA): a randomized controlled trial.

PubMed

Bruun-Olsen, Vigdis; Heiberg, Kristi Elisabeth; Wahl, Astrid Klopstad; Mengshoel, Anne Marit

2013-01-01

To examine the immediate and long-term effects of a walking-skill program compared with usual physiotherapy on physical function, pain and perceived self-efficacy in patients after total knee arthroplasty (TKA). A single blind randomized controlled trial design was applied. Fifty-seven patients with primary TKA, mean age of 69 years (SD ± 9), were randomly assigned to a walking-skill program emphasizing weight-bearing exercises or usual physiotherapy. Outcomes were assessed before the interventions started at 6 weeks postoperatively (T1), directly after the interventions at 12-14 weeks (T2) and 9 months after the interventions (T3). Walking was the primary outcome, assessed by the 6 min walk test (6MWT). The secondary outcomes were timed stair climbing, timed stands, Figure-of-eight test, Index of muscle function, active knee range of motion, Knee Injury and Osteoarthritis Outcome Score and self-efficacy score. From T1 to T2, a better 6MWT score was found in favor of the walking-skill program of 39 m (2-76), p = 0.04. The difference between the groups in 6MWT persisted at T3, 44 m (8-80), p = 0.02. No differences in other outcome measures were found. The walking-skill program had better effect on walking than usual physiotherapy. Weight bearing was tolerated. Implications for Rehabilitation Weight-bearing exercises are tolerated by the patients in the early stage after TKA. Physiotherapy that focuses on learning different ways of walking through practice may be a plausible way to train patients after TKA.

Anomalous yet Brownian.

PubMed

Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve

2009-09-08

We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.

The open quantum Brownian motions

NASA Astrophysics Data System (ADS)

Bauer, Michel; Bernard, Denis; Tilloy, Antoine

2014-09-01

Using quantum parallelism on random walks as the original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers—with internal degrees of freedom which serve as random gyroscopes—interacting with a series of probes which serve as quantum coins. These processes may also be viewed as the scaling limit of open quantum random walks and we develop this approach along three different lines: the quantum trajectory, the quantum dynamical map and the quantum stochastic differential equation. We also present a study of the simplest case, with a two level system as an internal gyroscope, illustrating the interplay between the ballistic and diffusive behaviors at work in these processes. Notation H_z : orbital (walker) Hilbert space, {C}^{{Z}} in the discrete, L^2({R}) in the continuum H_c : internal spin (or gyroscope) Hilbert space H_sys=H_z\\otimesH_c : system Hilbert space H_p : probe (or quantum coin) Hilbert space, H_p={C}^2 \\rho^tot_t : density matrix for the total system (walker + internal spin + quantum coins) \\bar \\rho_t : reduced density matrix on H_sys : \\bar\\rho_t=\\int dxdy\\, \\bar\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | \\hat \\rho_t : system density matrix in a quantum trajectory: \\hat\\rho_t=\\int dxdy\\, \\hat\\rho_t(x,y)\\otimes | x \\rangle _z\\langle y | . If diagonal and localized in position: \\hat \\rho_t=\\rho_t\\otimes| X_t \\rangle _z\\langle X_t | ρt: internal density matrix in a simple quantum trajectory Xt: walker position in a simple quantum trajectory Bt: normalized Brownian motion ξt, \\xi_t^\\dagger : quantum noises

Exploration properties of biased evanescent random walkers on a one-dimensional lattice

NASA Astrophysics Data System (ADS)

Esguerra, Jose Perico; Reyes, Jelian

2017-08-01

We investigate the combined effects of bias and evanescence on the characteristics of random walks on a one-dimensional lattice. We calculate the time-dependent return probability, eventual return probability, conditional mean return time, and the time-dependent mean number of visited sites of biased immortal and evanescent discrete-time random walkers on a one-dimensional lattice. We then extend the calculations to the case of a continuous-time step-coupled biased evanescent random walk on a one-dimensional lattice with an exponential waiting time distribution.

Early application of tail nerve electrical stimulation-induced walking training promotes locomotor recovery in rats with spinal cord injury.

PubMed

Zhang, S-X; Huang, F; Gates, M; Shen, X; Holmberg, E G

2016-11-01

This is a randomized controlled prospective trial with two parallel groups. The objective of this study was to determine whether early application of tail nerve electrical stimulation (TANES)-induced walking training can improve the locomotor function. This study was conducted in SCS Research Center in Colorado, USA. A contusion injury to spinal cord T10 was produced using the New York University impactor device with a 25 -mm height setting in female, adult Long-Evans rats. Injured rats were randomly divided into two groups (n=12 per group). One group was subjected to TANES-induced walking training 2 weeks post injury, and the other group, as control, received no TANES-induced walking training. Restorations of behavior and conduction were assessed using the Basso, Beattie and Bresnahan open-field rating scale, horizontal ladder rung walking test and electrophysiological test (Hoffmann reflex). Early application of TANES-induced walking training significantly improved the recovery of locomotor function and benefited the restoration of Hoffmann reflex. TANES-induced walking training is a useful method to promote locomotor recovery in rats with spinal cord injury.

Nordic walking versus walking without poles for rehabilitation with cardiovascular disease: Randomized controlled trial.

PubMed

Girold, Sébastien; Rousseau, Jérome; Le Gal, Magalie; Coudeyre, Emmanuel; Le Henaff, Jacqueline

2017-07-01

With Nordic walking, or walking with poles, one can travel a greater distance and at a higher rate than with walking without poles, but whether the activity is beneficial for patients with cardiovascular disease is unknown. This randomized controlled trial was undertaken to determine whether Nordic walking was more effective than walking without poles on walk distance to support rehabilitation training for patients with acute coronary syndrome (ACS) and peripheral arterial occlusive disease (PAOD). Patients were recruited in a private specialized rehabilitation centre for cardiovascular diseases. The entire protocol, including patient recruitment, took place over 2 months, from September to October 2013. We divided patients into 2 groups: Nordic Walking Group (NWG, n=21) and Walking Group without poles (WG, n=21). All patients followed the same program over 4 weeks, except for the walk performed with or without poles. The main outcome was walk distance on the 6-min walk test. Secondary outcomes were maximum heart rate during exercise and walk distance and power output on a treadmill stress test. We included 42 patients (35 men; mean age 57.2±11 years and BMI 26.5±4.5kg/m 2 ). At the end of the training period, both groups showed improved walk distance on the 6-min walk test and treatment stress test as well as power on the treadmill stress test (P<0.05). The NWG showed significantly greater walk distance than the WG (P<0.05). Both ACS and PAOD groups showed improvement, but improvement was significant for only PAOD patients. After a 4-week training period, Nordic walking training appeared more efficient than training without poles for increasing walk distance on the 6-min walk test for patients with ACS and PAOD. Copyright © 2017. Published by Elsevier Masson SAS.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

NASA Astrophysics Data System (ADS)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-09-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G., E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlapmore » with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.« less

Manifestation of two-channel nonlocal spin transport in the shapes of Hanle curves

NASA Astrophysics Data System (ADS)

Roundy, R. C.; Prestgard, M. C.; Tiwari, A.; Mishchenko, E. G.; Raikh, M. E.

2014-09-01

The dynamics of charge-density fluctuations in a system of two tunnel-coupled wires contains two diffusion modes with dispersion iω =Dq2 and iω =Dq2+2/τt, where D is the diffusion coefficient and τt is the tunneling time between the wires. The dispersion of corresponding spin-density modes depends on magnetic field as a result of the spin precession with Larmour frequency ωL. The presence of two modes affects the shape of the Hanle curve describing the spin-dependent resistance R between the ferromagnetic strips covering the nonmagnetic wires. We demonstrate that the relative shapes of the R (ωL) curves, one measured within the same wire and the other measured between the wires, depends on the ratio τt/τs, where τs is the spin-diffusion time. If the coupling between the wires is local, i.e., only at the point x =0, then the difference of the shapes of intrawire and interwire Hanle curves reflects the difference in statistics of diffusive trajectories, which "switch" or do not switch near x =0. When one of the coupled wires is bent into a loop with a radius a, the shape of the Hanle curve reflects the statistics of random walks on the loop. This statistics is governed by the dimensionless parameter a /√Dτs .

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

PubMed Central

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-01-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space. PMID:25240340

Extreme events as foundation of Lévy walks with varying velocity

NASA Astrophysics Data System (ADS)

Kutner, Ryszard

2002-11-01

In this work we study the role of extreme events [E.W. Montroll, B.J. West, in: J.L. Lebowitz, E.W. Montrell (Eds.), Fluctuation Phenomena, SSM, vol. VII, North-Holland, Amsterdam, 1979, p. 63; J.-P. Bouchaud, M. Potters, Theory of Financial Risks from Statistical Physics to Risk Management, Cambridge University Press, Cambridge, 2001; D. Sornette, Critical Phenomena in Natural Sciences. Chaos, Fractals, Selforganization and Disorder: Concepts and Tools, Springer, Berlin, 2000] in determining the scaling properties of Lévy walks with varying velocity. This model is an extension of the well-known Lévy walks one [J. Klafter, G. Zumofen, M.F. Shlesinger, in M.F. Shlesinger, G.M. Zaslavsky, U. Frisch (Eds.), Lévy Flights and Related Topics ion Physics, Lecture Notes in Physics, vol. 450, Springer, Berlin, 1995, p. 196; G. Zumofen, J. Klafter, M.F. Shlesinger, in: R. Kutner, A. Pȩkalski, K. Sznajd-Weron (Eds.), Anomalous Diffusion. From Basics to Applications, Lecture Note in Physics, vol. 519, Springer, Berlin, 1999, p. 15] introduced in the context of chaotic dynamics where a fixed value of the walker velocity is assumed for simplicity. Such an extension seems to be necessary when the open and/or complex system is studied. The model of Lévy walks with varying velocity is spanned on two coupled velocity-temporal hierarchies: the first one consisting of velocities and the second of corresponding time intervals which the walker spends between the successive turning points. Both these hierarchical structures are characterized by their own self-similar dimensions. The extreme event, which can appear within a given time interval, is defined as a single random step of the walker having largest length. By finding power-laws which describe the time-dependence of this displacement and its statistics we obtained two independent diffusion exponents, which are related to the above-mentioned dimensions and which characterize the extreme event kinetics. In this work we show the principal influence of extreme events on the basic quantities (one-step distributions and moments as well as two-step correlation functions) of the continuous-time random walk formalism. Besides, we construct both the waiting-time distribution and sojourn probability density directly in a real space and time in the scaling form by proper component analysis which takes into account all possible fluctuations of the walker steps in contrast to the extreme event analysis. In this work we pay our attention to the basic quantities, since the summarized multi-step ones were already discussed earlier [Physica A 264 (1999) 107; Comp. Phys. Commun. 147 (2002) 565]. Moreover, we study not only the scaling phenomena but also, assuming a finite number of hierarchy levels, the breaking of scaling and its dependence on control parameters. This seems to be important for studying empirical systems the more so as there are still no closed formulae describing this phenomenon except the one for truncated Lévy flights [Phys. Rev. Lett. 73 (1994) 2946]. Our formulation of the model made possible to develop an efficient Monte Carlo algorithm [Physica A 264 (1999) 107; Comp. Phys. Commun. 147 (2002) 565] where no MC step is lost.

