Residual diffusivity in elephant random walk models with stops

DOI10.4310/CMS.2018.V16.N7.A12zbMATH Open1409.60073arXiv1705.02711OpenAlexW2963269472WikidataQ128250532 ScholiaQ128250532MaRDI QIDQ667017FDOQ667017

Authors: Jiancheng Lyu, Yifeng Yu, Jack Xin 

Publication date: 12 March 2019

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Abstract: We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability $epsilon$. At any $epsilon>0$, the large time behavior transitions from sub-diffusive at $epsilon=0$ to diffusive in a wedge shaped parameter regime where the diffusivity is strictly above that in the un-perturbed ERWS model in the $epsilondownarrow0$ limit. The perturbed ERWS model is shown to be solvable with the first two moments and their asymptotics calculated exactly in both one and two space dimensions. The model provides a discrete analytical setting of the residual diffusion phenomenon known for the passive scalar transport in chaotic flows (e.g. generated by time periodic cellular flows and statistically sub-diffusive) as molecular diffusivity tends to zero.

Full work available at URL: https://arxiv.org/abs/1705.02711

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zbMATH Keywords

sub-diffusionelephant random walk with stopsmoment analysisresidual diffusivity

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Perturbations of PDEs on manifolds; asymptotics (58J37) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (6)

• Functional limit theorems for the multi-dimensional elephant random walk
• Enhanced diffusivity in perturbed senile reinforced random walk models
• The enhanced strong invariance principle for the elephant random walk
• A martingale approach for the elephant random walk
• On the multi-dimensional elephant random walk
• On the almost sure central limit theorem for the elephant random walk

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