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Memory-controlled diffusion.

Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density p(r,t) is generalized by including nonlinear and nonlocal spatial-temporal memory effects. The realization of the memory kernel is restricted due the conservation of the basic quantity p. A general criteria is given for the existence of stationary solutions. In case the memory kernel depends on p polynomially, transport may be prevented. Owing to the delay effects a finite amount of particles remains localized and the further transport is terminated. For diffusion with nonlinear memory effects we find an exact solution in the long-time limit. Although the mean square displacement exhibits diffusive behavior, higher order cumulants offer differences to diffusion and they depend on the memory strength.

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Quantum Monte Carlo method for the ground state of many-boson systems.

We formulate a quantum Monte Carlo (QMC) method for calculating the ground state of many-boson systems. The method is based on a field-theoretical approach, and is closely related to existing fermion auxiliary-field QMC methods which are applied in several fields of physics. The ground-state projection is implemented as a branching random walk in the space of permanents consisting of identical single-particle orbitals. Any single-particle basis can be used, and the method is in principle exact. We illustrate this method with a trapped atomic boson gas, where the atoms interact via an attractive or repulsive contact two-body potential. We choose as the single-particle basis a real-space grid. We compare with exact results in small systems and arbitrarily sized systems of untrapped bosons with attractive interactions in one dimension, where analytical solutions exist. We also compare with the corresponding Gross-Pitaevskii (GP) mean-field calculations for trapped atoms, and discuss the close formal relation between our method and the GP approach. Our method provides a way to systematically improve upon GP while using the same framework, capturing interaction and correlation effects with a stochastic, coherent ensemble of noninteracting solutions. We discuss various algorithmic issues, including importance sampling and the back-propagation technique for computing observables, and illustrate them with numerical studies. We show results for systems with up to N approximately 400 bosons.

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End-to-end distribution function of stiff polymers for all persistence lengths.

We set up recursion relations for calculating all even moments of the end-to-end distance of Porod-Kratky wormlike chains in D dimensions. From these moments we derive a simple analytic expression for the end-to-end distribution in three dimensions valid for all peristence lengths. It is in excellent agreement with Monte Carlo data for stiff chains and approaches the Gaussian random-walk distributions for low stiffness.

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Fractal scaling of microbial colonies affects growth.

The growth dynamics of filamentary microbial colonies is investigated. Fractality of the fungal or actinomycetes colonies is shown both theoretically and in numerical experiments to play an important role. The growth observed in real colonies is described by the assumption of time-dependent fractality related to the different ages of various parts of the colony. The theoretical results are compared to a simulation based on branching random walks.

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Reaction-diffusion wave fronts on comblike structures.

From the Hamilton-Jacobi formalism, an explicit expression for the speed of wave front propagation along the backbone of comblike structures is obtained. This expression, through the waiting-time distribution function, takes into account the number of sites and their distribution in the secondary branches. Our theoretical results are supported by numerical simulations of the reaction random-walk process on the structure. Finally, a more complex situation such as the Peano basin structure is also considered, both theoretically and numerically, exhibiting a good agreement too.

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Morphological transition between diffusion-limited and ballistic aggregation growth patterns.

In this work, the transition between diffusion-limited (DLA) and ballistic aggregation (BA) models was reconsidered using a model in which biased random walks simulate the particle trajectories. The bias is controlled by a parameter lambda, which assumes the value lambda=0 (1) for the ballistic (diffusion-limited) aggregation model. Patterns growing from a single seed were considered. In order to simulate large clusters, an efficient algorithm was developed. For lambda (not equal to) 0 , the patterns are fractal on small length scales, but homogeneous on large ones. We evaluated the mean density of particles (-)rho in the region defined by a circle of radius r centered at the initial seed. As a function of r, (-)rho reaches the asymptotic value rho(0)(lambda) following a power law (-)rho = rho(0) +Ar(-gamma) with a universal exponent gamma=0.46 (2) , independent of lambda . The asymptotic value has the behavior rho(0) approximately |1-lambda|(beta) , where beta=0.26 (1) . The characteristic crossover length that determines the transition from DLA- to BA-like scaling regimes is given by xi approximately |1-lambda|(-nu) , where nu=0.61 (1) , while the cluster mass at the crossover follows a power law M(xi) approximately |1-lambda(-alpha) , where alpha=0.97 (2) . We deduce the scaling relations beta=nugamma and beta=2nu-alpha between these exponents.

