Microscopic dynamical exponents for random-random directed walk on a one-dimensional lattice with quenched disorder

We demonstrate that the dynamical exponent for the time dependence of the coordinate, previously found for an average over disorder, is already present in any realization of a given sample. This ergodicity comes from the existence of a scaling law for the probability distribution of the parameter defining the asymptotic dynamical regime. The self-averaging or non-self-averaging properties of the normal or anomalous phases are direct consequences of this result.     

Analytic study of the effect of persistence on a one-dimensional biased random walk

An analytic study of a one-dimensional biased random walk with correlations between nearest-neighbour steps is presented, both in a lattice model and in its continuous version. First, the treatment of the unbiased problem is recalled and the effect of correlations on the diffusion coefficient is discussed. Then the study is extended to the biased case. The problem is then completely determined by two independent parameters, the degree of correlations in the motion on the one hand and the value of the bias on the other. Both the velocity of the particle and its diffusion coefficient are computed. As a result, the velocity as well as the diffusion coefficient are enhanced when there are positive correlations (qualified as persistence) in the motion, and reduced in the opposite case.     

Dynamical exponents for one-dimensional random-random directed walks

The dynamical exponents of the coordinate and of the mean square displacement are explicitly calculated in the case of a directed random walk on a one-dimensional random lattice. Moreover, it is shown that, in the dynamical phase where the coordinate increases slower thant, the latter is not a self-averaging quantity.     

Random walks on the Bethe lattice

We obtain random walk statistics for a nearest-neighbor (Pólya) walk on a Bethe lattice (infinite Cayley tree) of coordination numberz, and show how a random walk problem for a particular inhomogeneous Bethe lattice may be solved exactly. We question the common assertion that the Bethe lattice is an infinite-dimensional system.Supported in part by the U.S. Department of Energy.     

Transport properties of the continuous-time random walk with a long-tailed waiting-time density

We derive asymptotic properties of the propagatorp(r,t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic form(t)T /t ⁺¹ whentT and 0<<1. Several cases are considered; the main ones are those that assume that the variance of the displacement in a single step of the walk is finite. Under this assumption we consider both random walks with and without a bias. The principal results of our analysis is that one needs two forms to characterizep(r,t), depending on whetherr is large or small, and that the small-r expansion cannot be characterized by a scaling form, although it is possible to find such a form for larger. Several results can be demonstrated that contrast with the case in which t= ₀ ()d is finite. One is that the asymptotic behavior ofp(0,t) is dominated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a fieldp(r,t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs atr=0, and the effect of the field is to break the symmetry that occurs when t. Finally, we calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean.     

Exact results and self-averaging properties for random-random walks on a one-dimensional infinite lattice

We present new exact results for a one-dimensional asymmetric disordered hopping model. The lattice is taken infinite from the start and we do not resort to the periodization scheme used by Derrida. An explicit resummation allows for the calculation of the velocityV and the diffusion constantD (which are found to coincide with those given by Derrida) and for demonstrating thatV is indeed a self-averaging quantity; the same property is established forD in the limiting case of a directed walk.     

Steady flux in a continuous-space Sinai chain

We examine the steady-state flux of particles diffusing in a one-dimensional finite chain with Sinai-type disorder, i.e., the system in which in addition to the thermal noise, particles are subject to a stationary random-correlated in space Gaussian force. For this model we calculate the disorder average (over configurations of the random force) flux exactly for arbitrary values of system's parameters, such as chain lengthN, strength of the force, and temperature. We prove that within the limitN1 the average flux decreases withN as J(N)=C/N and thus confirm our recent predictions that the flux in the discrete-space Sinai model is anomalous.     

Two-dimensional random-random walks: Dynamical exponents in a quenched directed model

This paper presents a study of the dynamics of a particle undergoing a directed random walk in a two-dimensional disordered square lattice. We derive the asymptotical behaviors of the coordinate and of the mean square displacement. All the dynamical exponents are calculated both in the normal and the anomalous regimes. It is shown that, as contrasted to the one-dimensional case, the so-called quenched and annealed diffusion constants indeed coincide.     

Random walks on periodic and random lattices. II. Random walk properties via generating function techniques

We investigate the random walk properties of a class of two-dimensional lattices with two different types of columns and discuss the dependence of the properties on the densities and detailed arrangements of the columns. We show that the row and column components of the mean square displacement are asymptotically independent of the details of the arrangement of columns. We reach the same conclusion for some other random walk properties (return to the origin and number of distinct sites visited) for various periodic arrangements of a given relative density of the two types of columns. We also derive exact asymptotic results for the occupation probabilities of the two types of distinct sites on our lattices which validate the basic conjecture on bond and step ratios made in the preceding paper in this series.Supported in part by a grant from Charles and Renée Taubman and by the National Science Foundation, Grant CHE 78-21460.     

