Hopping on a zig-zag course

We study the diffusion coefficient of Active Brownian particles in two dimensions. In addition to usual attributes of active motion we let the particles turn in preferred directions over random times. This angular motion is modeled by an effective Lorentz force with time dependent frequency switching between two values at exponentially distributed random times. The diffusion coefficient is calculated by the Taylor-Kubo formula where distributions found from a Fokker-Planck equation or from a continuous time random walk approach have been inserted for averaging. Eventually properties of the diffusion coefficient will be discussed.     

On the asymmetry of a random walk in the presence of a field

Any ensemble of random walks with symmetric transition probabilities will have symmetric properties. However, any single realization of such a random walk may be asymmetric. In an earlier paper, Weiss and Weissman developed a measure of asymmetry and applied it to random walks in the absence of a field, showing that the degree of asymmetry (in the diffusion limit) is independent of time and that the most probable degree of asymmetry corresponds to the maximum possible. We show in the present paper how the presence of a symmetric field can change this result, both in making the degree of asymmetry depend on time, and driving the random walk toward a more symmetric state.     

Perturbation spreading in many-particle systems: a random walk approach

The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk where a single particle is traveling through an active, fluctuating medium. Employing two archetype ergodic many-particle systems, namely, (i) a hard-point gas composed of two unequal masses and (ii) a Fermi-Pasta-Ulam chain, we demonstrate that the corresponding perturbation profiles coincide with the diffusion profiles of the single-particle Lévy walk approach. The parameters of the random walk can be related through elementary algebraic expressions to the physical parameters of the corresponding test many-body systems.     

Strong-coupling dynamics of a multicellular chemotactic system

Chemical signaling is one of the ubiquitous mechanisms by which intercellular communication takes place at the microscopic level, particularly via chemotaxis. Such multicellular systems are popularly studied using continuum, mean-field equations. In this Letter we study a stochastic model of chemotactic signaling. The Langevin formalism of the model makes it amenable to calculation via nonperturbative analysis, which enables a quantification of the effect of fluctuations on both the weak and the strongly coupled biological dynamics. In particular, we show that the (i) self-localization due to autochemotaxis is impossible. (ii) When aggregation occurs, the aggregate performs a random walk with a renormalized diffusion coefficient D(R) proportiuonal to epsilon-2N-3. (iii) The stochastic model exhibits sharp transitions in cell motile behavior for negative chemotaxis, behavior that has no parallel in the mean-field Keller-Segel equations.     

Mechanisms and energetic of atomic processes in surface diffusion

Surface diffusion is a subject of basic importance for understanding mass transport phenomena in surface and nano science. In the particle aspect of surface diffusion of single atoms and simple molecules, information of interest is the detail atomic mechanisms and the activation energy of various atomic processes, and also the binding energy of atoms at different surface sites. In the absence of an external force, atoms will perform random walk without a preferred direction. When an atom is subjected to an external force, or when a chemical potential gradient exists, it will move preferentially in the direction of the force, or in the direction of decreasing chemical potential, thus the random walk becomes directional. Using atomic resolution microscopy, it is now possible to observe random walk diffusion of atoms, molecules and atomic clusters directly as well as to study the dynamic behavior of atoms as perturbed by the electronic interactions of the surface in great detail. Here, methods of studying quantitatively the particle aspect of surface diffusion and how it affects the dynamic behavior of the surface are very briefly reviewed.     

Conductivity exponent in three-dimensional percolation by diffusion based on molecular trajectory algorithm and blind-ant rules

Diffusion on random systems above and at their percolation threshold in three dimensions is carried out by a molecular trajectory method and a simple lattice random walk method, respectively. The classical regimes of diffusion on percolation near the threshold are observed in our simulations by both methods. Our Monte Carlo simulations by the simple lattice random walk method give the conductivity exponent μ/ν=2.32±0.02 for diffusion on the incipient infinite clusters and μ/ν=2.21±0.03 for diffusion on a percolating lattice above the threshold. However, while diffusion is performed by the molecular trajectory algorithm either on the incipient infinite clusters or on a percolating lattice above the threshold, the result is found to be μ/ν=2.26±0.02. In addition, it takes less time step for diffusion based on the molecular trajectory algorithm to reach the asymptotic limit comparing with the simple lattice random walk.     

Random walk in dynamically disordered chains: Poisson white noise disorder

Exact solutions are given for a variety of models of random walks in a chain with time-dependent disorder. Dynamic disorder is modeled by white Poisson noise. Models with site-independent (global) and site-dependent (local) disorder are considered. Results are described in terms of an affective random walk in a nondisordered medium. In the cases of global disorder the effective random walk contains multistep transitions, so that the continuous limit is not a diffusion process. In the cases of local disorder the effective process is equivalent to usual random walk in the absence of disorder but with slower diffusion. Difficulties associated with the continuous-limit representation of random walk in a disordered chain are discussed. In particular, we consider explicit cases in which taking the continuous limit and averaging over disorder sources do not commute.     

