The determination of mean first-passage time (MFPT) for random walks in networks is a theoretical challenge, and is a topic of considerable recent interest within the physics community. In this paper, according to the known connections between MFPT, effective resistance, and the eigenvalues of graph Laplacian, we first study analytically the MFPT between all node pairs of a class of growing treelike networks, which we term deterministic uniform recursive trees (DURTs), since one of its particular cases is a deterministic version of the famous uniform recursive tree. The interesting quantity is determined exactly through the recursive relation of the Laplacian spectra obtained from the special construction of DURTs. The analytical result shows that the MFPT between all couples of nodes in DURTs varies as $N \ln N$ for large networks with node number $N$. Second, we study trapping on a particular network of DURTs, focusing on a special case with the immobile trap positioned at a node having largest degree. We determine exactly the average trapping time (ATT) that is defined as the average of FPT from all nodes to the trap. In contrast to the scaling of the MFPT, the leading behavior of ATT is a linear function of $N$. Interestingly, we show that the behavior for ATT of the trapping problem is related to the trapping location, which is in comparison with the phenomenon of trapping on fractal T-graph although both networks exhibit treestructure. Finally, we believe that the methods could open the way to exactly calculate the MFPT and ATT in a wide range of deterministic media.
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius $R$ in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.
The first passage statistics of a continuous time random walker with Poisson distributed jumps on one and two dimensional infinite lattices is investigated. An exact expression for the probability of first return to the origin in one dimension is derived for a symmetric random walker as well as a biased random walker. The Laplace transform of the occupation probability of a site for a symmetric random walker on a two dimensional lattice is identified with the lattice Green's function for a square lattice. This allows computation of the exact first passage distribution to any arbitrary site on …
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes under consideration are Markovian, despite abundant non-Markovian dynamics found in complex systems. Here we introduce a simple and physically appealing analytical framework to calculate the first passage time statistics of non-Markovian walkers grounded in a fundamental principle of nonequilibrium statistical physics that connects the fluctuations in stochasti…
One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We use a coupling between the two models to translate results from elephant random walks to the percolation process. We calculate, besides other quantities, exact expressions for the first and the second moment of the root cluster size and of the number of nodes in child clusters of the first generation. We further introduce a new model, the skew elephant random …
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices $H=\langle H\rangle +δH$, with $\langle H\rangle$ rank-$1$ and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested nu…
The motion of a lazy Pearson walker is studied with different probability ($p$) of jump in two and three dimensions. The probability of exit ($P_e$) from a zone of radius $r_e$, is studied as a function of $r_e$ with different values of jump probability $p$. The exit probability $P_e$ is found to scale as ${P_e}p^α=F({r_e}p^β)$, which is obtained by method of data collapse. The first passage time ($t_1$) i.e., the time required for first exit from a zone is studied. The probability distribution ($P(t_1)$) of first passage time was studied for different values of jump probability ($p$). The pro…
We revisit the simple lattice random walk (Pólya walk) and the Sisyphus random walk in $\mathbb{Z}$, in the presence of random restarts. We use a relatively direct approach namely First passage under restart for discrete space and time which was recently developed by us in PRE 103, 052129 (2021) and rederive the first passage properties of these walks under the memoryless geometric restart mechanism. Subsequently, we show how our method could be generalized to arbitrary first passage process subject to more complex restart mechanisms such as sharp, Poisson and Zeta distribution where the latte…
The first-passage time (FPT), defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role to quantify the efficiency of processes as varied as diffusion-limited reactions, target search processes or spreading of diseases. Most methods to determine the FPT properties in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects can not be neglected. Examples of non Markov…
Levy walks (LWs) define a fundamental class of finite velocity stochastic processes that can be introduced as a special case of continuous time random walks. Alternatively, there is a hyperbolic representation of them in terms of partial probability density waves. Using the latter framework we explore the impact of aging on LWs, which can be viewed as a specific initial preparation of the particle ensemble with respect to an age distribution. We show that the hyperbolic age formulation is suitable for a simple integral representation in terms of linear Volterra equations for any initial prepar…
We develop a model to compute the first-passage time of a random walker in a crowded environment. Hard-core particles with the same size and diffusion coefficient than the tracer diffuse, and the model allows to compute the first passage time of the tracer on euclidian lattices. The result is compared to classical Nakazato-Kitahara model, and extends previous results obtained for persistent random walker. The crowding in a confined media acts as a memory effect, and thus lead to a persistent-like behavior.
