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1.
Artículo en Inglés | MEDLINE | ID: mdl-26382457

RESUMEN

We consider networks in which random walkers are removed because of the failure of specific nodes. We interpret the rate of loss as a measure of the importance of nodes, a notion we denote as failure centrality. We show that the degree of the node is not sufficient to determine this measure and that, in a first approximation, the shortest loops through the node have to be taken into account. We propose approximations of the failure centrality which are valid for temporal-varying failures, and we dwell on the possibility of externally changing the relative importance of nodes in a given network by exploiting the interference between the loops of a node and the cycles of the temporal pattern of failures. In the limit of long failure cycles we show analytically that the escape in a node is larger than the one estimated from a stochastic failure with the same failure probability. We test our general formalism in two real-world networks (air-transportation and e-mail users) and show how communities lead to deviations from predictions for failures in hubs.

2.
Artículo en Inglés | MEDLINE | ID: mdl-25353743

RESUMEN

The Sparre-Andersen theorem is a remarkable result in one-dimensional random walk theory concerning the universality of the ubiquitous first-passage-time distribution. It states that the probability distribution ρ(n) of the number of steps needed for a walker starting at the origin to land on the positive semiaxes does not depend on the details of the distribution for the jumps of the walker, provided this distribution is symmetric and continuous, where in particular ρ(n) ∼ n(-3/2) for large number of steps n. On the other hand, there are many physical situations in which the time spent by the walker in doing one step depends on the length of the step and the interest concentrates on the time needed for a return, not on the number of steps. Here we modify the Sparre-Andersen proof to deal with such cases, in rather general situations in which the time variable correlates with the step variable. As an example we present a natural process in 2D that shows that deviations from normal scaling are present for the first-passage-time distribution on a semiplane.


Asunto(s)
Modelos Biológicos , Modelos Químicos , Modelos Moleculares , Modelos Estadísticos , Análisis Espacio-Temporal , Animales , Simulación por Computador , Humanos
3.
Chaos ; 22(2): 023132, 2012 Jun.
Artículo en Inglés | MEDLINE | ID: mdl-22757539

RESUMEN

A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here, we consider the dependence of the diffusion coefficient on the size and the position of areas of phase space linking spatial regions ('holes') in a class of simple one-dimensional, periodically lifted maps. The parameter dependent diffusion coefficient can be obtained analytically via a Taylor-Green-Kubo formula in terms of a functional recursion relation. We find that the diffusion coefficient varies non-monotonically with the size of a hole and its position, which implies that a diffusion coefficient can increase by making the hole smaller. We derive analytic formulas for small holes in terms of periodic orbits covered by the holes. The asymptotic regimes that we observe show deviations from the standard stochastic random walk approximation. The escape rate of the corresponding open system is also calculated. The resulting parameter dependencies are compared with the ones for the diffusion coefficient and explained in terms of periodic orbits.

4.
Phys Rev E Stat Nonlin Soft Matter Phys ; 84(4 Pt 1): 041135, 2011 Oct.
Artículo en Inglés | MEDLINE | ID: mdl-22181115

RESUMEN

We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line that contains dynamical correlations that change irregularly under parameter variation. Capturing these correlations by incorporating higher-order terms, all schemes converge to the analytically exact result. Two of these methods are based on expanding the Taylor-Green-Kubo formula for diffusion, while the third method approximates Markov partitions and transition matrices by using a slight variation of the escape rate theory of chaotic diffusion. We check the practicability of the different methods by working them out analytically and numerically for a simple one-dimensional map, study their convergence, and critically discuss their usefulness in identifying a possible fractal instability of parameter-dependent diffusion, in the case of dynamics where exact results for the diffusion coefficient are not available.

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