The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to obtain the large deviations properties for the probability distribution of the inferred Markov parameters in order to characterize their possible fluctuations around the true Markov parameters for large $T$. The explicit rate functions are given for several settings, namely discrete-time Markov chains, continuous-time Markov jump processes, and diffusion processes in dimension $d$. Applications to various models of random walks in disordered media are described, where the goal is to infer the quenched disordered variables defining a given disordered sample.
The asymptotic probability distribution for a Brownian particle wandering in a 2D plane with random traps to enclose the algebraic area A by time t is calculated using the instanton technique.
An analytic effective medium theory is constructed to study the mean access times for random walks on hybrid disordered structures formed by embedding complex networks into regular lattices, considering transition rates $F$ that are different for steps across lattice bonds from the rates $f$ across network shortcuts. The theory is developed for structures with arbitrary shortcut distributions and applied to a class of partially-disordered traversal enhanced networks in which shortcuts of fixed length are distributed randomly with finite probability. Numerical simulations are found to be in exc…
Transport in complex systems is characterized by a fractal dimension -- the walk dimension -- that indicates the diffusive or anomalous nature of the underlying random walk process. Here we report on the experimental retrieval of this key quantity, using light waves propagating in disordered media. The approach is based on measurements of the time-resolved transmission, in particular on how the lifetime scales with sample size. We show that this allows one to retrieve the walk dimension and apply the concept to samples with varying degree of fractal heterogeneity. In addition, the method provi…
We study diffusion-limited pair annihilation $A+A\to 0$ on one-dimensional lattices with inhomogeneous nearest neighbour hopping in the limit of infinite reaction rate. We obtain a simple exact expression for the particle concentration $ρ_k(t)$ of the many-particle system in terms of the conditional probabilities $P(m;t|l;0)$ for a single random walker in a dual medium. For some disordered systems with an initially randomly filled lattice this leads asymptotically to $\bar{ρ(t)}=\bar{P(0;2t|0;0)}$ for the disorder-averaged particle density. We also obtain interesting exact relations for single…
An algebraic derivation is presented which yields the exact solution of the mean first-passage and mean residence times of a one-dimensional asymmetric random walk for quenched disorder. Two models of disorder are analytically treated. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Particularly, the interplay between asymmetry and disorder is studied.
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…
A correlated random walk approach to diffusion is applied to the disordered nonoverlapping Lorentz gas. By invoking the Lu-Torquato theory for chord-length distributions in random media [J. Chem. Phys. 98, 6472 (1993)], an analytic expression for the diffusion constant in arbitrary number of dimensions d is obtained. The result corresponds to an Enskog-like correction to the Boltzmann prediction, being exact in the dilute limit, and better or nearly exact in comparison to renormalized kinetic theory predictions for all allowed densities in d=2,3. Extensive numerical simulations were also perfo…
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…
Disorder plays a critical role in signal transport, by controlling the correlation of systems. In wave physics, disordered potentials suppress wave transport due to their localized eigenstates from random-walk scattering. Although the variation of localization with tunable disorder has been intensively studied as a bridge between ordered and disordered media, the general trend of disorder-enhanced localization has remained unchanged, failing in envisaging the existence of delocalization in highly-disordered potentials. Here, we propose the concept of 'metadisorder': tunable random-walk systems…
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…
We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the average persistence, the latter being the probability P_pr(t) that the expectation value <x(t)> of the walker's position after time t has not returned to the initial value. The average persistence is then connected to the statistics of extreme events of homogeneous random walks which can be computed exactly for moderate system sizes. As a result we obtain a…
Application of CTRW to dipole hopping transport is considered. Correct versions of derivation of the CTRW-equations are presented. Existence of different forms of memory kernels is demonstrated. Correction of Scher-Lax memory kernel within geometrical memory approach is fulfilled in accordance with leading terms of concentration expansion. Approximate solution for autocorrelation function is constructed. Modern state of numerical simulation and experimental measurements of autocorrelation function in nuclear polarization delocalization is described.
