Classical Random Walk Research Articles

Spreading of infection in a two species reaction-diffusion process in networks

We study the dynamics of the infection of a two mobile species reaction from a single infected agent in a population of healthy agents. Historically, the main focus for infection propagation has been through spreading phenomena, where a random location of the system is initially infected and then propagates by successfully infecting its neighbor sites. Here both the infected and healthy agents are mobile, performing classical random walks. This may be a more realistic picture to such epidemiological models, such as the spread of a virus in communication networks of routers, where data travel in packets, the communication time of stations in ad hoc mobile networks, information spreading (such as rumor spreading) in social networks, etc. We monitor the density of healthy particles ρ(t), which we find in all cases to be an exponential function in the long-time limit in two-dimensional and three-dimensional lattices and Erdős-Rényi (ER) and scale-free (SF) networks. We also investigate the scaling of the crossover time t(c) from short- to long-time exponential behavior, which we find to be a power law in lattices and ER networks. This crossover is shown to be absent in SF networks, where we reveal the role of the connectivity of the network in the infection process. We compare this behavior to ER networks and lattices and highlight the significance of various connectivity patterns, as well as the important differences of this process in the various underlying geometries, revealing a more complex behavior of ρ(t).

A universal field equation for dispersive processes in heterogeneous media

When formulated properly, most geophysical transport-type process involving passive scalars or motile particles may be described by the same space–time nonlocal field equation which consists of a classical mass balance coupled with a space–time nonlocal convective/dispersive flux. Specific examples employed here include stretched and compressed Brownian motion, diffusion in slit-nanopores, subdiffusive continuous-time random walks (CTRW), super diffusion in the turbulent atmosphere and dispersion of motile and passive particles in fractal porous media. Stretched and compressed Brownian motion, which may be thought of as Brownian motions run with nonlinear clocks, are defined as the limit processes of a special class of random walks possessing nonstationary increments. The limit process has a mean square displacement that increases as tα+1 where α > −1 is a constant. If α = 0 the process is classical Brownian, if α < 0 we say the process is compressed Brownian while if α > 0 it is stretched. The Fokker–Planck equations for these processes are classical ade’s with dispersion coefficient proportional to tα. The Brownian-type walks have fixed time step, but nonstationary spatial increments that are Gaussian with power law variance. With the CTRW, both the time increment and the spatial increment are random. The subdiffusive Fokker–Planck equation is fractional in time for the CTRW’s considered in this article. The second moments for a Levy spatial trajectory are infinite while the Fokker–Planck equation is an advective–dispersive equation, ade, with constant diffusion coefficient and fractional spatial derivatives. If the Lagrangian velocity is assumed Levy rather than the position, then a similar Fokker–Planck equation is obtained, but the diffusion coefficient is a power law in time. All these Fokker–Planck equations are special cases of the general non-local balance law.

Response to targeted perturbations for random walks on networks

We introduce a general framework, applicable to a broad class of random walks on networks, that quantifies the response of the mean first-passage time to a target node to a local perturbation of the network, both in the context of attacks (damaged link) or strategies of transport enhancement (added link). This approach enables to determine explicitly the dependence of this response on geometric parameters (such as the network size and the localization of the perturbation) and on the intensity of the perturbation. In particular, it is showed that the relative variation of the mean first-passage time is independent of the network size, and remains significant in the large size limit. Furthermore, in the case of noncompact exploration of the network, it is found that a targeted perturbation keeps a substantial impact on transport properties for any localization of the damaged link.

Limit theorems for quantum walks with memory

Recently Mc Gettrick introduced and studied a discrete-time 2-state quantum walk (QW) with a memory in one dimension. He gave an expression for the amplitude of the QW by path counting method. Moreover he showed that the return probability of the walk is more than 1/2 for any even time. In this paper, we compute the stationary distribution by considering the walk as a 4-state QW without memory. Our result is consistent with his claim. In addition, we obtain the weak limit theorem of the rescaled QW. This behavior is strikingly different from the corresponding classical random walk and the usual 2-state QW without memory as his numerical simulations suggested.

