arXiv subjects

Maxim Dolgushev

Publications and source records attributed to Maxim Dolgushev.

18 recordsLinked to original sources

arXiv2025

Number of local minima in discrete-time fractional Brownian motion

The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact distribution of the number of local minima for a broad class of Markovian symmetric walks [Phys. Rev. E \textbf{110}, 024137 (2024)]; however, many real-world systems are non-Markovian, typically due to interactions with possibly hidden degrees of freedom. This work investigates the statistical properties of local minima in discrete-time samples of fractional Brownian motion (fBm), a non-Markovian Gaussian process with stationary increments, widely used to model complex, anomalous diffusion phenomena. We derive a complete asymptotic characterization of the fluctuations of the number of local minima $m_N$ in an $N$-step discrete-time fBm. We show that the fluctuations of $m_N$ exhibit a sharp transition at the Hurst exponent $H=3/4$: for $H\le 3/4$ they satisfy a central limit theorem with Gaussian limiting law, whereas for $H>3/4$ they converge to a non-Gaussian Rosenblatt process. The convergence at the process level gives us full statistical description at all times. We exemplify it on the covariance of the rescaled minima process, which displays two qualitatively distinct regimes matching Brownian and Rosenblatt covariances on either side of this threshold. Our analysis relies on a Hermite/Wick decomposition of the local-minimum indicator, which isolates a quadratic functional of an effective long-memory mode as the unique driver of the anomalous statistics. These results identify the count of local minima as a simple and robust diagnostic of long-range dependence in non-Markovian Gaussian processes, a conclusion supported by numerical simulations.

cond-mat.stat-mech↗

arXiv2024

Starving Random Walks

In this chapter, we review recent results on the starving random walk (RW) problem, a minimal model for resource-limited exploration. Initially, each lattice site contains a single food unit, which is consumed upon visitation by the RW. The RW starves whenever it has not found any food unit within the previous $\mathcal{S}$ steps. To address this problem, the key observable corresponds to the inter-visit time $τ_k$ defined as the time elapsed between the finding of the $k^\text{th}$ and the $(k+1)^\text{th}$ food unit. By characterizing the maximum $M_n$ of the inter-visit times $τ_0,\dots,τ_{n-1}$, we will see how to obtain the number $N_\mathcal{S}$ of food units collected at starvation, as well as the lifetime $T_\mathcal{S}$ of the starving RW.

cond-mat.stat-mech↗

arXiv2024

Full Record Statistics of 1d Random Walks

We develop a comprehensive framework for analyzing full record statistics, covering record counts $M(t_1), M(t_2), \ldots$, and their corresponding attainment times $T_{M(t_1)}, T_{M(t_2)}, \ldots$, as well as the intervals until the next record. From this multiple-time distribution, we derive general expressions for various observables related to record dynamics, including the conditional number of records given the number observed at a previous time and the conditional time required to reach the current record, given the occurrence time of the previous one. Our formalism is exemplified by a variety of stochastic processes, including biased nearest-neighbor random walks, asymmetric run-and-tumble dynamics, and random walks with stochastic resetting.

cond-mat.stat-mech↗

arXiv2023

Record Ages of Scale Invariant non-Markovian Random Walks

How long is needed for an observable to exceed its previous highest value and establish a new record? This time, known as the age of a record plays a crucial role in quantifying record statistics. Until now, general methods for determining record age statistics have been limited to observations of either independent random variables or successive positions of a Markovian (memoryless) random walk. Here we develop a theoretical framework to determine record age statistics in the presence of memory effects for continuous non-smooth processes that are asymptotically scale-invariant. Our theoretical predictions are confirmed by numerical simulations and experimental realizations of diverse representative non-Markovian random walk models and real time series with memory effects, in fields as diverse as genomics, climatology, hydrology, geology and computer science. Our results reveal the crucial role of the number of records already achieved in time series and change our view on analysing record statistics.

cond-mat.stat-mech↗

arXiv2023

Universal exploration dynamics of random walks

The territory explored by a random walk is a key property that may be quantified by the number of distinct sites that the random walk visits up to a given time. The extent of this spatial exploration characterizes many important physical, chemical, and ecological phenomena. In spite of its fundamental interest and wide utility, the number of visited sites gives only an incomplete picture of this exploration. In this work, we introduce a more fundamental quantity, the elapsed time $τ_n$ between visits to the $n^{\rm th}$ and the $(n+1)^{\rm st}$ distinct sites, from which the full dynamics about the visitation statistics can be obtained. To determine the distribution of these inter-visit times $τ_n$, we develop a theoretical approach that relies on a mapping with a trapping problem, in which, in contrast to previously studied situations, the spatial distribution of traps is continuously updated by the random walk itself. Despite the geometrical complexity of the territory explored by a random walk (typically aspherical, as well as containing holes and islands at all scales), we find that the distribution of the $τ_n$ can be accounted for by simple analytical expressions. Processes as varied as regular diffusion, anomalous diffusion, and diffusion in disordered media and fractals, fall into the same universality classes for the temporal history of distinct sites visited. We confirm our theoretical predictions by Monte Carlo and exact enumeration methods. We also determine additional basic exploration observables, such as the perimeter of the visited domain or the number of islands of unvisited sites enclosed within this domain, thereby illustrating the generality of our approach. Because of their fundamental character and their universality, these inter-visit times represent a promising tool to unravel many more aspects of the exploration dynamics of random walks.

