Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the concept of persistent random walk to account for spatial exclusion effects. This is achieved by introducing an explicit constraint in the hopping rates, that weights the occupancy of the target sites. We derive the mean-field equations, which display nonlinear terms that are important at high density. We compute the evolution of the mean square displacement (MSD) for pulses belonging to a specific class of spatially symmetric initial conditions. The MSD still displays a transition from ballistic to diffusive behaviour. We derive an analytical formula for the effective velocity of the ballistic stage, which is shown to depend in a nontrivial fashion upon both the density (area) and the shape of the initial pulse. After a density-dependent crossover time, nonlinear terms become negligible and normal diffusive behaviour is recovered at long times.
The one-dimensional Asymmetric Exclusion Process (ASEP) is a paradigm for nonequilibrium dynamics, in particular driven diffusive processes. It is usually considered in a canonical ensemble in which the number of sites is fixed. We observe that the grand-canonical partition function for the ASEP is remarkably simple. It allows a simple direct derivation of the asymptotics of the canonical normalization in various phases and of the correspondence with One-Transit Walks recently observed by Brak et.al.
The $A+A\to 0$, $B+B\to 0 $ process with exclusion between the different kinds is investigated here numerically. Before treating this model explicitly, we study the generalized Domany-Kinzel cellular automaton model of Hinrichsen on the line of the parameter space where only compact clusters can grow. The simplest version is treated with two absorbing phases in addition to the active one. The two kinds of kinks which arise in this case do not react, leading to kinetics differing from standard annihilating random walk of two species. Time dependent simulations are presented here to illustrate t…
The cover time is defined as the time needed for a random walker to visit every site of a confined domain. Here, we focus on persistent random walks, which provide a minimal model of random walks with short range memory. We derive the exact expression of the mean cover time of a one-dimensional lattice by such a persistent random walk, both for periodic and reflecting boundary conditions.
We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which enables us to obtain explicit expressions for the diffusion coefficients of walks with two-step memory on different classes of one-, two- and higher-dimensional lattices.
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 establish a connection between exclusion statistics with arbitrary integer exclusion parameter $g$ and a class of random walks on planar lattices. This connection maps the generating function for the number of closed walks of given length enclosing a given algebraic area on the lattice to the grand partition function of particles obeying exclusion statistics $g$ in a particular single-particle spectrum, determined by the properties of the random walk. Square lattice random walks, described in terms of the Hofstadter Hamiltonian, correspond to $g=2$. In the $g=3$ case we explicitly construct…
A class of exclusion processes in which particles perform history-dependent random walks is introduced, stimulated by dynamic phenomena in some biological and artificial systems. The particles locally interact with the underlying substrate by breaking and reforming lattice bonds. We determine the steady-state current on a ring, and find current-reversal as a function of particle density. This phenomenon is attributed to the non-local interaction between the walkers through their trails, which originates from strong correlations between the dynamics of the particles and the lattice. We rational…
We study the persistent random walk of photons on a one-dimensional lattice of random transmittances. Transmittances at different sites are assumed independent, distributed according to a given probability density $f(t)$. Depending on the behavior of $f(t)$ near $t=0$, diffusive and subdiffusive transports are predicted by the disorder expansion of the mean square-displacement and the effective medium approximation. Monte Carlo simulations confirm the anomalous diffusion of photons. To observe photon subdiffusion experimentally, we suggest a dielectric film stack for realization of a distribut…
Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic and symmetric one-dimensional persistent random walk is governed by the telegrapher's equation, also called hyperbolic heat conduction equation. These equations have been designed to resolve the paradox of the infinite speed in the heat and diffusion equations. The finiteness of both the speed and the correlation length leads to several classes of random walk…
Spatial persistent large deviations probability of surface growth processes governed by the Edwards-Wilkinson dynamics, $P_x(x,s)$, with $-1 \leq s \leq 1$ is mapped isomorphically onto the temporal persistent large deviations probability $P_t(t,s)$ associated with the stochastic Markovian random walk problem. We show using numerical simulations that the infinite family of spatial persistent large deviations exponents $θ_x(s)$ characterizing the power law decay of $P_x(x,s)$ agrees, as predicted on theoretical grounds by Majumdar and Bray [Phys. Rev. Lett. {\bf 86}, 3700 (2001)] with the numer…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a walker represents an inanimate particle driven by environmental fluctuations. On the other hand, there are many examples of so-called "persistent random walkers", including self-propelled particles that are able to move with almost constant speed while randomly changing their direction of motion. Examples include living entities (ranging from flagellated unicell…