Dispersion of particles in periodic media

We discuss the long-time properties of the dispersion of particles in periodic media, using the random walk formalism. Exact asymptotic results are obtained for the average velocity and the diffusion coefficient, expressed in terms of the Green's function of the random walk inside the periodically repeated unit cell. We explicitly calculate the transport coefficients for several specific cases of interest, including a system with dead zones, a simple model for field-induced trapping, and a one-dimensional map leading to deterministic diffusion.     

A simple model for diffuse reflection

Diffuse reflection from a matte nonabsorbing inhomogeneous medium such as white paint or paper can be described by a simple model in which light rays enter the volume of medium and then undergo a random walk until they reemerge from the surface. Lambert's law of diffuse reflection is an immediate consequence of the random walk. Another consequence of the volume interaction is that the light emerges from a different point than where it enters. This spreading of the light was measured for BaSO₄ white reflectance paint and for several kinds of paper. The random walk model implies a diffusion equation which makes predictions that are in reasonable agreement with the experiments. The spreading is proportional to an interaction length which, in this model, represents the range of distances that light rays penetrate before beginning their random walk.     

Noteworthy fractal features and transport properties of Cantor tartans

This Letter is focused on the impact of fractal topology on the transport processes governed by different kinds of random walks on Cantor tartans. We establish that the spectral dimension of the infinitely ramified Cantor tartan $d_s$ is equal to its fractal (self-similarity) dimension D. Consequently, the random walk on the Cantor tartan leads to a normal diffusion. On the other hand, the fractal geometry of Cantor tartans allows for a natural definition of power-law distributions of the waiting times and step lengths of random walkers. These distributions are Lévy stable if $D>1.5$. Accordingly, we found that the random walk with rests leads to sub-diffusion, whereas the Lévy walk leads to ballistic diffusion. The Lévy walk with rests leads to super-diffusion, if $D>\sqrt{3}$, or sub-diffusion, if $1.5<D<\sqrt{3}$.     

Asymptotic properties of multistate random walks. I. Theory

A calculation is presented of the long-time behavior of various random walk properties (moments, probability of return to the origin, expected number of distinct sites visited) formultistate random walks on periodic lattices. In particular, we consider inhomogeneous periodic lattices, consisting of a periodically repeated unit cell which contains a finite number of internal states (sites). The results are identical to those for perfect lattices except for a renormalization of coefficients. For walks without drift, it is found that all the asymptotic random walk properties are determined by the diffusion coefficients for the multistate random walk. The diffusion coefficients can be obtained by a simple matrix algorithm presented here. Both discrete and continuous time random walks are considered. The results are not restricted to nearest-neighbor random walks but apply as long as the single-step probability distributions associated with each of the internal states have finite means and variances.     

Fractal and lacunary stochastic processes

Discrete-time random walks simulate diffusion if the single-step probability density function (jump distribution) generating the walk is sufficiently shortranged. In contrast, walks with long-ranged jump distributions considered in this paper simulate Lévy or stable processes. A one-dimensional walk with a selfsimilar jump distribution (the Weierstrass random walk) and its higherdimensional generalizations generate fractal trajectories if certain transience criteria are met and lead to simple analogs of deep results on the Hausdorff-Besicovitch dimension of stable processes. The Weierstrass random walk is lacunary (has gaps in the set of allowed steps) and its characteristic function is Weierstrass' non-differentiable function. Other lacunary random walks with characteristic functions related to Riemann's zeta function and certain numbertheoretic functions have very interesting analytic structure.     

Chaotic jets with multifractal space-time random walk

The problem of normal and anomalous diffusion is examined for the four-dimensional (4-D) map that arises from the problem of particle motion in a constant magnetic field and electrostatic wave packet. This 4-D map consists of two coupled 2-D maps: a standard map and a web map. The case of a weak chaos is considered. It is shown that due to the finite observation time, the particle diffusion possesses strong nonhomogeneous properties. Existence of long-living bundles of orbits with coherent propagation property is checked. These bundles are named "chaotic jets." The same name is used for a part of the trajectory if this part corresponds to long-living trapping or flight. The existence of chaotic jets depends on the topological properties of the phase space and influences the asymptotic law of transport. The particle transport can be considered as a random walk in the multifractal space-time that is produced by flights and trappings of a test particle in some area of its phase space. Levy random walk theory and its generalization for the multifractal space-time situation is considered and asymptotic laws for displacements are derived. Different intermediate asymptotics are discussed.     

