Random walks

Aldrin B E

August 17, 2018

 Acknowledgement:
I would like to express my deep sense of gratitude to Prof.A.V.Anil Kumar for
his valuable hand in helping me through various stages of the project work.

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 Abstract

This project focuses on gaining understanding on the nature of ’random walks’.

Simulations of random walks of a one-particle, and an n-particle system (follow-
ing exclusion principle) in a single-laned discrete (finite) lattice, are done and
some of their properties were verified.
Contents

• Intoduction.

• Random walk of a single particle in one-dimension.

– With symmentry in probabilities.

– Exponential decay in walk length.

– With asymmetry in probabilities.

– Determination of the nature of

first passage time.

• Random walk of an ’n’ particle-system

(following exclusion principle)

– In a single lane.

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Introduction:
’Random walks’ forms the heart of statistical mechanics and as we
know,statistical mechanics deals with systems with large number of particles.
The number of particles is so humongous that it renders classical mechanics’
approach futile eventhough the system might have been exactly solvable. This
is because classical mechanics demands the knowledge of the initial position,
momentum (or velocity) etc. (in all the degrees of freedom) of all the particles
which is practically impossible to obtain in case of large number of particles
(Eg. a mole of gas in a container). Moreover, even if the initial conditions are
provided, we will be left with a large number of equations to solve (which is
also practically impossible) to get the final position, momentum etc. (in all the
degrees of freedom) of all the particles at some point of time in the future and
neither are we interested in obtaining such large data (of microstates of all the
particles). So, statistical mechanics gives a different approach where we use
limited (small amount of) information about the initial conditions of the
system to obtain limited, but useful information about the macroscopic
properties of the system. This is where the concept of ’random walks’ sneaks
in and gives and probabilistic approach to tap information about a system
containing large number of particles. Here, each particle in an n-particle
system is said to take any one of the various countable microstates and can
jump from one to the other with different probabilities (yes, they are like
Markov chains, and ’random walks’ is a special case of Markov chain). The
expectation values of various physical quantities are said to be equal to the
value of the corresponding macroscopic properties and they are in accordance
with the laws of thermodynamics.

Random walk of a single particle:

A large number(10000) of random walks of a single particle (initially at
position, x=0) is simulated.
Here, in each random walk, the particle will make a large number (10000) of
steps and in each step, the particle can either go to the right or to the left by
one unit (walk length) with probabilities p and q respectively,
where p + q = 1.

-With symmetry in probabilities p and q:

Here p = q = 0.5
The final positions of the random walks were recorded and the probability
distribution was plotted.
As expected, the distribution (shown below) was a binomial distribution
centered at origin. And apparently, the expected value of the final position of
such a random walk is 0.

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NOTE:
In all the below graphs in this section, the x-axis denotes the position of the
particle x and the y-axis denotes the probability that the position of the
particle is x after a random walk of a large number(10000) of steps.

When the walk length undergoes exponential decrease:

Here, at the ith step, the walk length is ai , where a ∈ [0, 1] (i.e) the particle
can either go right or left by a walk length of ai in the ith step.

When a = 0.9

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Here, on comparing with the earlier one where the walk length at each step is
a constant (unity), we can infer that this (when a = 0.9) causes the particle to
be more constrained to ”walk away” from the expectation value of its position,
O. The probability distribution practically vanishes for |x| > 7

when a = 0.8

We can see that as the a decreases, the particle’s position is more and more
close to the expected value, 0.

When a = 0.7

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When a = 0.6

We can see that it slowly starts getting a sharp jump at the point the
probability of the particle’s position practically vanishes. This is because the
walk length rapidly tends to zero, as the number of step tends to infinity. We
know that the end points of the probability distribution where the probability
of the particle’s position hasn’t vanished, must have been the result of a
random walk of large number(10000) of steps with a = 0.6 so that the walk
length would have been very small (of the order of 0.610000 ). So, any
”infinitessimal” (sufficiently small) neighbourhood (of those end points) away
from the origin(0), the probability of the particle being there tends to zero as
a tends to zero, since the walk length (ai ) of the ith step rapidly tends to zero,
as the number of steps of the random walk is large. This effect can be
witnessed more vividly in the below mentioned cases (For a < 0.6).

when a = 0.5

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when a = 0.4

when a = 0.3

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when a = 0.2

when a = 0.1

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-with asymmetry in probabilities p and q:

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Here p = 5 and so, q = 5

If the random variable X ={1, with probability p and −1 with probability

(1 − p) }

After 0 n0 steps, the expectation value of X

= [p(+1) + (1 − p)(−1)]n

= (2p − 1)n
= 6000
since number of steps, n = 10000
The probability distribution is given below,

It is as if ”the wave packet”, has travelled to x = 6000 in 10000 steps.

If the steps taken are synchroniched with the passage of time, it seems like the
expectation value of the position of the particle is moving with velocity,
(2p − 1) which, in this case, is 35 .

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First passage time of a position x:
It is the step in which the particle for the first time, crosses the position x.
Several random walks of 1000 steps are done and the average first passage
time was noted for various positions.

When a=1:

We can see that, as the position of the particle moves away from the origin,
the first passage time increases (as expected). And it shows a typical graph of
a function of this form f (x) = |xl |, where l ∈ (0, 1).
The particle hardly reaches the position x, 3 |x| > 50 within a 1000 steps and
thus the first passage time might be a bigger value than 1000.

Random walk of ’n’ particles in a discrete lattice (following

exclusion principle):
Here, assume ’n’ particles in a discrete lattice. At each step, each particle has
the option to go either to the right or to the left by a walk length of one unit,
with probabilities p and q respectively, provided the corresponding
neighbouring lattice point is empty (exclusion principle).
Assume the lattice has finite points numbered from 1 to l (first l natural
numbers). Particles can enter the left boundary (1) and the right boundary (l)
of the lattice with a probability α and β respectively.
Assume the whole lattice is empty initially and the number of steps to be
large. It is a totally asymmetric case, wherein p = 1 and q = 0.
The average density (z − axis) of the particles[normalized to 1] on the lattice
is obtained for different α (x − axis) and β (y − axis). The information is

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plotted in a graph.

From the above graphs, we can observe the following phenomena:

• As α approaches 0, the average density (irrespective of the value of β)
tends to 0. This could have also been intuitively expected since (keeping

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 the outlet constant) the more constricted the intake is, we will reach a
time when the density gets practically smaller (infinitessimal).

• As α approaches 1, an interesting phenomenon happens. The resulting

average density is not independent of the value of β. When β is 1, the
scenario is symmetric and the (normalized) average density is around 0.6
(which is near 0.5 in accordance with our intuition). But when β tends to
0, the (normalized) aveage density tends to 1 (i.e)The whole set of lattice
points are practically saturated [after a long time (after equilibrium is
achieved)]. Again, this is in accordance with intuition, since (keeping the
intake constant) the more constricted the outlet is, the system gets more
and more crowded as time goes by. And it reaches a point (equilibrium)
eventually, when the (normalized) average density is 1.

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