We study the time delay of reflected and transmitted waves in 1D disordered media with high transmission. Highly transparent and translucent random media are found in nature or can be synthetically produced. We perform numerical simulations of microwaves propagating in disordered waveguides to show that reflection amplitudes are described by complex Gaussian random variables with the remarkable consequence that the time-delay statistics in reflection of 1D disordered media are described as in random media in the diffusive regime. For transmitted waves, we show numerically that the time delay i…
Significant and persistent trajectory-to-trajectory variance are commonly observed in the particle tracking experiments, which have become a major challenge for the experiment data analysis. In this theoretical paper, we investigate the ergodicity recovery behavior, which helps to clarify the origin and the convergence of trajectory-to-trajectory fluctuation in various heterogeneous disordered media. The concepts of self-averaging and ergodicity are revisited in the context of trajectory analysis. The slow ergodicity recovery and the non-Gaussian diffusion in the annealed disordered media are …
The eigenvalue spectra of the transition probability matrix for random walks traversing critically disordered clusters in three different types of percolation problems show that the random walker sees a developing Euclidean signature for short time scales as the local, full-coordination constraint is iteratively applied.
We investigate numerically and theoretically the effect of spatial disorder on two-dimensional split-step discrete-time quantum walks with two internal "coin" states. Spatial disorder can lead to Anderson localization, inhibiting the spread of quantum walks, putting them at a disadvantage against their diffusively spreading classical counterparts. We find that spatial disorder of the most general type, i.e., position-dependent Haar random coin operators, does not lead to Anderson localization but to a diffusive spread instead. This is a delocalization, which happens because disorder places the…
We study propagation of stationary waves in disordered non-linear media described by the non-linear Schroedinger equation and show that for given boundary conditions and a given coherent wave incident on a sample the number of solutions of the equation increase exponentially with the sample size. We also discuss the ballistic case, the sensitivity of the solutions to a change of external parameters, the similarity of this problem to the problem of spin glasses and time-dependent solutions.
Interfaces moving in a disordered medium exhibit stochastic velocity fluctuations obeying universal scaling relations related to the presence or absence of conservation laws. For fluid invasion of porous media, we show that the fluctuations of the velocity are governed by a geometry-dependent length scale arising from fluid conservation. This result is compared to the statistics resulting from a non-equilibrium (depinning) transition between a moving interface and a stationary, pinned one.
While there have been important theoretical advances in understanding the universality classes of interfaces moving in porous media, the developed tools cannot be directly applied to experiments. Here we introduce a method that can identify the universality class from snapshots of the interface profile. We test the method on discrete models whose universality class is well known, and use it to identify the universality class of interfaces obtained in experiments on fluid flow in porous media.
Folklore has, that the universal scaling properties of linear polymers in disordered media are well described by the statistics of self-avoiding walks Folklore has, that the universal scaling properties of linear polymers in disordered media are well described by the statistics of self-avoiding walks (SAWs) on percolation clusters and their critical exponent $ν_{\text{SAW}}$, with SAW implicitly referring to \emph{average} SAW. Hitherto, static averaging has been commonly used, e.g. in numerical simulations, to determine what the \emph{average} SAW is. We assert that only kinetic, rather than …
The conventional theory of burning works well in the case of uniform media where all system parameters are spatially independent. We develop a theory of burning in disordered media. In this case, rare regions (hot spots) where the burning process is more effective than on average may control the heat propagation in an explosive sample. We show that most predictions of the theory of burning are quite different from the conventional case. In particular, we show that a system of randomly distributed hot spots exhibits a dynamic phase transition, which is similar to the percolation transition. Dep…
This comment points out that simulation results of Mehrabi and Sahimi [Phys. Rev. Lett. 82, 735 (1999)] are iconsistent with exact bounds, renormalization group calculations, and previous numerical simulations.