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Multifractal properties of the harmonic measure on Koch boundaries in two and three dimensions.

The multifractal properties of the harmonic measure on quadratic and cubic Koch boundaries are studied with the help of a new fast random walk algorithm adapted to these fractal geometries. The conjectural logarithmic development of local multifractal exponents is guessed for regular fractals and checked by extensive numerical simulations. This development allows one to compute the multifractal exponents of the harmonic measure with high accuracy, even with the first generations of the fractal. In particular, the information dimension in the case of the concave cubic Koch surface embedded in three dimensions is found to be slightly higher than its value D1 =2 for a smooth boundary.

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Extreme times in financial markets.

We apply the theory of continuous time random walks (CTRWs) to study some aspects involving extreme events in financial time series. We focus our attention on the mean exit time (MET). We derive a general equation for this average and compare it with empirical results coming from high-frequency data of the U.S. dollar and Deutsche mark futures market. The empirical MET follows a quadratic law in the return length interval which is consistent with the CTRW formalism.

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Front propagation in hyperbolic fractional reaction-diffusion equations.

From the continuous-time random walk scheme and assuming a Lévy waiting time distribution typical of subdiffusive transport processes, we study a hyperbolic reaction-diffusion equation involving time fractional derivatives. The linear speed selection of wave fronts in this equation is analyzed. When the reaction-diffusion dimensionless number and the fractional index satisfy a certain condition, we find fronts exhibiting an unphysical behavior: they travel faster in the subdiffusive than in the diffusive regime.

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Cluster mean-field study of the parity-conserving phase transition.

The phase transition of the branching and annihilating random walk with even offspring is studied by N-cluster mean-field approximations on one-dimensional lattices. By allowing the system to reach zero branching rate a phase transition can be seen for any N < or = 12. Coherent anomaly extrapolations applied for the series of approximations results in nu(perpendicular) = 1.85(3) and beta=0.96(2).

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Fractional rotational diffusion of rigid dipoles in an asymmetrical double-well potential.

The longitudinal and transverse components of the complex dielectric susceptibility tensor of an assembly of dipolar molecules rotating in an asymmetric double-well potential are evaluated using a fractional rotational diffusion equation (based on the diffusion limit of a fractal time random walk) for the distribution function of orientations of the molecules on the surface of the unit sphere. The calculation is the fractional analog of the Debye theory of orientational relaxation in the presence of external and mean field potentials (excluding inertial effects). Exact and approximate (based on the exponential separation for normal diffusion of the time scales of the intrawell and overbarrier relaxation processes associated with the bistable potential) solutions for the dielectric dispersion and absorption spectra are obtained. It is shown that a knowledge of the characteristic relaxation times for normal rotational diffusion is sufficient to predict accurately the anomalous dielectric relaxation behavior of the system for all time scales of interest. The model explains the anomalous (Cole-Cole-like) relaxation of complex dipolar systems, where the anomalous exponent differs from unity (corresponding to the normal dielectric relaxation), i.e., the relaxation process is characterized by a broad distribution of relaxation times (e.g., in glass-forming liquids).

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Coarsening dynamics in a two-species zero-range process.

We consider a zero-range process with two species of interacting particles. The steady-state phase diagram of this model shows a variety of condensate phases in which a single site contains a finite fraction of all the particles in the system. Starting from a homogeneous initial distribution, we study the coarsening dynamics in each of these condensate phases, which is expected to follow a scaling law. Random-walk arguments are used to predict the coarsening exponents in each condensate phase. They are shown to depend on the form of the hop rates and on the symmetry of the hopping dynamics. The analytic predictions are found to be in good agreement with the results of Monte Carlo simulations.

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Exact solution of the Fokker-Planck equation for a broad class of diffusion coefficients.

We consider the Langevin equation with a multiplicative noise term that depends on time and space. The corresponding Fokker-Planck equation in the Stratonovich approach is investigated. Its exact solution is obtained for an arbitrary multiplicative noise term given by g (x,t) =D (x) T (t) , and the behaviors of probability distributions, for some specific functions of D (x) , are analyzed. We show that the asymptotic shape of the random-walk model and power-law decay obtained from other approaches can be reproduced from our solutions, by employing two simple functions for g (x,t) . In particular, for D(x) approximately /x/(-theta/2) , the physical solutions for the probability distribution in the Ito, Stratonovich, and postpoint discretization approaches can be obtained and analyzed.

