We simulate loop-erased random walks on simple (hyper-)cubic lattices of dimensions 2,3, and 4. These simulations were mainly motivated to test recent two loop renormalization group predictions for logarithmic corrections in $d=4$, simulations in lower dimensions were done for completeness and in order to test the algorithm. In $d=2$, we verify with high precision the prediction $D=5/4$, where the number of steps $n$ after erasure scales with the number $N$ of steps before erasure as $n\sim N^{D/2}$. In $d=3$ we again find a power law, but with an exponent different from the one found in the most precise previous simulations: $D = 1.6236\pm 0.0004$. Finally, we see clear deviations from the naive scaling $n\sim N$ in $d=4$. While they agree only qualitatively with the leading logarithmic corrections predicted by several authors, their agreement with the two-loop prediction is nearly perfect.
We have studied the probability distribution of the perimeter and the area of the k-th largest erased-loop in loop-erased random walks in two-dimensions for k = 1 to 3. For a random walk of N steps, for large N, the average value of the k-th largest perimeter and area scales as N^{5/8} and N respectively. The behavior of the scaled distribution functions is determined for very large and very small arguments. We have used exact enumeration for N <= 20 to determine the probability that no loop of size greater than l (ell) is erased. We show that correlations between loops have to be taken into a…
We study the distribution of sizes of erased loops for loop-erased random walks on regular and fractal lattices. We show that for arbitrary graphs the probability $P(l)$ of generating a loop of perimeter $l$ is expressible in terms of the probability $P_{st}(l)$ of forming a loop of perimeter $l$ when a bond is added to a random spanning tree on the same graph by the simple relation $P(l)=P_{st}(l)/l$. On $d$-dimensional hypercubical lattices, $P(l)$ varies as $l^{-σ}$ for large $l$, where $σ=1+2/z$ for $1<d<4$, where z is the fractal dimension of the loop-erased walks on the graph. On recursi…
We measure the fractal dimension of loop-erased random walk (LERW) in 3 dimensions, and estimate that it is 1.62400 +- 0.00005. LERW is closely related to the uniform spanning tree and the abelian sandpile model. We simulated LERW on both the cubic and face-centered cubic lattices; the corrections to scaling are slightly smaller for the face-centered cubic lattice.
We give a simplified proof for the equivalence of loop-erased random walks to a lattice model containing two complex fermions, and one complex boson. This equivalence works on an arbitrary directed graph. Specifying to the $d$-dimensional hypercubic lattice, at large scales this theory reduces to a scalar $ϕ^4$-type theory with two complex fermions, and one complex boson. While the path integral for the fermions is the Berezin integral, for the bosonic field we can either use a complex field $ϕ(x)\in \mathbb C$ (standard formulation) or a nilpotent one satisfying $ϕ(x)^2 =0$. We discuss basic …
We study loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$, in two and three dimensions. We find that the fractal dimensions of LERW$_p$ is close to normal LERW in Euclidean lattice, for all $p>p_c$. However our results reveal that LERW on critical incipient percolation clusters is fractal with $d_{f}=1.217\pm0.0015$ for d = 2 and $1.44\pm0.03$ for d = 3, independent of the coordination number of the lattice. These values are consistent with the known values for optimal path exponents in strongly disordered media. We investigate how the behavior…
We revisit the computation of the discrete version of Schramm's formula for the loop-erased random walk derived by Kenyon. The explicit formula in terms of the Green function relies on the use of a complex connection on a graph, for which a line bundle Laplacian is defined. We give explicit results in the scaling limit for the upper half-plane, the cylinder and the Moebius strip. Schramm's formula is then extended to multiple loop-erased random walks.