Current fluctuations of a system of one-dimensional random walks in random environment

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current process converges to a Brownian motion. On a smaller scale the current process centered at its quenched mean converges to a mixture of Gaussian processes. These Gaussian processes are similar to those arising from classical random walks, but the environment makes itself felt through an additional Brownian random shift in the spatial argument of the limiting current process.

The quantum Lévy walk

We introduce the quantum Lévy walk to study transport and decoherence in a quantum random model. We have derived from second-order perturbation theory the quantum master equation for a Lévy-like particle that moves along a lattice through scale-free hopping while interacting with a thermal bath of oscillators. The general evolution of the quantum Lévy particle has been solved for different preparations of the system. We examine the evolution of the quantum purity, the localized correlation and the probability to be in a lattice site, all of them leading to important conclusions concerning quantum irreversibility and decoherence features. We prove that the quantum thermal mean-square displacement is finite under a constraint that is different when compared to the classical Weierstrass random walk. We prove that when the mean-square displacement is infinite the density of state has a complex null-set inside the Brillouin zone. We show the existence of a critical behavior in the continuous eigenenergy which is related to its non-differentiability and self-affine characteristics. In general, our approach allows us to study analytically quantum fluctuations and decoherence in a long-range hopping model.

Exploring topological phases with quantum walks

The quantum walk was originally proposed as a quantum mechanical analogue of the classical random walk, and has since become a powerful tool in quantum information science. In this paper, we show that discrete time quantum walks provide a versatile platform for studying topological phases, which are currently the subject of intense theoretical and experimental investigation. In particular, we demonstrate that recent experimental realizations of quantum walks simulate a non-trivial one dimensional topological phase. With simple modifications, the quantum walk can be engineered to realize all of the topological phases which have been classified in one and two dimensions. We further discuss the existence of robust edge modes at phase boundaries, which provide experimental signatures for the non-trivial topological character of the system.

Full revivals in 2D quantum walks

Recurrence of a random walk is described by the Pólya number. For quantum walks, recurrence is understood as the return of the walker to the origin, rather than the full revival of its quantum state. Localization for two-dimensional quantum walks is known to exist in the sense of non-vanishing probability distribution in the asymptotic limit. We show, on the example of the 2D Grover walk, that one can exploit the effect of localization to construct stationary solutions. Moreover, we find full revivals of a quantum state with a period of two steps. We prove that there cannot be longer cycles for a four-state quantum walk. Stationary states and revivals result from interference, which has no counterpart in classical random walks.

SOME RESULTS FOR SKIP-FREE RANDOM WALK

A random walk that is skip-free to the left can only move down one level at a time but can skip up several levels. Such random walk features prominently in many places in applied probability including queuing theory and the theory of branching processes. This article exploits the special structure in this class of random walk to obtain a number of simplified derivations for results that are much more difficult in general cases. Although some of the results in this article have appeared elsewhere, our proof approach is different.

Turn designation, sampling rate and the misidentification of power laws in movement path data using maximum likelihood estimates

Many authors have claimed to observe animal movement paths that appear to be Levy walks, i.e. a random walk where the distribution of move lengths follows an inverse power law. A Levy walk is known to be the optimal search strategy of a particular class of random walks in certain environments; hence, it is important to distinguish correctly between Levy walks and other types of random walks in observed animal movement paths. Evidence of a power law distribution in the step length distribution of observed animal movement paths is often used to classify a particular movement path as a Levy walk. However, there is some doubt about the accuracy of early studies that apparently found Levy walk behaviour. A recently accepted method to determine whether a movement path truly exhibits Levy walk behaviour is based on an analysis of move lengths with a maximum likelihood estimate using Akaike weights. Here, we show that simulated (non-Levy) random walks representing different types of animal movement behaviour (a composite correlated random walk; pooled data from a set of random walks with different levels of correlation and three-dimensional correlated random walks projected into one dimension) can all show apparent power law behaviour typical of Levy walks when using the maximum likelihood estimation method. The probability of the movement path being identified as having a power law step distribution is related to both the sampling rate used by the observer and the way that ‘turns’ or ‘reorientations’ in the movement path are designated. However, identification is also dependent on the nature and properties of the simulated path, and there is currently no standard method of observation and analysis that is robust for all cases. Our results indicate that even apparently robust maximum likelihood methods can lead to a mismatch between pattern and process, as paths arising from non-Levy walks exhibit Levy-like patterns.