The principle characteristics of biased greedy random walks (BGRWs) on two-dimensional lattices with real-valued quenched disorder on the lattice edges are studied. Here, the disorder allows for negative edge-weights. In previous studies, considering the negative-weight percolation (NWP) problem, this was shown to change the universality class of the existing, static percolation transition. In the presented study, four different types of BGRWs and an algorithm based on the ant colony optimization (ACO) heuristic were considered. Regarding the BGRWs, the precise configurations of the lattice wa…
Equilibrium distribution of interacting ionic particles in a charged disordered background is studied using the nonlinear Poisson-Boltzmann equation. For an arbitrarily given realization of the disorder, an exact solution of the equation is obtained in one dimension using a mapping of the nonlinear Poisson-Boltzmann equation to a self-consistent Schrodinger equation. The resulting density profile shows that the ions are delocalized, despite what the equivalent Schrodinger formulation in one dimension would suggest. It is shown that the ions are not distributed so as to locally neutralize the b…
Using exact expressions for the persistence probability and for the leading eigenvalue of the Focker-Planck operator of a random walk in a random environment we establish a fundamental relation between the statistical properties of anomalous diffusion and the critical and off-critical behavior of random quantum spin chains. Many new exact results are obtained from this correspondence including the space and time correlations of surviving random walks and the distribution of the gaps of the corresponding Focker-Planck operator. In turn we derive analytically the dynamical exponent of the random…
The statistical properties of the phases of several modes nonlinearly coupled in a random system are investigated by means of a Hamiltonian model with disordered couplings. The regime in which the modes have a stationary distribution of their energies and the phases are coupled is studied for arbitrary degrees of randomness and energy. The complexity versus temperature and strength of nonlinearity is calculated. A phase diagram is derived in terms of the stored energy and amount of disorder. Implications in random lasing, nonlinear wave propagation and finite temperature Bose-Einstein condensa…
We study the approach to global breakdown in disordered media driven by increasing external forces. We first analyze the problem by mean-field theory, showing that the failure process can be described as a first-order phase transition, similarly to the case of thermally activated fracture in homogeneous media. Then we quantitatively confirm the predictions of the mean-field theory using numerical simulations of discrete models. Widely distributed avalanches and the corresponding mean-field scaling are explained by the long-range nature of elastic interactions. We discuss the analogy of our res…
We investigate the driven states of a two-dimensional crystal whose ground state can be tuned through a square-triangular transition. The depinning of such a system from a quenched random background potential occurs via a complex sequence of dynamical states, which include plastic flow states, hexatics, dynamically stabilized triangle and square phases and intermediate regimes of phase coexistence. These results are relevant to transport experiments in the mixed phase of several superconductors which exhibit such structural transitions as well as to driven colloidal systems whose interactions …
The effect of ambient disorders and sequence heterogeneities on the reptation of a long polymer is studied with the aid of a disordered tube model. The dynamics of a random heteropolymer is found to be much slower than that of a homopolymer due to collective pinning effects. The asymptotic properties belong to the universality class of a directed path in (1+1)-dimensional random media.
Partial summations of perturbation expansions of the directed polymer in disordered media (DPRM) enables one to represent the latter as skeleton expansions in powers of the effective coupling constant $Δ(t)$, which corresponds to the binding state between two replicas in the replica field theory of DPRM, and is equivalent to the binding state of a quantum particle in an external $δ$% -potential. The strong coupling phase is characterized by the exponential dependence of $Δ(t)$ on $t$, $Δ(t)\sim \exp (p_{c}t)$ with $% p_{c} $ being the binding energy of the particle. For dimensions $d>2$ the st…
Time-resolved scattering experiments enable imaging of materials at the molecular scale with femtosecond time resolution. However, in disordered media they provide access to just one radial dimension thus limiting the study of orientational structure and dynamics. Here we introduce a rigorous and practical theoretical framework for predicting and interpreting experiments combining optically induced anisotropy and time-resolved scattering. Using impulsive nuclear Raman and ultrafast X-ray scattering experiments of chloroform and simulations, we demonstrate that this framework can accurately pre…
We analyze the reactions $A+A \to \emptyset$ and $A + B \to \emptyset$ occurring in a model of turbulent flow in two dimensions. We find the reactant concentrations at long times, using a field-theoretic renormalization group analysis. We find a variety of interesting behavior, including, in the presence of potential disorder, decay rates faster than that for well-mixed reactions.
We consider a class of inhomogeneous media known as composite media that is often encountered in experimental sciences and investigate the persistence probability of a random walker in such a system. Analytical and numerical results for the crossover time scales has been obtained for a composite system with two homogeneous components and three homogeneous components respectively.