Modeling reactive transport processes in fractured rock using the time domain random walk approach within a dual-porosity framework

NASA Astrophysics Data System (ADS)

Roubinet, D.; Russian, A.; Dentz, M.; Gouze, P.

2017-12-01

Characterizing and modeling hydrodynamic reactive transport in fractured rock are critical challenges for various research fields and applications including environmental remediation, geological storage, and energy production. To this end, we consider a recently developed time domain random walk (TDRW) approach, which is adapted to reproduce anomalous transport behaviors and capture heterogeneous structural and physical properties. This method is also very well suited to optimize numerical simulations by memory-shared massive parallelization and provide numerical results at various scales. So far, the TDRW approach has been applied for modeling advective-diffusive transport with mass transfer between mobile and immobile regions and simple (theoretical) reactions in heterogeneous porous media represented as single continuum domains. We extend this approach to dual-continuum representations considering a highly permeable fracture network embedded into a poorly permeable rock matrix with heterogeneous geochemical reactions occurring in both geological structures. The resulting numerical model enables us to extend the range of the modeled heterogeneity scales with an accurate representation of solute transport processes and no assumption on the Fickianity of these processes. The proposed model is compared to existing particle-based methods that are usually used to model reactive transport in fractured rocks assuming a homogeneous surrounding matrix, and is used to evaluate the impact of the matrix heterogeneity on the apparent reaction rates for different 2D and 3D simple-to-complex fracture network configurations.

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

ERIC Educational Resources Information Center

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

2010-01-01

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

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.

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

ERIC Educational Resources Information Center

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

2011-01-01

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

Averaging in SU(2) open quantum random walk

NASA Astrophysics Data System (ADS)

Clement, Ampadu

2014-03-01

We study the average position and the symmetry of the distribution in the SU(2) open quantum random walk (OQRW). We show that the average position in the central limit theorem (CLT) is non-uniform compared with the average position in the non-CLT. The symmetry of distribution is shown to be even in the CLT.

Reheating-volume measure for random-walk inflation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Winitzki, Sergei; Yukawa Institute of Theoretical Physics, Kyoto University, Kyoto

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 themore » 'youngness paradox', the RV cutoff yields unbiased results that are distinct from previously proposed measures.« less

Exercise training for intermittent claudication.

PubMed

McDermott, Mary M

2017-11-01

The objective of this study was to provide an overview of evidence regarding exercise therapies for patients with lower extremity peripheral artery disease (PAD). This manuscript summarizes the content of a lecture delivered as part of the 2016 Crawford Critical Issues Symposium. Multiple randomized clinical trials demonstrate that supervised treadmill exercise significantly improves treadmill walking performance in people with PAD and intermittent claudication symptoms. A meta-analysis of 25 randomized trials demonstrated a 180-meter increase in treadmill walking distance in response to supervised exercise interventions compared with a nonexercising control group. Supervised treadmill exercise has been inaccessible to many patients with PAD because of lack of medical insurance coverage. However, in 2017, the Centers for Medicare and Medicaid Services issued a decision memorandum to support health insurance coverage of 12 weeks of supervised treadmill exercise for patients with walking impairment due to PAD. Recent evidence also supports home-based walking exercise to improve walking performance in people with PAD. Effective home-exercise programs incorporate behavioral change interventions such as a remote coach, goal setting, and self-monitoring. Supervised treadmill exercise programs preferentially improve treadmill walking performance, whereas home-based walking exercise programs preferentially improve corridor walking, such as the 6-minute walk test. Clinical trial evidence also supports arm or leg ergometry exercise to improve walking endurance in people with PAD. Treadmill walking exercise appears superior to resistance training alone for improving walking endurance. Supervised treadmill exercise significantly improves treadmill walking performance in people with PAD by approximately 180 meters compared with no exercise. Recent evidence suggests that home-based exercise is also effective and preferentially improves over-ground walking performance, such as the 6-minute walk test. Copyright © 2017 Society for Vascular Surgery. Published by Elsevier Inc. All rights reserved.

Using wireless technology in clinical practice: does feedback of daily walking activity improve walking outcomes of individuals receiving rehabilitation post-stroke? Study protocol for a randomized controlled trial

PubMed Central

2013-01-01

Background Regaining independent ambulation is the top priority for individuals recovering from stroke. Thus, physical rehabilitation post-stroke should focus on improving walking function and endurance. However, the amount of walking completed by individuals with stroke attending rehabilitation is far below that required for independent community ambulation. There has been increased interest in accelerometer-based monitoring of walking post-stroke. Walking monitoring could be integrated within the goal-setting process for those with ambulation goals in rehabilitation. The feedback from these devices can be downloaded to a computer to produce reports. The purpose of this study is to determine the effect of accelerometer-based feedback of daily walking activity during rehabilitation on the frequency and duration of walking post-stroke. Methods Participants will be randomly assigned to one of two groups: feedback or no feedback. Participants will wear accelerometers daily during in- and out-patient rehabilitation and, for participants in the feedback group, the participants’ treating physiotherapist will receive regular reports of walking activity. The primary outcome measures are the amount of daily walking completed, as measured using the accelerometers, and spatio-temporal characteristics of walking (e.g. walking speed). We will also examine goal attainment, satisfaction with progress towards goals, stroke self-efficacy, and community-integration. Discussion Increased walking activity during rehabilitation is expected to improve walking function and community re-integration following discharge. In addition, a focus on altering walking behaviour within the rehabilitation setting may lead to altered behaviour and increased activity patterns after discharge. Trial registration ClinicalTrials.gov NCT01521234 PMID:23865593

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

PubMed

Michael, Yvonne L; Carlson, Nichole E

2009-07-30

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

Obstructed metabolite diffusion within skeletal muscle cells in silico.

PubMed

Aliev, Mayis K; Tikhonov, Alexander N

2011-12-01

Using a Monte Carlo simulation technique, we have modeled 3D diffusion of low molecular weight metabolites inside a skeletal muscle cell. The following structural elements are considered: (i) a regular lattice of actin and myosin filaments inside a myofibril, (ii) the membranes of sarcoplasmic reticulum and mitochondria surrounding the myofibrils, (iii) a set of myofibrils inside a skeletal muscle cell encircled by the outer cell membrane, and (iv) an additional set of regular intracellular structures ("macrocompartments") embedded into the cell interior. The macrocompartments are considered to simulate diffusion restrictions because of hypothetical cylindrical structures (16-22 μm in diameter) suggested earlier (de Graaf et al. Biophys J 78: 1657-1664, 2000). This model allowed us to calculate the apparent coefficients of particle diffusion in the radial and axial directions, D(app)(⊥) and D(app)(II), respectively. Particle movements in the axial direction are considered, at first approximation, as unrestricted diffusion (D(app)(II) = const). The apparent coefficient of radial diffusion, D(app)(⊥), decreases with time because of particle collisions with myofilaments and other rigid obstacles. Results of our random walk simulations are in fairly good agreement with experimental data on NMR measurements of restricted radial diffusion of phosphocreatine in white and red skeletal muscles of goldfish (Kinsey et al. NMR Biomed 12:1-7, 1999). Particle reflections from the low-permeable borders of macrocompartments (efficient diameter, D(eff)(MC) ≈ 9.2-10.4 μm) are the prerequisite for agreeing theoretical and experimental data. The low-permeable coverage of hypothetical macrocompartments (99.8% of coverage) provides the main contribution to time-dependent decrease in D(app)(⊥).

Random walk with memory enhancement and decay

NASA Astrophysics Data System (ADS)

Tan, Zhi-Jie; Zou, Xian-Wu; Huang, Sheng-You; Zhang, Wei; Jin, Zhun-Zhi

2002-04-01

A model of random walk with memory enhancement and decay was presented on the basis of the characteristics of the biological intelligent walks. In this model, the movement of the walker is determined by the difference between the remaining information at the jumping-out site and jumping-in site. The amount of the memory information si(t) at a site i is enhanced with the increment of visiting times to that site, and decays with time t by the rate e-βt, where β is the memory decay exponent. When β=0, there exists a transition from Brownian motion (BM) to the compact growth of walking trajectory with the density of information energy u increasing. But for β>0, this transition does not appear and the walk with memory enhancement and decay can be considered as the BM of the mass center of the cluster composed of remembered sites in the late stage.

Fermionic entanglement via quantum walks in quantum dots

NASA Astrophysics Data System (ADS)

Melnikov, Alexey A.; Fedichkin, Leonid E.

2018-02-01

Quantum walks are fundamentally different from random walks due to the quantum superposition property of quantum objects. Quantum walk process was found to be very useful for quantum information and quantum computation applications. In this paper we demonstrate how to use quantum walks as a tool to generate high-dimensional two-particle fermionic entanglement. The generated entanglement can survive longer in the presence of depolorazing noise due to the periodicity of quantum walk dynamics. The possibility to create two distinguishable qudits in a system of tunnel-coupled semiconductor quantum dots is discussed.

Kappa Distribution in a Homogeneous Medium: Adiabatic Limit of a Super-diffusive Process?

NASA Astrophysics Data System (ADS)

Roth, I.

