Lévy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory, here we investigate the dynamics of Lévy walks under the influences of the constant force field and the one combined with harmonic potential. Utilizing Hermite polynomial approximation to deal with the spatiotemporally coupled analysis challenges, some striking features are detected, including non Gaussian stationary distribution, faster diffusion, and still strongly anomalous diffusion, etc.
We consider a simple cubic lattice self-avoiding walk model of 3-star polymers adsorbed at a surface and then desorbed by pulling with an externally applied force. We determine rigorously the free energy of the model in terms of properties of a self-avoiding walk, and show that the phase diagram includes 4 phases, namely a ballistic phase where the extension normal to the surface is linear in the length, an adsorbed phase and a mixed phase, in addition to the free phase where the model is neither adsorbed nor ballistic. In the adsorbed phase all three branches or arms of the star are adsorbed …
In this work we extend the results of the reunion probability of $N$ one-dimensional random walkers to include mixed boundary conditions between their trajectories. The level of the mixture is controlled by a parameter $c$, which can be varied from $c=0$ (independent walkers) to $c\to\infty$ (vicious walkers). The expressions are derived by using Quantum Mechanics formalism (QMf) which allows us to map this problem into a Lieb-Liniger gas (LLg) of $N$ one-dimensional particles. We use Bethe ansatz and Gaudin's conjecture to obtain the normalized wave-functions and use this information to const…
By building upon a Feynman-Kac formalism, we assess the distribution of the number of hits in a given region for a broad class of discrete-time random walks with scattering and absorption. We derive the evolution equation for the generating function of the number of hits, and complete our analysis by examining the moments of the distribution, and their relation to the walker equilibrium density. Some significant applications are discussed in detail: in particular, we revisit the gambler's ruin problem and generalize to random walks with absorption the arcsine law for the number of hits on the …
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional, monotonic continuous-time random walk with a constant drift: the process moves in a fixed direction between the reset events, either by the effect of the random jumps, or by the action of a deterministic bias. However, the orientation of its motion is randomly determined after each restart. As a result of these alternating dynamics, interesting properties do emerge. General formulas for the propagator as well as…
We consider the percolation problem of sites on an $L\times L$ square lattice with periodic boundary conditions which were unvisited by a random walk of $N=uL^2$ steps, i.e. are vacant. Most of the results are obtained from numerical simulations. Unlike its higher-dimensional counterparts, this problem has no sharp percolation threshold and the spanning (percolation) probability is a smooth function monotonically decreasing with $u$. The clusters of vacant sites are not fractal but have fractal boundaries of dimension 4/3. The lattice size $L$ is the only large length scale in this problem. Th…
We present dielectric spectroscopy data obtained for gallium-doped Cd$_{0.99}$Mn$_{0.01}$Te:Ga mixed crystals which exhibit a very special case of the two-power-law relaxation pattern with the high-frequency power-law exponent equal to 1. We explain this behavior, which cannot be fitted by none of the well-known empirical relaxation functions, in a subordinated diffusive framework. We propose diffusion scenario based on a renormalized clustering of random number of spatio-temporal steps in the continuous time random walk. Such a construction substitutes the renewal counting process, used in th…
In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various applications as well its promising perspectives in different fields of knowledge. A short review of significant achievements and possibilities is given, however, still far from completeness.
Maximization of the entropy rate is an important issue to design diffusion processes aiming at a well-mixed state. We demonstrate that it is possible to construct maximal-entropy random walks with only local information on the graph structure. In particular, we show that an almost maximal-entropy random walk is obtained when the step probabilities are proportional to a power of the degree of the target node, with an exponent $α$ that depends on the degree-degree correlations, and is equal to 1 in uncorrelated graphs.
We present a simple mathematical model of glassy dynamics seen as a random walk in a directed, weighted network of minima taken as a representation of the energy landscape. Our approach gives a broader perspective to previous studies focusing on particular examples of energy landscapes obtained by sampling energy minima and saddles of small systems. We point out how the relation between the energies of the minima and their number of neighbors should be studied in connection with the network's global topology, and show how the tools developed in complex network theory can be put to use in this …
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and behavioral science demonstrate that this particular type of random …
In this paper, we exactly solve, within the grand canonical ensemble, a minimal spin model with the hybrid phase transition. We call the model "diffusion-based" because its hamiltonian can be recovered from a simple dynamic procedure, which can be seen as an equilibrium statistical mechanics representation of a biased random walk. We outline the derivation of the phase diagram of the model, in which the triple point has the hallmarks of the hybrid transition: discontinuity in the average magnetization and algebraically diverging susceptibilities. At this point, two second-order transition curv…
Signaled by non-analyticities in the time evolution of physical observables, dynamic quantum phase transitions (DQPTs) emerge in quench dynamics of topological systems and possess an interesting geometric origin captured by dynamic topological order parameters (DTOPs). In this work, we report the experimental study of DQPTs using discrete-time quantum walks of single photons. We simulate quench dynamics between distinct Floquet topological phases using quantum-walk dynamics, and experimentally characterize DQPTs and the underlying DTOPs through interference-based measurements. The versatile ph…
Kinetic Monte Carlo methods such as the Gillespie algorithm model chemical reactions as random walks in particle number space. The inter-reaction times are exponentially distributed under the assumption that the system is well mixed. We introduce an arbitrary inter-reaction time distribution, which may account for the impact of incomplete mixing on chemical reactions, and in general stochastic reaction delay, which may represent the impact of extrinsic noise. This process defines an inhomogeneous continuous time random walk in particle number space, from which we derive a generalized chemical …
Thermalization in the mixed-field Ising model: An occupation number perspective
University of Connecticut（康涅狄格大学）；Università Cattolica（天主教大学）；Istituto Nazionale di Fisica Nucleare, Sezione di Milano（意大利国家核物理研究所，米兰分部）；Benemérita Universidad Autónoma de Puebla（普埃布拉自治优秀大学）；Michigan State University（密歇根州立大学）
We consider random walks on the nonnegative integers in a space-time dependent random environment. We assume that transition probabilities are given by independent $\mathrm{Beta}(μ,μ)$ distributed random variables, with a specific behaviour at the boundary, controlled by an extra parameter $η$. We show that this model is exactly solvable and prove a formula for the mixed moments of the random heat kernel. We then provide two formulas that allow us to study the large-scale behaviour. The first involves a Fredholm Pfaffian, which we use to prove a local limit theorem describing how the boundary …
We analyze energy spreading for a system that features mixed chaotic phase-space, whose control parameters (or slow degrees of freedom) vary quasi-statically. For demonstration purpose we consider the restricted 3~body problem, where the distance between the two central stars is modulated due to their Kepler motion. If the system featured hard-chaos, one would expect diffusive spreading with coefficient that can be estimated using linear-response (Kubo) theory. But for mixed phase space the chaotic sea is multi-layered. Consequently, it becomes a challenge to find a robust procedure that trans…