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Turing pattern formation in fractional activator-inhibitor systems.

Activator-inhibitor systems of reaction-diffusion equations have been used to describe pattern formation in numerous applications in biology, chemistry, and physics. The rate of diffusion in these applications is manifest in the single parameter of the diffusion constant, and stationary Turing patterns occur above a critical value of d representing the ratio of the diffusion constants of the inhibitor to the activator. Here we consider activator-inhibitor systems in which the diffusion is anomalous subdiffusion; the diffusion rates are manifest in both a diffusion constant and a diffusion exponent. A consideration of this problem in terms of continuous-time random walks with sources and sinks leads to a reaction-diffusion system with fractional order temporal derivatives operating on the spatial Laplacian. We have carried out an algebraic stability analysis of the homogeneous steady-state solution in fractional activator-inhibitor systems, with Gierer-Meinhardt reaction kinetics and with Brusselator reaction kinetics. For each class of reaction kinetics we identify a Turing instability bifurcation curve in the two-dimensional diffusion parameter space. The critical value of d , for Turing instabilities, decreases monotonically with the anomalous diffusion exponent between unity (standard diffusion) and zero (extreme subdiffusion). We have also carried out numerical simulations of the governing fractional activator-inhibitor equations and we show that the Turing instability precipitates the formation of complex spatiotemporal patterns. If the diffusion of the activator and inhibitor have the same anomalous scaling properties, then the surface profiles of these patterns for values of d slightly above the critical value varies from smooth stationary patterns to increasingly rough and nonstationary patterns as the anomalous diffusion exponent varies from unity towards zero. If the diffusion of the activator is anomalous subdiffusion but the diffusion of the inhibitor is standard diffusion, we find stable stationary Turing patterns for values of d well below the threshold values for pattern formation in standard activator-inhibitor systems.

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Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

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Bimodality in the transverse fluctuations of a grafted semiflexible polymer and the diffusion-convection analogue: an effective-medium approach.

Recent Monte Carlo simulations of a grafted semiflexible polymer in 1+1 dimensions have revealed a pronounced bimodal structure in the probability distribution of the transverse (bending) fluctuations of the free end, when the total contour length is of the order of the persistence length [G. Lattanzi, Phys. Rev E 69, 021801 (2004)]. In this paper, we show that the emergence of bimodality is related to a similar behavior observed when a random walker is driven in the transverse direction by a certain type of shear flow. We adapt an effective-medium argument, which was first introduced in the context of the sheared random-walk problem [E. Ben-Naim, Phys. Rev. A 45, 7207 (1992)], in order to obtain a simple analytic approximation of the probability distribution of the free-end fluctuations. We show that this approximation captures the bimodality and most of the qualitative features of the free-end fluctuations. We also predict that relaxing the local inextensibility constraint of the wormlike chain could lead to the disappearance of bimodality.

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Exact effective transport dynamics in a one-dimensional random environment.

We study effective transport under linear equilibrium adsorption characterized by a spatially random retardation factor. In a stochastic framework, we present a methodology to quantify explicitly the impact of spatial disorder on effective transport dynamics. We derive an exact effective transport equation, which is equivalent to transport under linear kinetic adsorption characterized by a spectrum of adsorption times. The distribution of adsorption times is given explicitly in terms of the spatial disorder distribution. Furthermore, we find that effective transport is formally equivalent to a decoupled continuous time random walk. This observation and the explicit nature of the presented results allow for a mapping of the static disorder distribution on the transition time distribution.

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Diffusive transport of light in a Kelvin foam.

Although diffusing-wave spectroscopy has already been successfully applied to study dynamic properties of foams, we still lack a clear understanding of the diffusive transport of photons in foams. In this paper, we present a thorough study of photon diffusion in the Kelvin structure as an example for a three-dimensional model foam. We consider the photons' random walk as they are reflected or transmitted by the liquid films according to the rules of ray optics. For constant reflectance and special one- and two-dimensional photon paths, we are able to calculate diffusion constants analytically. Extensive numerical simulations reveal a remarkable similarity with our previous two-dimensional investigations. To implement a more realistic model, we use thin-film reflectances. The simulated diffusion constants exhibit oscillations for varying film thickness d which vanish when disorder is introduced in d. Absolute values and the behavior at small d agree with measurements in very dry foams providing a strong argument for the importance of liquid films in the diffusive photon transport. An analytical theory with a minimum of input parameters reproduces the numerical results.

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