Nonlinear Field Line Random Walk and Generalized Compound Diffusion of Charged Particles

A new nonlinear theory for the perpendicular transport of charged particles is presented. This approach is based on an improved nonlinear treatment of field line random walk in combination with a generalized compound diffusion model. The generalized compound diffusion model is much more systematic and reliable, in comparison to previous theories. Furthermore, the new theory shows remarkably good agreement with test-particle simulations and heliospheric observations.

Fundamental solution and discrete random walk model for time-space fractional diffusion equation

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β 1∈(0,1) and β 2∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.

Calculating the Fickian diffusivity for a lattice-based random walk with agents and obstacles of different shapes and sizes

Random walk models are often used to interpret experimental observations of the motion of biological cells and molecules. A key aim in applying a random walk model to mimic an in vitro experiment is to estimate the Fickian diffusivity (or Fickian diffusion coefficient),D. However, many in vivo experiments are complicated by the fact that the motion of cells and molecules is hindered by the presence of obstacles. Crowded transport processes have been modeled using repeated stochastic simulations in which a motile agent undergoes a random walk on a lattice that is populated by immobile obstacles. Early studies considered the most straightforward case in which the motile agent and the obstacles are the same size. More recent studies considered stochastic random walk simulations describing the motion of an agent through an environment populated by obstacles of different shapes and sizes. Here, we build on previous simulation studies by analyzing a general class of lattice-based random walk models with agents and obstacles of various shapes and sizes. Our analysis provides exact calculations of the Fickian diffusivity, allowing us to draw conclusions about the role of the size, shape and density of the obstacles, as well as examining the role of the size and shape of the motile agent. Since our analysis is exact, we calculateDdirectly without the need for random walk simulations. In summary, we find that the shape, size and density of obstacles has a major influence on the exact Fickian diffusivity. Furthermore, our results indicate that the difference in diffusivity for symmetric and asymmetric obstacles is significant.

An Efficient Random Walk Strategy for Sampling Based Robot Motion Planners

Sampling based planners have been successful in path planning of robots with many degrees of freedom, but still remains ineffective when the configuration space has a narrow passage. We present a new technique based on a random walk strategy to generate samples in narrow regions quickly, thus improving efficiency of Probabilistic Roadmap Planners. The algorithm substantially reduces instances of collision checking and thereby decreases computational time. The method is powerful even for cases where the structure of the narrow passage is not known, thus giving significant improvement over other known methods.

A new approach for objective identification of turns and steps in organism movement data relevant to random walk modelling

1. A first step in the analysis of complex movement data often involves discretisation of the path into a series of step-lengths and turns, for example in the analysis of specialised random walks, such as Lévy flights. However, the identification of turning points, and therefore step-lengths, in a tortuous path is dependent on ad-hoc parameter choices. Consequently, studies testing for movement patterns in these data, such as Lévy flights, have generated debate. However, studies focusing on one-dimensional (1D) data, as in the vertical displacements of marine pelagic predators, where turning points can be identified unambiguously have provided strong support for Lévy flight movement patterns. 2. Here, we investigate how step-length distributions in 3D movement patterns would be interpreted by tags recording in 1D (i.e. depth) and demonstrate the dimensional symmetry previously shown mathematically for Lévy-flight movements. We test the veracity of this symmetry by simulating several measurement errors common in empirical datasets and find Lévy patterns and exponents to be robust to low-quality movement data. 3. We then consider exponential and composite Brownian random walks and show that these also project into 1D with sufficient symmetry to be clearly identifiable as such. 4. By extending the symmetry paradigm, we propose a new methodology for step-length identification in 2D or 3D movement data. The methodology is successfully demonstrated in a re-analysis of wandering albatross Global Positioning System (GPS) location data previously analysed using a complex methodology to determine bird-landing locations as turning points in a Lévy walk. For this high-resolution GPS data, we show that there is strong evidence for albatross foraging patterns approximated by truncated Lévy flights spanning over 3·5 orders of magnitude. 5. Our simple methodology and freely available software can be used with any 2D or 3D movement data at any scale or resolution and are robust to common empirical measurement errors. The method should find wide applicability in the field of movement ecology spanning the study of motile cells to humans.

