Self-avoiding walks on randomly diluted lattices

We discuss how the introduction of quenched impurities changes the exponents of a self-avoiding walk on a lattice. We find that , the exponent for the number of walks, does not change. On the other hand the exponent for the mean square end to end distance does change. This is caused by a singular normalization atp=p _c , which is necessary to compensate for the allowed number of walks on the diluted lattice.     

Join- and-cut algorithm for self-avoiding walks with variable length and free endpoints

We introduce a new Monte Carlo algorithm for generating self-avoiding walks of variable length and free endpoints. The algorithm works in the unorthodox ensemble consisting of all pairs of SAWs such that the total number of stepsN _tot in the two walks is fixed. The elementary moves of the algorithm are fixed-N (e.g., pivot) moves on the individual walks, and a novel join- and-cut move that concatenates the two walks and then cuts them at a random location. We analyze the dynamic critical behavior of the new algorithm, using a combination of rigorous, heuristic, and numerical methods. In two dimensions the autocorrelation time in CPU units grows as N^1.5, and the behavior improves in higher dimensions. This algorithm allows high-precision estimation of the critical exponent.     

The theory of ordered spans of unrestricted random walks

The spans of ann-step random walk on a simple cubic lattice are the sides of the smallest rectangular box, with sides parallel to the coordinate axes, that contains the random walk. Daniels first developed the theory in outline and derived results for the simple random walk on a line. We show that the development of a more general asymptotic theory is facilitated by introducing the spectral representation of step probabilities. This allows us to consider the probability density for spans of random walks in which all moments of single steps may be infinite. The theory can also be extended to continuous-time random walks. We also show that the use of Abelian summation simplifies calculation of the moments. In particular we derive expressions for the span distributions of random walks (in one dimension) with single step transition probabilities of the formP(j) 1/j ¹⁺, where 0<<2. We also derive results for continuous-time random walks in which the expected time between steps may be infinite.     

Bond percolation in two and three dimensions: Numerical evaluation of time-dependent transport properties

For random walks on two- and three-dimensional cubic lattices, numerical results are obtained for the static,D(), and time-dependent diffusion coefficientD(t), as well as for the velocity autocorrelation function (VACF). The results cover all times and include linear and quadratic terms in the density expansions. Within the context of kinetic theory this is the only model in two and three dimensions for which the time-dependent transport properties have been calculated explicitly, including the long-time tails.     

Universal properties of shortest paths in isotropically correlated random potentials

We consider the optimal paths in a d-dimensional lattice, where the bonds have isotropically correlated random weights. These paths can be interpreted as the ground state configuration of a simplified polymer model in a random potential. We study how the universal scaling exponents, the roughness and the energy fluctuation exponent, depend on the strength of the disorder correlations. Our numerical results using Dijkstra's algorithm to determine the optimal path in directed as well as undirected lattices indicate that the correlations become relevant if they decay with distance slower than 1/r in d = 2 and 3. We show that the exponent relation 2ν - ω = 1 holds at least in d = 2 even in case of correlations. Both in two and three dimensions, overhangs turn out to be irrelevant even in the presence of strong disorder correlations. Received 20 December 2002 / Received in final form 10 April 2003 Published online 20 June 2003 RID="a" ID="a"e-mail: schorr@lusi.uni-sb.de     

Multiple trapping of random walkers on periodic lattices

Formulas are obtained for the mean absorption time of a set ofk independent random walkers on periodic space lattices containingq traps. We consider both discrete (here we assume simultaneous stepping) and continuous-time random walks, and find that the mean lifetime of the set of walkers can be obtained, via a convolution-type recursion formula, from the generating function for one walker on the perfect lattice. An analytical solution is given for symmetric walks with nearest neighbor transitions onN-site rings containing one trap (orq equally spaced traps), for both discrete and exponential distribution of stepping times. It is shown that, asN , the lifetime of the walkers is of the form Ta_kN², whereT is the average time between steps. Values ofa _k, 2 Sk 6, are provided.     

On the critical exponent for random walk intersections

The exponent _d for the probability of nonintersection of two random walks starting at the same point is considered. It is proved that 1/2<₂3/4. Monte Carlo simulations are done to suggest ₂=0.61 and ₃0.29.     

