Do you want to publish a course? Click here

First-passage time distribution for random walks on complex networks using inverse Laplace transform and mean-field approximation

221   0   0.0 ( 0 )
 Added by Mucong Ding
 Publication date 2018
and research's language is English




Ask ChatGPT about the research

We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies corresponding to the poles of Laplace transformed function and separate the short-term and long-term behavior of the first-passage process. We give a formula of the decay rate $beta$, which is inversely proportional to the characteristic relaxation time $tau$ of the target node. This exact formula for the first-passage probability between two nodes at a given time can be approximately solved in the mean field approximation by estimation of the characteristic relaxation time $tau$. Our theoretical results compare well with numerical simulation on artificial as well as real networks.



rate research

Read More

124 - Yuan Lin , Zhongzhi Zhang 2014
We perform an in-depth study for mean first-passage time (MFPT)---a primary quantity for random walks with numerous applications---of maximal-entropy random walks (MERW) performed in complex networks. For MERW in a general network, we derive an explicit expression of MFPT in terms of the eigenvalues and eigenvectors of the adjacency matrix associated with the network. For MERW in uncorrelated networks, we also provide a theoretical formula of MFPT at the mean-field level, based on which we further evaluate the dominant scalings of MFPT to different targets for MERW in uncorrelated scale-free networks, and compare the results with those corresponding to traditional unbiased random walks (TURW). We show that the MFPT to a hub node is much lower for MERW than for TURW. However, when the destination is a node with the least degree or a uniformly chosen node, the MFPT is higher for MERW than for TURW. Since MFPT to a uniformly chosen node measures real efficiency of search in networks, our work provides insight into general searching process in complex networks.
We present a general framework, applicable to a broad class of random walks on complex networks, which provides a rigorous lower bound for the mean first-passage time of a random walker to a target site averaged over its starting position, the so-called global mean first-passage time (GMFPT). This bound is simply expressed in terms of the equilibrium distribution at the target, and implies a minimal scaling of the GMFPT with the network size. We show that this minimal scaling, which can be arbitrarily slow for a proper choice of highly connected target, is realized under the simple condition that the random walk is transient at the target site, and independently of the small-world, scale free or fractal properties of the network. Last, we put forward that the GMFPT to a specific target is not a representative property of the network, since the target averaged GMFPT satisfies much more restrictive bounds, which forbid any sublinear scaling with the network size.
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This quantity is particularly important for random search processes and target localization in network topologies. Based on the global mean first passage time of target nodes we derive an estimate for the cumulative distribution function of the cover time based on first passage time statistics. We show that our result can be applied to various model networks, including ErdH{o}s-Renyi and Barabasi-Albert networks, as well as various real-world networks. Our results reveal an intimate link between first passage and cover time statistics in networks in which structurally induced temporal correlations decay quickly and offer a computationally efficient way for estimating cover times in network related applications.
Random walk on discrete lattice models is important to understand various types of transport processes. The extreme events, defined as exceedences of the flux of walkers above a prescribed threshold, have been studied recently in the context of complex networks. This was motivated by the occurrence of rare events such as traffic jams, floods, and power black-outs which take place on networks. In this work, we study extreme events in a generalized random walk model in which the walk is preferentially biased by the network topology. The walkers preferentially choose to hop toward the hubs or small degree nodes. In this setting, we show that extremely large fluctuations in event-sizes are possible on small degree nodes when the walkers are biased toward the hubs. In particular, we obtain the distribution of event-sizes on the network. Further, the probability for the occurrence of extreme events on any node in the network depends on its generalized strength, a measure of the ability of a node to attract walkers. The generalized strength is a function of the degree of the node and that of its nearest neighbors. We obtain analytical and simulation results for the probability of occurrence of extreme events on the nodes of a network using a generalized random walk model. The result reveals that the nodes with a larger value of generalized strength, on average, display lower probability for the occurrence of extreme events compared to the nodes with lower values of generalized strength.
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by Levy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $alpha$ approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا