Random walk explained

With the Monte Carlo method, the sample is taken to be a cubic lattice consisting of 70 x 70 x 70 sites with intersite distance of 0.6 nm. By applying a periodic boundary condition, an effective sample size up to 8000 sites (equivalent to 4.8-p.m long) can be generated in the field direction (37,39). Carrier transport is simulated by a random walk in the test system under the action of a bias field. The simulation results successfully explain many of the experimental findings, notably the field and temperature dependence of hole mobilities (37,39). 

We close these introductory remarks with a few comments on the methods which are actually used to study these models. They will for the most part be mentioned only very briefly. In the rest of this chapter, we shall focus mainly on computer simulations. Even those will not be explained in detail, for the simple reason that the models are too different and the simulation methods too many. Rather, we refer the reader to the available textbooks on simulation methods, e.g.. Ref. 32-35, and discuss only a few technical aspects here. In the case of atomistically realistic models, simulations are indeed the only possible way to approach these systems. Idealized microscopic models have usually been explored extensively by mean field methods. Even those can become quite involved for complex models, especially for chain models. One particularly popular and successful method to deal with chain molecules has been the self-consistent field theory. In a nutshell, it treats chains as random walks in a position-dependent chemical potential, which depends in turn on the conformational distributions of the chains in... 

Exercise. Find the higher av for the random walk and note that they are not small. How can it be explained that nevertheless the Fokker-Planck equation gave the correct result (VI.2.12) ... 

To summarize, d = 4 makes a border line, the upper critical dimensionJ for the excluded volume problem. For d < 4 both the cluster expansion and the loop expansion break down term by term in the excluded volume limit. For d i> 4 the expansions are valid, the leading n- or c-dependence of the results being trivial, however. We may state that for d > 4 the random walk model or Flory-Huggins type mean field theories catch the essential physics of the problem. As will be explained more accurately in Chap. 10 the mechanism behind this is the fact that for d > 4 two nncorrelated random walks in general do not cross. 

Kiippers and co-workers have successfully used the random walk form to reproduce the behavior observed on Cu(l 11), Pt(lll) and Ni(l 0 0) [26]. They demonstrate that the different behaviors with regard to the short time (pre-saturation) HD formation rates can be explained in terms of the relative rates of hot atom reaction and sticking. We have used our kinetic equations to derive approximate analytical expressions for initial reaction rates and product yields as a function of the initial surface coverage, and these have compared well with the experimental findings of the Kiippers group [37]. 

Levy diffusion is a Markov process corresponding to the conditions established by the ordinary random walk approach with the random walker making jumps at regular time values. To explain why the GME, with the assumption of Eq. (112), yields Levy diffusion, we notice [50] that the waiting time distribution is converted into a transition probability n(x) through... 

Chapter 8 by W. T. Coffey, Y. P. Kalmykov, and S. V. Titov, entitled Fractional Rotational Diffusion and Anomalous Dielectric Relaxation in Dipole Systems, provides an introduction to the theory of fractional rotational Brownian motion and microscopic models for dielectric relaxation in disordered systems. The authors indicate how anomalous relaxation has its origins in anomalous diffusion and that a physical explanation of anomalous diffusion may be given via the continuous time random walk model. It is demonstrated how this model may be used to justify the fractional diffusion equation. In particular, the Debye theory of dielectric relaxation of an assembly of polar molecules is reformulated using a fractional noninertial Fokker-Planck equation for the purpose of extending that theory to explain anomalous dielectric relaxation. Thus, the authors show how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended via the continuous-time random walk to yield the empirical Cole-Cole, Cole-Davidson, and Havriliak-Negami equations of anomalous dielectric relaxation from a microscopic model based on a... 

Though the ideal gas assumption would cause some error in predicting result, the reasonableness of the above suggested models can be explained by HIO (Higashi, Ito, Oishi) model (Higashi et al., 1963) which is based on the random walk of molecules. The HIO model was same with the model 4 in this paper when the single layer adsorption was assumed. 

The best physical model is the simplest one that can explain all the available experimental time series, with the fewest number of assumptions. Alternative models are those that make predictions and which can assist in formulating new experiments that can discriminate between different hypotheses. We start our discussion of models with a simple random walk, which in its simplest form provides a physical picture of diffusion—that is, a dynamic variable with Gaussian statistics in time. Diffusive phenomena are shown to scale linearly in time and generalized random walks including long-term memory also scale, but they do so nonlinearly in time, as in the case of anomalous diffusion. Fractional diffusion operators are used to incorporate memory into the dynamics of a diffusive process and leads to fractional Brownian motion, among other things. The continuum form of these fractional operators is discussed in Section IV. 

Thus the Debye equation [Eq. (1)] may be satisfactorily explained in terms of the thermal fluctuations of an assembly of dipoles embedded in a heat bath giving rise to rotational Brownian motion described by the Fokker-Planck or Langevin equations. The advantage of a formulation in terms of the Brownian motion is that the kinetic equations of that theory may be used to extend the Debye calculation to more complicated situations [8] involving the inertial effects of the molecules and interactions between the molecules. Moreover, the microscopic mechanisms underlying the Debye behavior may be clearly understood in terms of the diffusion limit of a discrete time random walk on the surface of the unit sphere. 

Another most important question in anomalous dielectric relaxation is the physical interpretation of the parameters a and v in the various relaxation formulas and what are the physical conditions that give rise to these parameters. Here we shall give a reasonably convincing derivation of the fractional Smoluckowski equation from the discrete orientation model of dielectric relaxation. In the continuum limit of the orientation sites, such an approach provides a justification for the fractional diffusion equation used in the explanation of the Cole-Cole equation. Moreover, the fundamental solution of that equation for the free rotator will, by appealing to self-similarity, provide some justification for the neglect of spatial derivatives of higher order than the second in the Kramers-Moyal expansion. In order to accomplish this, it is first necessary to explain the concept of the continuous-time random walk (CTRW). 

---