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Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…

混沌动力学 · 物理学 2020-08-26 Bruce N. Roth , Michael Wilkinson

Branching random walks are key to the description of several physical and biological systems, such as neutron multiplication, genetics and population dynamics. For a broad class of such processes, in this Letter we derive the discrete…

统计力学 · 物理学 2012-07-10 Andrea Zoia , Eric Dumonteil , Alain Mazzolo

Stochastic treatments of magnetic resonance spectroscopy and optical spectroscopy require evaluations of functions like <exp(i int_0^t Q(s)ds)>, where t is time, Q(s) is the value of a stochastic process at time s, and the angular brackets…

化学物理 · 物理学 2015-06-05 Daniel M Packwood , Yoshitaka Tanimura

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

概率论 · 数学 2025-10-28 Hindy Drillick , Shalin Parekh

Let $X = (X_1, X_2)$ be a 2-dimensional random variable and $X(n), n \in \mathbb{N}$ a sequence of i.i.d. copies of $X$. The associated random walk is $S(n)= X(1) + \cdots +X(n)$. The corresponding absorbed-reflected walk $W(n), n \in…

概率论 · 数学 2022-06-10 Marc Peigné , Wolfgang Woess

Self-similar dynamical processes are characterized by a growing length scale $\xi$ which increases with time as $\xi \sim t^{1/z}$, where z is the dynamical exponent. The best known example is a simple random walk with z=2. Usually such…

统计力学 · 物理学 2016-01-18 Lukas Kades , Manuel Schrauth , Maximilian Schneider , Haye Hinrichsen

A quantum walk on a toral phase space involving translations in position and its conjugate momentum is studied in the simple context of a coined walker in discrete time. The resultant walk, with a family of coins parametrized by an angle is…

量子物理 · 物理学 2018-09-26 Sivaprasad Omanakuttan , Arul Lakshminarayan

Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.

概率论 · 数学 2007-05-23 S R S Varadhan

Waves propagating through weakly disordered smooth linear media undergo a universal phenomenon called branched flow. Branched flow has been observed and studied experimentally in various systems by considering coherent waves. Recent…

偏微分方程分析 · 数学 2025-04-09 Josselin Garnier , Antonio Picozzi , Theo Torres

A n-step Pearson-Gamma random walk in Rd starts at the origin and consists of n independent steps with gamma distributed lengths and uniform orientations. The gamma distribution of each step length has a shape parameter q>0. Constrained…

数据分析、统计与概率 · 物理学 2011-07-27 G. Le Caer

An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…

Starting with a percolation model in $\Z^d$ in the subcritical regime, we consider a random walk described as follows: the probability of transition from $x$ to $y$ is proportional to some function $f$ of the size of the cluster of $y$.…

概率论 · 数学 2012-01-31 Serguei Popov , Marina Vachkovskaia

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…

量子物理 · 物理学 2010-12-10 Godfrey Leung , Paul Knott , Joe Bailey , Viv Kendon

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

概率论 · 数学 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

A system of interacting walkers is considered in a two-dimensional hypothetical space, where the dynamics of each walker are governed by the opinion states of the agents of a fully connected three-state opinion dynamics model. Such walks,…

统计力学 · 物理学 2025-04-29 Surajit Saha , Parongama Sen

We numerically simulate the two-dimensional inertial flow with the van der Waals effect in a straight periodic channel around the Poiseuille and Couette stationary states. Even though the flow remains laminar macroscopically, we observe…

流体动力学 · 物理学 2026-03-20 Rafail V. Abramov

We consider a one-dimensional random walk among biased i.i.d. conductances, in the case where the random walk is transient but sub-ballistic: this occurs when the conductances have a heavy-tail at $+\infty$ or at $0$. We prove that the…

概率论 · 数学 2019-04-16 Quentin Berger , Michele Salvi

The scaling properties of a random walker subject to the global constraint that it needs to visit each site an even number of times are determined. Such walks are realized in the equilibrium state of one dimensional surfaces that are…

统计力学 · 物理学 2013-05-29 Jae Dong Noh , Hyunggyu Park , Doochul Kim , Marcel den Nijs

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier-Laplace domain are…

统计力学 · 物理学 2015-06-16 Long Shi , Zuguo Yu , Zhi Mao , Aiguo Xiao , Hailan Huang

In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in…

量子物理 · 物理学 2013-08-01 Miquel Montero