We show that in the loop-erased random walk problem, the exponent characterizing probability distribution of areas of erased loops is superuniversal. In d-dimensions, the probability that the erased loop has an area A varies as A^{-2} for large A, independent of d, for 2 <= d <= 4. We estimate the exponents characterizing the distribution of perimeters and areas of erased loops in d = 2 and 3 by large-scale Monte Carlo simulations. Our estimate of the fractal dimension z in two-dimensions is consistent with the known exact value 5/4. In three-dimensions, we get z = 1.6183 +- 0.0004. The expone…
We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be described by Schramm-Loewner Evolution (SLE) with a single parameter $κ$ which is close to normal LERW in Euclidean lattice. However our results reveal that the LERW on critical incipient percolation clusters is compatible with SLE, but with another diffusivity coefficient $κ$. Several geometrical tests are applied to ascertain this. All calculations are consi…
We give evidence that the functional renormalization group (FRG), developed to study disordered systems, may provide a field theoretic description for the loop-erased random walk (LERW), allowing to compute its fractal dimension in a systematic expansion in epsilon=4-d. Up to two loop, the FRG agrees with rigorous bounds, correctly reproduces the leading logarithmic corrections at the upper critical dimension d=4, and compares well with numerical studies. We obtain the universal subleading logarithmic correction in d=4, which can be used as a further test of the conjecture.
We calculate the fractal dimension $d_{\rm f}$ of critical curves in the $O(n)$ symmetric $(\vec ϕ^2)^2$-theory in $d=4-\varepsilon$ dimensions at 6-loop order. This gives the fractal dimension of loop-erased random walks at $n=-2$, self-avoiding walks ($n=0$), Ising lines $(n=1)$, and XY lines ($n=2$), in agreement with numerical simulations. It can be compared to the fractal dimension $d_{\rm f}^{\rm tot}$ of all lines, i.e. backbone plus the surrounding loops, identical to $d_{\rm f}^{\rm tot} = 1/ν$. The combination $ϕ_{\rm c}= d_{\rm f}/d_{\rm f}^{\rm tot} = νd_{\rm f}$ is the crossover e…
Single site height probabilities in the Abelian sandpile model, and the corresponding mean height $<h>$, are directly related to the probability $P_{\rm ret}$ that a loop erased random walk passes through a nearest neighbour of the starting site (return probability). The exact values of these quantities on the square lattice have been conjectured, in particular $<h> = 25/8$ and $P_{\rm ret} = 5/16$. We provide a rigourous proof of this conjecture by using a {\it local} monomer-dimer formulation of these questions.
Driven periodic elastic systems such as charge-density waves (CDWs) pinned by impurities show a non-trivial, glassy dynamical critical behavior. Their proper theoretical description requires the functional renormalization group. We show that their critical behavior close to the depinning transition is related to a much simpler model, $O(n)$-symmetric $ϕ^4$ theory in the unusual limit of $n\to -2$. We demonstrate that both theories yield identical results to 4-loop order and give both a perturbative and a non-perturbative proof of their equivalence. As we show, both theories can be used to desc…
The existing estimation of the upper critical dimension of the Abelian Sandpile Model is based on a qualitative consideration of avalanches as self-avoiding branching processes. We find an exact representation of an avalanche as a sequence of spanning sub-trees of two-component spanning trees. Using equivalence between chemical paths on the spanning tree and loop-erased random walks, we reduce the problem to determination of the fractal dimension of spanning sub-trees. Then, the upper critical dimension $d_u=4$ follows from Lawler's theorems for intersection probabilities of random walks and l…
Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains are studied and a connection to passive scalar diffusion in a Burgers flow is emphasised. In particular, the endpoint probability distribution and winding probabilities for SLE_2 on a cylinder, starting from one boundary component and stopped when hitting the other, are found. A relation of the result to conditioned one-dimensional Brownian motion is pointe…
Hefei National Research Center for Physical Sciences at the Microscale and School of Physical Sciences, University of Science and Technology of China（中国科学技术大学物理科学学院）；Department of Modern Physics, University of Science and Technology of China（中国科学技术大学近代物理系）；Hefei National Laboratory, University of Science and Technology of China（中国科学技术大学合肥国家实验室）；Shanghai Research Center for Quantum Science and CAS Center for Excellence in Quantum Information and Quantum Physics, University of Science and Technology of China（中国科学技术大学上海量子科学研究中心及中国科学院量子信息与量子物理学前沿卓越中心）
Self-avoiding walks (SAWs) and loop-erased random walks (LERWs) are two ensembles of random paths with numerous applications in mathematics, statistical physics and quantum field theory. While SAWs are described by the $n \to 0$ limit of $ϕ^4$-theory with $O(n)$-symmetry, LERWs have no obvious field-theoretic description. We analyse two candidates for a field theory of LERWs, and discover a connection between the corresponding and a priori unrelated theories. The first such candidate is the $O(n)$-symmetric $ϕ^4$ theory at $n=-2$ whose link to LERWs was known in two dimensions due to conformal…