cond-mat.stat-mech↗

arXiv2022

Complete Visitation Statistics of 1d Random Walks

We develop a framework to determine the complete statistical behavior of a fundamental quantity in the theory of random walks, namely, the probability that $n_1$, $n_2$, $n_3$, . . . distinct sites are visited at times $t_1$, $t_2$, $t_3$, ... . From this multiple-time distribution, we show that the visitation statistics of 1d random walks are temporally correlated and we quantify the non-Markovian nature of the process. We exploit these ideas to derive unexpected results for the two-time trapping problem and also to determine the visitation statistics of two important stochastic processes, the run-and-tumble particle and the biased random walk.

cond-mat.stat-mech↗

arXiv2021

Universal kinetics of imperfect reactions in confinement

Chemical reactions generically require that particles come into contact. In practice, reaction is often imperfect and can necessitate multiple random encounters between reactants. In confined geometries, despite notable recent advances, there is to date no general analytical treatment of such imperfect transport-limited reaction kinetics. Here, we determine the kinetics of imperfect reactions in confining domains for any diffusive or anomalously diffusive Markovian transport process, and for different models of imperfect reactivity. We show that the full distribution of reaction times is obtained in the large confining volume limit from the knowledge of the mean reaction time only, which we determine explicitly. This distribution for imperfect reactions is found to be identical to that of perfect reactions upon an appropriate rescaling of parameters, which highlights the robustness of our results. Strikingly, this holds true even in the regime of low reactivity where the mean reaction time is independent of the transport process, and can lead to large fluctuations of the reaction time even in simple reaction schemes. We illustrate our results for normal diffusion in domains of generic shape, and for anomalous diffusion in complex environments, where our predictions are confirmed by numerical simulations.

cond-mat.stat-mech↗

arXiv2017

Local NMR Relaxation of Dendrimers in the Presence of Hydrodynamic Interactions

We study the role of hydrodynamic interactions for the relaxation of segments' orientations in dendrimers. The dynamics is considered in the Zimm framework. It is shown that inclusion of correlations between segments' orientations plays a major role for the segments' mobility, that reveals itself in the NMR relaxation functions. The enhancement of the reorientation dynamics of segments due to the hydrodynamic interactions is more significant for the inner segments. This effect is clearly pronounced in the reduced spectral density $ωJ(ω)$, whose maximum shifts to higher frequencies when the hydrodynamic interactions are taken into account.

cond-mat.soft↗

arXiv2017

Marginally compact fractal trees with semiflexibility

We study marginally compact macromolecular trees that are created by means of two different fractal generators. In doing so, we assume Gaussian statistics for the vectors connecting nodes of the trees. Moreover, we introduce bond-bond correlations that make the trees locally semiflexible. The symmetry of the structures allows an iterative construction of full sets of eigenmodes (notwithstanding the additional interactions that are present due to semiflexibility constraints), enabling us to get physical insights about the trees' behavior and to consider larger structures. Due to the local stiffness the self-contact density gets drastically reduced.

cond-mat.soft↗

arXiv2017

Information Dimension of Stochastic Processes on Networks: Relating Entropy Production to Spectral Properties

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition probabilities between different nodes of the network. We derive a relation between the entropy and the spectrum of the master equation's transfer matrix. Our findings indicate that the temporal growth of the entropy is proportional to the logarithm of time if the spectral density shows scaling. In analogy to chaos theory, the proportionality factor is called (stochastic) information dimension and gives a global characterization of the dynamics on the network. These general results are corroborated by examples of regular and of fractal networks.

cond-mat.stat-mech↗

arXiv2017

Non-Markovian closure kinetics of flexible polymers with hydrodynamic interactions

This paper presents a theoretical analysis of the closure kinetics of a polymer with hydrodynamic interactions. This analysis, which takes into account the non-Markovian dynamics of the end-to-end vector and relies on the preaveraging of the mobility tensor (Zimm dynamics), is shown to reproduce very accurately the results of numerical simulations of the complete non linear dynamics. It is found that Markovian treatments, based on a Wilemski-Fixman approximation, significantly overestimate cyclization times (up to a factor 2), showing the importance of memory effects in the dynamics. In addition, this analysis provides scaling laws of the mean first cyclization time (MFCT) with the polymer size $N$ and capture radius $b$, which are identical in both Markovian and non-Markovian approaches. In particular, it is found that the scaling of the MFCT for large $N$ is given by $T\sim N^{3/2}\ln (N/b^2)$, which differs from the case of the Rouse dynamics where $T\sim N^{2}$. The extension to the case of the reaction kinetics of a monomer of a Zimm polymer with an external target in a confined volume is also presented.

