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Branching exponential flights: travelled lengths and collision statistics  [PDF]
Andrea Zoia,Eric Dumonteil,Alain Mazzolo,Sameh Mohamed
Physics , 2012, DOI: 10.1088/1751-8113/45/42/425002
Abstract: The evolution of several physical and biological systems, ranging from neutron transport in multiplying media to epidemics or population dynamics, can be described in terms of branching exponential flights, a stochastic process which couples a Galton-Watson birth-death mechanism with random spatial displacements. Within this context, one is often called to assess the length $\ell_V$ that the process travels in a given region $V$ of the phase space, or the number of visits $n_V$ to this same region. In this paper, we address this issue by resorting to the Feynman-Kac formalism, which allows characterizing the full distribution of $\ell_V$ and $n_V$ and in particular deriving explicit moment formulas. Some other significant physical observables associated to $\ell_V $ and $n_V$, such as the survival probability, are discussed as well, and results are illustrated by revisiting the classical example of the rod model in nuclear reactor physics.
Residence time and collision statistics for exponential flights: the rod problem revisited  [PDF]
Andrea Zoia,Eric Dumonteil,Alain Mazzolo
Physics , 2011, DOI: 10.1103/PhysRevE.84.021139
Abstract: Many random transport phenomena, such as radiation propagation, chemical/biological species migration, or electron motion, can be described in terms of particles performing {\em exponential flights}. For such processes, we sketch a general approach (based on the Feynman-Kac formalism) that is amenable to explicit expressions for the moments of the number of collisions and the residence time that the walker spends in a given volume as a function of the particle equilibrium distribution. We then illustrate the proposed method in the case of the so-called {\em rod problem} (a 1d system), and discuss the relevance of the obtained results in the context of Monte Carlo estimators.
Leapover lengths and first passage time statistics for Lévy flights  [PDF]
Tal Koren,Michael A. Lomholt,Aleksei V. Chechkin,Joseph Klafter,Ralf Metzler
Physics , 2007, DOI: 10.1103/PhysRevLett.99.160602
Abstract: Exact results for the first passage time and leapover statistics of symmetric and one-sided Levy flights (LFs) are derived. LFs with stable index alpha are shown to have leapover lengths, that are asymptotically power-law distributed with index alpha for one-sided LFs and, surprisingly, with index alpha/2 for symmetric LFs. The first passage time distribution scales like a power-law with index 1/2 as required by the Sparre Andersen theorem for symmetric LFs, whereas one-sided LFs have a narrow distribution of first passage times. The exact analytic results are confirmed by extensive simulations.
Levy flights in confining environments: Random paths and their statistics  [PDF]
M. Zaba,P. Garbaczewski,V. Stephanovich
Physics , 2012, DOI: 10.1016/j.physa.2013.04.028
Abstract: We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental inhomogeneities), the pertinent random motion asymptotically sets down at the Boltzmann-type equilibrium, represented by a probability density function (pdf) $\rho_*(x) \sim \exp [-\Phi (x)]$. Since there is no Langevin representation of the dynamics in question, our main goal here is to establish the appropriate path-wise description of the underlying jump-type process and next infer the $\rho (x,t)$ dynamics directly from the random paths statistics. A priori given data are jump transition rates entering the master equation for $\rho (x,t)$ and its target pdf $\rho_*(x)$. We use numerical methods and construct a suitable modification of the Gillespie algorithm, originally invented in the chemical kinetics context. The generated sample trajectories show up a qualitative typicality, e.g. they display structural features of jumping paths (predominance of small vs large jumps) specific to particular stability indices $\mu \in (0,2)$.
Collision densities and mean residence times for $d$-dimensional exponential flights  [PDF]
Andrea Zoia,Eric Dumonteil,Alain Mazzolo
Physics , 2010, DOI: 10.1103/PhysRevE.83.041137
Abstract: In this paper we analyze some aspects of {\em exponential flights}, a stochastic process that governs the evolution of many random transport phenomena, such as neutron propagation, chemical/biological species migration, or electron motion. We introduce a general framework for $d$-dimensional setups, and emphasize that exponential flights represent a deceivingly simple system, where in most cases closed-form formulas can hardly be obtained. We derive a number of novel exact (where possible) or asymptotic results, among which the stationary probability density for 2d systems, a long-standing issue in Physics, and the mean residence time in a given volume. Bounded or unbounded, as well as scattering or absorbing domains are examined, and Monte Carlo simulations are performed so as to support our findings.