As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $ζ$ is given by the total weight of all random walks $π$ which are inverse images of $ζ$, $\{π: \LE(π)=ζ\}$. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce …
We consider critical percolation on the triangular lattice in a bounded simply connected domain with boundary conditions that force an interface between two prescribed boundary points. We say the interface forms a "near-loop" when it comes within one lattice spacing of itself. We define a new curve by erasing these near-loops as we traverse the interface. Our Monte Carlo simulations of this model lead us to conclude that the scaling limit of this loop-erased percolation interface is conformally invariant and has fractal dimension 4/3. However, it is not SLE_8/3. We also consider the process in…
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and diffusion limited aggregation models. A non-trivial scaling relation $ξ\sim\ell^{1.25}$ between the characteristic size $ξ$, in which the cluster undergoes a morphological transition, and the persistence length $\ell$, between ballistic and diffusive regimes of the random walk, is observed.
We study self-avoiding walks on three-dimensional critical percolation clusters using a new exact enumeration method. It overcomes the exponential increase in computation time by exploiting the clusters' fractal nature. We enumerate walks of over $10^4$ steps, far more than has ever been possible. The scaling exponent $ν$ for the end-to-end distance turns out to be smaller than previously thought and appears to be the same on the backbones as on full clusters. We find strong evidence against the widely assumed scaling law for the number of conformations and propose an alternative, which perfec…
The nearest neighbor contacts between the two halves of an N-site lattice self-avoiding walk offer an unusual example of scaling random geometry: for N going to infinity they are strictly finite in number but their radius of gyration Rc is power law distributed, ~ Rc^{-τ}, where τ>1 is a novel exponent characterizing universal behavior. A continuum of diverging lengths scales is associated to the Rc distribution. A possibly super-universal τ=2 is also expected for the contacts of a self-avoiding or random walk with a confining wall.
We develop an approach for performing scaling analysis of $N$-step Random Walks (RWs). The mean square end-to-end distance, $\langle\vec{R}_{N}^{2}\rangle$, is written in terms of inner persistence lengths (IPLs), which we define by the ensemble averages of dot products between the walker's position and displacement vectors, at the $j$-th step. For RW models statistically invariant under orthogonal transformations, we analytically introduce a relation between $\langle\vec{R}_{N}^{2}\rangle$ and the persistence length, $λ_{N}$, which is defined as the mean end-to-end vector projection in the fi…
We study the scaling laws of diffusion in two-dimensional media with long-range correlated disorder through exact enumeration of random walks. The disordered medium is modelled by percolation clusters with correlations decaying with the distance as a power law, $r^{-a}$, generated with the improved Fourier filtering method. To characterize this type of disorder, we determine the percolation threshold $p_{\text c}$ by investigating cluster-wrapping probabilities. At $p_{\text c}$, we estimate the (sub-diffusive) walk dimension $d_{\text w}$ for different correlation exponents $a$. Above $p_{\te…
We consider a mortal random walker on a family of hierarchical graphs in the presence of some trap sites. The configuration comprising the graph, the starting point of the walk, and the locations of the trap sites is taken to be exactly self-similar as one goes from one generation of the family to the next. Under these circumstances, the total probability that the walker hits a trap is determined exactly as a function of the single-step survival probability $q$ of the mortal walker. On the $n^{\rm th}$ generation graph of the family, this probability is shown to be given by the $n^{\rm th}$ it…
We study unwrapped two-point functions for the Ising model, the self-avoiding walk and a random-length loop-erased random walk on high-dimensional lattices with periodic boundary conditions. While the standard two-point functions of these models have been observed to display an anomalous plateau behaviour, the unwrapped two-point functions are shown to display standard mean-field behaviour. Moreover, we argue that the asymptotic behaviour of these unwrapped two-point functions on the torus can be understood in terms of the standard two-point function of a random-length random walk model on Zd.…
The scaling limit of planar loop-erased random walks is described by a stochastic Loewner evolution with parameter kappa=2. In this note SLE(2) in the upper half-plane H minus a simply-connected compact subset K of H is studied. As a main result, the left-passage probability with respect to K is explicitly determined.