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap model, where the diffusivity is spatially correlated. Several unique effects due to quenched disorder are reported. We analytically estimate the diffusion coefficient $D_{\text{dis}}$ and its fluctuation over samples of finite size. We show a mechanism of population splitting in the non-Gaussian diffusion. It results in a sharp peak in the distribution of disp…
We reconsider the problem of even-visiting random walks in one dimension. This problem is mapped onto a non-Hermitian Anderson model with binary disorder. We develop very efficient numerical tools to enumerate and characterize even-visiting walks. The number of closed walks is obtained as an exact integer up to 1828 steps, i.e., some $10^{535}$ walks. On the analytical side, the concepts and techniques of one-dimensional disordered systems allow to obtain explicit asymptotic estimates for the number of closed walks of $4k$ steps up to an absolute prefactor of order unity, which is determined n…
We study the plastic yielding of disordered media using the perfectly plastic random fuse model. The yield surfaces are shown to be different from those obtained minimizing the sum of the local yield thresholds, i.e. the so-called minimum 'energy' surfaces. As a result, the global yield stress is lower than expected from naive optimization and the difference persists as the sample size increases. At variance with minimum energy surfaces, height-height fluctuations of yield surfaces exhibit multiscaling. We provide a theoretical argument that explains how this behavior arises from the very diff…
We study a one-dimensional class of reaction-diffusion models on a $10-$parameters manifold. The equations of motion of the correlation functions close on this manifold. We compute exactly the long-time behaviour of the density and correlation functions for {\it quenched} disordered systems. The {\it quenched} disorder consists of disconnected domains of reaction. We first consider the case where the disorder comprizes a superposition, with different probabilistic weights, of finite segments, with {\it periodic boundary conditions}. We then pass to the case of finite segments with {\it open bo…
The pinning of an inhomogeneous elastic medium by a disordered substrate is studied analytically and numerically. The static and dynamic properties of a $D$-dimensional system are shown to be equivalent to those of the well known problem of a $D$-dimensional random manifold embedded in $(D+D)$-dimensions. The analogy is found to be very robust, applicable to a wide range of elastic media, including those which are amorphous or nearly-periodic, with local or nonlocal elasticity. Also demonstrated explicitly is the equivalence between the dynamic depinning transition obtained at a constant drivi…
We study the geometrical characteristic of quasi-static fractures in disordered media, using iterated conformal maps to determine the evolution of the fracture pattern. This method allows an efficient and accurate solution of the Lamé equations without resorting to lattice models. Typical fracture patterns exhibit increased ramification due to the increase of the stress at the tips. We find the roughness exponent of the experimentally relevant backbone of the fracture pattern; it crosses over from about 0.5 for small scales to about 0.75 for large scales, in excellent agreement with experiment…
The influence of turbulent effects on a fluid flow through a (pseudo) porous media is studied by numerically solving the set of Reynolds-averaged Navier-Stokes equations with the $κ$-$ε$ model for turbulence. The spatial domains are two-dimensional rectangular grids with different {\it porosities} obtained by the random placing of rigid obstacles. The objective of the simulations is to access the behavior of the generalized friction factor with varying Reynolds number. A good agreement with the Forchheimer's equation is observed. The flow distribution at both low and high Reynolds conditions i…
We study the asymptotic properties of fracture strength distributions of disordered elastic media by a combination of renormalization group, extreme value theory, and numerical simulation. We investigate the validity of the `weakest-link hypothesis' in the presence of realistic long-ranged interactions in the random fuse model. Numerical simulations indicate that the fracture strength is well described by the Duxbury-Leath-Beale (DLB) distribution which is shown to flow asymptotically to the Gumbel distribution. We explore the relation between the extreme value distributions and the DLB type a…
We consider the equilibrium behavior of fluids imbibed in disordered mesoporous media, including their gas-liquid critical point when present. Our starting points are on the one hand a description of the fluid/solid-matrix system as a quenched-annealed mixture and on the other hand the Hierarchical Reference Theory (HRT) developed by A. Parola and L. Reatto to cope with density fluctuations on all length scales. The formalism combines liquid-state statistical mechanics and the theory of systems in the presence of quenched disorder. A straightforward implementation of the HRT to the quenched-an…
Interfaces advancing through random media represent a number of different problems in physics, biology and other disciplines. Here, we study the pinning/depinning transition of the prototypical non-equilibrium interfacial model, i.e. the Kardar-Parisi-Zhang equation, advancing in a disordered medium. We analyze separately the cases of positive and negative non-linearity coefficients, which are believed to exhibit qualitatively different behavior: the positive case shows a continuous transition that can be related to directed-percolation-depinning while in the negative case there is a discontin…
We propose a nonlinear random walk model to describe the dynamics of dense contaminant plumes in porous media. A coupling between concentration and velocity fields is found, so that transport displays non-Fickian features. The qualitative behavior of the pollutant spatial profiles and moments is explored with the help of Monte Carlo simulation, within a Continuous Time Random Walk approach. Model outcomes are then compared with experimental measurements of variable-density contaminant transport in homogeneous and saturated vertical columns.
