Random Walk Research Articles

Topological comparison of flexible and semiflexible chains in polymer melts with θ-chains.

A central paradigm of polymer physics states that chains in melts behave like random walks as intra- and interchain interactions effectively cancel each other out. Likewise, θ-chains, i.e., chains at the transition from a swollen coil to a globular phase, are also thought to behave like ideal chains, as attractive forces are counterbalanced by repulsive entropic contributions. While the simple mapping to an equivalent Kuhn chain works rather well in most scenarios with corrections to scaling, random walks do not accurately capture the topology and knots, particularly for flexible chains. In this paper, we demonstrate with Monte Carlo and molecular dynamics simulations that chains in polymer melts and θ-chains not only agree on a structural level for a range of stiffnesses but also topologically. They exhibit similar knotting probabilities and knot sizes, both of which are not captured by ideal chain representations. This discrepancy comes from the suppression of small knots in real chains, which is strongest for very flexible chains because excluded volume effects are still active locally and become weaker with increasing semiflexibility. Our findings suggest that corrections to ideal behavior are indeed similar for the two scenarios of real chains and that the structure and topology of a chain in a melt can be approximately reproduced by a corresponding θ-chain.

On the Balance between Emigration and Immigration as Random Walks on Non-Negative Integers

Life is on a razor’s edge resulting from the random competitive forces of birth and death. We illustrate this aphorism in the context of three Markov chain population models where systematic random immigration events promoting growth are simultaneously balanced with random emigration ones provoking thinning. The origin of mass removals is either determined by external demands or by aging, leading to different conditions of stability.

Exact Propagators of One-Dimensional Self-Interacting Random Walks.

Self-interacting random walks (SIRWs) show long-range memory effects that result from the interaction of the random walker at time t with the territory already visited at earlier times t^{'}<t. This class of non-Markovian random walks has applications in contexts as diverse as foraging theory, the behavior of living cells, and even machine learning. Despite this importance and numerous theoretical efforts, the propagator, which is the distribution of the walker's position and arguably the most fundamental quantity to characterize the process, has so far remained out of reach for all but a single class of SIRW. Here we fill this gap and provide an exact and explicit expression for the propagator of two important universality classes of SIRWs, namely, the once-reinforced random walk and the polynomially self-repelling walk. These results give access to key observables, such as the diffusion coefficient, which so far had not been determined. We also uncover an inherently non-Markovian mechanism that tends to drive the walker away from its starting point.

Understanding the dynamics of feeding as a random walk on the feeding-rate axis

Understanding the dynamics of feeding as a random walk on the feeding-rate axis

A local–global principle for nonequilibrium steady states

The global steady state of a system in thermal equilibrium exponentially favors configurations with lesser energy. This principle is a powerful explanation of self-organization because energy is a local property of configurations. For nonequilibrium systems, there is no such property for which an analogous principle holds, hence no common explanation of the diverse forms of self-organization they exhibit. However, a flurry of recent empirical results has shown that a local property of configurations called "rattling" predicts the steady states of some nonequilibrium systems, leading to claims of a far-reaching principle of nonequilibrium self-organization. But for which nonequilibrium systems is rattling accurate, and why? We develop a theory of rattling in terms of Markov processes that gives simple and precise answers to these key questions. Our results show that rattling predicts a broader class of nonequilibrium steady states than has been claimed and for different reasons than have been suggested. Its predictions hold to an extent determined by the relative variance of, and correlation between, the local and global "parts" of a steady state. We show how these quantities characterize the local-global relationships of various random walks on random graphs, spin-glass dynamics, and models of animal collective behavior. Surprisingly, we find that the core idea of rattling is so general as to apply to equilibrium and nonequilibrium systems alike.

High-Speed Fluctuation Analysis of Silver-Nanoparticle SERS in Solutions.

