Search results for "Random walk"
showing 10 items of 132 documents
A dilute solution of garlands is equivalent to them-vector model
1990
We formulate a simple model of homogeneous garlands, which is valid for polymers, consisting of a thin main chain with large side groups placed equidistantly along the chain. The garlands continuouly change from selfavoiding walks,M=0, to random walks,m=1, to possibly ordered structures.
Least gradient functions in metric random walk spaces
2019
In this paper we study least gradient functions in metric random walk spaces, which include as particular cases the least gradient functions on locally finite weighted connected graphs and nonlocal least gradient functions on $\mathbb{R}^N$. Assuming that a Poincar\'e inequality is satisfied, we study the Euler-Lagrange equation associated with the least gradient problem. We also prove the Poincar\'e inequality in a few settings.
Evolution problems of Leray-Lions type with nonhomogeneous Neumann boundary conditions in metric random walk spaces
2019
Abstract In this paper we study evolution problems of Leray–Lions type with nonhomogeneous Neumann boundary conditions in the framework of metric random walk spaces. This covers cases with the p -Laplacian operator in weighted discrete graphs and nonlocal operators with nonsingular kernel in R N .
Quantum walk on the line through potential barriers
2015
Quantum walks are well-known for their ballistic dispersion, traveling $\Theta(t)$ away in $t$ steps, which is quadratically faster than a classical random walk's diffusive spreading. In physical implementations of the walk, however, the particle may need to tunnel through a potential barrier to hop, and a naive calculation suggests this could eliminate the ballistic transport. We show by explicit calculation, however, that such a loss does not occur. Rather, the $\Theta(t)$ dispersion is retained, with only the coefficient changing, which additionally gives a way to detect and quantify the hopping errors in experiments.
Electromagnetic lattice gauge invariance in two-dimensional discrete-time quantum walks
2018
International audience; Gauge invariance is one of the more important concepts in physics. We discuss this concept in connection with the unitary evolution of discrete-time quantum walks in one and two spatial dimensions, when they include the interaction with synthetic, external electromagnetic fields. One introduces this interaction as additional phases that play the role of gauge fields. Here, we present a way to incorporate those phases, which differs from previous works. Our proposal allows the discrete derivatives, that appear under a gauge transformation, to treat time and space on the same footing, in a way which is similar to standard lattice gauge theories. By considering two step…
Unveiling two-dimensional discrete quantum walks dynamics via dispersion relations
2011
The discrete, or coined, quantum walk (QW) [1] is a process originally introduced as the quantum counterpart of the classical random walk (RW). In both cases there is a walker and a coin: at every time step the coin is tossed and the walker moves depending on the toss output. Unlike the RW, in the QW the walker and coin are quantum in nature what allows the coherent superpositions right/left and head/tail happen. This feature endows the QW with outstanding properties, such as making the standard deviation of the position of an initially localized walker grow linearly with time t, unlike the RW in which this growth goes as t1/2. This has strong consequences in algorithmics and is one of the …
A fully automatic approach for multimodal PET and MR image segmentation in gamma knife treatment planning
2017
The aim of this study is to combine Biological Target Volume (BTV) segmentation and Gross Target Volume (GTV) segmentation in stereotactic neurosurgery.Our goal is to enhance Clinical Target Volume (CTV) definition, including metabolic and morphologic information, for treatment planning and patient follow-up.We propose a fully automatic approach for multimodal PET and MR image segmentation. This method is based on the Random Walker (RW) and Fuzzy C-Means clustering (FCM) algorithms. A total of 19 brain metastatic tumors, undergone stereotactic neuro-radiosurgery, were retrospectively analyzed. A framework for the evaluation of multimodal PET/MRI segmentation is presented, considering volume…
Analysis of random walks on a hexagonal lattice
2019
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a 2-dimensional Brownian motion is also discussed. Furthermore, we obtain some results on its asymptotic behavior making use of large deviation theory. Finally, we investigate the first-passage-time problem of the random walk through a vertical straight-line. Under suitable symmetry assumptions we are able to determine the first-passage-time probabilities in a closed form, which deserve interest in applied fields.
Representation of solutions and large-time behavior for fully nonlocal diffusion equations
2017
Abstract We study the Cauchy problem for a nonlocal heat equation, which is of fractional order both in space and time. We prove four main theorems: (i) a representation formula for classical solutions, (ii) a quantitative decay rate at which the solution tends to the fundamental solution, (iii) optimal L 2 -decay of mild solutions in all dimensions, (iv) L 2 -decay of weak solutions via energy methods. The first result relies on a delicate analysis of the definition of classical solutions. After proving the representation formula we carefully analyze the integral representation to obtain the quantitative decay rates of (ii). Next we use Fourier analysis techniques to obtain the optimal dec…
Fluctuation patterns in high-frequency financial asset returns
2008
We introduce a new method for quantifying pattern-based complex short-time correlations of a time series. Our correlation measure is 1 for a perfectly correlated and 0 for a random walk time series. When we apply this method to high-frequency time series data of the German DAX future, we find clear correlations on short time scales. In order to subtract trivial autocorrelation parts from the pattern conformity, we introduce a simple model for reproducing the antipersistent regime and use alternatively level 1 quotes. When we remove the pattern conformity of this stochastic process from the original data, remaining pattern-based correlations can be observed.