2015-12-01

The classical statistical theory predicts that an ergodic, weakly interacting system like charged particles in the presence of electromagnetic fields, performing Brownian motions (characterized by small range deviations in phase space and short-term microscopic memory), converges into the Gibbs-Boltzmann statistics. Observation of distributions with a kappa-power-law tails in homogeneous systems contradicts this prediction and necessitates a renewed analysis of the basic axioms of the diffusion process: characteristics of the transition probability density function (pdf) for a single interaction, with a possibility of non-Markovian process and non-local interaction. The non-local, Levy walk deviation is related to the non-extensive statistical framework. Particles bouncing along (solar) magnetic field with evolving pitch angles, phases and velocities, as they interact resonantly with waves, undergo energy changes at undetermined time intervals, satisfying these postulates. The dynamic evolution of a general continuous time random walk is determined by pdf of jumps and waiting times resulting in a fractional Fokker-Planck equation with non-integer derivatives whose solution is given by a Fox H-function. The resulting procedure involves the known, although not frequently used in physics fractional calculus, while the local, Markovian process recasts the evolution into the standard Fokker-Planck equation. Solution of the fractional Fokker-Planck equation with the help of Mellin transform and evaluation of its residues at the poles of its Gamma functions results in a slowly converging sum with power laws. It is suggested that these tails form the Kappa function. Gradual vs impulsive solar electron distributions serve as prototypes of this description.

Continuous-Time Random Walk with multi-step memory: an application to market dynamics

NASA Astrophysics Data System (ADS)

Gubiec, Tomasz; Kutner, Ryszard

2017-11-01

An extended version of the Continuous-Time Random Walk (CTRW) model with memory is herein developed. This memory involves the dependence between arbitrary number of successive jumps of the process while waiting times between jumps are considered as i.i.d. random variables. This dependence was established analyzing empirical histograms for the stochastic process of a single share price on a market within the high frequency time scale. Then, it was justified theoretically by considering bid-ask bounce mechanism containing some delay characteristic for any double-auction market. Our model appeared exactly analytically solvable. Therefore, it enables a direct comparison of its predictions with their empirical counterparts, for instance, with empirical velocity autocorrelation function. Thus, the present research significantly extends capabilities of the CTRW formalism. Contribution to the Topical Issue "Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.

Global mean first-passage times of random walks on complex networks.

PubMed

Tejedor, V; Bénichou, O; Voituriez, R

2009-12-01

We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position, the so-called global mean first-passage time (GMFPT). This bound is simply expressed in terms of the equilibrium distribution at the target and implies a minimal scaling of the GMFPT with the network size. We show that this minimal scaling, which can be arbitrarily slow, is realized under the simple condition that the random walk is transient at the target site and independently of the small-world, scale-free, or fractal properties of the network. Last, we put forward that the GMFPT to a specific target is not a representative property of the network since the target averaged GMFPT satisfies much more restrictive bounds.

Emergence of Lévy Walks from Second-Order Stochastic Optimization

NASA Astrophysics Data System (ADS)

Kuśmierz, Łukasz; Toyoizumi, Taro

2017-12-01

In natural foraging, many organisms seem to perform two different types of motile search: directed search (taxis) and random search. The former is observed when the environment provides cues to guide motion towards a target. The latter involves no apparent memory or information processing and can be mathematically modeled by random walks. We show that both types of search can be generated by a common mechanism in which Lévy flights or Lévy walks emerge from a second-order gradient-based search with noisy observations. No explicit switching mechanism is required—instead, continuous transitions between the directed and random motions emerge depending on the Hessian matrix of the cost function. For a wide range of scenarios, the Lévy tail index is α =1 , consistent with previous observations in foraging organisms. These results suggest that adopting a second-order optimization method can be a useful strategy to combine efficient features of directed and random search.

Action observation training of community ambulation for improving walking ability of patients with post-stroke hemiparesis: a randomized controlled pilot trial.

PubMed

Park, Hyun-Ju; Oh, Duck-Won; Choi, Jong-Duk; Kim, Jong-Man; Kim, Suhn-Yeop; Cha, Yong-Jun; Jeon, Su-Jin

2017-08-01

To investigate the effects of action observation training involving community-based ambulation for improving walking ability after stroke. Randomized, controlled pilot study. Inpatient rehabilitation hospital. A total of 25 inpatients with post-stroke hemiparesis were randomly assigned to either the experimental group ( n = 12) or control group ( n = 13). Subjects of the experimental group watched video clips demonstrating four-staged ambulation training with a more complex environment factor for 30 minutes, three times a week for four weeks. Meanwhile, subjects of the control group watched video clips, which showed different landscape pictures. Walking function was evaluated before and after the four-week intervention using a 10-m walk test, community walk test, activities-specific balance confidence scale, and spatiotemporal gait measures. Changes in the values for the 10-m walk test (0.17 ±0.19 m/s vs. 0.05 ±0.08 m/s), community walk test (-151.42 ±123.82 seconds vs. 67.08 ±176.77 seconds), and activities-specific balance confidence (6.25 ±5.61 scores vs. 0.72 ±2.24 scores) and the spatiotemporal parameters (i.e. stride length (19.00 ±11.34 cm vs. 3.16 ±11.20 cm), single support (5.87 ±5.13% vs. 0.25 ±5.95%), and velocity (15.66 ±12.34 cm/s vs. 2.96 ±10.54 cm/s)) indicated a significant improvement in the experimental group compared with the control group. In the experimental group, walking function and ambulation confidence was significantly different between the pre- and post-intervention, whereas the control group showed a significant difference only in the 10-m walk test. Action observation training of community ambulation may be favorably used for improving walking function of patients with post-stroke hemiparesis.

SIRRACT: An international randomized clinical trial of activity feedback during inpatient stroke rehabilitation enabled by wireless sensing

PubMed Central

Dorsch, Andrew K.; Thomas, Seth; Xu, Xiaoyu; Kaiser, William; Dobkin, Bruce H.

2014-01-01

Background Walking-related disability is the most frequent reason for inpatient stroke rehabilitation. Task-related practice is a critical component for improving patient outcomes. Objective To test the feasibility of providing quantitative feedback about daily walking performance and motivating greater skills practice via remote sensing. Methods In this phase III randomized, single blind clinical trial, patients participated in conventional therapies while wearing wireless sensors (tri-axial accelerometers) at both ankles. Activity-recognition algorithms calculated the speed, distance, and duration of walking bouts. Three times a week, therapists provided either feedback about performance on a 10-meter walk (speed-only) or walking speed feedback plus a review of walking activity recorded by the sensors (augmented). Primary outcomes at discharge included total daily walking time, derived from the sensors, and a timed 15-meter walk. Results Sixteen rehabilitation centers in 11 countries enrolled 135 participants over 15 months. Sensors recorded more than 1800 days of therapy, 37,000 individual walking bouts, and 2.5 million steps. No significant differences were found between the two feedback groups in daily walking time (15.1±13.1min vs. 16.6±14.3min, p=0.54) or 15-meter walking speed (0.93±0.47m/s vs. 0.91±0.53m/s, p=0.96). Remarkably, 30% of participants decreased their total daily walking time over their rehabilitation stay. Conclusions In this first trial of remote monitoring of inpatient stroke rehabilitation, augmented feedback beyond speed alone did not increase the time spent practicing or improve walking outcomes. Remarkably modest time was spent walking. Wireless sensing, however, allowed clinicians to audit skills practice and provided ground truth regarding changes in clinically important, mobility-related activities. PMID:25261154

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

NASA Astrophysics Data System (ADS)

Berger, Quentin; Lacoin, Hubert

2011-01-01

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

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

ERIC Educational Resources Information Center

Reike, Dennis; Schwarz, Wolf

2016-01-01

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

A random walk rule for phase I clinical trials.

PubMed

Durham, S D; Flournoy, N; Rosenberger, W F

1997-06-01

We describe a family of random walk rules for the sequential allocation of dose levels to patients in a dose-response study, or phase I clinical trial. Patients are sequentially assigned the next higher, same, or next lower dose level according to some probability distribution, which may be determined by ethical considerations as well as the patient's response. It is shown that one can choose these probabilities in order to center dose level assignments unimodally around any target quantile of interest. Estimation of the quantile is discussed; the maximum likelihood estimator and its variance are derived under a two-parameter logistic distribution, and the maximum likelihood estimator is compared with other nonparametric estimators. Random walk rules have clear advantages: they are simple to implement, and finite and asymptotic distribution theory is completely worked out. For a specific random walk rule, we compute finite and asymptotic properties and give examples of its use in planning studies. Having the finite distribution theory available and tractable obviates the need for elaborate simulation studies to analyze the properties of the design. The small sample properties of our rule, as determined by exact theory, compare favorably to those of the continual reassessment method, determined by simulation.

Do low step count goals inhibit walking behavior: a randomized controlled study.

PubMed

Anson, Denis; Madras, Diane

2016-07-01

Confirmation and quantification of observed differences in goal-directed walking behavior. Single-blind, split-half randomized trial. Small rural university, Pennsylvania, United States. A total of 94 able-bodied subjects (self-selected volunteer students, faculty and staff of a small university) were randomly assigned walking goals, and 53 completed the study. Incentivized pedometer-monitored program requiring recording the step-count for 56-days into a custom-made website providing daily feedback. Steps logged per day. During the first half of the study, the 5000 and 10,000 step group logged significantly different steps 7500 and 9000, respectively (P > 0.05). During the second half of the study, the 5000 and 10,000 step groups logged 7000 and 8600 steps, respectively (significance P > 0.05). The group switched from 5000 to →10,000 steps logged, 7900 steps for the first half and 9500 steps for the second half (significance P > 0.05). The group switched from 10,000 to 5000 steps logged 9700 steps for the first half and 9000 steps for the second half, which was significant (p > 0.05). Levels of walking behavior are influenced by the goals assigned. Subjects with high goals walk more than those with low goals, even if they do not meet the assigned goal. Reducing goals from a high to low level can reduce walking behavior. © The Author(s) 2015.

Treadmill Training or Progressive Strength Training to Improve Walking in People with Multiple Sclerosis? A Randomized Parallel Group Trial.