Testing Isotropy and a related Random Walk problem

One comes across directions as the observations in a number of situations. The first inferential question that one should answer when dealing with such data is, “Are they isotropic or uniformly distributed?” The answer to this question goes back in history which we shall retrace a bit and provide an exact and approximate solution to this so-called “Pearson’s Random Walk” problem.

Error and complexity of random walk Monte Carlo radiosity

The author studies the error and complexity of the discrete random walk Monte Carlo technique for radiosity, using both the shooting and gathering methods. The author shows that the shooting method exhibits a lower complexity than the gathering one, and under some constraints, it has a linear complexity. This is an improvement over a previous result that pointed to an O(n log n) complexity. The author gives and compares three unbiased estimators for each method, and obtains closed forms and bounds for their variances. The author also bounds the expected value of the mean square error (MSE). Some of the results obtained are also shown

A directed continuous time random walk model with jump length depending on waiting time

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t) of finding the walker at position at time is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

Tracking Random Walk of Individual Domain Walls in Cylindrical Nanomagnets with Resistance Noise

The stochasticity of domain-wall (DW) motion in magnetic nanowires has been probed by measuring slow fluctuations, or noise, in electrical resistance at small magnetic fields. By controlled injection of DWs into isolated cylindrical nanowires of nickel, we have been able to track the motion of the DWs between the electrical leads by discrete steps in the resistance. Closer inspection of the time dependence of noise reveals a diffusive random walk of the DWs with a universal kinetic exponent. Our experiments outline a method with which electrical resistance is able to detect the kinetic state of the DWs inside the nanowires, which can be useful in DW-based memory designs.

Search on a hypercubic lattice using a quantum random walk. I. d > 2

Random walks describe diffusion processes, where movement at every time step is restricted to only the neighboring locations. We construct a quantum random walk algorithm, based on discretization of the Dirac evolution operator inspired by staggered lattice fermions. We use it to investigate the spatial search problem, that is, to find a marked vertex on a d-dimensional hypercubic lattice. The restriction on movement hardly matters for d > 2, and scaling behavior close to Grover's optimal algorithm (which has no restriction on movement) can be achieved. Using numerical simulations, we optimize the proportionality constants of the scaling behavior, and demonstrate the approach to that for Grover's algorithm (equivalent to the mean-field theory or the d -> infinity limit). In particular, the scaling behavior for d = 3 is only about 25% higher than the optimal d -> infinity value.

Search on a hypercubic lattice using a quantum random walk. II. d = 2

We investigate the spatial search problem on the two-dimensional square lattice, using the Dirac evolution operator discretized according to the staggered lattice fermion formalism. d = 2 is the critical dimension for the spatial search problem, where infrared divergence of the evolution operator leads to logarithmic factors in the scaling behavior. As a result, the construction used in our accompanying article A. Patel and M. A. Rahaman, Phys. Rev. A 82, 032330 (2010)] provides an O(root N ln N) algorithm, which is not optimal. The scaling behavior can be improved to O(root N ln N) by cleverly controlling the massless Dirac evolution operator by an ancilla qubit, as proposed by Tulsi Phys. Rev. A 78, 012310 (2008)]. We reinterpret the ancilla control as introduction of an effective mass at the marked vertex, and optimize the proportionality constants of the scaling behavior of the algorithm by numerically tuning the parameters.

Search on a Hypercubic Lattice using Quantum Random Walk

We investigate the spatial search problem on the two-dimensional square lattice, using the Dirac evolution operator discretized according to the staggered lattice fermion formalism. d=2 is the critical dimension for the spatial search problem, where infrared divergence of the evolution operator leads to logarithmic factors in the scaling behavior. As a result, the construction used in our accompanying article [ A. Patel and M. A. Rahaman Phys. Rev. A 82 032330 (2010)] provides an O(√NlnN) algorithm, which is not optimal. The scaling behavior can be improved to O(√NlnN) by cleverly controlling the massless Dirac evolution operator by an ancilla qubit, as proposed by Tulsi Phys. Rev. A 78 012310 (2008). We reinterpret the ancilla control as introduction of an effective mass at the marked vertex, and optimize the proportionality constants of the scaling behavior of the algorithm by numerically tuning the parameters.