A directed percolation process with two symmetric particle species exhibiting exclusion in one dimension is investigated numerically. It is shown that if the species are coupled by branching ($A\to AB$, $B\to BA$) a continuous phase transition will appear at zero branching rate limit belonging to the same universality class as that of the dynamical two-offspring (2-BARW2) model. This class persists even if the branching is biased towards one of the species. If the two systems are not coupled by branching but hard-core interaction is allowed only the transition will occur at finite branching ra…
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in the presence of an obstacle moving ballistically with velocity v, i.e., the probability that the walker remains up to time n on the left of the obstacle. Three regimes are to be considered for the long-time behavior of this probability, according to the sign of the difference between v and the drift velocity V of the random walker. In one of these regimes (v>V…
We calculate the large deviation function of the end-to-end distance and the corresponding extension-versus-force relation for (isotropic) random walks, on and off-lattice, with and without persistence, and in any spatial dimension. For off-lattice random walks with persistence, the large deviation function undergoes a first order phase transition in dimension $d> 5$. In the corresponding force-versus-extension relation, the extension becomes independent of the force beyond a critical value. The transition is anticipated in dimensions $d=4$ and $d=5$, where full extension is reached at a finit…
We consider the persistent exclusion process in which a set of persistent random walkers interact via hard-core exclusion on a hypercubic lattice in $d$ dimensions. We work within the ballistic regime whereby particles continue to hop in the same direction over many lattice sites before reorienting. In the case of two particles, we find the mean first-passage time to a jammed state where the particles occupy adjacent sites and face each other. This is achieved within an approximation that amounts to embedding the one-dimensional system in a higher-dimensional reservoir. Numerical results demon…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical density. Above the critical density, the effective diffusion coefficient decreases with the particles' propensity to move forward and below the critical density it increases with their propensity to move forward. If the correlations are neglected the critical density is exactly $1/2$. We also derive a low-density approximation for the same time correlations betwe…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion. Starting from examples, we give necessary and sufficient conditions for the underlying Markov processes to be reversible, in which case their invariant measure has a Gibbs form. Letting the size of the sample path increase, we find the convenient scalings bringing to light phase transition phenomena. Stable and metastable configurations are bound to time-periods o…
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $η$ which breaks the symmetry between the left and right orientation, the winding distribution of the walk is modified, and the system can be in three different phases: folded, stretched and glassy. An explicit mapping is found, leading to consider the system as a coupling of two exclusion processes. For all closed or periodic initial sample paths, a convenient scaling permits to show a…
The effect of crowding on the run-and-tumble dynamics of swimmers such as bacteria is studied using a discrete lattice model of mutually excluding particles that move with constant velocity along a direction that is randomized at a rate $α$. In stationary state, the system is found to break into dense clusters in which particles are trapped or stopped from moving. The characteristic size of these clusters predominantly scales as $α^{-0.5}$ both in 1D and 2D. For a range of densities, due to cooperative effects, the stopping time scales as ${\cal T}_{1d}^{0.85}$ and as ${\cal T}_{2d}^{0.8}$, wh…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study a billiard model, namely a three-dimensional periodic Lorentz gas. The geometry of the model is studied in order to find the regimes in which it exhibits normal diffusion. In this regime, we calculate numerically the transition probabilities between cells to compare the persistent random-walk approximation with simulation results for the diffusion coefficie…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the dependence of all relevant quantities characterizing the random walk on the strength of the nonlinearity and on the delay. With the help of analytical considerations, we show that for a decreasing nonlinearity parameter the resulting dependence of the diffusion coefficient is well described by Markov processes of increasing order.
