On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes

Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.

Alzheimer random walk model: Two previously overlooked diffusion regimes

A non-Markovian one-dimensional random walk model is studied with emphasis on the phase-diagram, showing all the diffusion regimes, along with the exactly determined critical lines. The model, known as the Alzheimer walk, is endowed with memory-controlled diffusion, responsible for the model's long-range correlations, and is characterized by a rich variety of diffusive regimes. The importance of this model is that superdiffusion arises due not to memory per se, but rather also due to loss of memory. The recently reported numerically and analytically estimated values for the Hurst exponent are hereby reviewed. We report the finding of two, previously overlooked, phases, namely, evanescent log-periodic diffusion and log-periodic diffusion with escape, both with Hurst exponent H = 1/2. In the former, the log-periodicity gets damped, whereas in the latter the first moment diverges. These phases further enrich the already intricate phase diagram. The results are discussed in the context of phase transitions, aging phenomena, and symmetry breaking.

Detailed analytical investigation of magnetic field line random walk in turbulent plasmas: I. Two-component slab/two-dimensional turbulence

The random displacement of magnetic field lines in the presence of magnetic turbulence in plasmas is investigated from first principles. A two-component (slab/two-dimensional composite) model for the turbulence spectrum is employes. An analytical investigation of the asymptotic behavior of the field-line mean square displacement (FL-MSD) is carried out. It is shown that the magnetic field lines behave superdifusively for every large values of the position variable z, since the FL-MSD sigma varies as sigma similar to z(4/3). An intermediate diffusive regime may also possible exist for finite values of z under conditions which are explicitly determined in terms of the intrinsic turbulent plasma parameters. The superdiffusie asymptotic result is confirmed numerically via an iterative algorithm. The relevance to previous resuslts is discussed.

Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology

Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37

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.

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.

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.

Developing a multi-dimensional scale for ethical decision making: the managerial ethical profile (MEP)

This article describes the development and validation of a multi-dimensional scale for measuring managers’ perceptions of the range of factors that routinely guide their decision-making processes. An instrument for identifying managerial ethical profiles (MEP) is developed by measuring the perceived role of different ethical principles in the decision-making of managers. Evidence as to the validity of the multidimensionality of the ethical scale is provided, based on the comparative assessment of different models for managerial ethical decision-making. Confirmatory Factor Analysis (CFA) supported a eight-factor model including two factors for each of the main four schools of moral philosophy. Future research needs and the value of this measure to business ethics are discussed.

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.

User behaviour modelling in a multi-dimensional environment for personalization and recommendation

Handling information overload online, from the user's point of view is a big challenge, especially when the number of websites is growing rapidly due to growth in e-commerce and other related activities. Personalization based on user needs is the key to solving the problem of information overload. Personalization methods help in identifying relevant information, which may be liked by a user. User profile and object profile are the important elements of a personalization system. When creating user and object profiles, most of the existing methods adopt two-dimensional similarity methods based on vector or matrix models in order to find inter-user and inter-object similarity. Moreover, for recommending similar objects to users, personalization systems use the users-users, items-items and users-items similarity measures. In most cases similarity measures such as Euclidian, Manhattan, cosine and many others based on vector or matrix methods are used to find the similarities. Web logs are high-dimensional datasets, consisting of multiple users, multiple searches with many attributes to each. Two-dimensional data analysis methods may often overlook latent relationships that may exist between users and items. In contrast to other studies, this thesis utilises tensors, the high-dimensional data models, to build user and object profiles and to find the inter-relationships between users-users and users-items. To create an improved personalized Web system, this thesis proposes to build three types of profiles: individual user, group users and object profiles utilising decomposition factors of tensor data models. A hybrid recommendation approach utilising group profiles (forming the basis of a collaborative filtering method) and object profiles (forming the basis of a content-based method) in conjunction with individual user profiles (forming the basis of a model based approach) is proposed for making effective recommendations. A tensor-based clustering method is proposed that utilises the outcomes of popular tensor decomposition techniques such as PARAFAC, Tucker and HOSVD to group similar instances. An individual user profile, showing the user's highest interest, is represented by the top dimension values, extracted from the component matrix obtained after tensor decomposition. A group profile, showing similar users and their highest interest, is built by clustering similar users based on tensor decomposed values. A group profile is represented by the top association rules (containing various unique object combinations) that are derived from the searches made by the users of the cluster. An object profile is created to represent similar objects clustered on the basis of their similarity of features. Depending on the category of a user (known, anonymous or frequent visitor to the website), any of the profiles or their combinations is used for making personalized recommendations. A ranking algorithm is also proposed that utilizes the personalized information to order and rank the recommendations. The proposed methodology is evaluated on data collected from a real life car website. Empirical analysis confirms the effectiveness of recommendations made by the proposed approach over other collaborative filtering and content-based recommendation approaches based on two-dimensional data analysis methods.

Active ageing : developing a quantitative multi-dimensional measure

With estimates that two billion of the world’s population will be 65 years or older by 2050, ensuring that older people ‘age well’ is an international priority. To date, however, there is significant disagreement and debate about how to define and measure ‘ageing well’, with no consensus on either terminology or measurement. Thus, this chapter describes the research rationale, methodology and findings of the Australian Active Ageing Study (Triple A Study), which surveyed 2620 older Australians to identify significant contributions to quality of life for older people: work, learning, social participation, spirituality, emotional wellbeing, health, and life events. Exploratory factor analyses identified eight distinct elements (grouped into four key concepts) which appear to define ‘active ageing’ and explained 55% of the variance: social and life participation (25%), emotional health (22%), physical health and functioning (4%) and security (4%). These findings highlight the importance of understanding and supporting the social and emotional dimensions of ageing, as issues of social relationships, life engagement and emotional health dominated the factor structure. Our intension is that this paper will prompt informed debate and discussion on defining and measuring active ageing, facilitating exploration and understanding of the complexity of issues that intertwine, converge and enhance the ageing experience.