Random walk statistics on fractal structures

We consider some statistical properties of simple random walks on fractal structures viewed as networks of sites and bonds: range, renewal theory, mean first passage time, etc. Asymptotic behaviors are shown to be controlled by the fractal (¯d) and spectral (¯d) dimensionalities of the considered structure. A simple decimation procedure giving the value of (¯d) is outlined and illustrated in the case of the Sierpinski gaskets. Recent results for the trapping problem, the self-avoiding walk, and the true-self-avoiding walk are briefly reviewed. New numerical results for diffusion on percolation clusters are also presented.     

Random walk on a random walk

The authors investigate the random walk of a particle on a one-dimensional chain which has been constructed by a random-walk procedure. Exact expressions are given for the mean-square displacement and the fourth moment after n steps. The probability density after n steps is derived in the saddle-point approximation, for large n. These quantities have also been studied by numerical simulation. The extension to continuous time has been made where the particle jumps according to a Poisson process. The exact solution for the self-correlation function has been obtained in the Fourier and Laplace domain. The resulting frequency-dependent diffusion coefficient and incoherent dynamical structure factor have been discussed. The model of random walk on a random walk is applied to self-diffusion in the concentrated one-dimensional lattice gas where the correct asymptotic behavior is found.     

Random walk on a self-avoiding walk with superconducting local bridges

Random walk on a self-avoiding walk with superconducting local bridges is studied by Real Space renormalization group technique. We enumerate SAWs in two dimensions for a square lattice by using corner rule and equal averaging method. For a SAW network with superconducting bridges we estimate the exponents for end to end resistance and linear part as 0.8625 and 0.81907 respectively. We also obtain the shortest path exponent =0.9782 by equal averaging technique.     

Random walk with persistence

The exact analytic result is obtained for the Fourier transform of the generating functionF(R,s)= _n=0 s ⁿ P(R,n), whereP(R,n) is the probability density for the end-to-end distanceR inn steps of a random walk with persistence. The moments R ²(n), R ⁴(n), and R ⁶(n) are calculated and approximate results forP(R,n) and R ^–1(n) are given.     

Random walk with barriers

Restrictions to molecular motion by barriers (membranes) are ubiquitous in porous media, composite materials and biological tissues. A major challenge is to characterize the microstructure of a material or an organism nondestructively using a bulk transport measurement. Here we demonstrate how the long-range structural correlations introduced by permeable membranes give rise to distinct features of transport. We consider Brownian motion restricted by randomly placed and oriented membranes (d - 1 dimensional planes in d dimensions) and focus on the disorder-averaged diffusion propagator using a scattering approach. The renormalization group solution reveals a scaling behavior of the diffusion coefficient for large times, with a characteristically slow inverse square root time dependence for any d. Its origin lies in the strong structural fluctuations introduced by the spatially extended random restrictions, representing a novel universality class of the structural disorder. Our results agree well with Monte Carlo simulations in two dimensions. They can be used to identify permeable barriers as restrictions to transport, and to quantify their permeability and surface area.     

Random walk near the surface

The random walk of a particle on a three-dimensional semi-infinite lattice is considered. In order to study the effect of the surface on the random walk, it is assumed that the velocity of the particle depends on the distance to the surface. Moreover it is assumed that at any point the particle may be absorbed with a certain probability. The probability of the return of the particle to the starting point and the average time of eventual return are calculated. The dependence of these quantities on the distance to the surface, the probability of absorption and the properties of the surface is discussed. The method of generating functions is used.     

Random walk versus random line

We consider random walks X_n in Z₊, obeying a detailed balance condition, with a weak drift towards the origin when X_n↗∞. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional Solid-On-Solid bridge with a corresponding Hamiltonian. Phase diagrams are discussed in terms of recurrence versus wetting. A drift of the random walk yields a Solid-On-Solid potential with an attractive well at the origin and a repulsive tail at infinity, showing complete wetting for δ≤1 and critical partial wetting for δ>1.     

Random walk on a disordered directed Bethe lattice

The random walk of a particle on a directed Bethe lattice of constant coordinanceZ is examined in the case of random hopping rates. As a result, the higher the coordinance, the narrower the regions of anomalous drift and diffusion. The annealed and quenched mean square dispersions are calculated in all dynamical phases. In opposition to the one-dimensional (Z=2) case, the annealed and quenched mean quadratic dispersions are shown to be identical in all phases.We shall employ indifferently the expressions Bethe lattice or infinite Cayley tree to denote an infinite ramified lattice of constant coordinanceZ.^{(4, 5)}     

Random walk on a fractal: Eigenvalue analysis

The eigenvalues of the master equation describing the motion on a nested hierarchy ofd-dimensional intervals with selfsimilar scaling of spatial extension as well as of the level dependent transition rates are derived. Based on this spectrum the diffusion behaviour is obtained, which is anomalous, either exponential or obeying a power law with various exponents. Emphasis is put on the insight into the mechanism of the anomalous diffusion, in particular the geometrical structure of the decay rate spectrum.Dedicated to B. Mühlschlegel on the occasion of his 60th birthday     

Random walk model of impact phenomena

A model of the permanent distortion of an elastic material due to high velocity projectile impact is described using a random walk model, with unusual temporal statistics, of the transport of dislocations. The biased motion of dislocations in a stress field and also in a random environment is considered. A temperature dependence for certain scaling exponents is derived. The experimentally observed scaling of the total integrated momentum as well as the scaling of the penetration and strength of the shock wave with time are obtained with this model.     