Very persistent random walkers reveal transitions in landscape topology
ICTP South American Institute for Fundamental Research（国际理论物理中心南美基础研究所）；Instituto de Física Teórica, Universidade Estadual Paulista “Júlio de Mesquita Filho”（圣保罗州立大学朱利奥·德·梅斯基塔·菲略教授理论物理研究所）
We study the persistent random walk of photons on a one-dimensional lattice of random asymmetric transmittances. Each site is characterized by its intensity transmittance t (t') for photons moving to the right (left) direction. Transmittances at different sites are assumed independent, distributed according to a given probability density Distribution. We use the effective medium approximation and identify two classes of probability density distribution of transmittances which lead to the normal diffusion of photons. Monte Carlo simulations confirm our predictions.
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's displacement. It is shown that the interplay of step length and turning angle distributions and self-propulsion produces various signs of anomalous diffusion at short time scales and asymptotically a normal diffusion behavior with a broad range of diffusion coefficients. The crossover from the anomalous short time behavior to the asymptotic diffusion regime is stud…
We consider transport properties for a non-homogeneous persistent random walk, that may be viewed as a mean-field version of the Lévy-Lorentz gas, namely a 1-d model characterized by a fat polynomial tail of the distribution of scatterers' distance, with parameter $α$. By varying the value of $α$ we have a transition from normal transport to superdiffusion, which we characterize by appropriate continuum limits.
In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the model accounts readily for the particle's drift along the temperature gradient and recovers basic results of the conventional thermophoresis theory.
Standard Reaction-Diffusion (RD) systems are characterized by infinite velocities and no persistence in the movement of individuals, two conditions that are violated when considering living organisms. Here we consider a discrete particle model in which individuals move following a persistent random walk with finite speed and grow with logistic dynamics. We show that when the number of individuals is very large, the individual-based model is well described by the continuous Reactive Cattaneo Equation (RCE), but for smaller values of the carrying capacity important finite-population effects aris…
The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (Lévy walk). We develop a Markovian model of cell motility with the extra residence variable $τ.$ The model involves a switching mechanism for cell velocity with dependence of switching rates on $τ$. This dependence generates intermediate subballistic superdiffusion. We derive master equations for the cell densities with the generalized switching terms involving the tempered fractional material derivatives. We show that the random death of cells has an…
We investigate shock formation in an asymmetric exclusion process with creation and annihilation of particles in the bulk. We show how the continuum mean-field equations can be studied analytically and hence derive the phase diagrams of the model. In the large system-size limit direct simulations of the model show that the stationary state is correctly described by the mean-field equations, thus the predicted mean field phase diagrams are expected to be exact. The emergence of shocks and the structure of the phase diagram are discussed. We also analyse the fluctuations of the shock position by…
We show that for particles performing Brownian motion in a frozen array of scatterers long-time correlations emerge in the mean-square displacement. Defining the velocity autocorrelation function (VACF) via the second time-derivative of the mean-square displacement, power-law tails govern the long-time dynamics similar to the case of ballistic motion. The physical origin of the persistent memory is due to repeated encounters with the same obstacle which occurs naturally in Brownian dynamics without involving other scattering centers. This observation suggests that in this case the VACF exhibit…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker repeats the step length taken in the previous step and is otherwise antipersistent. We estimate the probability $P(x,t)$ that the walker is at $x$ at time $t$ and the first two moments. Asymptotically, $\langle x^2 \rangle = t^ν$ for all $p$. For the extreme limits $p=0$ and $1$, the walk is known to show ballistic behaviour, i.e., $ν= 2$. As $p$ is varied from…
Finding a local minimum or maximum of a function is often achieved through the gradient-descent optimization method. For a function in dimension d, the gradient requires to compute at each step d partial derivatives. This method is for instance used in machine-learning, to fit the models parameters so as to minimize the error rate on a given data set, or in theoretical chemistry, to obtain molecular conformation. Since each step requires to obtain d partial derivatives, it can quickly become time-consuming when d grows and when each computation of the function is complex. If the computation ti…
The elephant random walk is a history-dependent random walk. We study a class of interacting elephant random walks. Our model includes the exclusion process as a special case. By means of Monte Carlo simulations and mean-field arguments, we find that it exhibits a condensation phenomenon with a phase transition that is manifestly of first order. The transition point depends on the initial configuration.
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.
Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle transport. Many physical and biological systems are, however, better described by persistent random walks that switch between multiple states of ballistic motion. So far, traveling fronts in persistent random walk models have only been analyzed in special, simplified cases. Here, we formulate the general model of reaction-transport processes in such systems and …
We study a lattice gas of persistent walkers, in which each site is occupied by at most one particle and the direction each particle attempts to move to depends on its last step. We analyse the mean squared displacement (MSD) of the particles as a function of the particle density and their persistence (the tendency to continue moving in the same direction). For positive persistence the MSD behaves as expected: it increases with the persistence and decreases with the density. However, for strong anti-persistence we find two different regimes, in which the dependence of the MSD on the density is…
We study a system composed of two parallel totally asymmetric simple exclusion processes with open boundaries, where the particles move in the two lanes in opposite directions and are allowed to jump to the other lane with rates inversely proportional to the length of the system. Stationary density profiles are determined and the phase diagram of the model is constructed in the hydrodynamic limit, by solving the differential equations describing the steady state of the system, analytically for vanishing total current and numerically for nonzero total current. The system possesses phases with a…
We study the stationary properties as well as the non-stationary dynamics of the one-dimensional partially asymmetric exclusion process with position dependent random hop rates. In a finite system of $L$ sites the stationary current, $J$, is determined by the largest barrier and the corresponding waiting time, $τ\sim J^{-1}$, is related to the waiting time of a single random walker, $τ_{rw}$, as $τ\sim τ_{rw}^{1/2}$. The current is found to vanish as: $J \sim L^{-z/2}$, where $z$ is the dynamical exponent of the biased single particle Sinai walk. Typical stationary states are phase separated: …
The integro-differential wave equation for the probability density function for a classical one-dimensional Lévy walk with continuous sample paths has been derived. This equation involves a classical wave operator together with memory integrals describing the spatio-temporal coupling of the Lévy walk. It is valid for any running time PDF and it does not involve any long-time large-scale approximations. It generalizes the well-known telegraph equation obtained from the persistent random walk. Several non-Markovian cases are considered when the particle's velocity alternates at the gamma and pow…
The exact mean time between encounters of a given particle in a system consisting of many particles undergoing random walks in discrete time is calculated, on both regular and complex networks. Analytical results are obtained both for independent walkers, where any number of walkers can occupy the same site, and for walkers with an exclusion interaction, when no site can contain more than one walker. These analytical results are then compared with numerical simulations, showing very good agreement.
We study the enumeration of closed walks of given length and algebraic area on the honeycomb lattice. Using an irreducible operator realization of honeycomb lattice moves, we map the problem to a Hofstadter-like Hamiltonian and show that the generating function of closed walks maps to the grand partition function of a system of particles with exclusion statistics of order $g=2$ and an appropriate spectrum, along the lines of a connection previously established by two of the authors. Reinterpreting the results in terms of the standard Hofstadter spectrum calls for a mixture of $g=1$ (fermion) a…
We study the three-dimensional persistent random walk with drift. Then we develop a thermodynamic model that is based on this random walk without assuming the Boltzmann-Gibbs form for the equilibrium distribution. The simplicity of the model allows us to perform all calculations in closed form. We show that, despite its simplicity, the model can be used to describe different polymer stretching experiments. We study the reversible overstretching transition of DNA and the static force-extension relation of the protein titin.