High-density percolation: Exact solution on a Bethe lattice

A new percolation problem is posed where the sites on a lattice are randomly occupied but where only those occupied sites with at least a given numberm of occupied neighbors are included in the clusters. This problem, which has applications in magnetic and other systems, is solved exactly on a Bethe lattice. The classical percolation critical exponents=gg=1 are found. The percolation thresholds vary between the ordinary percolation thresholdp _c (m=1)=l/(z – 1) andp _c(m=z) =[l/(z – 1)]¹/(z–1). The cluster size distribution asymptotically decays exponentially withn, for largen, p p _c .Supported in part by National Science Foundation grant DMR78-10813.     

Non-Hermitian Tridiagonal Random Matrices and Returns to the Origin of a Random Walk

We study a class of tridiagonal matrix models, the q-roots of unity models, which includes the sign (q=2) and the clock (q=) models by Feinberg and Zee. We find that the eigenvalue densities are bounded by and have the symmetries of the regular polygon with 2q sides, in the complex plane. Furthermore, the averaged traces of M ^k are integers that count closed random walks on the line such that each site is visited a number of times multiple of q. We obtain an explicit evaluation for them.     

Non-Markoffian diffusion in a one-dimensional disordered lattice

Recent treatments of diffusion in a one-dimensional disordered lattice by Machta using a renormalization-group approach, and by Alexander and Orbach using an effective medium approach, lead to a frequency-dependent (or non-Markoffian) diffusion coefficient. Their results are confirmed by a direct calculation of the diffusion coefficient.Research supported by NSF Grant No. CHE 77-16308.     

A method to control the polarization of random terahertz lasing in two-dimensional disordered ruby medium

Terahertz (THz) random lasing is studied numerically for two-dimensional disordered media made of ruby grains with a three-level atomic system. A method via the adjustment of the pumping area to control the polarization of the THz wave is proposed. Computed results reveal that transverse electric THz lasing modes could occur if pumping is supplied on the whole medium, while transverse magnetic THz lasing modes could occur if pumping is appropriately supplied on a partial area of the medium.     

Random Walks on a Fractal Solid

It is established that the trapping of a random walker undergoing unbiased, nearest-neighbor displacements on a triangular lattice of Euclidean dimension d=2 is more efficient (i.e., the mean walklength n before trapping of the random walker is shorter) than on a fractal set, the Sierpinski tower, which has a Hausdorff dimension D exactly equal to the Euclidean dimension of the regular lattice. We also explore whether the self similarity in the geometrical structure of the Sierpinski lattice translates into a self similarity in diffusional flows, and find that expressions for n having a common analytic form can be obtained for sites that are the first- and second-nearest-neighbors to a vertex trap.     

Numerical Simulations of Random Walk in Random Environment

This paper is concerned with the numerical simulation of a random walk in a random environment in dimension d = 2. Consider a nearest neighbor random walk on the 2-dimensional integer lattice. The transition probabilities at each site are assumed to be themselves random variables, but fixed for all time. This is the random environment. Consider a parallel strip of radius R centered on an axis through the origin. Let X _R be the probability that the walk that started at the origin exits the strip through one of the boundary lines. Then X _R is a random variable, depending on the environment. In dimension d = 1, the variable X _R converges in distribution to the Bernoulli variable, X = 0, 1 with equal probability, as R . Here the 2-dimensional problem is studied using Gauss-Seidel and multigrid algorithms.     

On the 1/D expansion for directed polymers

We present a variational approach for directed polymers in D transversal dimensions which is used to compute the correction to the mean field theory predictions with broken replica symmetry. The trial function is taken to be a symmetrized version of the mean-field solution, which is known to be exact for . We compute the free energy corresponding to that function and show that the finite-D corrections behave like D ^-4/3 . It means that the expansion in powers of 1/D should be used with great care here. We hope that the techniques developed in this note will be useful also in the study of spin glasses. Receveid 19 May 1998     

Diffusion on a random comb: Distribution function of the survival probability

We investigate the distribution functionQ(P) describing the survival probability on a comb consisting of a backbone with lateral, randomly disconnected infinite branches. Two different regimes are analyzed in some detail: (i) at short times,Q(P) is shown to have a self-similar structure (devil's staircase); (ii) at large times, this function becomes smooth and tends toward a rather well-defined unit step function. The disorder-averaged survival probability <p ₀(t)> is expected to decrease ast ^–3/4 at large times, whereas the relative fluctuations of the sample-dependentp ₀(t) display a very slow decay in time, going to zero liket ^–1/8.     

Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

Random walks on a lattice

This paper discusses the mean-square displacement for a random walk on a two-dimensional lattice, whose transitions to nearest-neighbor sites are symmetric in the horizontal and vertical directions and depend on the column currently occupied. Under a uniform density condition for the step probabilities it is shown that the horizontal mean-square displacement aftern steps is asymptotically proportional ton, and independent of the particular column configuration. The model generalizes that of Seshadri, Lindenberg, and Shuler and the arguments are essentially probabilistic.