We analyzed the fluctuation of surface-enhanced Raman spectra with a temporal resolution of 25 ms using a conventional electron-multiplying charge-coupled device camera experimental setup. The signal-to-noise ratio of the spectra was improved using density-based spatial cluster analysis with noise. Silver nanoparticles (AgNPs) with different sizes were dispersed as surface-enhanced Raman spectroscopy platforms in violet aqueous solutions. The movement of AgNPs and the fluctuation of the spectra were characterized. The fluctuation (signal ON and OFF) was evaluated on the basis of the time intervals between ON and OFF timing. The behavior of each AgNP solution was explained by a two-dimensional random walk model, which means that the phenomenon was mainly governed by the Brownian motion of the AgNPs in the solution. The fluctuation was also compared among three different Raman modes, one of which showed anomalous behavior.

Branching random walks with regularly varying perturbations

We consider a modification of classical branching random walk, where we add i.i.d. perturbations to the positions of the particles in each generation. In this model, which was introduced and studied by Bandyopadhyay and Ghosh (2023), perturbations take the form 1/θ log X/E where θ is a positive parameter, X has an arbitrary distribution μ and E is exponential with parameter 1, independent of X. Working under finite mean assumption for μ, they proved almost sure convergence of the rightmost position to a constant limit, and identified the weak centered asymptotics when θ does not exceed certain critical parameter θ_0 . This paper complements their work by providing weak centered asymptotics for the case when θ &gt; θ_0 and presenting the results to μ with regularly varying tails. We prove almost sure convergence of the rightmost position and identify the appropriate centering for the weak convergence, which is of form αn + c log n, with constants α, c depending on the ratio of θ and θ_0. We describe the limiting distribution and provide explicitly the constants appearing in the centering.

A framework of integrated differential evolution variants based on adaptive relay mode for global optimization

Differential evolution (DE) is highly competitive in single-objective real parameter optimization. However, there are still some problems with differential evolutionary variants in optimizing complex multimode functions, such as poor solution accuracy and slow convergence. To address these problems, an optimization framework of integrated DE variants based on adaptive relay mode (fDE-ARM) is proposed. In this framework, different DE variants are integrated through two adaptive relay mechanisms to give full play to the advantages of the algorithms, thereby improving the performance of the whole algorithm. For the first adaptive relay mode, when the currently executed algorithm is judged to have converged, the population is updated by Gaussian random walk, and then the optimization is continued through the relay algorithm. For the second adaptive relay mode, the relay condition is determined by the average fitness improvement rate. If the condition is met, the relay algorithm takes over the optimization. At the same time, if the diversity is lower than the threshold, to improve the exploration, the roulette wheel method is used to select some individuals to perform the Gaussian random walk. In addition, a feedback mechanism is introduced in the relay process to avoid false switching. To verify the performance of the proposed algorithm, extensive simulations are performed on CEC2005, CEC2014, CEC2017, and CEC2021 benchmark functions. In addition, three engineering problems are used to test the performance. Compared with some newly proposed optimization algorithms, fDE-ARM is statistically superior to the comparison algorithms in terms of solution accuracy, convergence speed, and stability.

Diffusion process with structural changes for subspace clustering

Spectral clustering-based methods have gained significant popularity in subspace clustering due to their ability to capture the underlying data structure effectively. Standard spectral clustering focuses on only pairwise relationships between data points, neglecting interactions among high-order neighboring points. Integrating the diffusion process can address this limitation by leveraging a Markov random walk. However, ensuring that diffusion methods capture sufficient information while maintaining stability against noise remains challenging. In this paper, we propose the Diffusion Process with Structural Changes (DPSC) method, a novel affinity learning framework that enhances the robustness of the diffusion process. Our approach broadens the scope of nearest neighbors and leverages the dropout idea to generate random transition matrices. Furthermore, inspired by the structural changes model, we use two transition matrices to optimize the iteration rule. The resulting affinity matrix undergoes self-supervised learning and is subsequently integrated back into the diffusion process for refinement. Notably, the convergence of the proposed DPSC is theoretically proven. Extensive experiments on benchmark datasets demonstrate that the proposed method outperforms existing subspace clustering methods. The code of our proposed DPSC is available at https://github.com/zhudafa/DPSC.

