Diffusivity of a random walk on random walks

We consider a random walk $\left(Z^{(1)}_n, \cdots, Z^{(K+1)}_n \right) \in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. In this paper, we show that this random walk is slowed down by a variance factor $\sigma_K^2 = \frac{2}{K+2}$ with respect to the case of the classical simple random walk without constraint

Einstein relation for random walk in a one-dimensional percolation model

We consider random walks on the infinite cluster of a conditional bond percolation model on the infinite ladder graph. In a companion paper, we have shown that if the random walk is pulled to the right by a positive bias $\lambda > 0$, then its asymptotic linear speed $\overline{\mathrm{v}}$ is continuous in the variable $\lambda > 0$ and differentiable for all sufficiently small $\lambda > 0$. In the paper at hand, we complement this result by proving that $\overline{\mathrm{v}}$ is differentiable at $\lambda = 0$. Further, we show the Einstein relation for the model, i.e., that the derivative of the speed at $\lambda = 0$ equals the diffusivity of the unbiased walk

Optimization and universality of Brownian search in quenched heterogeneous media

The kinetics of a variety of transport-controlled processes can be reduced to the problem of determining the mean time needed to arrive at a given location for the first time, the so called mean first passage time (MFPT) problem. The occurrence of occasional large jumps or intermittent patterns combining various types of motion are known to outperform the standard random walk with respect to the MFPT, by reducing oversampling of space. Here we show that a regular but spatially heterogeneous random walk can significantly and universally enhance the search in any spatial dimension. In a generic minimal model we consider a spherically symmetric system comprising two concentric regions with piece-wise constant diffusivity. The MFPT is analyzed under the constraint of conserved average dynamics, that is, the spatially averaged diffusivity is kept constant. Our analytical calculations and extensive numerical simulations demonstrate the existence of an {\em optimal heterogeneity} minimizing the MFPT to the target. We prove that the MFPT for a random walk is completely dominated by what we term direct trajectories towards the target and reveal a remarkable universality of the spatially heterogeneous search with respect to target size and system dimensionality. In contrast to intermittent strategies, which are most profitable in low spatial dimensions, the spatially inhomogeneous search performs best in higher dimensions. Discussing our results alongside recent experiments on single particle tracking in living cells we argue that the observed spatial heterogeneity may be beneficial for cellular signaling processes.Comment: 19 pages, 11 figures, RevTe

Diffusivity in one-dimensional generalized Mott variable-range hopping models

We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We prove various estimates on the low-temperature behavior which confirm and extend previous work by physicists.Comment: Published in at http://dx.doi.org/10.1214/08-AAP583 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Transport in quenched disorder: light diffusion in strongly heterogeneous turbid media

We present a theoretical and experimental study of light transport in disordered media with strongly heterogeneous distribution of scatterers formed via non-scattering regions. Step correlations induced by quenched disorder are found to prevent diffusivity from diverging with increasing heterogeneity scale, contrary to expectations from annealed models. Spectral diffusivity is measured for a porous ceramic where nanopores act as scatterers and macropores render their distribution heterogeneous. Results agree well with Monte Carlo simulations and a proposed analytical model.Comment: 12 pages, 9 figures (significant amount of supplemental information

Crossing random walks and stretched polymers at weak disorder

We consider a model of a polymer in $\mathbb{Z}^{d+1}$, constrained to join 0 and a hyperplane at distance $N$. The polymer is subject to a quenched nonnegative random environment. Alternatively, the model describes crossing random walks in a random potential (see Zerner [Ann Appl. Probab. 8 (1998) 246--280] or Chapter 5 of Sznitman [Brownian Motion, Obstacles and Random Media (1998) Springer] for the original Brownian motion formulation). It was recently shown [Ann. Probab. 36 (2008) 1528--1583; Probab. Theory Related Fields 143 (2009) 615--642] that, in such a setting, the quenched and annealed free energies coincide in the limit $N\to\infty$, when $d\geq3$ and the temperature is sufficiently high. We first strengthen this result by proving that, under somewhat weaker assumptions on the distribution of disorder which, in particular, enable a small probability of traps, the ratio of quenched and annealed partition functions actually converges. We then conclude that, in this case, the polymer obeys a diffusive scaling, with the same diffusivity constant as the annealed model.Comment: Published in at http://dx.doi.org/10.1214/10-AOP625 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org