Noise Filtering Strategies in Adaptive Biochemical Signaling Networks

Two distinct mechanisms for filtering noise in an input signal are identified in a class of adaptive sensory networks. We find that the high-frequency noise is filtered by the output degradation process through time-averaging; while the low-frequency noise is damped by adaptation through negative feedback. Both filtering processes themselves introduce intrinsic noises, which are found to be unfiltered and can thus amount to a significant internal noise floor even without signaling. These results are applied to E. coli chemotaxis. We show unambiguously that the molecular mechanism for the Berg-Purcell time-averaging scheme is the dephosphorylation of the response regulator CheY-P, not the receptor adaptation process as previously suggested. The high-frequency noise due to the stochastic ligand binding-unbinding events and the random ligand molecule diffusion is averaged by the CheY-P dephosphorylation process to a negligible level in E. coli. We identify a previously unstudied noise source caused by the random motion of the cell in a ligand gradient. We show that this random walk induced signal noise has a divergent low-frequency component, which is only rendered finite by the receptor adaptation process. For gradients within the E. coli sensing range, this dominant external noise can be comparable to the significant intrinsic noise in the system. The dependence of the response and its fluctuations on the key time scales of the system are studied systematically. We show that the chemotaxis pathway may have evolved to optimize gradient sensing, strong response, and noise control in different time scales.     

Mott Law as Upper Bound for a Random Walk in a Random Environment

We consider a random walk on the support of an ergodic simple point process on , d ≥ 2, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a Boltzmann–type factor. This is an effective model for the phonon–induced hopping of electrons in disordered solids in the regime of strong Anderson localization. Under some technical assumption on the point process we prove an upper bound for the diffusion matrix of the random walk in agreement with Mott law. A lower bound for d ≥ 2 in agreement with Mott law was proved in [8].     

A Brownian motion version of the directed polymer problem

Consider a Brownian particle in three dimensions in a random environment. The environment is determined by a potential random in space and time. It is shown that at small noise the large-time behavior of the particle is diffusive. The diffusion constant depends on the environment. This work generalizes previous results for random walk in a random environment. In these results the diffusion constant does not depend on the environment.     

A generalized simple random walk in one dimension related to the Gaussian polynomials

A generalization of the relation between the simple random walk on a regular lattice and the diffusion equation in a continuous space is described. In one dimension we consider a random walk of a walker with exponentially decreasing mobility with respect to time. It has an exact solution of the conditional probability, that is expressed in terms of the Gaussian polynomials, a generalization of binomial coefficients. Taking a suitable continuum limit we obtain the corresponding transport equation from the recursion relation of the discrete random walk process. The kernel of this differential equation is also directly obtained from that conditional probability by the same continuum limit.     

Two-state random walk model of diffusion. 2. Oscillatory diffusion

Continuing our study of interrupted diffusion, we consider the problem of a particle executing a random walk interspersed with localized oscillations during its halts (e.g., at lattice sites). Earlier approaches proceedvia approximation schemes for the solution of the Fokker-Planck equation for diffusion in a periodic potential. In contrast, we visualize a two-state random walk in velocity space with the particle alternating between a state of flight and one of localized oscillation. Using simple, physically plausible inputs for the primary quantities characterising the random walk, we employ the powerful continuous-time random walk formalism to derive convenient and tractable closed-form expressions for all the objects of interest: the velocity autocorrelation, generalized diffusion constant, dynamic mobility, mean square displacement, dynamic structure factor (in the Gaussian approximation), etc. The interplay of the three characteristic times in the problem (the mean residence and flight times, and the period of the ‘local mode’) is elucidated. The emergence of a number of striking features of oscillatory diffusion (e.g., the local mode peak in the dynamic mobility and structure factor, and the transition between the oscillatory and diffusive regimes) is demonstrated.     

Exact and asymptotic properties of multistate random walks

A method is presented which allows one to obtain explicit analytical expressions (both exact and asymptotic) for many of the physically interesting quantities related to a multistate random walk (MRW). The exact results include the Laplace-Fourier-transformed probability distribution (continuous time) and generating function (discrete time), and closed evolution equations for the propagators related to each internal state of the walker. Analytical expressions for the scattering dynamical structure function and the frequency-dependent diffusion coefficient are given as illustrations. Asymptotic approximations to the single-state propagators are derived, allowing a detailed analysis of the longtime behavior and the calculation of asymptotic properties by single-state random walk standard methods. As an example, analytical expressions for the drift and diffusion coefficients are given.One of the authors (M.O.C.) wants to thank the dean and research staff of the Facultad de Matemática, Astronomia y Física for their warm hospitality during his stay in Cordoba.     

分形多孔介质的粒子扩散特点(Ⅰ)

本文讨论了粒子在分形结构中的扩散,随机Sierpinski地毯上的扩散模拟表明:分形结构中的扩散已不再满足 Fick扩散定律。扩散速度较欧氏空间减慢了,即“扩散慢化”效应。而且可以看到由于结构的自相似特征,扩散过程也表 现出某种自相似性(标度性),分形结构和欧氏空间中的扩散特点是有本质的差异的。