The Poisson boundary of lampshuffler groups

AbstractWe study random walks on the lampshuffler group $$\textrm{FSym}(H)\rtimes H$$ FSym ( H ) ⋊ H , where H is a finitely generated group and $$\textrm{FSym}(H)$$ FSym ( H ) is the group of finitary permutations of H. We show that for any step distribution $$\mu $$ μ with a finite first moment that induces a transient random walk on H, the permutation coordinate of the random walk almost surely stabilizes pointwise. Our main result states that for $$H=\mathbb {Z}$$ H = Z , the above convergence completely describes the Poisson boundary of the random walk $$(\textrm{FSym}(\mathbb {Z})\rtimes \mathbb {Z},\mu )$$ ( FSym ( Z ) ⋊ Z , μ ) .

D e ME t RIS: Counting (near)-Cliques by Crawling

We study the problem of approximately counting cliques and near cliques in a graph, where the access to the graph is only available through crawling its vertices. This model has been introduced recently to capture real-life scenarios in which the entire graph is too massive to be stored as a whole or be scanned entirely. Sampling vertices independently is non-trivial in this model, thus algorithms which rely on sampling often use a random walk. The goal is to provide an accurate estimate by seeing only a small portion of the graph. This model is known as the random walk model or the neighborhood query model. We introduce D e ME t RIS: Dense Motif Estimation through Random Incident Sampling. This method provides a scalable algorithm for clique and near clique counting in the random walk model. We prove the correctness of our algorithm through rigorous mathematical analysis and extensive experiments. Both our theoretical results and our experiments show that D e ME t RIS obtains a high precision estimation by only crawling a sub-linear portion on vertices. Therefore, we demonstrate a significant improvement over previous known results.

Graph node classification algorithm based on similarity random walk aggregation

Aiming at the relatively low accuracy of methods such as MLP and GCN in heterogeneous graph node classification tasks, this paper proposes a graph neural network based on similarity random walk aggregation (SRW-GNN). Most existing node classification methods usually take neighbor nodes as neighborhoods, but the target node and its neighbors in heterogeneous graphs usually belong to different categories. To reduce the impact of heterogeneity on node embedding, SRW-GNN uses the similarity between nodes as probability to perform random walks and takes the sampled paths as neighborhoods to obtain more homogeneous information. The order in which nodes appear in the path is particularly critical for capturing neighborhood information. However, most existing GNN aggregators are insensitive to node order. This paper introduces a path aggregator based on recurrent neural network (RNN) to simultaneously extract the features and order information of nodes in the path. In addition, nodes have different preferences for different paths. In order to adaptively learn the importance of different paths in node encoding, an attention mechanism is used to dynamically adjust the contribution of each path to the final embedding. Experimental results on multiple commonly used heterogeneous graph datasets show that the accuracy of this method is significantly better than that of MLP, GCN, H2GCN, HOG-GCN and other methods, verifying its effectiveness in heterogeneous graph node classification tasks.

Monte Carlo safeguarding of key links through multiple random walks in large network

Safeguarding important links is a useful way to promote network vulnerability, especially in sparse networks where random link failures can disconnect the network. Sustaining network connectivity is the main goal of safeguarding and can be handled by selectively safeguarding links belonging to certain cuts of a network. However, due to the inherent high complexity of cut enumeration, existing algorithms can only handle small‐scale networks with limited nodes. It is important to find practical algorithms that are feasible for large‐scale graphs, as a significant portion of real‐world graphs under investigation are not as small as dozens of nodes. To address the problem, we propose to use a high‐precision approximate approach to accelerate the first step of the two‐step safeguard process and thus accelerate the whole process. A Monte Carlo algorithm is proposed to exploit efficient random paths for small cuts enumeration, which can help locate important edges with high probability in large‐scale sparse networks. These edges will then be utilized to find the approximated minimum cost edge set whose safeguarding can sustain the expected network connectivity. The algorithm is validated using various sizes of graphs of random/Barbasi–Albert scale‐free/Clustered scale‐free/unit disk/Watts–Strogatz small‐world and real‐world graphs. The experimental results show that the algorithm can perfectly sustain the network connectivity, and the acceleration ratio of more than 105 can be achieved with a little additional overhead. Specifically, in large graphs of one million nodes, approximated safeguard solutions survive at least 99.9% random link failures, and the solution time can be further reduced to dozens of seconds when the algorithm steps are easily implemented in full parallel.