Universal statistics of longest lasting records of random walks and Lévy flights  [PDF]
Claude Godreche,Satya N. Majumdar,Gregory Schehr
Physics , 2014, DOI: 10.1088/1751-8113/47/25/255001
Abstract: We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(\eta)$ of the jumps $\eta_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time up to which a record survives. Depending on how the age of the current last record is defined, we propose three distinct sequences of ages (indexed by $\alpha$ = I, II, III) associated to a given sequence of records. We then focus on the longest lasting record, which is the longest element among this sequence of ages. To characterize the statistics of these longest lasting records, we compute: (i) the probability that the record of the longest age is broken at step $n$, denoted by $Q^{\alpha}(n)$, which we call the probability of record breaking and: (ii) the duration of the longest lasting record, $\ell_{\max}^{\alpha}(n)$. We show that both $Q^{\alpha}(n)$ and the full statistics of $\ell_{\max}^{\alpha}(n)$ are universal, i.e. independent of the jump distribution $p(\eta)$. We compute exactly the large $n$ asymptotic behaviors of $Q^{\alpha}(n)$ as well as $\langle \ell_{\max}^{\alpha}(n)\rangle$ (when it exists) and show that each case gives rise to a different universal constant associated to random walks (including L\'evy flights). While two of them appeared before in the excursion theory of Brownian motion, for which we provide here a simpler derivation, the third case gives rise to a non-trivial new constant $C^{\rm III} = 0.241749 \ldots$ associated to the records of random walks. Other observables characterizing the ages of the records, exhibiting an interesting universal behavior, are also discussed.
Lévy Statistics and Anomalous Transport: Lévy flights and Subdiffusion  [PDF]
Ralf Metzler,Aleksei V. Chechkin,Joseph Klafter
Physics , 2007,
Abstract: Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
Collision statistics of driven granular materials  [PDF]
Daniel L. Blair,A. Kudrolli
Physics , 2002, DOI: 10.1103/PhysRevE.67.041301
Abstract: We present an experimental investigation of the statistical properties of spherical granular particles on an inclined plane that are excited by an oscillating side-wall. The data is obtained by high-speed imaging and particle tracking techniques. We identify all particles in the system and link their positions to form trajectories over long times. Thus, we identify particle collisions to measure the effective coefficient of restitution and find a broad distribution of values for the same impact angles. We find that the energy inelasticity can take on values greater than one, which implies that the rotational degrees play an important role in energy transfer. We also measure the distance and the time between collision events in order to directly determine the distribution of path lengths and the free times. These distributions are shown to deviate from expected theoretical forms for elastic spheres, demonstrating the inherent clustering in this system. We describe the data with a two-parameter fitting function and use it to calculated the mean free path and collision time. We find that the ratio of these values is consistent with the average velocity. The velocity distribution are observed to be strongly non-Gaussian and do not demonstrate any apparent universal behavior. We report the scaling of the second moment, which corresponds to the granular temperature, and higher order moments as a function of distance from the driving wall. Additionally, we measure long time correlation functions in both space and in the velocities to probe diffusion in a dissipative gas.
Electromagnetic Absorption in an Anisotropic Layered Superconductor  [PDF]
Mario Palumbo,M. J. Graf
Physics , 1995, DOI: 10.1103/PhysRevB.53.2261
Abstract: We calculate the infrared conductivity tensor of a layered superconductor considering two different order parameter symmetries: strongly anisotropic $s$-wave with line nodes, and pure ($d_{x^2-y^2}$) $d$-wave. The calculations are performed within the quasiclassical theory of superconductivity and include the effects of non-magnetic scattering processes. We discuss to what extent measurements of the optical absorption can be relied upon to distinguish between these two order parameter symmetries.
Crossing Statistics of Anisotropic Stochastic Surface  [PDF]
M. Ghasemi Nezhadhaghighi,S. M. S. Movahed,T. Yasseri,S. M. Vaez Allaei
Physics , 2015,
Abstract: We use crossing statistics and its generalization to determine the anisotropic direction imposed on a stochastic fields in $(2+1)$Dimension. This approach enables us to examine not only the rotational invariance of morphology but also we can determine the Gaussianity of underlying stochastic field in various dimensions. Theoretical prediction of up-crossing statistics (crossing with positive slope at a given threshold $\alpha$ of height fluctuation), $\nu^+_{\diamond}(\alpha)$, and generalized roughness function, $N^{\diamond}_{tot}(q)$, for correlation length ($\xi_{\diamond}$) and/with scaling exponent ($\gamma_{\diamond}$) anisotropies are calculated. The strategy to examine the anisotropy nature and to determine its direction is as follows: we consider a set of normal axes, and sign them $||$ (parallel) and $ \bot$ (normal) with respect to unknown anisotropic direction. Then we determine $\nu_{\diamond}^+ (\alpha)$ and $N^{\diamond}_{tot}(q)$ in both directions. The directional dependency of difference between computed results in mentioned directions are clarify. Finally we systematically recognize the anisotropy direction at $3\sigma$ confidence interval using P-value approach. In order to distinguish between nature of anisotropies, after applying a typical method in determining the scaling exponents in both mentioned directions with respect to the recognized anisotropy direction using up-crossing statistics, the kind and the ratio of correlation length anisotropy are specified. Our algorithm can be mounted with a simple software on various instruments for surface analysis, such as AFM, STM and etc.
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