High-precision Monte Carlo test of the conformai-invariance predictions for two-dimensional mutually avoiding walks

Let _l be the critical exponent associated with the probability thatl independentN-step ordinary random walks, starting at nearby points, are mutually avoiding. Using Monte Carlo methods combined with a maximum-likelihood data analysis, we find that in two dimensions ₂=0.6240±0.0005±0.0011 and ₃=1.4575±0.0030±0.0052, where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second error bar represents statistical error (classical 95% confidence limits). These results are in good agreement with the conformal-invariance predictions ₂=5/8 and ₃=35/24.     

The largest Liapunov exponent for random matrices and directed polymers in a random environment

We study the largest Liapunov exponent for products of random matrices. The two classes of matrices considered are discrete,d-dimensional Laplacians, with random entries, and symplectic matrices that arise in the study ofd-dimensional lattices of coupled, nonlinear oscillators. We derive bounds on this exponent for all dimensions,d, and we show that ifd3, and the randomness is not too strong, one can obtain an explicit formula for the largest exponent in the thermodynamic limit. Our method is based on an equivalence between this problem and the problem of directed polymers in a random environment.     

The broken supersymmetry phase of a self-avoiding random walk

We consider a weakly self-avoiding random walk on a hierarchical lattice ind=4 dimensions. We show that for choices of the killing ratea less than the critical valuea _cthe dominant walks fill space, which corresponds to a spontaneously broken supersymmetry phase. We identify the asymptotic density to which walks fill space, (a), to be a supersymmetric order parameter for this transition. We prove that (a)(a _c–a) (–log(a _c–a))^1/2 asaa _c, which is mean-field behavior with logarithmic corrections, as expected for a system in its upper critical dimension.Research partially supported by NSF Grants DMS 91-2096 and DMS 91-96161.     

A simple model of DNA denaturation and mutually avoiding walks statistics

Recently Garel, Monthus and Orland [Europhys. Lett. 55, 132 (2001)] considered a model of DNA denaturation in which excluded volume effects within each strand are neglected, while mutual avoidance is included. Using an approximate scheme they found a first order denaturation. We show that a first order transition for this model follows from exact results for the statistics of two mutually avoiding random walks, whose reunion exponent is c > 2, both in two and three dimensions. Analytical estimates of c due to the interactions with other denaturated loops, as well as numerical calculations, indicate that the transition is even sharper than in models where excluded volume effects are fully incorporated. The probability distribution of distances between homologous base pairs decays as a power law at the transition. Received 8 July 2002 / Received in final form 25 July 2002 Published online 17 September 2002     

A remark on diffusion of directed polymers in random environments

We consider a system of random walks or directed polymers interacting with an environment which is random in space and time. Under minimal assumptions on the distribution of the environment, we prove that this system has diffusive behavior with probability one ifd>2 and <₀, where ₀ is defined in terms of the probability that the symmetric nearest neighbor random walk on thed-dimensional integer lattice ever returns to its starting point. We also obtain a precise estimate for the mean square displacement of this system.     

Random walks on lattices. IV. Continuous-time walks and influence of absorbing boundaries

The general study of random walks on a lattice is developed further with emphasis on continuous-time walks with an asymmetric bias. Continuous time walks are characterized by random pauses between jumps, with a common pausing time distribution(t). An analytic solution in the form of an inverse Laplace transform for P(l, t), the probability of a walker being atl at timet if it started atl _o att=0, is obtained in the presence of completely absorbing boundaries. Numerical results for P(l, t) are presented for characteristically different (t), including one which leads to a non-Gaussian behavior for P(l, t) even for larget. Asymptotic results are obtained for the number of surviving walkers and the mean l showing the effect of the absorption at the boundary.This study was partially supported by ARPA and monitored by ONR(N00014-17-0308).     

Speculations on the cluster radius below the percolation threshold

We suggest the average radius of percolation clusters withs sites to vary belowp _c ass ⁰, where ₀ is the exponent for the mean radius of self-avoiding walks. This result gives the desired asymptotic behavior of the correlation function for percolation (connectivity) and is consistent with Leath's Monte Carlo data.     