Efficient circuits for quantum walks

We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph's method for preparing coherent versions of efficiently integrable probability distributions \cite{GroverRudolph}. This method is intended for use in quantum walk algorithms with polynomial speedups, whose complexity is usually measured in terms of how many times we have to apply a step of a quantum walk \cite{Szegedy}, compared to the number of necessary classical Markov chain steps. We consider a finer notion of complexity including the number of elementary gates it takes to implement each step of the quantum walk with some desired accuracy. The difference in complexity for various implementation approaches is that our method scales linearly in the sparsity parameter and poly-logarithmically with the inverse of the desired precision. The best previously known general methods either scale quadratically in the sparsity parameter, or polynomially in the inverse precision. Our approach is especially relevant for implementing quantum walks corresponding to classical random walks like those used in the classical algorithms for approximating permanents \cite{Vigoda, Vazirani} and sampling from binary contingency tables \cite{Stefankovi}. In those algorithms, the sparsity parameter grows with the problem size, while maintaining high precision is required.

One dimensional quantum walks with memory

We investigate the quantum versions of a one-dimensional random walk, whose corresponding Markov Chain is of order 2. This corresponds to the walk having a memory of one previous step. We derive the amplitudes and probabilities for these walks, and point out how they differ from both classical random walks, and quantum walks without memory.

Efficient circuits for quantum walks

We present an efficient general method for realizing a quantum walk operator corre-sponding to an arbitrary sparse classical random walk. Our approach is based on Groverand Rudolph's method for pre...

Quantum stochastic walks: A generalization of classical random walks and quantum walks

We introduce the quantum stochastic walk (QSW), which determines the evolution of generalized quantum mechanical walk on a graph that obeys a quantum stochastic equation of motion. Using an axiomatic approach, we specify the rules for all possible quantum, classical and quantum-stochastic transitions from a vertex as defined by its connectivity. We show how the family of possible QSWs encompasses both the classical random walk (CRW) and the quantum walk (QW) as special cases, but also includes more general probability distributions. As an example, we study the QSW on a line, the QW to CRW transition and transitions to genearlized QSWs that go beyond the CRW and QW. QSWs provide a new framework to the study of quantum algorithms as well as of quantum walks with environmental effects.

Photons Walking the Line: A Quantum Walk with Adjustable Coin Operations

We present the first robust implementation of a coined quantum walk over five steps using only passive optical elements. By employing a fiber network loop we keep the amount of required resources constant as the walker's position Hilbert space is increased. We observed a non-Gaussian distribution of the walker's final position, thus characterizing a faster spread of the photon wave packet in comparison to the classical random walk. The walk is realized for many different coin settings and initial states, opening the way for the implementation of a quantum-walk-based search algorithm.

A simulation model for dielectric relaxation based on defect diffusion model and waiting time problems

We propose a simulation model for dielectric relaxation based on defect diffusion. The defect diffusion model (DDM) has been used to interpret dielectric relaxation and other relaxation phenomena. The essential feature of the model is a cooperative interaction between the relaxing dipole and its nearest-neighbors, containing defects, and the relaxation can only occur when a defect encounters a dipole. In our model we have taken the motion of defect as a stochastic process characterized by successive waiting time problem rather than classical random walk motion. We present computer simulation result for a simple dipolar model system and the dipole correlation function obtained from this new model under various physical conditions appears to be in the form of a stretched exponential function.