PubMed

Braendvik, Siri Merete; Koret, Teija; Helbostad, Jorunn L; Lorås, Håvard; Bråthen, Geir; Hovdal, Harald Olav; Aamot, Inger Lise

2016-12-01

The most effective treatment approach to improve walking in people with multiple sclerosis (MS) is not known. The aim of this trial was to assess the efficacy of treadmill training and progressive strength training on walking in people with MS. A single blinded randomized parallel group trial was carried out. Eligible participants were adults with MS with Expanded Disability Status Scale score ≤6. A total of 29 participants were randomized and 28 received the allocated exercise intervention, treadmill (n = 13) or strength training (n = 15). Both groups exercised 30 minutes, three times a week for 8 weeks. Primary outcome was The Functional Ambulation Profile evaluated by the GAITRite walkway. Secondary outcomes were walking work economy and balance control during walking, measured by a small lightweight accelerometer connected to the lower back. Testing was performed at baseline and the subsequent week after completion of training. Two participants were lost to follow-up, and 11 (treadmill) and 15 (strength training) were left for analysis. The treadmill group increased their Functional Ambulation Profile score significantly compared with the strength training group (p = .037). A significant improvement in walking work economy (p = .024) and a reduction of root mean square of vertical acceleration (p = .047) also favoured the treadmill group. The results indicate that task-specific training by treadmill walking is a favourable approach compared with strength training to improve walking in persons with mild and moderate MS. Implications for Physiotherapy practice, this study adds knowledge for the decision of optimal treatment approaches in people with MS. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

Revealing nonergodic dynamics in living cells from a single particle trajectory

NASA Astrophysics Data System (ADS)

Lanoiselée, Yann; Grebenkov, Denis S.

2016-05-01

We propose the improved ergodicity and mixing estimators to identify nonergodic dynamics from a single particle trajectory. The estimators are based on the time-averaged characteristic function of the increments and can thus capture additional information on the process as compared to the conventional time-averaged mean-square displacement. The estimators are first investigated and validated for several models of anomalous diffusion, such as ergodic fractional Brownian motion and diffusion on percolating clusters, and nonergodic continuous-time random walks and scaled Brownian motion. The estimators are then applied to two sets of earlier published trajectories of mRNA molecules inside live Escherichia coli cells and of Kv2.1 potassium channels in the plasma membrane. These statistical tests did not reveal nonergodic features in the former set, while some trajectories of the latter set could be classified as nonergodic. Time averages along such trajectories are thus not representative and may be strongly misleading. Since the estimators do not rely on ensemble averages, the nonergodic features can be revealed separately for each trajectory, providing a more flexible and reliable analysis of single-particle tracking experiments in microbiology.

A stochastic multi-scale method for turbulent premixed combustion

NASA Astrophysics Data System (ADS)

Cha, Chong M.

2002-11-01

The stochastic chemistry algorithm of Bunker et al. and Gillespie is used to perform the chemical reactions in a transported probability density function (PDF) modeling approach of turbulent combustion. Recently, Kraft & Wagner have demonstrated a 100-fold gain in computational speed (for a 100 species mechanism) using the stochastic approach over the conventional, direct integration method of solving for the chemistry. Here, the stochastic chemistry algorithm is applied to develop a new transported PDF model of turbulent premixed combustion. The methodology relies on representing the relevant spatially dependent physical processes as queuing events. The canonical problem of a one-dimensional premixed flame is used for validation. For the laminar case, molecular diffusion is described by a random walk. For the turbulent case, one of two different material transport submodels can provide the necessary closure: Taylor dispersion or Kerstein's one-dimensional turbulence approach. The former exploits ``eddy diffusivity'' and hence would be much more computationally tractable for practical applications. Various validation studies are performed. Results from the Monte Carlo simulations compare well to asymptotic solutions of laminar premixed flames, both with and without high activation temperatures. The correct scaling of the turbulent burning velocity is predicted in both Damköhler's small- and large-scale turbulence limits. The effect of applying the eddy diffusivity concept in the various regimes is discussed.

Body weight supported treadmill training versus traditional training in patients dependent on walking assistance after stroke: a randomized controlled trial.

PubMed

Høyer, Ellen; Jahnsen, Reidun; Stanghelle, Johan Kvalvik; Strand, Liv Inger

2012-01-01

Treadmill training with body weight support (TTBWS) for relearning walking ability after brain damage is an approach under current investigation. Efficiency of this method beyond traditional training is lacking evidence, especially in patients needing walking assistance after stroke. The objective of this study was to investigate change in walking and transfer abilities, comparing TTBWS with traditional walking training. A single-blinded, randomized controlled trial was conducted. Sixty patients referred for multi-disciplinary primary rehabilitation were assigned into one of two intervention groups, one received 30 sessions of TTBWS plus traditional training, the other traditional training alone. Daily training was 1 hr. Outcome measures were Functional Ambulation Categories (FAC), Walking, Functional Independence Measure (FIM); shorter transfer and stairs, 10 m and 6-min walk tests. Substantial improvements in walking and transfer were shown within both groups after 5 and 11 weeks of intervention. Overall no statistical significant differences were found between the groups, but 12 of 17 physical measures tended to show improvements in favour of the treadmill approach. Both training strategies provided significant improvements in the tested activities, suggesting that similar outcomes can be obtained in the two modalities by systematic, intensive and goal directed training.

Dual-Task Does Not Increase Slip and Fall Risk in Healthy Young and Older Adults during Walking

PubMed Central

Soangra, Rahul

2017-01-01

Dual-task tests can identify gait characteristics peculiar to fallers and nonfallers. Understanding the relationship between gait performance and dual-task related cognitive-motor interference is important for fall prevention. Dual-task adapted changes in gait instability/variability can adversely affect fall risks. Although implicated, it is unclear if healthy participants' fall risks are modified by dual-task walking conditions. Seven healthy young and seven healthy older adults were randomly assigned to normal walking and dual-task walking sessions with a slip perturbation. In the dual-task session, the participants walked and simultaneously counted backwards from a randomly provided number. The results indicate that the gait changes in dual-task walking have no destabilizing effect on gait and slip responses in healthy individuals. We also found that, during dual-tasking, healthy individuals adopted cautious gait mode (CGM) strategy that is characterized by reduced walking speed, shorter step length, increased step width, and reduced heel contact velocity and is likely to be an adaptation to minimize attentional demand and decrease slip and fall risk during limited available attentional resources. Exploring interactions between gait variability and cognitive functions while walking may lead to designing appropriate fall interventions among healthy and patient population with fall risk. PMID:28255224

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

PubMed

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

2015-01-01

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

Synthesis of Polyferrocenylsilane Block Copolymers and their Crystallization-Driven Self-Assembly in Protic Solvents

NASA Astrophysics Data System (ADS)

Zhou, Hang

Quantum walks are the quantum mechanical analogue of classical random walks. Discrete-time quantum walks have been introduced and studied mostly on the line Z or higher dimensional space Zd but rarely defined on graphs with fractal dimensions because the coin operator depends on the position and the Fourier transform on the fractals is not defined. Inspired by its nature of classical walks, different quantum walks will be defined by choosing different shift and coin operators. When the coin operator is uniform, the results of classical walks will be obtained upon measurement at each step. Moreover, with measurement at each step, our results reveal more information about the classical random walks. In this dissertation, two graphs with fractal dimensions will be considered. The first one is Sierpinski gasket, a degree-4 regular graph with Hausdorff dimension of df = ln 3/ ln 2. The second is the Cantor graph derived like Cantor set, with Hausdorff dimension of df = ln 2/ ln 3. The definitions and amplitude functions of the quantum walks will be introduced. The main part of this dissertation is to derive a recursive formula to compute the amplitude Green function. The exiting probability will be computed and compared with the classical results. When the generation of graphs goes to infinity, the recursion of the walks will be investigated and the convergence rates will be obtained and compared with the classical counterparts.

FAST TRACK COMMUNICATION: Suppressing anomalous diffusion by cooperation

NASA Astrophysics Data System (ADS)

Dybiec, Bartłomiej

2010-08-01

Within a continuous time random walk scenario we consider a motion of a complex of particles which moves coherently. The motion of every particle is characterized by the waiting time and jump length distributions which are of the power-law type. Due to the interactions between particles it is assumed that the waiting time is adjusted to the shortest or to the longest waiting time. Analogously, the jump length is adjusted to the shortest or to the longest jump length. We show that adjustment to the shortest waiting time can suppress the subdiffusive behavior even in situations when the exponent characterizing the waiting time distribution assures subdiffusive motion of a single particle. Finally, we demonstrate that the characteristic of the motion depends on the number of particles building a complex.

Transport of secondary electrons and reactive species in ion tracks

NASA Astrophysics Data System (ADS)

Surdutovich, Eugene; Solov'yov, Andrey V.

2015-08-01

The transport of reactive species brought about by ions traversing tissue-like medium is analysed analytically. Secondary electrons ejected by ions are capable of ionizing other molecules; the transport of these generations of electrons is studied using the random walk approximation until these electrons remain ballistic. Then, the distribution of solvated electrons produced as a result of interaction of low-energy electrons with water molecules is obtained. The radial distribution of energy loss by ions and secondary electrons to the medium yields the initial radial dose distribution, which can be used as initial conditions for the predicted shock waves. The formation, diffusion, and chemical evolution of hydroxyl radicals in liquid water are studied as well. COST Action Nano-IBCT: Nano-scale Processes Behind Ion-Beam Cancer Therapy.

Langevin Dynamics Deciphers the Motility Pattern of Swimming Parasites

NASA Astrophysics Data System (ADS)

Zaburdaev, Vasily; Uppaluri, Sravanti; Pfohl, Thomas; Engstler, Markus; Friedrich, Rudolf; Stark, Holger

2011-05-01

The parasite African trypanosome swims in the bloodstream of mammals and causes the highly dangerous human sleeping sickness. Cell motility is essential for the parasite’s survival within the mammalian host. We present an analysis of the random-walk pattern of a swimming trypanosome. From experimental time-autocorrelation functions for the direction of motion we identify two relaxation times that differ by an order of magnitude. They originate from the rapid deformations of the cell body and a slower rotational diffusion of the average swimming direction. Velocity fluctuations are athermal and increase for faster cells whose trajectories are also straighter. We demonstrate that such a complex dynamics is captured by two decoupled Langevin equations that decipher the complex trajectory pattern by referring it to the microscopic details of cell behavior.

The power of a single trajectory

NASA Astrophysics Data System (ADS)

Schnellbächer, Nikolas D.; Schwarz, Ulrich S.

2018-03-01

Random walks are often evaluated in terms of their mean squared displacements, either for a large number of trajectories or for one very long trajectory. An alternative evaluation is based on the power spectral density, but here it is less clear which information can be extracted from a single trajectory. For continuous-time Brownian motion, Krapf et al now have mathematically proven that the one property that can be reliably extracted from a single trajectory is the frequency dependence of the ensemble-averaged power spectral density (Krapf et al 2018 New J. Phys. 20 023029). Their mathematical analysis also identifies the appropriate frequency window for this procedure and shows that the diffusion coefficient can be extracted by averaging over a small number of trajectories. The authors have verified their analytical results both by computer simulations and experiments.