Monte Carlo methods in the manifold of Hartree-Fock-Bogoliubov wave functions.

We explore the possibility of implementing random walks in the manifold of Hartree-Fock-Bogoliubov wave functions. The goal is to extend state-of-the-art quantum Monte Carlo approaches, in particular the constrained-path auxiliary-field quantum Monte Carlo technique, to systems where finite pairing order parameters or complex pairing mechanisms, e.g., Fulde-Ferrell-Larkin-Ovchinnikov pairing or triplet pairing, may be expected. Leveraging the flexibility to define a vacuum state tailored to the physical problem, we discuss a method to use imaginary-time evolution of Hartree-Fock-Bogoliubov states to compute ground state correlations, extending beyond situations spanned by current formalisms. Illustrative examples are provided.

Efficient random walks for generating random fuzzy measures in Möbius representation in large universe

Random generation of fuzzy measures plays a pivotal role in large-scale decision-making and optimization. Random walks ensure uniform generation and adequate coverage. The Möbius representation of set functions is a valuable tool for establishing the sparse structure of fuzzy measures, with its non-negativity closely linked to monotonicity and convexity/supermodularity checking. We propose three efficient methods for monotonicity verification and convexity/supermodularity verification applicable to random walks in Möbius representations, specifically tailored for universal sets larger than ten inputs and k-order fuzzy measures. We first present the baseline methods by directly inspecting monotonicity and convexity constraints. Building on the observation that the majority of initially generated values exhibit non-negativity, we intentionally track negative Möbius values to enhance the computational performance of these baseline approaches. Further, we introduce the more agile methods that employ insertion and merge sorting techniques for both monotonicity and convexity checks in random walks that involve small perturbations of fuzzy measures. To address sparsity in large-scale scenarios, we focus on two major types of measures: k-additive and k-interactive measures, demonstrating their effectiveness through theoretical analysis and experimental results.

Upscaling transport in heterogeneous media featuring local-scale dispersion: Flow channeling, macro-retardation and parameter prediction

Many theoretical treatments of transport in heterogeneous Darcy flows consider advection only. When local-scale dispersion is neglected, flux weighting persists over time; mean Lagrangian and Eulerian flow velocity distributions relate simply to each other and to the variance of the underlying hydraulic conductivity field. Local-scale dispersion complicates this relationship, potentially causing initially flux-weighted solute to experience lower-velocity regions as well as Taylor-type macrodispersion due to transverse solute movement between adjacent streamlines. To investigate the interplay of local-scale dispersion with conductivity log-variance, correlation length, and anisotropy, we perform a Monte Carlo study of flow and advective-dispersive transport in spatially-periodic 2D Darcy flows in large-scale, high-resolution multivariate Gaussian random conductivity fields. We observe flow channeling at all heterogeneity levels and quantify its extent. We find evidence for substantial effective retardation in the upscaled system, associated with increased flow channeling, and observe limited Taylor-type macrodispersion, which we physically explain. A quasi-constant Lagrangian velocity is achieved within a short distance of release, allowing usage of a simplified continuous-time random walk (CTRW) model we previously proposed in which the transition time distribution is understood as a temporal mapping of unit time in an equivalent system with no flow heterogeneity. The numerical data set is modeled with such a CTRW; we show how dimensionless parameters defining the CTRW transition time distribution are predicted by dimensionless heterogeneity statistics and provide empirical equations for this purpose.

