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We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

The properties of the coinless quantum walk model have not been as thoroughly analyzed as those of the coined model. Both evolve in discrete time steps but the former uses a smaller Hilbert space, which is spanned merely by the site basis.…

Quantum Physics · Physics 2017-09-08 Raqueline A. M. Santos , Renato Portugal , Stefan Boettcher

We study the winding behavior of random walks on two oriented square lattices. One common feature of these walks is that they are bound to revolve clockwise. We also obtain quantitative results of transience/recurrence for each walk.

Probability · Mathematics 2022-05-16 Gianluca Bosi , Yiping Hu , Yuval Peres

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

We study the problem of a random walk on a lattice in which bonds connecting nearest neighbor sites open and close randomly in time, a situation often encountered in fluctuating media. We present a simple renormalization group technique to…

adap-org · Physics 2009-10-22 C. D. Levermore , W. Nadler , D. L. Stein

This paper concerns a random walk that moves on the integer lattice and has zero mean and a finite variance. We obtain first an asymptotic estimate of the transition probability of the walk absorbed at the origin, and then, using the…

Probability · Mathematics 2011-03-31 Kohei Uchiyama

We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…

Probability · Mathematics 2020-09-24 Stein Andreas Bethuelsen , Christian Hirsch , Christian Mönch

Quantum walks, both discrete (coined) and continuous time, form the basis of several quantum algorithms and have been used to model processes such as transport in spin chains and quantum chemistry. The enhanced spreading and mixing…

Quantum Physics · Physics 2010-12-10 Godfrey Leung , Paul Knott , Joe Bailey , Viv Kendon

We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…

Statistical Mechanics · Physics 2016-12-28 Adrian A. Budini

We consider a generalised diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyse the probability distribution functions and we derive the mean squared displacement in $x$ and $y$ directions.…

Statistical Mechanics · Physics 2016-06-23 Trifce Sandev , Alexander Iomin , Holger Kantz , Ralf Metzler , Aleksei Chechkin

We propose an approach to analysing single trajectories of a particle, which moves randomly on a landscape distinct parts of which result in sufficiently various diffusion coefficients. The method based on the mapping the cumulative sum of…

Biological Physics · Physics 2019-09-04 Eugene B. Postnikov , Igor M. Sokolov

We investigate searching efficiency of different kinds of random walk on complex networks which rely on local information and one-step memory. For the studied navigation strategies we obtained theoretical and numerical values for the graph…

Computers and Society · Computer Science 2024-11-15 Miroslav Mirchev , Lasko Basnarkov , Igor Mishkovski

A method is proposed for the calculation of diffusion constants for one-dimensional maps exhibiting deterministic diffusion. The procedure is based on harmonic inversion and uses a known relation between the diffusion constant and the…

Chaotic Dynamics · Physics 2009-11-07 K. Weibert , J. Main , G. Wunner

We consider random walks on quasi one dimensional lattices, as introduced in \cite{FS}. This mathematical setting covers a large class of discrete kinetic models for non-cooperative molecular motors on periodic tracks. We derive general…

Probability · Mathematics 2015-06-19 Alessandra Faggionato , Vittoria Silvestri

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

We report the results of calculation of diffusion coefficients for Lennard-Jones liquids, based on the idea of time-scale invariance of relaxation processes in liquids. The results were compared with the molecular dynamics data for…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi

We identify a relationship between a certain family of random walks on Euclidean lattices and difference matrices over cyclic groups. We then use the techniques of Fourier analysis to estimate the return probabilities of these random walks,…

Combinatorics · Mathematics 2017-06-06 Aaron M Montgomery

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…

Statistical Mechanics · Physics 2017-05-31 Itzhak Fouxon , Markus Holzner

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain