Evy Walks Research Articles

Transport on intermediate time scales in flows with cat's eye patterns.

We consider the advection-diffusion transport of tracers in a one-parameter family of plane periodic flows where the patterns of streamlines feature regions of confined circulation in the shape of "cat's eyes," separated by meandering jets with ballistic motion inside them. By varying the parameter, we proceed from the regular two-dimensional lattice of eddies without jets to the sinusoidally modulated shear flow without eddies. When a weak thermal noise is added, i.e., at large Péclet numbers, several intermediate time scales arise, with qualitatively and quantitatively different transport properties: depending on the parameter of the flow, the initial position of a tracer, and the aging time, motion of the tracers ranges from subdiffusive to superballistic. We report on results of extensive numerical simulations of the mean-squared displacement for different initial conditions in ordinary and aged situations. These results are compared with a theory based on a Lévy walk that describes the intermediate-time ballistic regime and gives a reasonable description of the behavior for a certain class of initial conditions. The interplay of the walk process with internal circulation dynamics in the trapped state results at intermediate time scales in nonmonotonic characteristics of aging not captured by the Lévy walk model.

Emergence of Lévy Walks from Second-Order Stochastic Optimization.

In natural foraging, many organisms seem to perform two different types of motile search: directed search (taxis) and random search. The former is observed when the environment provides cues to guide motion towards a target. The latter involves no apparent memory or information processing and can be mathematically modeled by random walks. We show that both types of search can be generated by a common mechanism in which Lévy flights or Lévy walks emerge from a second-order gradient-based search with noisy observations. No explicit switching mechanism is required-instead, continuous transitions between the directed and random motions emerge depending on the Hessian matrix of the cost function. For a wide range of scenarios, the Lévy tail index is α=1, consistent with previous observations in foraging organisms. These results suggest that adopting a second-order optimization method can be a useful strategy to combine efficient features of directed and random search.

Lévy walks in nonhomogeneous environments.

The Lévy walk process with rests is discussed. The jumping time is governed by an α-stable distribution with α>1 while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a nonhomogeneous trap distribution. The master equation is derived and solved in the asymptotic limit for a power-law form of the jumping rate. The relative density of resting and flying particles appears time-dependent, and the asymptotic form of both distributions obeys a stretched-exponential shape at large time. The diffusion properties are discussed, and it is demonstrated that, due to the heterogeneous trap structure, the enhanced diffusion, observed for the homogeneous case, may turn to a subdiffusion. The density distributions and mean squared displacements are also evaluated from Monte Carlo simulations of individual trajectories.

Lévy flights versus Lévy walks in bounded domains.

Lévy flights and Lévy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities is the discontinuity versus continuity of their trajectories and infinite versus finite propagation velocity. As a consequence, a well-developed theory of Lévy flights is associated with their pathological physical properties, which in turn are resolved by the concept of Lévy walks. Here, we explore Lévy flight and Lévy walk models on bounded domains, examining their differences and analogies. We investigate analytically and numerically whether and under which conditions both approaches yield similar results in terms of selected statistical observables characterizing the motion: the survival probability, mean first passage time, and stationary probability density functions. It is demonstrated that the similarity of the models is affected by the type of boundary conditions and the value of the stability index defining the asymptotics of the jump length distribution.

Superdiffusive Dispersals Impart the Geometry of Underlying Random Walks.

It is recognized now that a variety of real-life phenomena ranging from diffusion of cold atoms to the motion of humans exhibit dispersal faster than normal diffusion. Lévy walks is a model that excelled in describing such superdiffusive behaviors albeit in one dimension. Here we show that, in contrast to standard random walks, the microscopic geometry of planar superdiffusive Lévy walks is imprinted in the asymptotic distribution of the walkers. The geometry of the underlying walk can be inferred from trajectories of the walkers by calculating the analogue of the Pearson coefficient.

Explicit densities of multidimensional ballistic Lévy walks.

Lévy walks have proved to be useful models of stochastic dynamics with a number of applications in the modeling of real-life phenomena. In this paper we derive explicit formulas for densities of the two- (2D) and three-dimensional (3D) ballistic Lévy walks, which are most important in applications. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D Lévy walks are expressed in terms of hypergeometric functions and the right-side Riemann-Liouville fractional derivative, which allows us to efficiently evaluate them numerically. The theoretical results agree perfectly with Monte Carlo simulations.

