arXiv subjects

Alejandro P. Riascos

Publications and source records attributed to Alejandro P. Riascos.

33 records · Page 2Linked to original sources

arXiv2022

Squirrels can remember little: A random walk with jump reversals induced by a discrete-time renewal process

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time instants. This model represents a discrete-time semi-Markovian generalization of the telegraph process. We derive exact formulae for the propagator using generating functions. We prove that for geometrically distributed waiting times in the diffusive limit, this walk converges to the classical telegraph process. We consider the large-time asymptotics of the expected position: For waiting time densities with finite mean the walker remains in the average localized close to the departure site whereas escapes for fat-tailed waiting-time densities (i.e. densities with infinite mean) by a sublinear power-law. We explore anomalous diffusion features by accounting for the `aging effect' as a hallmark of non-Markovianity where the discrete-time version of the `aging renewal process' comes into play. By deriving pertinent distributions of this process we obtain explicit formulae for the variance when the waiting-times are Sibuya-distributed. In this case and generally for fat-tailed waiting time PDFs a $t^2$-ballistic superdiffusive scaling emerges in the large time limit. In contrast if the waiting time PDF between the step reversals is light-tailed (`narrow' with finite mean and variance) the walk exhibits normal diffusion and for `broad' waiting time PDFs (with finite mean and infinite variance) superdiffusive large time scaling. We also consider time-changed versions where the walk is subordinated to a continuous-time point process such as the time-fractional Poisson process. This defines a new class of biased continuous-time random walks exhibiting several regimes of anomalous diffusion.

math.PR↗

arXiv2022

Discrete-time random walks and Lévy flights on arbitrary networks: when resetting becomes advantageous?

The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and Lévy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back from time to time to its starting node, the mean search time needed to reach another node of the network may be significantly decreased. In other cases, however, resetting is detrimental to search. Using the eigenvalues and eigenvectors of the transition matrix defining the process without resetting, we derive a general criterion for finite networks that establishes when there exists a non-zero resetting probability that minimizes the mean first passage time at a target node. Right at optimality, the coefficient of variation of the first passage time is not unity, unlike in continuous time processes with instantaneous resetting, but above 1 and depends on the minimal mean first passage time. The approach is general and applicable to the study of different discrete-time ergodic Markov processes such as Lévy flights, where the long-range dynamics is introduced in terms of the fractional Laplacian of the graph. We apply these results to the study of optimal transport on rings and Cayley trees.

cond-mat.stat-mech↗

arXiv2022

Optimal exploration of random walks with local bias on networks

We propose local-biased random walks on general networks where a Markovian walker can choose between different types of biases in each node to define transitions to its neighbors depending on their degrees. For this ergodic dynamics, we explore the capacity of the random walker to visit all the nodes characterized by a global mean first passage time. This quantity is calculated using eigenvalues and eigenvectors of the transition matrix that defines the dynamics. In the first part, we illustrate how our framework leads to optimal transport for small-size graphs through the analysis of all the possible bias configurations. In the second part, we explore optimal bias in each node by using simulated annealing. This heuristic algorithm allows obtaining approximate solutions of the optimal bias in different types of networks. The results show how the local bias can optimize the exploration of the network in comparison with the unbiased random walk. The methods implemented in this research are general and open the doors to a broad spectrum of tools applicable to different random walk strategies and dynamical processes on networks.

cond-mat.stat-mech↗

arXiv2021

A simple model of epidemic dynamics with memory effects

We introduce a modified SIR model with memory for the dynamics of epidemic spreading in a constant population of individuals. Each individual is in one of the states susceptible (${\bf S}$), infected (${\bf I}$) or recovered (${\bf R}$). In the state ${\bf R}$ an individual is assumed to stay immune within a finite time interval. In the first part, we introduce a random life time or duration of immunity which is drawn from a certain probability density function. Once the time of immunity is elapsed an individual makes an instantaneous transition to the susceptible state. By introducing a random duration of immunity a memory effect is introduced into the process which crucially determines the epidemic dynamics. In the second part, we investigate the influence of the memory effect on the space-time dynamics of the epidemic spreading by implementing this approach into computer simulations and employ a multiple random walker's model. If a susceptible walker meets an infectious one on the same site, then the susceptible one gets infected with a certain probability. The computer experiments allow us to identify relevant parameters for spread or extinction of an epidemic. In both parts, the finite duration of immunity causes persistent oscillations in the number of infected individuals with ongoing epidemic activity preventing the system from relaxation to a steady state solution. Such oscillatory behavior is supported by real-life observations and cannot be captured by standard SIR models.