We consider the drift of a polymer chain in a disordered medium, which is caused by a constant force applied to the one end of the polymer, under neglecting the thermal fluctuations. In the lowest order of the perturbation theory we have computed the transversal fluctuations of the centre of mass of the polymer, the transversal and the longitudinal size of the polymer, and the average velocity of the polymer. The corrections to the quantities under consideration, which are due to the interplay between the motion and the quenched forces, are controlled by the driving force and the degree of pol…
Competing pinning effects on a D-dimensional interface by weak impurity disorder and a periodic potential of the underlying crystal lattice are analyzed for $2<D<4$. We use both the Gaussian variational method (GVM) and the functional renormalization group $ε=4-D$ expansion (FRG) which yield different phase diagrams: Whereas the FRG always predicts a rough phase with irrelevant lattice pinning, the GVM in combination with a three parameter RG for the random potential [T. Nattermann, H. Leschhorn, Europhys. Lett. 16 (1991) 603] leads to a roughening transition of first order. For random bond di…
We introduce a self-organized surface growth model in 2+1 dimensions with anisotropic avalanche process, which is expected to be in the universality class of the anisotropic quenched Kardar-Parisi-Zhang equation with alternative signs of the nonlinear KPZ terms. It turns out that the surface height correlation functions in each direction scales distinctively. The anisotropic behavior is attributed to the asymmetric behavior of the quenched KPZ equation in 1+1 dimensions with respect to the sign of the nonlinear KPZ term.
Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored. In this paper, we build the model describing Lévy walks in non-static media, where the physical and comoving coordinates are connected by scale factor. We derive the equation governing the probability density function of the position of the particles in comoving coordinate. Using the Hermite orthogonal polynomial expansions, some statistical properties are …
We introduce a model for fractures in quenched disordered media. This model has a deterministic extremal dynamics, driven by the energy function of a network of springs (Born Hamiltonian). The breakdown is the result of the cooperation between the external field and the quenched disorder. This model can be considered as describing the low temperature limit for crack propagation in solids. To describe the memory effects in this dynamics, and then to study the resistance properties of the system we realized some numerical simulations of the model. The model exhibits interesting geometric and dyn…
Experiments in quasi 2-dimensional geometry (Hele Shaw cells) in which a fluid is injected into a visco-elastic medium (foam, clay or associating-polymers) show patterns akin to fracture in brittle materials, very different from standard Laplacian growth patterns of viscous fingering. An analytic theory is lacking since a pre-requisite to describing the fracture of elastic material is the solution of the bi-Laplace rather than the Laplace equation. In this Letter we close this gap, offering a theory of bi-Laplacian growth patterns based on the method of iterated conformal maps.
We consider field theory formulation for directed polymers and interfaces in the presence of quenched disorder. We write a series representation for the averaged free energy, where all the integer moments of the partition function of the model contribute. The structure of field space is analysed for polymers and interfaces at finite temperature using the saddle-point equations derived from each integer moments of the partition function. For the case of an interface we obtain the wandering exponent $ξ= (4-d)/2$, also obtained by the conventional replica method for the replica symmetric scenario…
The thermodynamic, dynamic and structural behavior of a water-like system confined in a matrix is analyzed for increasing confining geometries. The liquid is modeled by a two dimensional associating lattice gas model that exhibits density and diffusion anomalies, in similarity to the anomalies present in liquid water. The matrix is a triangular lattice in which fixed obstacles impose restrictions to the occupation of the particles. We show that obstacules shortens all lines, including the phase coexistence, the critical and the anomalous lines. The inclusion of a very dense matrix not only sup…
