English

Fractional random walk lattice dynamics

Statistical Mechanics 2017-02-01 v1 Mathematical Physics math.MP

Abstract

We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in n=1,2,3,..n=1,2,3,.. dimensions. The fractional random walk dynamics is governed by a master equation involving {\it fractional} powers of Laplacian matrices Lα2L^{\frac{\alpha}{2}}}where α=2\alpha=2 recovers the normal walk. First we demonstrate that the interval 0<α20<\alpha\leq 2 is admissible for the fractional random walk. We derive analytical expressions for fractional transition matrix and closely related the average return probabilities. We further obtain the fundamental matrix Z(α)Z^{(\alpha)}, and the mean relaxation time (Kemeny constant) for the fractional random walk. The representation for the fundamental matrix Z(α)Z^{(\alpha)} relates fractional random walks with normal random walks. We show that the fractional transition matrix elements exhibit for large cubic nn-dimensional lattices a power law decay of an nn-dimensional infinite space Riesz fractional derivative type indicating emergence of L\'evy flights. As a further footprint of L\'evy flights in the nn-dimensional space, the fractional transition matrix and fractional return probabilities are dominated for large times tt by slowly relaxing long-wave modes leading to a characteristic tnαt^{-\frac{n}{\alpha}}-decay. It can be concluded that, due to long range moves of fractional random walk, a small world property is emerging increasing the efficiency to explore the lattice when instead of a normal random walk a fractional random walk is chosen.

Keywords

Cite

@article{arxiv.1608.08762,
  title  = {Fractional random walk lattice dynamics},
  author = {Thomas Michelitsch and Bernard Collet and Alejandro Perez Riascos and Andrzeij Nowakowski and Franck Nicolleau},
  journal= {arXiv preprint arXiv:1608.08762},
  year   = {2017}
}
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