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a constant probability $r$. We construct a discrete renewal equation and present closed-form expressions for different quantities of the resetting dynamics in terms of the underlying reset-free propagator or Green's function. We apply our formalism to the biased random walk dynamics in one-dimensional unbounded space and show how one recovers in the continuous limits results for diffusion with resetting. The resetting dy…
We analyze a random walk strategy on undirected regular networks involving power matrix functions of the type $L^{\fracα{2}}$ where $L$ indicates a `simple' Laplacian matrix. We refer such walks to as `Fractional Random Walks' with admissible interval $0<α\leq 2$. We deduce for the Fractional Random Walk probability generating functions (network Green's functions). From these analytical results we establish a generalization of Polya's recurrence theorem for Fractional Random Walks on $d$-dimensional infinite lattices: The Fractional Random Walk is transient for dimensions $d > α$ (recurrent fo…
We study discrete-time random walks on arbitrary networks with first-passage resetting processes. To the end, a set of nodes are chosen as observable nodes, and the walker is reset instantaneously to a given resetting node whenever it hits either of observable nodes. We derive exact expressions of the stationary occupation probability, the average number of resets in the long time, and the mean first-passage time between arbitrary two non-observable nodes. We show that all the quantities can be expressed in terms of the fundamental matrix $\textbf{Z}=(\textbf{I}-\textbf{Q})^{-1}$, where $\text…
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 obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies corresponding to the poles of Laplace transformed function and separate the short-term and long-term behavior of the first-passage process. We give a formula of the decay rate $β$, which is inversely proportional to the characteristic relaxation time $τ$ of the target node. This exact formula for the first-passage probability between two nodes at a given time c…
We study the first passage dynamics of an ageing stochastic process in the continuous time random walk (CTRW) framework. In such CTRW processes the test particle performs a random walk, in which successive steps are separated by random waiting times distributed in terms of the waiting time probability density function $ψ(t) \simeq t^{-1-α}$) ($0\le α\le 2$). An ageing stochastic process is defined by the explicit dependence of its dynamic quantities on the ageing time $t_a$, the time elapsed between its preparation and the start of the observation. Subdiffusive ageing CTRWs describe systems su…
Tethering effects on first-passage variables of lattice random walks in linear and quadratic focal point potentials
SISSA – International School for Advanced Studies（国际高等研究院）；Istituto dei Sistemi Complessi, Consiglio Nazionale delle Ricerche（复杂系统研究所，意大利国家研究委员会）；School of Engineering Mathematics and Technology, University of Bristol（布里斯托大学工程数学与技术学院）
We study the mean first-passage time (MFPT) for asymmetric continuous-time random walks in continuous-space characterised by waiting-times with finite mean and by jump-sizes with both finite mean and finite variance. In the asymptotic limit, this well-controlled process is governed by an advection-diffusion equation and the MFPT results to be finite when the advecting velocity is in the direction of the boundary. We derive a nonhomogeneous Wiener-Hopf integral equation that allows for the exact calculation of the MFPT by avoiding asymptotic limits and it emerges to depend on the whole distribu…
An efficient searcher needs to balance properly the tradeoff between the exploration of new spatial areas and the exploitation of nearby resources, an idea which is at the core of scale-free Lévy search strategies. Here we study multi-scale random walks as an approximation to the scale- free case and derive the exact expressions for their mean-first passage times in a one-dimensional finite domain. This allows us to provide a complete analytical description of the dynamics driving the asymmetric regime, in which both nearby and faraway targets are available to the searcher. For this regime, we…
In this work, we investigate the temporal evolution of the degree of a given vertex in a network by mapping the dynamics into a random walk problem in degree space. We analyze when the degree approximates a pre-established value through a parallel with the first-passage problem of random walks. The method is illustrated on the time-dependent versions of the Erdős-Rényi and Watts-Strogatz models, which originally were formulated as static networks. We have succeeded in obtaining an analytic form for the first and the second moments of the first-passage time and showing how they depend on the si…