Discriminating topology in galaxy distributions using network analysis

(abridged) The large-scale distribution of galaxies is generally analyzed using the two-point correlation function. However, this statistic does not capture the topology of the distribution, and it is necessary to resort to higher order correlations to break degeneracies. We demonstrate that an alternate approach using network analysis can discriminate between topologically different distributions that have similar two-point correlations. We investigate two galaxy point distributions, one produced by a cosmological simulation and the other by a L\'evy walk. For the cosmological simulation, we adopt the redshift $z = 0.58$ slice from Illustris (Vogelsberger et al. 2014A) and select galaxies with stellar masses greater than $10^8$$M_\odot$. The two point correlation function of these simulated galaxies follows a single power-law, $\xi(r) \sim r^{-1.5}$. Then, we generate L\'evy walks matching the correlation function and abundance with the simulated galaxies. We find that, while the two simulated galaxy point distributions have the same abundance and two point correlation function, their spatial distributions are very different; most prominently, \emph{filamentary structures}, absent in L\'evy fractals. To quantify these missing topologies, we adopt network analysis tools and measure diameter, giant component, and transitivity from networks built by a conventional friends-of-friends recipe with various linking lengths. Unlike the abundance and two point correlation function, these network quantities reveal a clear separation between the two simulated distributions; therefore, the galaxy distribution simulated by Illustris is not a L\'evy fractal quantitatively. We find that the described network quantities offer an efficient tool for discriminating topologies and for comparing observed and theoretical distributions.

On a Finite Range Decomposition of the Resolvent of a Fractional Power of the Laplacian

We prove the existence as well as regularity of a finite range decomposition for the resolvent $G_{\alpha} (x-y,m^2) = ((-\Delta)^{\alpha\over 2} + m^{2})^{-1} (x-y) $, for $0<\alpha<2$ and all real $m$, in the lattice ${\mathbf Z}^{d}$ as well as in the continuum ${\mathbf R}^{d}$ for dimension $d\ge 2$. This resolvent occurs as the covariance of the Gaussian measure underlying weakly self- avoiding walks with long range jumps (stable L\'evy walks) as well as continuous spin ferromagnets with long range interactions in the long wavelength or field theoretic approximation. The finite range decomposition should be useful for the rigorous analysis of both critical and off-critical renormalisation group trajectories. The decomposition for the special case $m=0$ was known and used earlier in the renormalisation group analysis of critical trajectories for the above models below the critical dimension $d_c =2\alpha$. This revised version makes some changes, adds new material, and also corrects some errors in the previous version. It refers to the author's published article with the same title in J Stat Phys (2016) 163: 1235-1246, as well as to an erratum to be published in J Stat Phys.

Steering random walks with kicked ultracold atoms

A kicking sequence of the atom optics kicked rotor at quantum resonance can be interpreted as a quantum random walk in momentum space. We show how to steer such a random walk by applying a random sequence of intensities and phases of the kicking lattice chosen according to a probability distribution. This distribution converts on average into the final momentum distribution of the kicked atoms. In particular, it is shown that a power-law distribution for the kicking strengths results in a L\'evy walk in momentum space and in a power-law with the same exponent in the averaged momentum distribution. Furthermore, we investigate the stability of our predictions in the context of a realistic experiment with Bose-Einstein condensates.

Lévy walks

L\'evy walks are random walks in which the distribution of step length does not decay exponentially and the velocity of the moving particle is finite. Building on earlier concepts, they reconcile anomalously fast diffusion with a finite propagation speed and have applications that range from basic statistical mechanics and transport theory to optics, cold atom dynamics, and biophysics. This review gives an introduction to this important class of models and discusses applications in both physics and biology.

Infinite densities for Lévy walks.

Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since it does not fall into a unique category of motion, e.g., the known diffusion equations and central limit theorems fail to describe both aspects. In this paper we resolve this problem by resorting to the concept of infinite density. Using the widely applicable Lévy walk model, we find a general expression for the corresponding non-normalized density which is fully determined by the particles velocity distribution, the anomalous diffusion exponent α, and the diffusion coefficient K(α). We explain how infinite densities play a central role in the description of dynamics of a large class of physical processes and discuss how they can be evaluated from experimental or numerical data.

Machta-Zwanzig regime of anomalous diffusion in infinite-horizon billiards.

We study diffusion on a periodic billiard table with an infinite horizon in the limit of narrow corridors. An effective trapping mechanism emerges according to which the process can be modeled by a Lévy walk combining exponentially distributed trapping times with free propagation along paths whose precise probabilities we compute. This description yields an approximation of the mean squared displacement of infinite-horizon billiards in terms of two transport coefficients, which generalizes to this anomalous regime the Machta-Zwanzig approximation of normal diffusion in finite-horizon billiards [J. Machta and R. Zwanzig, Phys. Rev. Lett. 50, 1959 (1983)PRLTAO0031-900710.1103/PhysRevLett.50.1959].

Signatures of Lévy flights with annealed disorder.

