Fractional random walk lattice dynamics

DOI10.1088/1751-8121/AA5173MaRDI QIDQ2965735zbMATHOpenAlexFDO

Authors Alejandro P. Riascos, T. Michelitsch, B. Collet, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau

Publication date 3 March 2017

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.08762

zbMATH Keywords

random walksnetwork dynamicsfractional Laplacian matrixLevy flightsanomalous diffusion and transport on networksfractional random walks

Mathematics Subject Classification ID

Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Statistical mechanics of crystals (82D25) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Transport processes in time-dependent statistical mechanics (82C70)

Abstract: We analyze time-discrete and continuous `fractional' random walks on undirected regular networks with special focus on cubic periodic lattices in $n=1,2,3,\mathrm{..}$ dimensions. The fractional random walk dynamics is governed by a master equation involving {it fractional} powers of Laplacian matrices $L^{fracalpha2}$}where $alpha=2$ recovers the normal walk. First we demonstrate that the interval $0<alphaleq2$ is admissible for the fractional random walk. We derive analytical expressions for fractional transition matrix and closely related the average return probabilities. We further obtain the fundamental matrix $Z^{(alpha)}$, and the mean relaxation time (Kemeny constant) for the fractional random walk. The representation for the fundamental matrix $Z^{(alpha)}$ relates fractional random walks with normal random walks. We show that the fractional transition matrix elements exhibit for large cubic $n$-dimensional lattices a power law decay of an $n$-dimensional infinite space Riesz fractional derivative type indicating emergence of L'evy flights. As a further footprint of L'evy flights in the $n$-dimensional space, the fractional transition matrix and fractional return probabilities are dominated for large times $t$ by slowly relaxing long-wave modes leading to a characteristic $t^{-fracnalpha}$-decay. It can be concluded that, due to long range moves of fractional random walk, a small world property is emerging increasing the efficiency to explore the lattice when instead of a normal random walk a fractional random walk is chosen.

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• On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival
• Lie symmetry analysis and exact solution of certain fractional ordinary differential equations
• Space-time fractional nonlinear partial differential equations: symmetry analysis and conservation laws
• Fractional dynamics on circulant multiplex networks: optimal coupling and long-range navigation for continuous-time random walks
• Fractional diffusion on circulant networks: emergence of a dynamical small world
• Inverse source in two-parameter anomalous diffusion, numerical algorithms, and simulations over graded time meshes
• A time-fractional generalised advection equation from a stochastic process
• Recurrence of random walks with long-range steps generated by fractional Laplacian matrices on regular networks and simple cubic lattices
• Random walks with long-range steps generated by functions of Laplacian matrices

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