Dynamical Phase Transition in a Neural Network Model with Noise: An Exact Solution

The dynamical organization in the presence of noise of a Boolean neural network with random connections is analyzed. For low levels of noise, the system reaches a stationary state in which the majority of its elements acquire the same value. It is shown that, under very general conditions, there exists a critical value _c of the noise, below which the network remains organized and above which it behaves randomly. The existence and nature of the phase transition are computed analytically, showing that the critical exponent is 1/2. The dependence of _c on the parameters of the network is obtained. These results are then compared with two numerical realizations of the network.     

Equidistribution of Random Walks on Spheres

We study the equidistribution on spheres of the n-step transition probabilities of random walks on graphs. We give sufficient conditions for this property being satisfied and for the weaker property of asymptotical equidistribution. We analyze the asymptotical behaviour of the Green function of the simple random walk on ² and we provide a class of random walks on Cayley graphs of groups, whose transition probabilities are not even asymptotically equidistributed.     

Stochastic modeling of a billiard in a gravitational field: Power law behavior of Lyapunov exponents

We consider the motion of a point particle (billiard) in a uniform gravitational field constrained to move in a symmetric wedge-shaped region. The billiard is reflected at the wedge boundary. The phase space of the system naturally divides itself into two regions in which the tangent maps are respectively parabolic and hyperbolic. It is known that the system is integrable for two values of the wedge half-angle ₁ and ₂ and chaotic for ₁<< ₂. We study the system at three levels of approximation: first, where the deterministic dynamics is replaced by a random evolution; second, where, in addition, the tangent map in each region is, replaced by its average; and third, where the tangent map is replaced by a single global average. We show that at all three levels the Lyapunov exponent exhibits power law behavior near ₁ and ₂ with exponents 1/2 and 1, respectively. We indicate the origin of the exponent 1, which has not been observed in unaccelerated billiards.     

First-Passage Percolation, Semi-Directed Bernoulli Percolation, and Failure in Brittle Materials

We present a two-dimensional, quasistatic model of fracture in disordered brittle materials that contains elements of first-passage percolation, i.e., we use a minimum-energy-consumption criterion for the fracture path. The first-passage model is employed in conjunction with a semi-directed Bernoulli percolation model, for which we calculate critical properties such as the correlation length exponent v ^sdir and the percolation threshold p _c ^sdir . Among other results, our numerics suggest that v ^sdir is exactly 3/2, which lies between the corresponding known values in the literature for usual and directed Bernoulli percolation. We also find that the well-known scaling relation between the wandering and energy fluctuation exponents breaks down in the vicinity of the threshold for semi-directed percolation. For a restricted class of materials, we study the dependence of the fracture energy (toughness) on the width of the distribution of the specific fracture energy and find that it is quadratic in the width for small widths for two different random fields, suggesting that this dependence may be universal.     

Constrained random walks and vortex filaments in turbulence theory

We consider a simplified model of vorticity configurations in the inertial range of turbulent flow, in which vortex filaments are viewed as random walks in thermal equilibrium subjected to the constraints of helicity and energy conservation. The model is simple enough so that its properties can be investigated by a relatively straightforward Monte-Carlo method: a pivot algorithm with Metropolis weighting. Reasonable values are obtained for the intermittency dimensionD, a Kolmogorov-like exponent , and higher moments of the velocity derivatives. Qualitative conclusions are drawn regarding the origin of non-gaussian velocity statistics and regarding analogies with polymers and with systems near a critical point.This work was supported in part by the Applied Mathematical Sciences Subprogram of the Office of Energy Research, US Department of Energy, under Contract Number DE-AC03-76SF000098     

The critical behaviour of two-dimensional self-avoiding random walks

We present exact results for the mean end-to-end distance of self-avoiding random walks on several planar lattices. For the square lattice, we extend the known results from walks with 20 steps to walks with 22 steps, and for the triagular lattice from 14 to 16 steps. For the honeycomb lattice we went up to 34 steps, for the two-choice square lattice up to 44 steps, and for the 4-choice triagular lattice up to 19 steps. The extrapolated valuev=0.747±0.001 (provided the correction-to-scalng exponent is not appreaciably smaller than unity) is in disagreement with both Flory's value and the recent estimate of Derrida. We claim that a different analysis of Derrida's data supports this value.Address from 1st April–30th September 1982: Department of Chemical Physics, Weizmann Institute of Science, Rehovot 76100, IsraelAddress from 1st April-30th September 1982, Department of Chemical Physics, Weizmann Institute of Science, Rehovot, 76100, Israel