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.     

Flux to a trap

The flux of particles to a single trap is investigated for two systems: (1) particles in 3D space which jump a fixed step lengthl (the Rayleigh flight) and are adsorbed by a spherical surface, and (2) particles on a lattice, jumping to nearest neighbor sites, with a single adsorbing site. Initially, the particles are uniformly distributed outside the traps. When the jump length goes to zero, both processes go over to regular diffusion, and the first case yields the diffusive flux to a sphere as solved by Smoluchowski. For nonzero step length, the flux for large times is given by a modified form of Smoluchowski's result, with the effective radius replaced byR-cl, wherec=0.29795219 andcl is the Milne extrapolation length for this problem. For the second problem, a similar expression for the flux is found, with the effective trap radius a function of the lattice (sc, bcc, fcc) being considered.     

Mutual Annihilation of Two Diffusing Particles in One- and Two-Dimensional Lattices

The probabilistic dynamics of a pair of particles which can mutually annihilate in the course of their random walk on a lattice is considered and analytically found for d=1 and d=2. In view of available recent experiments achieved on the femtosecond scale, emphasis is put on the necessity of a full continuous-time, discrete-space solution at all times. Quantities of physical interest are calculated at any time, including the total pair survival probability N(t) and the two-particle correlation function. As a by-product, the lattice version allows for a precise regularization of the continuous-space framework, which is ill-conditionned for d2; this being done, formal generalization to any real dimensionality can be straightforwardly performed.     

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.     

Persistent Random Walks in Stationary Environment

We study the behavior of persistent random walks (RW) on the integers in a random environment. A complete characterization of the almost sure limit behavior of these processes, including the law of large numbers, is obtained. This is done in a general situation where the environmental sequence of random variables is stationary and ergodic. Szász and Tóth obtained a central limit theorem when the ratio /, of right- and left-transpassing probabilities satisfies /a<1 a.s. (for a given constant a). We consider the case where / has wider fluctuations; we shall observe that an unusual situation arises: the RW may converge a.s. to infinity even with zero drift. Then, we obtain nonclassical limiting distributions for the RW. Proofs are based on the introduction of suitable branching processes in order to count the steps performed by the RW.     

Probability distribution for percolation clusters generated on a cayley tree at criticality

We present analytical and numerical results for the probability distributions of the number of sitesS as a function of the number of shellsl for several ensembles of percolation clusters generated on a Cayley tree at criticality. We find that for the incipient infinite percolation cluster the probability distribution isP(S¦l)~(S/l ⁴)exp(- aS/l ²) for Sl1.     

Quenched Averages for Self-Avoiding Walks and Polygons on Deterministic Fractals

We study rooted self avoiding polygons and self avoiding walks on deterministic fractal lattices of finite ramification index. Different sites on such lattices are not equivalent, and the number of rooted open walks W _n (S), and rooted self-avoiding polygons P _n (S) of n steps depend on the root S. We use exact recursion equations on the fractal to determine the generating functions for P _n (S), and W _n(S) for an arbitrary point S on the lattice. These are used to compute the averages ,, and over different positions of S. We find that the connectivity constant μ, and the radius of gyration exponent are the same for the annealed and quenched averages. However, , and , where the exponents and , take values different from the annealed case. These are expressed as the Lyapunov exponents of random product of finite-dimensional matrices. For the 3-simplex lattice, our numerical estimation gives and , to be compared with the known annealed values and .     

The Hausdorff dimension of random walks and the correlation length critical exponent in Euclidean field theory

We study the random walk representation of the two-point function in statistical mechanics models near the critical point. Using standard scaling arguments, we show that the critical exponentv describing the vanishing of the physical mass at the critical point is equal tov /d_w, whered _w is the Hausdorff dimension of the walk, andv is the exponent describing the vanishing of the energy per unit length of the walk at the critical point. For the case ofO(N) models, we show thatv ₀=, where is the crossover exponent known in the context of field theory. This implies that the Hausdorff dimension of the walk is/v forO(N) models.     

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)}     

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.     

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.     

