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We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We consider the random walk on a lattice with random transition rates and arbitrarily long-range jumps. We employ Bruggeman's effective medium approximation (EMA) to find the disorder averaged (coarse-grained) dynamics. The EMA procedure…

Disordered Systems and Neural Networks · Physics 2016-07-27 Felix Thiel , Igor M. Sokolov

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

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

We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…

Probability · Mathematics 2021-01-12 Wai-Tong Louis Fan

It is known that a random walk on $\Z^d$ among i.i.d. uniformly elliptic random bond conductances verifies a central limit theorem. It is also known that approximations of the covariance matrix can be obtained by considering periodic…

Probability · Mathematics 2007-05-23 Daniel Boivin

Exact results are obtained for random walks on finite lattice tubes with a single source and absorbing lattice sites at the ends. Explicit formulae are derived for the absorption probabilities at the ends and for the expectations that a…

Mathematical Physics · Physics 2009-11-10 B. I. Henry , M. T. Batchelor

We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…

Probability · Mathematics 2019-03-08 Elena Floriani , Ricardo Lima , Edgardo Ugalde

This paper discusses possible approaches to the escape rate in infinite lattices of weakly coupled maps with uniformly expanding repeller. It is proved that computed-via-volume rates of spatially periodic approximations grow linearly with…

Dynamical Systems · Mathematics 2010-07-26 Jean-Baptiste Bardet , Bastien Fernandez

We show a probabilistic functional limit result for one-dimensional diffusion processes that are reflected at an elastic boundary which is a function of the reflection local time. Such processes are constructed as limits of a sequence of…

Probability · Mathematics 2019-06-27 Dirk Becherer , Todor Bilarev , Peter Frentrup

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo

We consider the time-harmonic elastic wave scattering from a general (possibly anisotropic) inhomogeneous medium with an embedded impenetrable obstacle. We show that the impenetrable obstacle can be effectively approximated by an isotropic…

Analysis of PDEs · Mathematics 2021-02-19 Zhengjian Bai , Huaian Diao , Hongyu Liu , Qingle Meng

We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

Statistical Mechanics · Physics 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical…

Statistical Mechanics · Physics 2015-06-24 Timo Aspelmeier , Jérôme Magnin , Willi Graupner , Uwe C. Täuber

The overall behavior of a 2D lattice of voids embedded in an anisotropic matrix is investigated in the limit of vanishing porosity f. An effective-medium model (of the Hashin-Shtrikman type) which accounts for elastic interactions between…

Materials Science · Physics 2008-09-19 Francois Willot , Yves-Patrick Pellegrini , Martin I. Idiart , Pedro Ponte Castaneda

We give a lower bound on the diffusion coefficient of a polymer chain in an entanglement network with kinematic disorder, which is obtained from an exact calculation in a modified Rubinstein-Duke lattice gas model with periodic boundary…

Soft Condensed Matter · Physics 2009-11-07 Richard D. Willmann

The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…

Condensed Matter · Physics 2016-08-31 Thomas Wichmann , Achille Giacometti , K. P. N. Murthy

In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…

Probability · Mathematics 2015-05-20 Daniel Paulin , Domokos Szász

It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…

Strongly Correlated Electrons · Physics 2010-12-01 J. Sirker , R. G. Pereira , I. Affleck
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