q-bio.PE↗

arXiv2021

Asymmetric random walks with bias generated by discrete-time counting processes

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps. We call this discrete-time counting process the `it generator process' of the walk. We refer the so defined walk to as `Asymmetric Discrete-Time Random Walk' (ADTRW). We highlight connections of the waiting-time density generating functions with Bell polynomials. We derive the discrete-time renewal equations governing the time-evolution of the ADTRW and analyze recurrent/transient features of simple ADTRWs (walks with unit jumps in both directions). We explore the connections of the recurrence/transience with the bias: Transient simple ADTRWs are biased and vice verse. Recurrent simple ADTRWs are either unbiased in the large time limit or `strictly unbiased' at all times with symmetric Bernoulli generator process. In this analysis we highlight the connections of bias and light-tailed/fat-tailed features of the waiting time density in the generator process. As a prototypical example with fat-tailed feature we consider the ADTRW with Sibuya distributed waiting times. We also introduce time-changed versions: We subordinate the ADTRW to a continuous-time renewal process which is independent from the generator process and the jumps to define the new class of `Asymmetric Continuous Time Random Walk' (ACTRW). This new class - apart of some special cases - is not a Montroll--Weiss continuous-time random walk (CTRW). ADTRW and ACTRW models may open large interdisciplinary fields in anomalous transport, birth-death models and others.

math.PR↗

arXiv2021

Diffusive transport on networks with stochastic resetting to multiple nodes

We study the diffusive transport of Markovian random walks on arbitrary networks with stochastic resetting to multiple nodes. We deduce analytical expressions for the stationary occupation probability and for the mean and global first passage times. This general approach allows us to characterize the effect of resetting on the capacity of random walk strategies to reach a particular target or to explore the network. Our formalism holds for ergodic random walks and can be implemented from the spectral properties of the random walk without resetting, providing a tool to analyze the efficiency of search strategies with resetting to multiple nodes. We apply the methods developed here to the dynamics with two reset nodes and derive analytical results for normal random walks and Lévy flights on rings. We also explore the effect of resetting to multiple nodes on a comb graph, Lévy flights that visit specific locations in a continuous space, and the Google random walk strategy on regular networks.

cond-mat.stat-mech↗

arXiv2021

Prabhakar discrete-time generalization of the time-fractional Poisson process and related random walks

In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its generalizations are able to capture these phenomena. Many of the classical models are based on continuous-time renewal processes and use the Montroll Weiss continuous time random walk (CTRW) approach. On the other hand their discrete time counterparts are rarely considered in the literature despite their importance in various applications. The goal of the present paper is to give a brief sketch of our recently introduced discrete-time Prabhakar generalization of the fractional Poisson process and the related discrete-time random walk (DTRW) model. We show that this counting process is connected with the continuous time Prabhakar renewal process by a (well scaled) continuous-time limit. We deduce the state probabilities and discrete time generalized fractional Kolmogorov-Feller equations governing the Prabhakar DTRW and discuss effects such as long time memory (nonmarkovianity) as a hallmark of the complexity of the process.

math.PR↗

arXiv2021

Mean encounter times for multiple random walkers on networks

We introduce a general approach for the study of the collective dynamics of non-interacting 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 non-local random walk strategies on different types of networks, with both synchronous and asynchronous motion.

cond-mat.stat-mech↗

arXiv2020

On Discrete Time Prabhakar-Generalized Fractional Poisson Processes and Related Stochastic Dynamics

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID continuous random variables. In the present paper we analyze discrete-time counterparts: Renewal processes with integer IID interarrival times which converge in well-scaled continuous-time limits to the Prabhakar-generalized fractional Poisson process. These processes exhibit non-Markovian features and long-time memory effects. We recover for special choices of parameters the discrete-time versions of classical cases, such as the fractional Bernoulli process and the standard Bernoulli process as discrete-time approximations of the fractional Poisson and the standard Poisson process, respectively. We derive difference equations of generalized fractional type that govern these discrete time-processes where in well-scaled continuous-time limits known evolution equations of generalized fractional Prabhakar type are recovered. We also develop in Montroll-Weiss fashion the `Prabhakar Discrete-time random walk (DTRW)' as a random walk on a graph time-changed with a discrete-time version of Prabhakar renewal process. We derive the generalized fractional discrete-time Kolmogorov-Feller difference equations governing the resulting stochastic motion. Prabhakar-discrete-time processes open a promising field capturing several aspects in the dynamics of complex systems.

math.PR↗

arXiv2020

Biased continuous-time random walks with Mittag-Leffler jumps

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has connections with biased walks on digraphs. Within this framework, we introduce a space-time generalization of the Poisson process as a strictly increasing walk with discrete Mittag-Leffler jumps subordinated to a (continuous-time) fractional Poisson process. We call this process `{\it space-time Mittag-Leffler process}'. We derive explicit formulae for the state probabilities which solve a Cauchy problem with a Kolmogorov-Feller (forward) difference-differential equation of general fractional type. We analyze a `well-scaled' diffusion limit and obtain a Cauchy problem with a space-time convolution equation involving Mittag-Leffler densities. We deduce in this limit the `state density kernel' solving this Cauchy problem. It turns out that the diffusion limit exhibits connections to Prabhakar general fractional calculus. We also analyze in this way a generalization of the space-time fractional Mittag-Leffler process. The approach of construction of good Laplacian generator functions has a large potential in applications of space-time generalizations of the Poisson process and in the field of continuous-time random walks on digraphs.