Recent Advances in Voltammetry

PubMed Central

Batchelor-McAuley, Christopher; Kätelhön, Enno; Barnes, Edward O; Compton, Richard G; Laborda, Eduardo; Molina, Angela

2015-01-01

Recent progress in the theory and practice of voltammetry is surveyed and evaluated. The transformation over the last decade of the level of modelling and simulation of experiments has realised major advances such that electrochemical techniques can be fully developed and applied to real chemical problems of distinct complexity. This review focuses on the topic areas of: multistep electrochemical processes, voltammetry in ionic liquids, the development and interpretation of theories of electron transfer (Butler–Volmer and Marcus–Hush), advances in voltammetric pulse techniques, stochastic random walk models of diffusion, the influence of migration under conditions of low support, voltammetry at rough and porous electrodes, and nanoparticle electrochemistry. The review of the latter field encompasses both the study of nanoparticle-modified electrodes, including stripping voltammetry and the new technique of ‘nano-impacts’. PMID:26246984

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Interrelations between random walks on diagrams (graphs) with and without cycles.

PubMed

Hill, T L

1988-05-01

Three topics are discussed. A discrete-state, continuous-time random walk with one or more absorption states can be studied by a presumably new method: some mean properties, including the mean time to absorption, can be found from a modified diagram (graph) in which each absorption state is replaced by a one-way cycle back to the starting state. The second problem is a random walk on a diagram (graph) with cycles. The walk terminates on completion of the first cycle. This walk can be replaced by an equivalent walk on a modified diagram with absorption. This absorption diagram can in turn be replaced by another modified diagram with one-way cycles back to the starting state, just as in the first problem. The third problem, important in biophysics, relates to a long-time continuous walk on a diagram with cycles. This diagram can be transformed (in two steps) to a modified, more-detailed, diagram with one-way cycles only. Thus, the one-way cycle fluxes of the original diagram can be found from the state probabilities of the modified diagram. These probabilities can themselves be obtained by simple matrix inversion (the probabilities are determined by linear algebraic steady-state equations). Thus, a simple method is now available to find one-way cycle fluxes exactly (previously Monte Carlo simulation was required to find these fluxes, with attendant fluctuations, for diagrams of any complexity). An incidental benefit of the above procedure is that it provides a simple proof of the one-way cycle flux relation Jn +/- = IIn +/- sigma n/sigma, where n is any cycle of the original diagram.

Effect of Body Weight-supported Walking on Exercise Capacity and Walking Speed in Patients with Knee Osteoarthritis: A Randomized Controlled Trial

PubMed Central

Someya, Fujiko

2013-01-01

Abstract Objective: To compare the effect of body-weight-supported treadmill training (BWSTT) and full-body-weight treadmill training (FBWTT) on patients with knee osteoarthritis (OA). Methods: Design was Randomized controlled trial. Patients with knee osteoarthritis (n = 30; mean age, 76.0±7.5 y) were randomly assigned to BWSTT or FBWTT group. All patients performed 20 min walking exercise twice a week for 6 weeks under the supervision of the therapist. Main measures were 10-meter walking test (10MWT), functional reach test (FRT), timed get up and go test (TUG), one-leg standing test, 6-minute walking test (6MWT), the parameters set on the treadmill, MOS Short-Form 36-Item Health Survey (SF36), Japanese Knee Osteoarthritis Measure (JKOM). Results: Twenty-five patients (10 men, 15 women; mean age, 76.5 ± 8.0 y) completed the experiment. Exercise capacity, indicated by the heart rate, was similar in both groups. After 3 weeks of BWSTT, the patients performed significantly better in the 10-m and 6-min walking tests. This was not the case with FBWTT even after 6 weeks training. Pain levels assessed were significantly improved after 3 weeks of BWSTT and 6 weeks of FBWTT. There were no significant improvements in either group assessed by the FRT, one-leg standing time test, TUG, or SF -36 questionnaire. Conclusions: BWSTT enhanced exercise capacity in terms of walking speed and pain reduction after 3 weeks; however, there was no significant improvement in patients' functional abilities or quality of life. PMID:25792901

Hydrotherapy vs. conventional land-based exercise for improving walking and balance after stroke: a randomized controlled trial.

PubMed

Zhu, Zhizhong; Cui, Liling; Yin, Miaomiao; Yu, Yang; Zhou, Xiaona; Wang, Hongtu; Yan, Hua

2016-06-01

To investigate the effects of hydrotherapy on walking ability and balance in patients with chronic stroke. Single-blind, randomized controlled pilot trial. Outpatient rehabilitation clinic at a tertiary neurological hospital in China. A total of 28 participants with impairments in walking and controlling balance more than six months post-stroke. After baseline evaluations, participants were randomly assigned to a land-based therapy (control group, n = 14) or hydrotherapy (study group, n = 14). Participants underwent individual sessions for four weeks, five days a week, for 45 minutes per session. After four weeks of rehabilitation, all participants were evaluated by a blinded assessor. Functional assessments included the Functional Reach Test, Berg Balance Scale, 2-minute walk test, and Timed Up and Go Test. After four weeks of treatment, the Berg Balance Scale, functional reach test, 2-minute walk test, and the Timed Up and Go Test scores had improved significantly in each group (P < 0.05). The mean improvement of the functional reach test and 2-minute walk test were significantly higher in the aquatic group than in the control group (P < 0.01). The differences in the mean values of the improvements in the Berg Balance Scale and the Timed Up and Go Test were not statistically significant. The results of this study suggest that a relatively short programme (four weeks) of hydrotherapy exercise resulted in a large improvement in a small group (n = 14) of individuals with relatively high balance and walking function following a stroke. © The Author(s) 2015.

An overview of the "Positive Action for Today's Health" (PATH) trial for increasing walking in low income, ethnic minority communities.

PubMed

Wilson, Dawn K; Trumpeter, Nevelyn N; St George, Sara M; Coulon, Sandra M; Griffin, Sarah; Lee Van Horn, M; Lawman, Hannah G; Wandersman, Abe; Egan, Brent; Forthofer, Melinda; Goodlett, Benjamin D; Kitzman-Ulrich, Heather; Gadson, Barney

2010-11-01

Ethnic minorities and lower-income adults have among the highest rates of obesity and lowest levels of regular physical activity (PA). The Positive Action for Today's Health (PATH) trial compares three communities that are randomly assigned to different levels of an environmental intervention to improve safety and access for walking in low income communities. Three communities matched on census tract information (crime, PA, ethnic minorities, and income) were randomized to receive either: an intervention that combines a police-patrolled-walking program with social marketing strategies to promote PA, a police-patrolled-walking only intervention, or no-walking intervention (general health education only). Measures include PA (7-day accelerometer estimates), body composition, blood pressure, psychosocial measures, and perceptions of safety and access for PA at baseline, 6, 12, 18, and 24 months. The police-patrolled walking plus social marketing intervention targets increasing safety (training community leaders as walking captains, hiring off-duty police officers to patrol the walking trail, and containing stray dogs), increasing access for PA (marking a walking route), and utilizes a social marketing campaign that targets psychosocial and environmental mediators for increasing PA. MAIN HYPOTHESES/OUTCOMES: It is hypothesized that the police-patrolled walking plus social marketing intervention will result in greater increases in moderate-to-vigorous PA as compared to the police-patrolled-walking only or the general health intervention after 12 months and that this effect will be maintained at 18 and 24 months. Implications of this community-based trial are discussed. Copyright © 2010. Published by Elsevier Inc.

An overview of the “Positive Action for Today's Health” (PATH) trial for increasing walking in low income, ethnic minority communities

PubMed Central

Wilson, Dawn K.; Trumpeter, Nevelyn N.; St. George, Sara M.; Coulon, Sandra M.; Griffin, Sarah; Van Horn, M. Lee; Lawman, Hannah G.; Wandersman, Abe; Egan, Brent; Forthofer, Melinda; Goodlett, Benjamin D.; Kitzman-Ulrich, Heather; Gadson, Barney

2012-01-01

Background Ethnic minorities and lower-income adults have among the highest rates of obesity and lowest levels of regular physical activity (PA). The Positive Action for Today's Health (PATH) trial compares three communities that are randomly assigned to different levels of an environmental intervention to improve safety and access for walking in low income communities. Design and setting Three communities matched on census tract information (crime, PA, ethnic minorities, and income) were randomized to receive either: an intervention that combines a police-patrolled-walking program with social marketing strategies to promote PA, a police-patrolled-walking only intervention, or no-walking intervention (general health education only). Measures include PA (7-day accelerometer estimates), body composition, blood pressure, psychosocial measures, and perceptions of safety and access for PA at baseline, 6, 12, 18, and 24 months. Intervention The police-patrolled walking plus social marketing intervention targets increasing safety (training community leaders as walking captains, hiring off-duty police officers to patrol the walking trail, and containing stray dogs), increasing access for PA (marking a walking route), and utilizes a social marketing campaign that targets psychosocial and environmental mediators for increasing PA. Main hypotheses/outcomes It is hypothesized that the police-patrolled walking plus social marketing intervention will result in greater increases in moderate-to-vigorous PA as compared to the police-patrolled-walking only or the general health intervention after 12 months and that this effect will be maintained at 18 and 24 months. Conclusions Implications of this community-based trial are discussed. PMID:20801233

Extreme events and event size fluctuations in biased random walks on networks.

PubMed

Kishore, Vimal; Santhanam, M S; Amritkar, R E

2012-05-01

Random walk on discrete lattice models is important to understand various types of transport processes. The extreme events, defined as exceedences of the flux of walkers above a prescribed threshold, have been studied recently in the context of complex networks. This was motivated by the occurrence of rare events such as traffic jams, floods, and power blackouts which take place on networks. In this work, we study extreme events in a generalized random walk model in which the walk is preferentially biased by the network topology. The walkers preferentially choose to hop toward the hubs or small degree nodes. In this setting, we show that extremely large fluctuations in event sizes are possible on small degree nodes when the walkers are biased toward the hubs. In particular, we obtain the distribution of event sizes on the network. Further, the probability for the occurrence of extreme events on any node in the network depends on its "generalized strength," a measure of the ability of a node to attract walkers. The generalized strength is a function of the degree of the node and that of its nearest neighbors. We obtain analytical and simulation results for the probability of occurrence of extreme events on the nodes of a network using a generalized random walk model. The result reveals that the nodes with a larger value of generalized strength, on average, display lower probability for the occurrence of extreme events compared to the nodes with lower values of generalized strength.