Random Walk Modeling of Conductive Heat Transport in Discontinuous Media

AbstractWe consider heat transport within a discontinuous domain by relying on the modeling approach proposed by Baioni et al. Such approach has been specifically designed to address diffusive processes in media with discontinuous physical properties and generalized boundary conditions at the discontinuities. Three algorithms are here applied to estimate the conductive heat transport in a bimaterial medium. The algorithms undergo testing using two test cases that share the same computational domain but differ in terms of their initial conditions. According to the numerical results all the algorithms ensure the conservation of thermal energy and preserve thermal equilibrium under steady state conditions. The Generalized Uffink Method (GUM) and Generalized HYMLA demonstrate sensitivity to the choice of the time step, whereas the Generalized Skew Brownian Motion appears to be unaffected by the value of $$\Delta t$$ Δ t . The GUM algorithm presents an optimal trade-off between accuracy and computational time.

A Kalman-filter based strategy for space-frequency force reconstruction

This contribution presents a Kalman filtering strategy for space-frequency reconstruction of mechanical sources. The proposed approach is based on the definition of an appropriate state-space model, where the state equation assumes that the force vector follows a random walk behavior, while the observation equation is the classical linear relationship between the force and the measured response through the transfer function matrix of the considered structure. One of the main challenges of the proposed approach is the fine-tuning of the covariance matrix associated with the process noise. In this work, it is estimated and adapted at each frequency during the filtering procedure. A numerical experiment is performed on a simply supported beam excited by a broadband point mechanical force to evaluate the reconstruction performance of the proposed approach. Further comparisons with other regularization strategies are also proposed to provide a fair overview of the results obtained.

Lattice random walk dynamics with stochastic resetting in heterogeneous space

Abstract We examine the diffusive dynamics of a lattice random walk subject to resetting in a one-dimensional spatially heterogeneous environment composed of two media separated by an interface. At random times the walker may reset its position to the interface, but only when in the left medium. In addition the spatial heterogeneity results from having unequal diffusivities and biases in the two media. We construct the Master equation for the dynamics of the walker occupation probability in unbounded space, solve it exactly in terms of generating functions, and analyse the dynamics of the first and second moment. Making use of the closed form solution in the unbounded case, we build the analytic solution of the Master equation in finite and semi-infinite domains. By bounding the space on the right with a reflecting boundary we study the first-passage dynamics to a single fully absorbing target placed in the left medium away from the interface. As reset strongly increases the time to reach the target, we find that the first-passage dynamics enter the motion-limited regime even for relative small resetting probability. We also identify a surprising non-monotonic dependence of the first-passage probability mode as a function of the bias. By deriving an analytic expression for the mean first-passage time, we show when its value is independent of the diffusivity and bias in the left medium, uncovering another example of the so-called mean disorder indifference phenomenon.

Mutation‐Guided Metamorphic Testing of Optimality in AI Planning

ABSTRACTAutonomous systems such as space‐ or underwater‐exploration robots or elderly people assistance robots often include an artificial intelligence (AI) planner as a component. Starting from the initial state of a system, an AI planner automatically generates sequential plans to reach final states that satisfy user‐specified goals. Generating plans having a minimum number of intermediate steps or taking the least time to execute is usually strongly desired, as these plans exhibit minimal costs. Unfortunately, testing if an AI planner generates optimal plans is almost impossible because the expected cost of these plans is usually unknown. Based on mutation adequacy test suite selection, this article proposes a novel metamorphic testing framework for detecting the lack of optimality in AI planners. The general idea is to perform a systematic but non‐exhaustive state space exploration from the initial state and to select mutant‐adequate states to instantiate new planning tasks as follow‐up test cases. We then check a metamorphic relation between the automatically generated solutions of the AI planner for these new test cases and the cost of the initial plan. We implemented this metamorphic testing framework in a tool called MorphinPlan. Our experimental evaluation shows that MorphinPlan can detect non‐optimal behaviour in both mutated AI planners and off‐the‐shelf, configurable planners. It also shows that our proposed mutation adequacy test selection strategy outperforms three alternative test generation and selection strategies, including both random state selection and random walks through the state space in terms of mutation scores.