The betweenness centrality of graphs using random walk paths instead of geodesics is studied. A scaling collapse with no adjustable parameters is obtained as the graph size $N$ is varied; the scaling curve depends on the graph model. A normalized random betweenness, that counts each walk passing through a node only once, is also defined. It is argued to be more useful and seen to have simpler scaling behavior. In particular, the probability for a random walk on a preferential attachment graph to pass through the root node is found to tend to unity as $N\rightarrow\infty.$
Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These properties include the average number of distinct sites visited by the random walker, the mean-square displacement of the walker, and the distribution of first-return times. The scaling form has three characteristic time regimes. At short times, the walker does not see the small-world shortcuts and effectively probes an ordinary Euclidean network in $d$-dime…
We introduce a natural "massive" version of the Brownian loop soup of Lawler and Werner which displays conformal covariance and exponential decay. We show that this massive Brownian loop soup arises as the near-critical scaling limit of a random walk loop soup with killing and is related to the massive SLE(2) identified by Makarov and Smirnov as the near-critical scaling limit of a loop-erased random walk with killing. We conjecture that the massive Brownian loop soup describes the zero level lines of the massive Gaussian free field, and discuss possible relations to other models, such as Isin…
In the frequency domain, the nearly constant loss, is characterized by a slope 1 in log of the real part of the electrical conductivity vs log frequency plots. It can be explained by an anomalous diffusion, defined by a random walk with the mean square displacement proportional to the logarithm of time, rather than being linearly proportional to time, as in normal diffusion. The present work suggests a random walk algorithm that leads to anomalous, logarithmic time dependence. That has been accomplished by scaling down the subsequent random walk displacements by a factor, 1/t^(1/2)
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $σ$ with the average flux $\langle f \rangle $. Here we analyze how network topology and nodes with finite capacity lead to deviations from a simple scaling law $σ\sim \langle f \rangle ^α$. Sources of randomness are the random walk itself (internal noise) and the fluctuation of the number of walkers (external noise). We obtained exact results for the extreme case of a star network which are indicative of the behavior of large scale syst…
We study Lévy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent electric problem, we obtain the asymptotic behavior of the mean square displacement as a function of the exponent characterizing the scatterers distribution. We demonstrate that in quenched media different average procedures can display different asymptotic behavior. In particular, we estimate the moments of the displacement averaged over processes starting f…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.
