Related papers: Exact mean first-passage time on the T-graph
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
We propose an approximation for the first return time distribution of random walks on undirected networks. We combine a message-passing solution with a mean-field approximation, to account for the short- and long-term behaviours…
For a random walk on a network, the mean first-passage time from a node $i$ to another node $j$ chosen stochastically according to the equilibrium distribution of Markov chain representing the random walk is called Kemeny constant, which is…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
We consider a discrete-time random walk on a line starting at $x_0\geq 0$ where a cost is incurred at each jump. We obtain an exact analytical formula for the distribution of the total cost of a trajectory until the process crosses the…
This paper investigates random walks and diffusion limits on a broad class of fractal graphs generated by Edge Iterated Graph Systems (EIGS). We prove that the rescaled simple random walks converge in the…
Previous work has shown the effectiveness of random walk hitting times as a measure of dissimilarity in a variety of graph-based learning problems such as collaborative filtering, query suggestion or finding paraphrases. However,…
In this paper, we consider discrete time random walks on the pseudofractal scale-free web (PSFW) and we study analytically the related first passage properties. First, we classify the nodes of the PSFW into different levels and propose a…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
Our aim is to study the Total Variation Flow in Metric Graphs. First, we define the functions of bounded variation in Metric Graphs and their total variation, we also give an integration by parts formula. We prove existence and uniqueness…
Let G=(V,E) be an undirected loopless graph with possible parallel edges and s and t be two vertices of G. Assume that vertex s is labelled at the initial time step and that every labelled vertex copies its labelling to neighbouring…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
Suppose a solid has a crack filled with a gas. If the crack reaches the surrounding medium, how long does it take the gas to diffuse out of the crack? Iterated Brownian motion serves as a model for diffusion in a crack. If \tau is the first…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
In this article, the continuous time random walk on the circle is studied. We derive the corresponding generalized master equation and discuss the effects of topology, especially important when Levy flights are allowed. Then, we work out…
We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…
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…
Let ${\cal G}$ be the incipient infinite cluster (IIC) for percolation on a homogeneous tree of degree $n_0+1$. We obtain estimates for the transition density of the continuous time simple random walk $Y$ on ${\cal G}$; the process…
We obtain Gaussian upper and lower bounds on the transition density q_t(x,y) of the continuous time simple random walk on a supercritical percolation cluster C_{\infty} in the Euclidean lattice. The bounds, analogous to Aronsen's bounds for…
An extension of Proper Orthogonal Decomposition is applied to the wall layer of a turbulent channel flow (Re {\tau} = 590), so that empirical eigenfunctions are defined in both space and time. Due to the statistical symmetries of the flow,…