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.

Tracer diffusion in a sea of polymers with binding zones: mobile vs. frozen traps.

PubMed

Samanta, Nairhita; Chakrabarti, Rajarshi

2016-10-19

We use molecular dynamics simulations to investigate the tracer diffusion in a sea of polymers with specific binding zones for the tracer. These binding zones act as traps. Our simulations show that the tracer can undergo normal yet non-Gaussian diffusion under certain circumstances, e.g., when the polymers with traps are frozen in space and the volume fraction and the binding strength of the traps are moderate. In this case, as the tracer moves, it experiences a heterogeneous environment and exhibits confined continuous time random walk (CTRW) like motion resulting in a non-Gaussian behavior. Also the long time dynamics becomes subdiffusive as the number or the binding strength of the traps increases. However, if the polymers are mobile then the tracer dynamics is Gaussian but could be normal or subdiffusive depending on the number and the binding strength of the traps. In addition, with increasing binding strength and number of polymer traps, the probability of the tracer being trapped increases. On the other hand, removing the binding zones does not result in trapping, even at comparatively high crowding. Our simulations also show that the trapping probability increases with the increasing size of the tracer and for a bigger tracer with the frozen polymer background the dynamics is only weakly non-Gaussian but highly subdiffusive. Our observations are in the same spirit as found in many recent experiments on tracer diffusion in polymeric materials and question the validity of using Gaussian theory to describe diffusion in a crowded environment in general.

Precipitation and Release of Solar Energetic Particles from the Solar Coronal Magnetic Field

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Ming; Zhao, Lulu, E-mail: mzhang@fit.edu

Most solar energetic particles (SEPs) are produced in the corona. They propagate through complex coronal magnetic fields subject to scattering and diffusion across the averaged field lines by turbulence. We examine the behaviors of particle transport using a stochastic 3D focused transport simulation in a potential field source surface model of coronal magnetic field. The model is applied to an SEP event on 2010 February 7. We study three scenarios of particle injection at (i) the compact solar flare site, (ii) the coronal mass ejection (CME) shock, and (iii) the EUV wave near the surface. The majority of particles injectedmore » on open field lines are able to escape the corona. We found that none of our models can explain the observations of wide longitudinal SEP spread without perpendicular diffusion. If the perpendicular diffusion is about 10% of what is derived from the random walk of field lines at the rate of supergranular diffusion, particles injected at the compact solar flare site can spread to a wide range of longitude and latitude, very similar to the behavior of particles injected at a large CME shock. Stronger pitch-angle scattering results in a little more lateral spread by holding the particles in the corona for longer periods of time. Some injected particles eventually end up precipitating onto the solar surface. Even with a very small perpendicular diffusion, the pattern of the particle precipitation can be quite complicated depending on the detailed small-scale coronal magnetic field structures, which could be seen with future sensitive gamma-ray telescopes.« less

Precipitation and Release of Solar Energetic Particles from the Solar Coronal Magnetic Field

NASA Astrophysics Data System (ADS)

Zhang, Ming; Zhao, Lulu

2017-09-01

Most solar energetic particles (SEPs) are produced in the corona. They propagate through complex coronal magnetic fields subject to scattering and diffusion across the averaged field lines by turbulence. We examine the behaviors of particle transport using a stochastic 3D focused transport simulation in a potential field source surface model of coronal magnetic field. The model is applied to an SEP event on 2010 February 7. We study three scenarios of particle injection at (I) the compact solar flare site, (II) the coronal mass ejection (CME) shock, and (III) the EUV wave near the surface. The majority of particles injected on open field lines are able to escape the corona. We found that none of our models can explain the observations of wide longitudinal SEP spread without perpendicular diffusion. If the perpendicular diffusion is about 10% of what is derived from the random walk of field lines at the rate of supergranular diffusion, particles injected at the compact solar flare site can spread to a wide range of longitude and latitude, very similar to the behavior of particles injected at a large CME shock. Stronger pitch-angle scattering results in a little more lateral spread by holding the particles in the corona for longer periods of time. Some injected particles eventually end up precipitating onto the solar surface. Even with a very small perpendicular diffusion, the pattern of the particle precipitation can be quite complicated depending on the detailed small-scale coronal magnetic field structures, which could be seen with future sensitive gamma-ray telescopes.

Network diffusion accurately models the relationship between structural and functional brain connectivity networks

PubMed Central

Abdelnour, Farras; Voss, Henning U.; Raj, Ashish

2014-01-01

The relationship between anatomic connectivity of large-scale brain networks and their functional connectivity is of immense importance and an area of active research. Previous attempts have required complex simulations which model the dynamics of each cortical region, and explore the coupling between regions as derived by anatomic connections. While much insight is gained from these non-linear simulations, they can be computationally taxing tools for predicting functional from anatomic connectivities. Little attention has been paid to linear models. Here we show that a properly designed linear model appears to be superior to previous non-linear approaches in capturing the brain’s long-range second order correlation structure that governs the relationship between anatomic and functional connectivities. We derive a linear network of brain dynamics based on graph diffusion, whereby the diffusing quantity undergoes a random walk on a graph. We test our model using subjects who underwent diffusion MRI and resting state fMRI. The network diffusion model applied to the structural networks largely predicts the correlation structures derived from their fMRI data, to a greater extent than other approaches. The utility of the proposed approach is that it can routinely be used to infer functional correlation from anatomic connectivity. And since it is linear, anatomic connectivity can also be inferred from functional data. The success of our model confirms the linearity of ensemble average signals in the brain, and implies that their long-range correlation structure may percolate within the brain via purely mechanistic processes enacted on its structural connectivity pathways. PMID:24384152

Numerical simulation of multi-dimensional NMR response in tight sandstone

NASA Astrophysics Data System (ADS)

Guo, Jiangfeng; Xie, Ranhong; Zou, Youlong; Ding, Yejiao

2016-06-01

Conventional logging methods have limitations in the evaluation of tight sandstone reservoirs. The multi-dimensional nuclear magnetic resonance (NMR) logging method has the advantage that it can simultaneously measure transverse relaxation time (T 2), longitudinal relaxation time (T 1) and diffusion coefficient (D). In this paper, we simulate NMR measurements of tight sandstone with different wettability and saturations by the random walk method and obtain the magnetization decays of Carr-Purcell-Meiboom-Gill pulse sequences with different wait times (TW) and echo spacings (TE) under a magnetic field gradient, resulting in D-T 2-T 1 maps by the multiple echo trains joint inversion method. We also study the effects of wettability, saturation, signal-to-noise ratio (SNR) of data and restricted diffusion on the D-T 2-T 1 maps in tight sandstone. The results show that with decreasing wetting fluid saturation, the surface relaxation rate of the wetting fluid gradually increases and the restricted diffusion phenomenon becomes more and more obvious, which leads to the wetting fluid signal moving along the direction of short relaxation and the direction of the diffusion coefficient decreasing in D-T 2-T 1 maps. Meanwhile, the non-wetting fluid position in D-T 2-T 1 maps does not change with saturation variation. With decreasing SNR, the ability to identify water and oil signals based on NMR maps gradually decreases. The wetting fluid D-T 1 and D-T 2 correlations in NMR diffusion-relaxation maps of tight sandstone are obtained through expanding the wetting fluid restricted diffusion models, and are further applied to recognize the wetting fluid in simulated D-T 2 maps and D-T 1 maps.

Does movement behaviour predict population densities? A test with 25 butterfly species.

PubMed

Schultz, Cheryl B; Pe'er, B Guy; Damiani, Christine; Brown, Leone; Crone, Elizabeth E

2017-03-01

Diffusion, which approximates a correlated random walk, has been used by ecologists to describe movement, and forms the basis for many theoretical models. However, it is often criticized as too simple a model to describe animal movement in real populations. We test a key prediction of diffusion models, namely, that animals should be more abundant in land cover classes through which they move more slowly. This relationship between density and diffusion has rarely been tested across multiple species within a given landscape. We estimated diffusion rates and corresponding densities of 25 Israeli butterfly species from flight path data and visual surveys. The data were collected across 19 sites in heterogeneous landscapes with four land cover classes: semi-natural habitat, olive groves, wheat fields and field margins. As expected from theory, species tended to have higher densities in land cover classes through which they moved more slowly and lower densities in land cover classes through which they moved more quickly. Two components of movement (move length and turning angle) were not associated with density, nor was expected net squared displacement. Move time, however, was associated with density, and animals spent more time per move step in areas with higher density. The broad association we document between movement behaviour and density suggests that diffusion is a good first approximation of movement in butterflies. Moreover, our analyses demonstrate that dispersal is not a species-invariant trait, but rather one that depends on landscape context. Thus, land cover classes with high diffusion rates are likely to have low densities and be effective conduits for movement. © 2016 The Authors. Journal of Animal Ecology © 2016 British Ecological Society.

Crossover from anomalous to normal diffusion in porous media

NASA Astrophysics Data System (ADS)

Aarão Reis, F. D. A.; di Caprio, Dung

2014-06-01

Random walks (RW) of particles adsorbed in the internal walls of porous deposits produced by ballistic-type growth models are studied. The particles start at the external surface of the deposits and enter their pores in order to simulate an external flux of a species towards a porous solid. For short times, the walker concentration decays as a stretched exponential of the depth z, but a crossover to long-time normal diffusion is observed in most samples. The anomalous concentration profile remains at long times in very porous solids if the walker steps are restricted to nearest neighbors and is accompanied with subdiffusion features. These findings are correlated with a decay of the explored area with z. The study of RW of tracer particles left at the internal part of the solid rules out an interpretation by diffusion equations with position-dependent coefficients. A model of RW in a tube of decreasing cross section explains those results by showing long crossovers from an effective subdiffusion regime to an asymptotic normal diffusion. The crossover position and density are analytically calculated for a tube with area decreasing exponentially with z and show good agreement with numerical data. The anomalous decay of the concentration profile is interpreted as a templating effect of the tube shape on the total number of diffusing particles at each depth, while the volumetric concentration in the actually explored porous region may not have significant decay. These results may explain the anomalous diffusion of metal atoms in porous deposits observed in recent works. They also confirm the difficulty in interpreting experimental or computational data on anomalous transport reported in recent works, particularly if only the concentration profiles are measured.