math.PR↗

arXiv2020

Random Multi-Hopper Model. Super-Fast Random Walks on Graphs

We develop a model for a random walker with long-range hops on general graphs. This random multi-hopper jumps from a node to any other node in the graph with a probability that decays as a function of the shortest-path distance between the two nodes. We consider here two decaying functions in the form of the Laplace and Mellin transforms of the shortest-path distances. Remarkably, when the parameters of these transforms approach zero asymptotically, the multi-hopper's hitting times between any two nodes in the graph converge to their minimum possible value, given by the hitting times of a normal random walker on a complete graph. Stated differently, for small parameter values the multi-hopper explores a general graph as fast as possible when compared to a random walker on a full graph. Using computational experiments we show that compared to the normal random walker, the multi-hopper indeed explores graphs with clusters or skewed degree distributions more efficiently for a large parameter range. We provide further computational evidence of the speed-up attained by the random multi-hopper model with respect to the normal random walker by studying deterministic, random and real-world networks.

physics.soc-ph↗

arXiv2020

A markovian random walk model of epidemic spreading

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time markovian walk governed by his specific transition matrix. With this assumption, we first derive an upper bound for the reproduction numbers. Then we assume that a walker is in one of the states: susceptible, infectious, or recovered. An infectious walker remains infectious during a certain characteristic time. If an infectious walker meets a susceptible one on the same node there is a certain probability for the susceptible walker to get infected. By implementing this hypothesis in computer simulations we study the space-time evolution of the emerging infection patterns. Generally, random walk approaches seem to have a large potential to study epidemic spreading and to identify the pertinent parameters in epidemic dynamics.

physics.soc-ph↗

arXiv2020

Generalized fractional Poisson process and related stochastic dynamics

We survey the 'generalized fractional Poisson process' (GFPP). The GFPP is a renewal process generalizing Laskin's fractional Poisson counting process and was first introduced by Cahoy and Polito. The GFPP contains two index parameters with admissible ranges $0<β\leq 1$, $α>0$ and a parameter characterizing the time scale. The GFPP involves Prabhakar generalized Mittag-Leffler functions and contains for special choices of the parameters the Laskin fractional Poisson process, the Erlang process and the standard Poisson process. We demonstrate this by means of explicit formulas. We develop the Montroll-Weiss continuous-time random walk (CTRW) for the GFPP on undirected networks which has Prabhakar distributed waiting times between the jumps of the walker. For this walk, we derive a generalized fractional Kolmogorov-Feller equation which involves Prabhakar generalized fractional operators governing the stochastic motions on the network. We analyze in $d$ dimensions the 'well-scaled' diffusion limit and obtain a fractional diffusion equation which is of the same type as for a walk with Mittag-Leffler distributed waiting times. The GFPP has the potential to capture various aspects in the dynamics of certain complex systems.

cond-mat.stat-mech↗

arXiv2020

Random walks on networks with stochastic resetting

We study random walks with stochastic resetting to the initial position on arbitrary networks. We obtain the stationary probability distribution as well as the mean and global first passage times, which allow us to characterize the effect of resetting on the capacity of a random walker to reach a particular target or to explore a finite network. We apply the results to rings, Cayley trees, random and complex networks. Our formalism holds for undirected networks and can be implemented from the spectral properties of the random walk without resetting, providing a tool to analyze the search efficiency in different structures with the small-world property or communities. In this way, we extend the study of resetting processes to the domain of networks.

cond-mat.stat-mech↗

arXiv2019

Continuous time random walk and diffusion with generalized fractional Poisson process

A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<β\leq 1$, $α>0$ and a time scale parameter. Generalizations to Laskin's fractional Poisson distribution and to the fractional Kolmogorov-Feller equation are derived. We develop a continuous time random walk subordinated to a GFPP in the infinite integer lattice $\mathbb{Z}^d$. For this stochastic motion, we deduce a `generalized fractional diffusion equation'. In a well-scaled diffusion limit this motion is governed by the same type of fractional diffusion equation as with the fractional Poisson process exhibiting subdiffusive $t^β$-power law for the mean-square displacement. In the special cases $α=1$ with $0<β<1$ the equations of the Laskin fractional Poisson process and for $α=1$ with $β=1$ the classical equations of the standard Poisson process are recovered. The remarkably rich dynamics introduced by the GFPP opens a wide field of applications in anomalous transport and in the dynamics of complex systems.

cond-mat.stat-mech↗