Mean encounter times for multiple random walkers on networks.

We introduce a general approach for the study of the collective dynamics of noninteracting random walkers on connected networks. We analyze the movement of R independent (Markovian) walkers, each defined by its own transition matrix. By using the eigenvalues and eigenvectors of the R independent transition matrices, we deduce analytical expressions for the collective stationary distribution and the average number of steps needed by the random walkers to start in a particular configuration and reach specific nodes the first time (mean first-passage times), as well as global times that characterize the global activity. We apply these results to the study of mean first-encounter times for local and nonlocal random walk strategies on different types of networks, with both synchronous and asynchronous motion.

Monte Carlo sampling in diffusive dynamical systems.

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements, where deviations from a diffusive process are most prominent. We search for initial conditions using a proposal that correlates states in the Markov chain constructed via a Metropolis-Hastings algorithm. We show that our method outperforms the direct sampling method and also Metropolis-Hastings methods with alternative proposals. We test our general method through numerical simulations in 1D (box-map) and 2D (Lorentz gas) systems.

Geometric integrator for simulations in the canonical ensemble.

We introduce a geometric integrator for molecular dynamics simulations of physical systems in the canonical ensemble that preserves the invariant distribution in equations arising from the density dynamics algorithm, with any possible type of thermostat. Our integrator thus constitutes a unified framework that allows the study and comparison of different thermostats and of their influence on the equilibrium and non-equilibrium (thermo-)dynamic properties of a system. To show the validity and the generality of the integrator, we implement it with a second-order, time-reversible method and apply it to the simulation of a Lennard-Jones system with three different thermostats, obtaining good conservation of the geometrical properties and recovering the expected thermodynamic results. Moreover, to show the advantage of our geometric integrator over a non-geometric one, we compare the results with those obtained by using the non-geometric Gear integrator, which is frequently used to perform simulations in the canonical ensemble. The non-geometric integrator induces a drift in the invariant quantity, while our integrator has no such drift, thus ensuring that the system is effectively sampling the correct ensemble.

Horizons and free-path distributions in quasiperiodic Lorentz gases.

We study the structure of quasiperiodic Lorentz gases, i.e., particles bouncing elastically off fixed obstacles arranged in quasiperiodic lattices. By employing a construction to embed such structures into a higher-dimensional periodic hyperlattice, we give a simple and efficient algorithm for numerical simulation of the dynamics of these systems. This same construction shows that quasiperiodic Lorentz gases generically exhibit a regime with infinite horizon, that is, empty channels through which the particles move without colliding, when the obstacles are small enough; in this case, the distribution of free paths is asymptotically a power law with exponent -3, as expected from infinite-horizon periodic Lorentz gases. For the critical radius at which these channels disappear, however, a new regime with locally finite horizon arises, where this distribution has an unexpected exponent of -5, previously observed only in a Lorentz gas formed by superposing three incommensurable periodic lattices in the Boltzmann-Grad limit where the radius of the obstacles tends to zero.

Machta-Zwanzig regime of anomalous diffusion in infinite-horizon billiards.

We study diffusion on a periodic billiard table with an infinite horizon in the limit of narrow corridors. An effective trapping mechanism emerges according to which the process can be modeled by a Lévy walk combining exponentially distributed trapping times with free propagation along paths whose precise probabilities we compute. This description yields an approximation of the mean squared displacement of infinite-horizon billiards in terms of two transport coefficients, which generalizes to this anomalous regime the Machta-Zwanzig approximation of normal diffusion in finite-horizon billiards [J. Machta and R. Zwanzig, Phys. Rev. Lett. 50, 1959 (1983)PRLTAO0031-900710.1103/PhysRevLett.50.1959].

Measuring logarithmic corrections to normal diffusion in infinite-horizon billiards.

We perform numerical measurements of the moments of the position of a tracer particle in a two-dimensional periodic billiard model (Lorentz gas) with infinite corridors. This model is known to exhibit a weak form of superdiffusion, in the sense that there is a logarithmic correction to the linear growth in time of the mean-squared displacement. We show numerically that this expected asymptotic behavior is easily overwhelmed by the subleading linear growth throughout the time range accessible to numerical simulations. We compare our simulations to analytical results for the variance of the anomalously rescaled limiting normal distributions.

Embedding quasicrystals in a periodic cell: dynamics in quasiperiodic structures.

We introduce a construction to "periodize" a quasiperiodic lattice of obstacles, i.e., embed it into a unit cell in a higher-dimensional space, reversing the projection method used to form quasilattices. This gives an algorithm for simulating dynamics, as well as a natural notion of uniform distribution, in quasiperiodic structures. It also shows the generic existence of channels, where particles travel without colliding, up to a critical obstacle radius, which we calculate for a Penrose tiling. As an application, we find superdiffusion in the presence of channels, and a subdiffusive regime when obstacles overlap.

Encounter times in overlapping domains: application to epidemic spread in a population of territorial animals.