We present theoretical and experimental results of Lévy flights of light originating from a random walk of photons in a hot atomic vapor. In contrast to systems with quenched disorder, this system does not present any correlations between the position and the step length of the random walk. In an analytical model based on microscopic first principles including Doppler broadening we find anomalous Lévy-type superdiffusion corresponding to a single-step size distribution P(x)∝x^{-(1+α)}, with α≈1. We show that this step size distribution leads to a violation of Ohm's law [T_{diff}∝L^{-α/2}≠L^{-1}], as expected for a Lévy walk of independent steps. Furthermore, the spatial profile of the transmitted light develops power-law tails [T_{diff}(r)∝r^{-3-α}]. In an experiment using a slab geometry with hot Rb vapor, we measured the total diffuse transmission T_{diff} and the spatial profile of the transmitted light T_{diff}(r). We obtained the microscopic Lévy parameter α under macroscopic multiple scattering conditions paving the way to investigation of Lévy flights in different atomic physics and astrophysics systems.

Nonergodic subdiffusion from Brownian motion in an inhomogeneous medium.

Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random diffusivities. The particle is never trapped but rather performs continuous Brownian motion with the local diffusion constant. Under simple assumptions on the distribution of the sizes and diffusivities, we find that the mean squared displacement displays subdiffusion due to nonergodicity for both annealed and quenched disorder. The model is formulated as a walk continuous in both time and space, similar to the Lévy walk.

No-go theorem for ergodicity and an Einstein relation

We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements (MSD) is broken, and/or the generalized Einstein relation for time averaged diffusivity and mobility is invalid, which is in complete contrast to normal diffusion processes. We also give a general relation for the time averages of drift and MSD for ergodic (in the MSD sense) anomalous diffusion processes, showing that the ratio of these quantities depends on the measurement time. The Lévy walk model is used to exemplify the no-go theorem.

Time-averaged Einstein relation and fluctuating diffusivities for the Lévy walk

The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle tracking experiments. The ballistic phase of the motion is non-ergodic and we obtain analytical expressions for the fluctuations of $\bar{\delta^2}$. For enhanced sub-ballistic diffusion we observe numerically apparent ergodicity breaking on long time scales. As observed by Akimoto \textit{Phys. Rev. Lett.} \textbf{108}, 164101 (2012) deviations of temporal averages $\bar{\delta^2}$ from the ensemble average $< x^2 >$ depend on the initial preparation of the system, and here we quantify this discrepancy from normal diffusive behavior. Time averaged response to a bias is considered and the resultant generalized Einstein relations are discussed.

Exact solution of a Lévy walk model for anomalous heat transport

The Lévy walk model is studied in the context of the anomalous heat conduction of one-dimensional systems. In this model, the heat carriers execute Lévy walks instead of normal diffusion as expected in systems where Fourier's law holds. Here we calculate exactly the average heat current, the large deviation function of its fluctuations, and the temperature profile of the Lévy walk model maintained in a steady state by contact with two heat baths (the open geometry). We find that the current is nonlocally connected to the temperature gradient. As observed in recent simulations of mechanical models, all the cumulants of the current fluctuations have the same system-size dependence in the open geometry. For the ring geometry, we argue that a size-dependent cutoff time is necessary for the Lévy walk model to behave like mechanical models. This modification does not affect the results on transport in the open geometry for large enough system sizes.

Long-range navigation on complex networks using Lévy random walks

We introduce a strategy of navigation in undirected networks, including regular, random, and complex networks, that is inspired by Lévy random walks, generalizing previous navigation rules. We obtained exact expressions for the stationary probability distribution, the occupation probability, the mean first passage time, and the average time to reach a node on the network. We found that the long-range navigation using the Lévy random walk strategy, compared with the normal random walk strategy, is more efficient at reducing the time to cover the network. The dynamical effect of using the Lévy walk strategy is to transform a large-world network into a small world. Our exact results provide a general framework that connects two important fields: Lévy navigation strategies and dynamics on complex networks.

Scattering lengths and universality in superdiffusive Lévy materials

We study the effects of scattering lengths on Lévy walks in quenched, one-dimensional random and fractal quasilattices, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling properties of the random-walk probability distribution, we show that the effect of the varying scattering length can be reabsorbed in the multiplicative coefficient of the scaling length. This leads to a superscaling behavior, where the dy-namical exponents and also the scaling functions do not depend on the value of the scattering length. Within the scaling framework, we obtain an exact expression for the multiplicative coefficient as a function of the scattering length both in the annealed and in the quenched random and fractal cases. Our analytic results are compared with numerical simulations, with excellent agreement, and are supposed to hold also in higher dimensions.

Anomalous diffusion in run-and-tumble motion

A random walk scheme, consisting of alternating phases of regular Brownian motion and Lévy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and short-time behavior of the mean squared displacement of the walker as depending on the properties of the dwelling time distribution in each phase. Depending on these distributions, normal diffusion, superdiffusion, and ballistic spreading may arise.