Restoration of universality for the rod-to-coil transition scaling in the infinite-dimensionality limit: Exact results for directed walks

We derive scaling forms for the thermodynamic and correlation quantities for the turn-weighted fully and partially directed self-avoiding walks on the hypercubic lattices ind2. In the grand canonical (fixed fugacity per step) ensemble, the conformational rod-to-coil transition sets up in the regimew¯N=O(1), wherew is the weight of each 90° turn and¯N is the (fugacity-dependent) average number of steps. Contrary to the conventional critical phenomena wisdom, the scaling functions for the two different walk models, directed and partially directed, become universal only in the limitd.     

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.     

Diffusion of directed polymers in a strong random environment

We consider a system of random walks or directed polymers interacting with an environment which is random in space and time. It was shown by Imbrie and Spencer that in spatial dimensions three or above the behavior is diffusive if the directed polymer interacts weakly with the environment and if the random environment follows the Bernoulli distribution. Under the same assumption on the random environment as that of Imbrie and Spencer, we establish that in spatial dimensions four or above the behavior is still diffusive even when the directed polymer interacts strongly with the environment. More generally, we can prove that, if the random environment is bounded and if the supremum of the support of the distribution has a positive mass, then there is an integerd ₀ such that in dimensions higher thand ₀ the behavior of the random polymer is always diffusive.     

First passage time problems for one-dimensional random walks

This note contains a development of the theory of first passage times for one-dimensional lattice random walks with steps to nearest neighbor only. The starting point is a recursion relation for the densities of first passage times from the set of lattice points. When these densities are unrestricted, the formalism allows us to discuss first passage times of continuous time random walks. When they are negative exponential densities we show that the resulting equation is the adjoint of the master equation. This is the lattice analog of a correspondence well known for systems describable by a Fokker-Planck equation. Finally we discuss first passage problems for persistent random walks in which at each step the random walker continues in the same direction as the preceding step with probability a or reverses direction with probability 1–     

Area Distribution for Directed Random Walks

We study the probability distribution for the area under a directed random walk in the plane. The walk can serve as a simple model for avalanches based on the idea that the front of an avalanche can be described by a random walk and the size is given by the area enclosed. This model captures some of the qualitative features of earthquakes, avalanches, and other self-organized critical phenomena in one dimension. By finding nonlinear functional relations for the generating functions we calculate directly the exponent in the size distribution law and find it to be 4/3.     

First passage time and escape time distributions for continuous time random walks

We consider an arbitrary continuous time random walk (ctrw)via unbiased nearest-neighbour jumps on a linear lattice. Solutions are presented for the distributions of the first passage time and the time of escape from a bounded region. A simple relation between the conditional probability function and the first passage time distribution is analysed. So is the structure of the relation between the characteristic functions of the first passage time and escape time distributions. The mean first passage time is shown to diverge for all (unbiased)ctrw’s. The divergence of the mean escape time is related to that of the mean time between jumps. A class ofctrw’s displaying a self-similar clustering behaviour in time is considered. The exponent characterising the divergence of the mean escape time is shown to be (1−H), whereH(0<H<1) is the fractal dimensionality of thectrw.     

When a Random Walk of Fixed Length can Lead Uniformly Anywhere Inside a Hypersphere

A variation of the Pearson-Rayleigh random walk in which the steps are i.i.d. random vectors of exponential length and uniform orientation is considered. Conditioned on the total path length, the probability density function of the position of the walker after n steps is determined analytically in one and two dimensions. It is shown that in two dimensions n = 3 marks a critical transition point in the behavior of the random walk. By taking less than three steps and walking a total length l, one is more likely to end the walk near the boundary of the disc of radius l, while by taking more than three steps one is more likely to end near the origin. Somehow surprisingly, by taking exactly three steps one can end uniformly anywhere inside the disc of radius l. This means that conditioned on l, the sum of three vectors of exponential length and uniform direction has a uniform probability density. While the presented analytic approach provides a complete solution for all n, it becomes intractable in higher dimensions. In this case, it is shown that a necessary condition to have a uniform density in dimension d is that 2(d + 2)/d is an integer, equal to n + 1.     

Scaling relationships for anisotropic random walks

Aspects of transport in a highly multiple-scattering environment are investigated by examining random walkers moving in media having anisotropic angular scattering cross sections (turn-angle distributions). A general expression is obtained for the mean square displacement x² of a random walker executing ann-step walk in an infinite homogeneous material, and results are used to predict scaling relations for the probability() that a walker returns to the planar surface of a semi-infinite medium at a distance from the point of its insertion.