Matrix‐valued Szegő polynomials and quantum random walks

AbstractWe consider quantum random walks (QRW) on the integers, a subject that has been considered in the last few years in the framework of quantum computation.We show how the theory of CMV matrices gives a natural tool to study these processes and to give results that are analogous to those that Karlin and McGregor developed to study (classical) birth‐and‐death processes using orthogonal polynomials on the real line.In perfect analogy with the classical case, the study of QRWs on the set of nonnegative integers can be handled using scalar‐valued (Laurent) polynomials and a scalar‐valued measure on the circle. In the case of classical or quantum random walks on the integers, one needs to allow for matrix‐valued versions of these notions.We show how our tools yield results in the well‐known case of the Hadamard walk, but we go beyond this translation‐invariant model to analyze examples that are hard to analyze using other methods. More precisely, we consider QRWs on the set of nonnegative integers. The analysis of these cases leads to phenomena that are absent in the case of QRWs on the integers even if one restricts oneself to a constant coin. This is illustrated here by studying recurrence properties of the walk, but the same method can be used for other purposes.The presentation here aims at being self‐contained, but we refrain from trying to give an introduction to quantum random walks, a subject well surveyed in the literature we quote. For two excellent reviews, see [1, 9]. See also the recent notes [20]. © 2009 Wiley Periodicals, Inc.

Global mean first-passage times of random walks on complex networks

We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position, the so-called global mean first-passage time (GMFPT). This bound is simply expressed in terms of the equilibrium distribution at the target and implies a minimal scaling of the GMFPT with the network size. We show that this minimal scaling, which can be arbitrarily slow, is realized under the simple condition that the random walk is transient at the target site and independently of the small-world, scale-free, or fractal properties of the network. Last, we put forward that the GMFPT to a specific target is not a representative property of the network since the target averaged GMFPT satisfies much more restrictive bounds.

Epidemics with short and long-range interactions: role of vector dispersal patterns

We study the properties of the SIDRV (Susceptible-Infectious-Detected-Recovered-Vaccinated) model of the epidemic spread with local and non-local infection spread. The local spread is introduced by the nearest neighbors’ interactions while the non-local spread is produced by vectors performing a random walk onto the system topology. Within the model we focus on a study of vectors’ properties and on the interplay between vectors’ characteristics and their dispersal patterns. We search for a type of a random walk which maximizes the time for which vectors are in the infectious state and consequently contribute to the (non-local) infection spread for the longest time. We also search for a type of a random walk which leads to the highest severity of epidemics. On the basis of numerical simulations we can conclude that from the whole considered class of random walks some are favored over others. We also show a very different performance and sensitivity of efficiency measures related to time and epidemics severity. Finally, we assess the role of assumptions taken within the model and discuss its relevance in designing elimination strategies, showing crucial role of local control strategies.

Proliferation of atomic wave packets at the nodes of a standing light wave

A quantum analysis is presented of the motion and internal state of a two-level atom in a strong standing-wave light field. Coherent evolution of the atomic wave-packet, atomic dipole moment, and population inversion strongly depends on the ratio between the detuning from atom-field resonance and a characteristic atomic frequency. In the basis of dressed states, atomic motion is represented as wave-packet motion in two effective optical potentials. At exact resonance, coherent population trapping is observed when an atom with zero momentum is centered at a standing-wave node. When the detuning is comparable to the characteristic atomic frequency, the atom crossing a node may or may not undergo a transition between the potentials with probabilities that are similar in order of magnitude. In this detuning range, atomic wave packets proliferate at the nodes of the standing wave. This phenomenon is interpreted as a quantum manifestation of chaotic transport of classical atoms observed in earlier studies. For a certain detuning range, there exists an interval of initial momentum values such that the atom simultaneously oscillates in an optical potential well and moves as a ballistic particle. This behavior of a wave packet is a quantum analog of a classical random walk of an atom, when it enters and leaves optical potential wells in a seemingly irregular manner and freely moves both ways in a periodic standing light wave. In a far-detuned field, the transition probability between the potentials is low, and adiabatic wave-packet evolution corresponding to regular classical motion of an atom is observed.