We develop an analytical method to calculate encounter times of two random walkers in one dimension when each individual is segregated in its own spatial domain and shares with its neighbor only a fraction of the available space, finding very good agreement with numerically exact calculations. We model a population of susceptible and infected territorial individuals with this spatial arrangement, and which may transmit an epidemic when they meet. We apply the results on encounter times to determine analytically the macroscopic propagation speed of the epidemic as a function of the microscopic characteristics: the confining geometry, the animal diffusion constant, and the infection transmission probability.

Structure and evolution of strange attractors in non-elastic triangular billiards.

We study non-elastic billiard dynamics in an equilateral triangular table. In such dynamics, collisions with the walls of the table are not elastic, as in standard billiards; rather, the outgoing angle of the trajectory with the normal vector to the boundary at the point of collision is a uniform factor λ < 1 smaller than the incoming angle. This leads to contraction in phase space for the discrete-time dynamics between consecutive collisions, and hence to attractors of zero Lebesgue measure, which are almost always fractal strange attractors with chaotic dynamics, due to the presence of an expansion mechanism. We study the structure of these strange attractors and their evolution as the contraction parameter λ is varied. For λ∈(0,1/3), we prove rigorously that the attractor has the structure of a Cantor set times an interval, whereas for larger values of λ gaps arise in the Cantor structure. For λ close to 1, the attractor splits into three transitive components, whose basins of attraction have fractal boundaries.

Exact encounter times for many random walkers on regular and complex networks.

The exact mean time between encounters of a given particle in a system consisting of many particles undergoing random walks in discrete time is calculated, on both regular and complex networks. Analytical results are obtained both for independent walkers, where any number of walkers can occupy the same site, and for walkers with an exclusion interaction, when no site can contain more than one walker. These analytical results are then compared with numerical simulations, showing very good agreement.

Persistence effects in deterministic diffusion.

In systems that exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random-walk models. Provided the decay of correlations is fast enough, one can ignore memory effects and approximate the diffusion coefficient according to dimensional arguments. By successively including the effects of one and two steps of memory on this approximation, we examine the effects of "persistence" on the diffusion coefficients of extended two-dimensional billiard tables and show how to properly account for these effects using walks in which a particle undergoes jumps in different directions with probabilities that depend on where they came from.

Normal diffusion in crystal structures and higher-dimensional billiard models with gaps.

We show, both heuristically and numerically, that three-dimensional periodic Lorentz gases-clouds of particles scattering off crystalline arrays of hard spheres-often exhibit normal diffusion, even when there are gaps through which particles can travel without ever colliding-i.e., when the system has an infinite horizon. This is the case provided that these gaps are not "too large," as measured by their dimension. The results are illustrated with simulations of a simple three-dimensional model having different types of diffusive regime and are then extended to higher-dimensional billiard models, which include hard-sphere fluids.

Occurrence of normal and anomalous diffusion in polygonal billiard channels.

From extensive numerical simulations, we find that periodic polygonal billiard channels with angles which are irrational multiples of pi generically exhibit normal diffusion (linear growth of the mean squared displacement) when they have a finite horizon, i.e., when no particle can travel arbitrarily far without colliding. For the infinite horizon case we present numerical tests showing that the mean squared displacement instead grows asymptotically as t ln t. When the unit cell contains accessible parallel scatterers, however, we always find anomalous super-diffusion, i.e., power-law growth with an exponent larger than . This behavior cannot be accounted for quantitatively by a simple continuous-time random walk model. Instead, we argue that anomalous diffusion correlates with the existence of families of propagating periodic orbits. Finally we show that when a configuration with parallel scatterers is approached there is a crossover from normal to anomalous diffusion, with the diffusion coefficient exhibiting a power-law divergence.

Fine structure of distributions and central limit theorem in diffusive billiards.

We investigate deterministic diffusion in periodic billiard models, in terms of the convergence of rescaled distributions to the limiting normal distribution required by the central limit theorem; this is stronger than the usual requirement that the mean-square displacement grow asymptotically linearly in time. The main model studied is a chaotic Lorentz gas where the central limit theorem has been rigorously proved. We study one-dimensional position and displacement densities describing the time evolution of statistical ensembles in a channel geometry, using a more refined method than histograms. We find a pronounced oscillatory fine structure, and show that this has its origin in the geometry of the billiard domain. This fine structure prevents the rescaled densities from converging pointwise to Gaussian densities; however, demodulating them by the fine structure gives new densities which seem to converge uniformly. We give an analytical estimate of the rate of convergence of the original distributions to the limiting normal distribution, based on the analysis of the fine structure, which agrees well with simulation results. We show that using a Maxwellian (Gaussian) distribution of velocities in place of unit speed velocities does not affect the growth of the mean-square displacement, but changes the limiting shape of the distributions to a non-Gaussian one. Using the same methods, we give numerical evidence that a nonchaotic polygonal channel model also obeys the central limit theorem, but with a slower convergence rate.