Lévy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic systems, or even the dynamics in quantum systems such as cold atoms. In the simplest version Lévy walks move with a finite speed. Here, we present an extension of the Lévy walk scenario for the case when external force fields influence the motion. The resulting motion is a combination of the response to the deterministic force acting on the particle, changing its velocity according to the principle of total energy conservation, and random velocity reversals governed by the distribution of waiting times. For the fact that the motion stays conservative, that is, on a constant energy surface, our scenario is fundamentally different from thermal motion in the same external potentials. In particular, we present results for the velocity and position distributions for single well potentials of different steepness. The observed dynamics with its continuous velocity changes enriches the theory of Lévy walk processes and will be of use in a variety of systems, for which the particles are externally confined.
Polymers in confined spaces lose conformational entropy. This induces a net repulsive entropic force on the walls of the confining space. A model for this phenomenon is a lattice walk between confining walls, and in this paper a model of an adsorbing partially directed walk is used. The walk is placed in a half square lattice $L^2_+$ with boundary $\partial L^2_+$, and confined between two vertical parallel walls, which are vertical lines in the lattice, a distance $w$ apart. The free energy of the walk is determined, as a function of $w$, for walks with endpoints in the confining walls and ad…
We study a model of two polymers confined to a slit with sticky walls. More precisely, we find and analyse the exact solution of two directed friendly walks in such a geometry on the square lattice. We compare the infinite slit limit, in which the length of the polymer (thermodynamic limit) is taken to infinity before the width of the slit is considered to become large, to the opposite situation where the order of the limits are swapped, known as the half-plane limit when one polymer is modelled. In contrast with the single polymer system we find that the half-plane and infinite slit limits co…
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.
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…
In this paper we develop a random walk model on lattice for coordinate dependent diffusion at constant temperature in contact with a heat bath. We employ here a coordinate dependent waiting time of the random walker to make the diffusivity coordinate dependent. The presence of a confining conservative force is modeled by appropriately breaking the isotropy of the jumps of the random walker to its nearest neighbors. We show that the equilibrium is characterized by the position distribution which is of modified Boltzmann form. We also show that, in such systems with coordinate dependent diffusiv…
We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of t…
We consider Activated Random Walk (ARW), a model which generalizes the Stochastic Sandpile, one of the canonical examples of self organized criticality. Informally ARW is a particle system on $\mathbb{Z}$ with mass conservation. One starts with a mass density $μ>0$ of initially active particles, each of which performs a symmetric random walk at rate one and falls asleep at rate $λ>0$. Sleepy particles become active on coming in contact with other active particles. We investigate the question of fixation/non-fixation of the process, and show for small enough $λ$, the critical mass density for f…
For many stochastic processes, the probability $S(t)$ of not-having reached a target in unbounded space up to time $t$ follows a slow algebraic decay at long times, $S(t)\sim S_0/t^θ$. This is typically the case of symmetric compact (i.e. recurrent) random walks. While the persistence exponent $θ$ has been studied at length, the prefactor $S_0$, which is quantitatively essential, remains poorly characterized, especially for non-Markovian processes. Here we derive explicit expressions for $S_0$ for a compact random walk in unbounded space by establishing an analytic relation with the mean first…
We consider a random walk in confined geometry, starting from a site and eventually reaching a target site. We calculate analytically the distribution of the occupation time on a third site, before reaching the target site. The obtained distribution is exact, and completely explicit in the case or parallepipedic confining domains. We discuss implications of these results in two different fields: The mean first passage time for the random trap model is computed in dimensions greater than 1, and is shown to display a non-trivial dependence with the source and target positions ; The probability o…
Lévy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of animals, humans, robots, and viruses. We here investigate a key feature of LWs, their response to an external harmonic potential. In this generic setting for confined motion we demonstrate that LWs equilibrate exponentially and may assume a bimodal stationary distribution. We also show that the stationary distribution has a horizontal slope next to a reflecting boun…
The basic conceptual picture and theoretical basis for development of transport equations in porous media are examined. The general form of the governing equations is derived for conservative chemical transport in heterogeneous geological formations, for single realizations and for ensemble averages of the domain. The application of these transport equations is focused on accounting for the appearance of non-Fickian (anomalous) transport behavior. The general ensemble-averaged transport equation is shown to be equivalent to a continuous time random walk (CTRW) and reduces to the conventional f…
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）
Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in studies of molecular kinetics, and models with spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. We therefore use statistical mechanics of the nonequilibrium path ensemble to characterize f…
Considering a "random walk in a random environment" in a topologically closed circuit, we explore the implications of the percolation and sliding transitions for its relaxation modes. A complementary question regarding the "delocalization" of eigenstates of non-hermitian Hamiltonians has been addressed by Hatano, Nelson, and followers. But we show that for a conservative stochastic process the implied spectral properties are dramatically different. In particular we determine the threshold for under-damped relaxation, and observe "complexity saturation" as the bias is increased.
We study the long-time behavior of conservative interacting particle systems in $Z$: the activated random walk model for reaction-diffusion systems and the stochastic sandpile. We prove that both systems undergo an absorbing-state phase transition.
How long does it take a random walker to reach a given target point? This quantity, known as a first passage time (FPT), has led to a growing number of theoretical investigations over the last decade1. The importance of FPTs originates from the crucial role played by first encounter properties in various real situations, including transport in disordered media, neuron firing dynamics, spreading of diseases or target search processes. Most methods to determine the FPT properties in confining domains have been limited to effective 1D geometries, or for space dimensions larger than one only to ho…
Dynamics of stochastic oscillator chains with harmonic and FPUT potentials
Sapienza Università di Roma（罗马第一大学）；Università degli Studi dell’Aquila（阿奎拉大学）；University of Modena and Reggio Emilia（摩德纳和雷焦艾米利亚大学）；Politecnico di Torino（都灵理工大学）；INFN, Sezione di Torino（意大利国家核物理研究所，都灵分部）
We investigate the non-Langevin relative of the Lévy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional Langevin-Fokker-Planck scenario results from an impact of confining conservative force fields on the random motion. A non-Langevin alternative has a built-in direct response of jump intensities to energy (potential) landscapes in which the process takes place. We revisit the problem of Lévy flights in superharmonic potential wells, with a focus on the extremally…