Self-interacting random walks are endowed with long range memory effects that emerge from the interaction of the random walker at time $t$ with the territory that it has visited at earlier times $t'<t$. This class of non Markovian random walks has applications in a broad range of examples, ranging from insects to living cells, where a random walker modifies locally its environment -- leaving behind footprints along its path, and in turn responds to its own footprints. Because of their inherent non Markovian nature, the exploration properties of self-interacting random walks have remained elusi…
We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution for any continuous, differentiable non-Markov random walk with Gaussian or non-Gaussian multivariate distribution. As an example, we study the FPT distribution of a fractional Brownian motion with a Hurst exponent $H\in(1/2,1)$ that describes numerous non-Markov stochastic phenomena in physics, biology and geology, and for which the limit $H=1/2$ represents a Markov process.
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase ordering, reaction diffusion or interface relaxation dynamics. The fact that persistence can decay algebraically with time with non trivial exponents has triggered a number of experimental and theoretical studies. However, general analytical methods to calculate persistence exponents cannot be applied to the ubiquitous case of non-Markovian systems relaxing…
A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS
Random walks with memory typically involve rules where a preference for either revisiting or avoiding those sites visited in the past are introduced somehow. Such effects have a direct consequence on the statistics of first-passage and subsequent recurrence times through a site; typically, a preference for revisiting sites is expected to result in a positive correlation between consecutive recurrence times. Here we derive a continuous-time generalization of the random walk model with preferential relocation to visited sites proposed in [Phys. Rev. Lett. 112, 240601] to explore this effect, tog…
A power-law distance-dependent biased random walk model with a tuning parameter ($σ$) is introduced in which finite mean first passage times are realizable if $σ$ is less than a critical value $σ_c$. We perform numerical simulations in $1$-dimension to obtain $σ_c \sim 1.14$. The three-dimensional version of this model is related to the phenomenon of chemotaxis. Diffusiophoretic theory supplemented with coarse-grained simulations establish the connection with the specific value of $σ= 2$ as a consequence of in-built solvent diffusion. A variant of the one-dimensional power-law model is found t…
For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Levy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ("leapovers"), these two definitions lead to significantly different results. We study the first-pas…
First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to outperform the completion of many first passage processes which otherwise would take longer time to finish. However, most of the studies so far assumed continuous time underlying first passage time processes and moreover considered continuous time resetting restricting out restart processes broken up into synchronized time steps. To bridge this gap, in this paper,…
We study the problem of random search in finite networks with a tree topology, where it is expected that the distribution of the first-passage time F(t) decays exponentially. We show that the slope of the exponential tail is independent of the initial conditions of entering the tree in general, and scales exponentially or as a power law with the extent of the tree L, depending on the tendency p to jump toward the target node. It is unfeasible to uniquely determine L and p from measuring the tail slope or the mean first-passage time (MFPT) of an ordinary diffusion along the tree. To unravel the…
The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and Lévy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back from time to time to its starting node, the mean search time needed to reach another node of the network may be significantly decreased. In other cases, however, resetting is detrimental to search. Using the eigenvalues and eigenvectors of the transition matrix defining the process without resetting, we derive a general criterion for finite networks that establis…