Random walk in distorted crystal structure

The problem of random walk of particles over the lattice points of a crystal is considered. The concepts of characteristic times of jumps are used in writing and finding the exact solution for a time-dependent equation of migration in a one-dimensional structure with an anisotropic probability of jumps and in the presence of concentrated traps. The case of some characteristic values of the particle capture efficiency of the trap is considered. Differences are revealed between the results of microscopic analysis and the corresponding results of macroscopic theories and the character of the approximation to the deductions of these theories are shown. Some results are also found for steady-state migration and for a three-dimensional structure.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 121–125, February, 1978.     

Random walk of decaying hadron fireballs

Three-dimensional momentum distributions of decaying fireballs and the resulting inclusive pion spectra are calculated by using two different statistical bootstrap models.     

Quantum walk transport on carbon nanotube structures

We study source-to-sink excitation transport on carbon nanotubes using the concept of quantum walks. In particular, we focus on transport properties of Grover coined quantum walks on ideal and percolation perturbed nanotubes with zig-zag and armchair chiralities. Using analytic and numerical methods we identify how geometric properties of nanotubes and different types of a sink altogether control the structure of trapped states and, as a result, the overall source-to-sink transport efficiency. It is shown that chirality of nanotubes splits behavior of the transport efficiency into a few typically well separated quantitative branches. Based on that we uncover interesting quantum transport phenomena, e.g. increasing the length of the tube can enhance the transport and the highest transport efficiency is achieved for the thinnest tube. We also demonstrate, that the transport efficiency of the quantum walk on ideal nanotubes may exhibit even oscillatory behavior dependent on length and chirality.     

Random walk on distant mesh points Monte Carlo methods

A new technique for obtaining Monte Carlo algorithms based on the Markov chains with a finite number of states is suggested. Instead of the classical random walk on neighboring mesh points, a general way of constructing Monte Carlo algorithms that could be called random walk on distant mesh points is considered. It is applied to solve boundary value problems. The numerical examples indicate that the new methods are less laborious and therefore more efficient.In conclusion, we mention that all Monte Carlo algorithms are parallel and could be easily realized on parallel computers.     

Stochastic transport through complex comb structures

A unified rigorous approach is used to derive fractional differential equations describing subdiffusive transport through comb structures of various geometrical complexity. A general nontrivial effect of the initial particle distribution on the subsequent evolution is exposed. Solutions having qualitative features of practical importance are given for joined structures with widely different fractional exponents.     

光纤陀螺随机游走分析方法研究

 光纤陀螺测试中,随机游走系数的分析对陀螺整体性能的评价起着很重要的作用。分别介绍了分析光纤陀螺随机游走噪声的两种方法：Allan方差法和改进的Allan方差法。分别应用这两种方法,在对某型光纤陀螺(FOG)实测静态数据计算的基础上进一步分析了该光纤陀螺中的噪声分量,并对分析结果进行比较。最终计算结果表明：在增加计算时间为代价的前提下,改进Allan方差法能方便地区别出各种噪声,并明显提高了光纤陀螺各随机噪声游走系数的计算精度。     

Random walk in a random multiplicative environment

We investigate the dynamics of a random walk in a random multiplicative medium. This results in a random, but correlated, multiplicative process for the spatial distribution of random walkers. We show how the details of these correlations determine the asymptotic properties of the walk, i.e., the central limit theorem does not apply to these multiplicative processes. We also study a periodic source-trap medium in which a unit cell contains one source, followed byL–1 traps. We calculate the asymptotic behavior of the number of particles, and determine the conditions for which there is growth or decay in this average number. Finally, we discuss the asymptotic behavior of a random walk in the presence of randomly distributed, partially-absoprbing traps. For this case, a temporal regime of purely exponential decay of the density can occur, before the asymptotic stretched exponential decay, exp(–at ^1/3), sets in.     

Random walk representations of the Heisenberg model

We develop random walk representations for the spin-S Heisenberg ferromagnet with nearest neighbor interactions. We show that the spin-S Heisenberg model is a diffusion with local times controlled by the spin-S Ising model. As a consequence, expectations for the Heisenberg model conditioned on zero diffusion are shown to be Ising expectations.