Multiscale diffusion of a molecular probe in a crowded environment: a concept

NASA Astrophysics Data System (ADS)

Currie, Megan; Thao, Chang; Timerman, Randi; Welty, Robb; Berry, Brenden; Sheets, Erin D.; Heikal, Ahmed A.

2015-08-01

Living cells are crowded with macromolecules and organelles. Yet, it is not fully understood how macromolecular crowding affects the myriad of biochemical reactions, transport and the structural stability of biomolecules that are essential to cellular function and survival. These molecular processes, with or without electrostatic interactions, in living cells are therefore expected to be distinct from those carried out in test tube in dilute solutions where excluded volumes are absent. Thus there is an urgent need to understand the macromolecular crowding effects on cellular and molecular biophysics towards quantitative cell biology. In this report, we investigated how biomimetic crowding affects both the rotational and translation diffusion of a small probe (rhodamine green, RhG). For biomimetic crowding agents, we used Ficoll-70 (synthetic polymer), bovine serum albumin and ovalbumin (proteins) at various concentrations in a buffer at room temperature. As a control, we carried out similar measurements on glycerolenriched buffer as an environment with homogeneous viscosity as a function of glycerol concentration. The corresponding bulk viscosity was measured independently to test the validity of the Stokes-Einstein model of a diffusing species undergoing a random walk. For rotational diffusion (ps-ns time scale), we used time-resolved anisotropy measurements to examine potential binding of RhG as a function of the crowding agents (surface structure and size). For translational diffusion (μs-s time scale), we used fluorescence correlation spectroscopy for single-molecule fluctuation analysis. Our results allow us to examine the diffusion model of a molecular probe in crowded environments as a function of concentration, length scale, homogeneous versus heterogeneous viscosity, size and surface structures. These biomimetic crowding studies, using non-invasive fluorescence spectroscopy methods, represent an important step towards understanding cellular biophysics and quantitative cell biology.

Spectral diffusion in poly(para-phenylene)-type polymers with different energetic disorder

NASA Astrophysics Data System (ADS)

Hoffmann, Sebastian T.; Bässler, Heinz; Koenen, Jan-Moritz; Forster, Michael; Scherf, Ullrich; Scheler, Esther; Strohriegl, Peter; Köhler, Anna

2010-03-01

We have employed quasicontinuous fluorescence and phosphorescence spectroscopy within a temperature range between 10 and 500 K to monitor the spectral diffusion of singlet and triplet excitons in a series of π -conjugated polymers. We investigated (i) how spectral diffusion is controlled by the degree of energetic disorder present in the amorphous film (that is reflected by the inhomogeneous broadening of the photoluminescence spectra) and (ii) how this process depends on the range of the electronic coupling (by comparing singlet exciton diffusion via long-range Förster transfer against triplet exciton diffusion by short-range Dexter transfer). For singlets, we find that the fluorescence spectra bear out a bathochromic shift upon cooling the sample down to a critical temperature below which the shift saturates. This bathochromic shift is a signature of spectral relaxation. Random-walk theory applied to excitation transport within a Gaussian density-of-states distribution is both necessary and sufficient to rationalize the experimental results in a quantitative fashion. The same behavior is observed for triplets in weakly disordered systems, such as in a polymer containing platinum in the main chain and a ladder-type polyphenylene. In contrast we observe a hypsochromic shift of the phosphorescence spectra below a characteristic temperature for triplets in systems with at least moderate energetic disorder. The hypsochromic shift proves that triplet exciton relaxation becomes frustrated because thermally activated exciton jumps that otherwise promote spectral diffusion become progressively frozen out. The frustration effect is controlled by the jump distance and thus it is specific for triplet excitations that migrate via short-range coupling among strongly localized states as compared to singlet excitons.

Feynman-Kac equation for anomalous processes with space- and time-dependent forces

NASA Astrophysics Data System (ADS)

Cairoli, Andrea; Baule, Adrian

2017-04-01

Functionals of a stochastic process Y(t) model many physical time-extensive observables, for instance particle positions, local and occupation times or accumulated mechanical work. When Y(t) is a normal diffusive process, their statistics are obtained as the solution of the celebrated Feynman-Kac equation. This equation provides the crucial link between the expected values of diffusion processes and the solutions of deterministic second-order partial differential equations. When Y(t) is non-Brownian, e.g. an anomalous diffusive process, generalizations of the Feynman-Kac equation that incorporate power-law or more general waiting time distributions of the underlying random walk have recently been derived. A general representation of such waiting times is provided in terms of a Lévy process whose Laplace exponent is directly related to the memory kernel appearing in the generalized Feynman-Kac equation. The corresponding anomalous processes have been shown to capture nonlinear mean square displacements exhibiting crossovers between different scaling regimes, which have been observed in numerous experiments on biological systems like migrating cells or diffusing macromolecules in intracellular environments. However, the case where both space- and time-dependent forces drive the dynamics of the generalized anomalous process has not been solved yet. Here, we present the missing derivation of the Feynman-Kac equation in such general case by using the subordination technique. Furthermore, we discuss its extension to functionals explicitly depending on time, which are of particular relevance for the stochastic thermodynamics of anomalous diffusive systems. Exact results on the work fluctuations of a simple non-equilibrium model are obtained. An additional aim of this paper is to provide a pedagogical introduction to Lévy processes, semimartingales and their associated stochastic calculus, which underlie the mathematical formulation of anomalous diffusion as a subordinated process.

Bridging the gulf between correlated random walks and Lévy walks: autocorrelation as a source of Lévy walk movement patterns.

PubMed

Reynolds, Andy M

2010-12-06

For many years, the dominant conceptual framework for describing non-oriented animal movement patterns has been the correlated random walk (CRW) model in which an individual's trajectory through space is represented by a sequence of distinct, independent randomly oriented 'moves'. It has long been recognized that the transformation of an animal's continuous movement path into a broken line is necessarily arbitrary and that probability distributions of move lengths and turning angles are model artefacts. Continuous-time analogues of CRWs that overcome this inherent shortcoming have appeared in the literature and are gaining prominence. In these models, velocities evolve as a Markovian process and have exponential autocorrelation. Integration of the velocity process gives the position process. Here, through a simple scaling argument and through an exact analytical analysis, it is shown that autocorrelation inevitably leads to Lévy walk (LW) movement patterns on timescales less than the autocorrelation timescale. This is significant because over recent years there has been an accumulation of evidence from a variety of experimental and theoretical studies that many organisms have movement patterns that can be approximated by LWs, and there is now intense debate about the relative merits of CRWs and LWs as representations of non-orientated animal movement patterns.

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

PubMed Central

Fu, Jun-Song; Liu, Yun

2015-01-01

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

Quantum walks on the chimera graph and its variants

NASA Astrophysics Data System (ADS)

Sanders, Barry; Sun, Xiangxiang; Xu, Shu; Wu, Jizhou; Zhang, Wei-Wei; Arshed, Nigum

We study quantum walks on the chimera graph, which is an important graph for performing quantum annealing, and we explore the nature of quantum walks on variants of the chimera graph. Features of these quantum walks provide profound insights into the nature of the chimera graph, including effects of greater and lesser connectivity, strong differences between quantum and classical random walks, isotropic spreading and localization only in the quantum case, and random graphs. We analyze finite-size effects due to limited width and length of the graph, and we explore the effect of different boundary conditions such as periodic and reflecting. Effects are explained via spectral analysis and the properties of stationary states, and spectral analysis enables us to characterize asymptotic behavior of the quantum walker in the long-time limit. Supported by China 1000 Talent Plan, National Science Foundation of China, Hefei National Laboratory for Physical Sciences at Microscale Fellowship, and the Chinese Academy of Sciences President's International Fellowship Initiative.

A randomized controlled trial of movement strategies compared with exercise for people with Parkinson's disease.

PubMed

Morris, Meg E; Iansek, Robert; Kirkwood, Beth

2009-01-15

This randomized controlled clinical trial was conducted to compare the effects of movement rehabilitation strategies and exercise therapy in hospitalized patients with idiopathic Parkinson's disease. Participants were randomly assigned to a group that received movement strategy training or musculoskeletal exercises during 2 consecutive weeks of hospitalization. The primary outcome was disability as measured by the Unified Parkinson's Disease Rating Scale, UPDRS (motor and ADL components). Secondary outcomes were balance, walking speed, endurance, and quality of life. Assessments were carried out by blinded testers at baseline, after the 2 weeks of treatment and 3 months after discharge. The movement strategy group showed improvements on several outcome measures from admission to discharge, including the UPDRS, 10 m walk, 2 minute walk, balance, and PDQ39. However, from discharge to follow up there was significant regression in performance on the 2 minute walk and PDQ39. For the exercise group, quality of life improved significantly during inpatient hospitalization and this was retained at follow-up. Inpatient rehabilitation produces short term reductions in disability and improvements in quality of life in people with Parkinson's disease.

Patterns of particle distribution in multiparticle systems by random walks with memory enhancement and decay

NASA Astrophysics Data System (ADS)

Tan, Zhi-Jie; Zou, Xian-Wu; Huang, Sheng-You; Zhang, Wei; Jin, Zhun-Zhi

2002-07-01

We investigate the pattern of particle distribution and its evolution with time in multiparticle systems using the model of random walks with memory enhancement and decay. This model describes some biological intelligent walks. With decrease in the memory decay exponent α, the distribution of particles changes from a random dispersive pattern to a locally dense one, and then returns to the random one. Correspondingly, the fractal dimension Df,p characterizing the distribution of particle positions increases from a low value to a maximum and then decreases to the low one again. This is determined by the degree of overlap of regions consisting of sites with remanent information. The second moment of the density ρ(2) was introduced to investigate the inhomogeneity of the particle distribution. The dependence of ρ(2) on α is similar to that of Df,p on α. ρ(2) increases with time as a power law in the process of adjusting the particle distribution, and then ρ(2) tends to a stable equilibrium value.

A Perron-Frobenius type of theorem for quantum operations

NASA Astrophysics Data System (ADS)

Lagro, Matthew

Quantum random walks are a generalization of classical Markovian random walks to a quantum mechanical or quantum computing setting. Quantum walks have promising applications but are complicated by quantum decoherence. We prove that the long-time limiting behavior of the class of quantum operations which are the convex combination of norm one operators is governed by the eigenvectors with norm one eigenvalues which are shared by the operators. This class includes all operations formed by a coherent operation with positive probability of orthogonal measurement at each step. We also prove that any operation that has range contained in a low enough dimension subspace of the space of density operators has limiting behavior isomorphic to an associated Markov chain. A particular class of such operations are coherent operations followed by an orthogonal measurement. Applications of the convergence theorems to quantum walks are given.