Numerical and theoretical studies of a one-dimensional spin model with locally broken spin symmetry are presented. The multi-species annihilating random walk transition found at zero branching rate previously is investigated now concerning the cluster behaviour of the underlying spins. Generic power law behaviors are found, besides the phase transition point, also in the active phase with fulfillment of the hyperscaling law. On the other hand scaling laws connecting bulk- and cluster exponents are broken - a possibility in no contradiction with basic scaling assumptions because of the missing …
We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rigorously. We prove that this model exhibits the same universal FSS behaviour previously conjectured for the self-avoiding walk and Ising model on finite boxes in high-dimensional lattices. Our results show that the mean walk length of the random walk model controls the scaling behaviour of the corresponding Green's function. We numerically demonstrate the universality of our rigorous findings by extensive Monte Carlo …
Motivated by recent claims of a proof that the length scale exponent for the end-to-end distance scaling of self-avoiding walks is precisely $7/12=0.5833...$, we present results of large-scale simulations of self-avoiding walks and self-avoiding trails with repulsive contact interactions on the hypercubic lattice. We find no evidence to support this claim; our estimate $ν=0.5874(2)$ is in accord with the best previous results from simulations.
We examine self-avoiding walks in dimensions 4 to 8 using high-precision Monte-Carlo simulations up to length N=16384, providing the first such results in dimensions $d > 4$ on which we concentrate our analysis. We analyse the scaling behaviour of the partition function and the statistics of nearest-neighbour contacts, as well as the average geometric size of the walks, and compare our results to $1/d$-expansions and to excellent rigorous bounds that exist. In particular, we obtain precise values for the connective constants, $μ_5=8.838544(3)$, $μ_6=10.878094(4)$, $μ_7=12.902817(3)$, $μ_8=14.9…
We show how to extract the scaling behavior of quantum walks using the renormalization group (RG). We introduce the method by efficiently reproducing well-known results on the one-dimensional lattice. As a nontrivial model, we apply this method to the dual Sierpinski gasket and obtain its exact, closed system of RG-recursions. Numerical iteration suggests that under rescaling the system length, $L^{\prime}=2L$, characteristic times rescale as $t^{\prime}=2^{d_{w}}t$ with the exact walk exponent $d_{w}=\log_{2}\sqrt{5}=1.1609\ldots$. Despite the lack of translational invariance, this is very cl…
We consider a discrete time quantum walker in one dimension, where at each step, the step length $\ell$ is chosen from a distribution $P(\ell) \propto \ell^{-δ-1}$ with $\ell \leq \ell_{max}$. We evaluate the probability $f(x,t)$ that the walker is at position $x$ at time $t$ and its first two moments. As expected, the disorder effectively localizes the walk even for large values of $δ$. Asymptotically, $\langle x^2 \rangle \propto t^{3/2}$ and $\langle x \rangle \propto t^{1/2}$ independent of $δ$ and $\ell$, both finite. The scaled distribution $f(x,t)t^{1/2}$ plotted versus $x/t^{1/2}$ show…
We provide Monte Carlo estimates of the scaling of the length $L_{n}$ of the longest increasing subsequences of $n$-steps random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate that, barring possible logarithmic corrections, $L_{n} \sim n^θ$ with the leading scaling exponent $0.60 \lesssim θ\lesssim 0.69$ for the heavy-tailed distributions of step lengths examined, with values increasing as the distribution becomes more heavy-tailed, and $θ\simeq 0.57$ for distributions of finite variance, irrespective of the particular distribution. …
We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with finite variance, weak resetting probability) where the maximum of the walk and the number of its records up to discrete time $n$ become asymptotically proportional to each other for single typical trajectories. Their distributions obey scaling laws ruled by a common two-parameter scaling function, interpolating between a half-Gaussian and a Gumbel law. The exact …
The number of free sites next to the end of a self-avoiding walk is known as the atmosphere. The average atmosphere can be related to the number of configurations. Here we study the distribution of atmospheres as a function of length and how the number of walks of fixed atmosphere scale. Certain bounds on these numbers can be proved. We use Monte Carlo estimates to verify our conjectures. Of particular interest are walks that have zero atmosphere, which are known as trapped. We demonstrate that these walks scale in the same way as the full set of self-avoiding walks, barring an overall constan…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observe…
