Related papers: Diffusion coefficients for multi-step persistent r…

We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

We investigate the quantum versions of a one-dimensional random walk, whose corresponding Markov Chain is of order 2. This corresponds to the walk having a memory of up to two previous steps. We derive the amplitudes and probabilities for…

We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…

Background: This study is mainly motivated by the need of understanding how the diffusion behaviour of a biomolecule (or even of a larger object) is affected by other moving macromolecules, organelles, and so on, inside a living cell,…

In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…

This paper deals with a transient random walk in Dirichlet environment, or equivalently a linearly edge reinforced random walk, on a Galton-Watson tree. We compute the stationary distribution of the environment seen from the particle of an…

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

In this paper, we study discrete-time quantum walks on one-dimensional lattices. We find that the coherent dynamics depends on the initial states and coin parameters. For infinite size of lattice, we derive an explicit expression for the…

In a recent paper [2] the author introduced and investigated a random walk model similar to a model introduced in [1]. In these models the increment of the random walk depends on the complete past of the process. In this note I will point…

A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…

In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

We give an explicit formula for the mean square displacement of the random walk on the $d$-dimensional Manhattan lattice after $n$ steps, for all $n$ and all dimensions $d \geq 2$.

We present general algorithms (fully implemented in Maple) for calculations of various quantities related to constrained directed walks for a general set of steps on the square lattice in two dimensions. As a special case, we rederive…

When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…

We make and generalize the observation that summing of probability amplitudes of a discrete-time quantum walk over partitions of the walking graph consistent with the step operator results in a unitary evolution on the reduced graph which…

A diffusive lattice gas is characterized by the diffusion coefficient depending only on the density. The Green-Kubo formula for diffusivity can be represented as a variational formula, but even when the equilibrium properties of a lattice…

The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…

We study, on a $d$ dimensional hypercubic lattice, a random walk which is homogeneous except for one site. Instead of visiting this site, the walker hops over it with arbitrary rates. The probability distribution of this walk and the…