cond-mat.stat-mech↗

arXiv2016

Extended Vicsek fractals: Laplacian spectra and their applications

Extended Vicsek fractals (EVF) are the structures constructed by introducing linear spacers into traditional Vicsek fractals. Here we study the Laplacian spectra of the EVF. In particularly, the recurrence relations for the Laplacian spectra allow us to obtain an analytic expression for the sum of all inverse nonvanishing Laplacian eigenvalues. This quantity characterizes the large-scale properties, such as the gyration radius of the polymeric structures, or the global mean-first passage time for the random walk processes. Introduction of the linear spacers leads to local heterogeneities, which reveal themselves, for example, in the dynamics of EVF under external forces.

cond-mat.stat-mech↗

arXiv2016

Local orientational mobility in regular hyperbranched polymers

We study the dynamics of local bond orientation in regular hyperbranched polymers modeled by Vicsek fractals. The local dynamics is investigated through the temporal autocorrelation functions of single bonds and the corresponding relaxation forms of the complex dielectric susceptibility. We show that the dynamic behavior of single segments depends on their remoteness from the periphery rather than on the size of the whole macromolecule. Remarkably, the dynamics of the core segments (which are most remote from the periphery) shows a scaling behavior that differs from the dynamics obtained after structural average. We analyze the most relevant processes of single segment motion and provide an analytic approximation for the corresponding relaxation times. Furthermore, we describe an iterative method to calculate the orientational dynamics in the case of very large macromolecular sizes.

cond-mat.soft↗

arXiv2016

Dynamics of "comb-of-comb" networks

The dynamics of complex networks, being a current hot topic of many scientific fields, is often coded through the corresponding Laplacian matrix. The spectrum of this matrix carries the main features of the networks' dynamics. Here we consider the deterministic networks which can be viewed as "comb-of-comb" iterative structures. For their Laplacian spectra we find analytical equations involving Chebyshev polynomials, whose properties allow one to analyze the spectra in deep. Here, in particular, we find that in the infinite size limit the corresponding spectral dimension goes as $d_s\rightarrow2$. The $d_s$ leaves its fingerprint in many dynamical processes, as we exeplarily show by considering the dynamical properties of the polymer networks, including single monomer displacement under a constant force, mechanical relaxation, and fluorescence depolarization.

cond-mat.stat-mech↗

arXiv2015

Complex Quantum Networks: From Universal Breakdown to Optimal Transport

We study the transport efficiency of excitations on complex quantum networks with loops. For this we consider sequentially growing networks with different topologies of the sequential subgraphs. This can lead either to a universal complete breakdown of transport for complete-graph-like sequential subgraphs or to optimal transport for ring-like sequential subgraphs. The transition to optimal transport can be triggered by systematically reducing the number of loops of complete-graph-like sequential subgraphs in a small-world procedure. These effects are explained on the basis of the spectral properties of the network's Hamiltonian. Our theoretical considerations are supported by numerical Monte-Carlo simulations for complex quantum networks with a scale-free size distribution of sequential subgraphs and a small-world-type transition to optimal transport.

physics.soc-ph↗

arXiv2015

Contact Kinetics in Fractal Macromolecules

We consider the kinetics of first contact between two monomers of the same macromolecule. Relying on a fractal description of the macromolecule, we develop an analytical method to compute the Mean First Contact Time (MFCT) for various molecular sizes. In our theoretical description, the non-Markovian feature of monomer motion, arising from the interactions with the other monomers, is captured by accounting for the non-equilibrium conformations of the macromolecule at the very instant of first contact. This analysis reveals a simple scaling relation for the MFCT between two monomers, which involves only their equilibrium distance and the spectral dimension of the macromolecule, independently of its microscopic details. Our theoretical predictions are in excellent agreement with numerical stochastic simulations.

cond-mat.soft↗

arXiv2015

Universality at Breakdown of Quantum Transport on Complex Networks

We consider single-particle quantum transport on parametrized complex networks. Based on general arguments regarding the spectrum of the corresponding Hamiltonian, we derive bounds for a measure of the global transport efficiency defined by the time-averaged return probability. For tree-like networks, we show analytically that a transition from efficient to inefficient transport occurs depending on the (average) functionality of the nodes of the network. In the infinite system size limit, this transition can be characterized by an exponent which is universal for all tree-like networks. Our findings are corroborated by analytic results for specific deterministic networks, dendrimers and Viscek fractals, and by Monte Carlo simulations of iteratively built scale-free trees.

quant-ph↗

arXiv2015

Directed transport in quantum star graphs

We study the quantum dynamics of Gaussian wave packets on star graphs whose arms feature each a periodic potential and an external time-dependent field. Assuming that the potentials and the field can be manipulated separately for each arm of the star, we show that it is possible to manipulate the direction of the motion of a Gaussian wave packet through the bifurcation point by a suitable choice of the parameters of the external fields. In doing so, one can achieve a transmission of the wave packet into the desired arm with nearly 70\% while also keeping the shape of the wave packet approximately intact. Since a star graph is the simplest element of many other complex graphs, the obtained results can be considered as the first step to wave packet manipulations on complex networks.

quant-ph↗