Observation of quasiperiodic dynamics in a one-dimensional quantum walk of single photons in space

NASA Astrophysics Data System (ADS)

Xue, Peng; Qin, Hao; Tang, Bao; Sanders, Barry C.

2014-05-01

We realize the quasi-periodic dynamics of a quantum walker over 2.5 quasi-periods by realizing the walker as a single photon passing through a quantum-walk optical-interferometer network. We introduce fully controllable polarization-independent phase shifters in each optical path to realize arbitrary site-dependent phase shifts, and employ large clear-aperture beam displacers, while maintaining high-visibility interference, to enable 10 quantum-walk steps to be reached. By varying the half-wave-plate setting, we control the quantum-coin bias thereby observing a transition from quasi-periodic dynamics to ballistic diffusion.

Fractal analysis of lateral movement in biomembranes.

PubMed

Gmachowski, Lech

2018-04-01

Lateral movement of a molecule in a biomembrane containing small compartments (0.23-μm diameter) and large ones (0.75 μm) is analyzed using a fractal description of its walk. The early time dependence of the mean square displacement varies from linear due to the contribution of ballistic motion. In small compartments, walking molecules do not have sufficient time or space to develop an asymptotic relation and the diffusion coefficient deduced from the experimental records is lower than that measured without restrictions. The model makes it possible to deduce the molecule step parameters, namely the step length and time, from data concerning confined and unrestricted diffusion coefficients. This is also possible using experimental results for sub-diffusive transport. The transition from normal to anomalous diffusion does not affect the molecule step parameters. The experimental literature data on molecular trajectories recorded at a high time resolution appear to confirm the modeled value of the mean free path length of DOPE for Brownian and anomalous diffusion. Although the step length and time give the proper values of diffusion coefficient, the DOPE speed calculated as their quotient is several orders of magnitude lower than the thermal speed. This is interpreted as a result of intermolecular interactions, as confirmed by lateral diffusion of other molecules in different membranes. The molecule step parameters are then utilized to analyze the problem of multiple visits in small compartments. The modeling of the diffusion exponent results in a smooth transition to normal diffusion on entering a large compartment, as observed in experiments.

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

ERIC Educational Resources Information Center

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

2012-01-01

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

Some functional limit theorems for compound Cox processes

NASA Astrophysics Data System (ADS)

Korolev, Victor Yu.; Chertok, A. V.; Korchagin, A. Yu.; Kossova, E. V.; Zeifman, Alexander I.

2016-06-01

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to Lévy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Lévy processes with variance-mean mixed normal distributions, in particular, to stable Lévy processes.

Continuous Time Random Walks with memory and financial distributions

NASA Astrophysics Data System (ADS)

Montero, Miquel; Masoliver, Jaume

2017-11-01

We study financial distributions from the perspective of Continuous Time Random Walks with memory. We review some of our previous developments and apply them to financial problems. We also present some new models with memory that can be useful in characterizing tendency effects which are inherent in most markets. We also briefly study the effect on return distributions of fractional behaviors in the distribution of pausing times between successive transactions.

Ages of Records in Random Walks

NASA Astrophysics Data System (ADS)

Szabó, Réka; Vető, Bálint

2016-12-01

We consider random walks with continuous and symmetric step distributions. We prove universal asymptotics for the average proportion of the age of the kth longest lasting record for k=1,2,ldots and for the probability that the record of the kth longest age is broken at step n. Due to the relation to the Chinese restaurant process, the ranked sequence of proportions of ages converges to the Poisson-Dirichlet distribution.

Some functional limit theorems for compound Cox processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Korolev, Victor Yu.; Institute of Informatics Problems FRC CSC RAS; Chertok, A. V.

2016-06-08

An improved version of the functional limit theorem is proved establishing weak convergence of random walks generated by compound doubly stochastic Poisson processes (compound Cox processes) to Lévy processes in the Skorokhod space under more realistic moment conditions. As corollaries, theorems are proved on convergence of random walks with jumps having finite variances to Lévy processes with variance-mean mixed normal distributions, in particular, to stable Lévy processes.

Propagation in Striated Media

DTIC Science & Technology

1976-05-01

random walk photon scattering, geometric optics refraction at a thin phase screen, plane wave scattering from a thin screen in the Fraunhofer limit and...significant cases. In the geometric optics regime the distribution of density of allowable multipath rays is gsslanly distributed and the power...3.1 Random Walk Approach to Scattering 10 3.2 Phase Screen Approximation to Strong Scattering 13 3.3 Ray Optics and Stationary Phase Analysis 21 3,3,1

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

NASA Astrophysics Data System (ADS)

Mendonça, J. Ricardo G.

2017-02-01

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

Ant-inspired density estimation via random walks.

PubMed

Musco, Cameron; Su, Hsin-Hao; Lynch, Nancy A

2017-10-03

Many ant species use distributed population density estimation in applications ranging from quorum sensing, to task allocation, to appraisal of enemy colony strength. It has been shown that ants estimate local population density by tracking encounter rates: The higher the density, the more often the ants bump into each other. We study distributed density estimation from a theoretical perspective. We prove that a group of anonymous agents randomly walking on a grid are able to estimate their density within a small multiplicative error in few steps by measuring their rates of encounter with other agents. Despite dependencies inherent in the fact that nearby agents may collide repeatedly (and, worse, cannot recognize when this happens), our bound nearly matches what would be required to estimate density by independently sampling grid locations. From a biological perspective, our work helps shed light on how ants and other social insects can obtain relatively accurate density estimates via encounter rates. From a technical perspective, our analysis provides tools for understanding complex dependencies in the collision probabilities of multiple random walks. We bound the strength of these dependencies using local mixing properties of the underlying graph. Our results extend beyond the grid to more general graphs, and we discuss applications to size estimation for social networks, density estimation for robot swarms, and random walk-based sampling for sensor networks.

Non-Local Diffusion of Energetic Electrons during Solar Flares

NASA Astrophysics Data System (ADS)

Bian, N. H.; Emslie, G.; Kontar, E.

2017-12-01

The transport of the energy contained in suprathermal electrons in solar flares plays a key role in our understanding of many aspects of flare physics, from the spatial distributions of hard X-ray emission and energy deposition in the ambient atmosphere to global energetics. Historically the transport of these particles has been largely treated through a deterministic approach, in which first-order secular energy loss to electrons in the ambient target is treated as the dominant effect, with second-order diffusive terms (in both energy and angle) generally being either treated as a small correction or even neglected. Here, we critically analyze this approach, and we show that spatial diffusion through pitch-angle scattering necessarily plays a very significant role in the transport of electrons. We further show that a satisfactory treatment of the diffusion process requires consideration of non-local effects, so that the electron flux depends not just on the local gradient of the electron distribution function but on the value of this gradient within an extended region encompassing a significant fraction of a mean free path. Our analysis applies generally to pitch-angle scattering by a variety of mechanisms, from Coulomb collisions to turbulent scattering. We further show that the spatial transport of electrons along the magnetic field of a flaring loop can be modeled as a Continuous Time Random Walk with velocity-dependent probability distribution functions of jump sizes and occurrences, both of which can be expressed in terms of the scattering mean free path.

Colony patterning and collective hyphal growth of filamentous fungi

NASA Astrophysics Data System (ADS)

Matsuura, Shu

2002-11-01

Colony morphology of wild and mutant strains of Aspergillus nidulans at various nutrient and agar levels was investigated. Two types of colony patterning were found for these strains. One type produced uniform colonies at all nutrient and agar levels tested, and the other exhibited morphological change into disordered ramified colonies at low nutrient levels. Both types showed highly condensed compact colonies at high nutrient levels on low agar media that was highly diffusive. Disordered colonies were found to develop with low hyphal extension rates at low nutrient levels. To understand basic pattern selection rules, a colony model with three parameters, i.e., the initial nutrient level and the step length of nutrient random walk as the external parameters, and the frequency of nutrient uptake as an internal parameter, was constructed. At low nutrient levels, with decreasing nutrient uptake frequency under diffusive conditions, the model colony exhibited onsets of disordered ramification. Further, in the growth process of A. nidulans, reduction of hyphal extension rate due to a population effect of hyphae was found when hyphae form three-dimensional dense colonies, as compared to the case in which hyphal growth was restricted into two-dimensional space. A hyphal population effect was introduced in the colony model. Thickening of colony periphery due to the population effect became distinctive as the nutrient diffusion effect was raised at high nutrient levels with low hyphal growth rate. It was considered that colony patterning and onset of disorder were strongly governed by the combination of nutrient diffusion and hyphal growth rate.

Transport of volatile organic compounds across the capillary fringe

USGS Publications Warehouse

McCarthy, Kathleen A.; Johnson, Richard L.

1993-01-01

Physical experiments were conducted to investigate the transport of a dissolved volatile organic compound (trichloroethylene, TCE) from shallow groundwater to the unsaturated zone under a variety of conditions including changes in the soil moisture profile and water table position. Experimental data indicated that at moderate groundwater velocities (0.1 m/d), vertical mechanical dispersion was negligible and molecular diffusion was the dominant vertical transport mechanism. Under these conditions, TCE concentrations decreased nearly 3 orders of magnitude across the capillary fringe and soil gas concentrations remained low relative to those of underlying groundwater. Data collected during a water table drop showed a short-term increase in concentrations throughout most of the unsaturated zone, but these concentrations quickly declined and approached initial values after the water table was returned to its original level. In the deep part of the unsaturated zone, the water table drop resulted in a long-term decrease in concentrations, illustrating the effects of hysteresis in the soil moisture profile. A two-dimensional random walk advection-diffusion model was developed to simulate the experimental conditions, and numerical simulations agreed well with experimental data. A simpler, one-dimensional finite-difference diffusion-dispersion model was also developed. One-dimensional simulations based on molecular diffusion also agreed well with experimental data. Simulations which incorporated mechanical dispersion tended to overestimate flux across the capillary fringe. Good agreement between the one- and two-dimensional models suggested that a simple, one-dimensional approximation of vertical transport across the capillary fringe can be useful when conditions are appropriate.