Evolving structure and rheology across Kuhn scale interfaces in entangled polymer fluids under flow play a prominent role in processing of manufactured plastics, and have numerous other applications. Quantitative tracking of chain conformation statistics on the Kuhn scale is essential for developing computational models of such phenomena. For this purpose, we formulate here a two-scale/two-mode model of entangled polymer chains under flow. Each chain is partitioned by successive entanglements into strands that are in one of two modes: entangled or dangling. On the strand scale, conformation st…
We study how the Hurst exponent $α$ depends on the fraction $f$ of the total time $t$ remembered by non-Markovian random walkers that recall only the distant past. We find that otherwise nonpersistent random walkers switch to persistent behavior when inflicted with significant memory loss. Such memory losses induce the probability density function of the walker's position to undergo a transition from Gaussian to non-Gaussian. We interpret these findings of persistence in terms of a breakdown of self-regulation mechanisms and discuss their possible relevance to some of the burdensome behavioral…
Subdiffusion in a system in which mobile particles $A$ can chemically react with static particles $B$ according to the rule $A+B\rightarrow B$ is considered within a persistent random walk model. This model, which assumes a correlation between successive steps of particles, provides hyperbolic Cattaneo normal diffusion or fractional subdiffusion equations for a system without chemical reactions. Starting with the difference equation, which describes a persistent random walk in a system with chemical reactions, using the generating function method and the continuous time random walk formalism, …
We consider a minimal model of persistent random searcher with short range memory. We calculate exactly for such searcher the mean first-passage time to a target in a bounded domain and find that it admits a non trivial minimum as function of the persistence length. This reveals an optimal search strategy which differs markedly from the simple ballistic motion obtained in the case of Poisson distributed targets. Our results show that the distribution of targets plays a crucial role in the random search problem. In particular, in the biologically relevant cases of either a single target or regu…
Let a lattice gas of constant density, described by the symmetric simple exclusion process, be brought in contact with a "target": a spherical absorber of radius $R$. Employing the macroscopic fluctuation theory (MFT), we evaluate the probability ${\mathcal P}(T)$ that no gas particle hits the target until a long but finite time $T$. We also find the most likely gas density history conditional on the non-hitting. The results depend on the dimension of space $d$ and on the rescaled parameter $\ell=R/\sqrt{D_0T}$, where $D_0$ is the gas diffusivity. For small $\ell$ and $d>2$, ${\mathcal P}(T)$ …
We study experimentally statistical properties of the opening times of knots in vertically vibrated granular chains. Our measurements are in good qualitative and quantitative agreement with a theoretical model involving three random walks interacting via hard core exclusion in one spatial dimension. In particular, the knot survival probability follows a universal scaling function which is independent of the chain length, with a corresponding diffusive characteristic time scale. Both the large-exit-time and the small-exit-time tails of the distribution are suppressed exponentially, and the corr…
We prove a comparison inequality between a system of independent random walkers and a system of random walkers which either interact by attracting each other -- a process which we call here the symmetric inclusion process (SIP) -- or repel each other -- a generalized version of the well-known symmetric exclusion process. As an application, new correlation inequalities are obtained for the SIP, as well as for some interacting diffusions which are used as models of heat conduction, -- the so-called Brownian momentum process, and the Brownian energy process. These inequalities are counterparts of…
Mott insulator - superfluid transition in a periodic lattice of Josephson junctions can be driven by tunneling rate increase. Resulting winding numbers $W$ of the condensate wavefunction decrease with increasing quench time in accord with the Kibble-Zurek mechanism (KZM). However, in very slow quenches Bose-Hubbard dynamics rearranges wavefunction phase so that its random walk cools, $\bar{W^2}$ decreases and eventually the wavefunction becomes too cold to overcome potential barriers separating different $W$. Thus, in contrast with KZM, in very slow quenches $\bar{W^2}$ is set by random walk w…
We consider shock measures in a class of conserving stochastic particle systems on Z. These shock measures have a product structure with a step-like density profile and include a second class particle at the shock position. We show for the asymmetric simple exclusion process, for the exponential bricklayers' process, and for a generalized zero range process, that under certain conditions these shocks, and therefore the second class particles, perform a simple random walk. Some previous results, including random walks of product shock measures and stationary shock measures seen from a second cl…
Motile biological cells in tissue often display the phenomenon of durotaxis, i.e. they tend to move towards stiffer parts of substrate tissue. The mechanism for this behavior is not completely understood. We consider simplified models for durotaxis based on the classic persistent random walker scheme. We show that even a one-dimensional model of this type sheds interesting light on the classes of behavior cells might exhibit. Our results strongly indicate that cells must be able to sense the gradient of stiffness in order to show the effects observed in experiment. This is in contrast to the c…
The investigation of random walks is central to a variety of stochastic processes in physics, chemistry, and biology. To describe a transport phenomenon, we study a variant of the one-dimensional persistent random walk, which we call a zero-one-only process. It makes a step in the same direction as the previous step with probability $p$, and stops to change the direction with $1-p$. By using the generating-function method, we calculate its characteristic quantities such as the statistical moments and probability of the first return.
