Abstract
Since the seminal work by Chandrasekhar, the random walk scheme has been extensively
developed both by expansion of new theoretical approaches and through applications
to a vast deversity of experimental situations. In particular the original motivation
for describing the transport by hopping conduction by Scher and Lax found a
natural basement on the Montroll-Weiss continuous-time random walk on a lattice.
Models of disorder are described by the properties of the distribution and specific
symmetries in the underlying lattice. The aim of the theory is to find an approximation
to calculate the mean value of the Green function of the problem. A unified
description is studied, based on a diagrammatic technique, in order to compare
the different approximations to tackle the problem of transport in disordered
media. Important tools to solve this nonequilibrium problem are the effective
medium approximation and non-Markovian random walk schemes. Particular emphasis
is put on the calculation of the frequency dependence behavior of the electric
conductivity, first passage times and residence times. The influence of boundary
conditions on the Green function is put in correspondence with other interesting
subjects like the first passage time problem and related ones. Studies of diffusion
in pure and drifted lattices in presence of different kinds of disorder and
anisotropies of the lattice are carried out.
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INTRODUCTION
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Clearly there are two different ways of doing physics, just to mention two pioneer
papers let me point out Einstein's work and the Smoluchowski one on the theory
of Brownian motion. Since then the random walk scheme has extensively been developed
through a huge diversity of situations. In particular the seminal work on astrophysics
by Chandrasekhar is a "modern" starting point to review the Markovian
theory of diffusion processes.
An important chapter in the theory of diffusion process was written in 1965
by Montroll and Weiss when they formulate (deductive approach) the theory of
non-Markovian processes to generalize the Brownian motion. Later on Scher and
Lax (1973) extensively developed the theory of non Markovian processes to understand
new experimental situations from the solid state physics. Since then the Montroll
and Weiss random walk theory (CTRW) has been generalized in many different forms,
for example to consider the diffusion of dimmer (introducing internal states
in the theory), turbulence (introducing a coupled space-time structure), dynamical
disorder (introducing a particular class of internal states), diffusion in discrete
phase-space, diffusion-advection problems in random media, and in general to
characterize anomalous diffusion in many different situations; interestingly
the classical random walk approach has also been used to tackle quantum problems.
Another approximation to study the occurrence of anomalous diffusion comes from
the stochastic transport theory and the theory of random matrix, in this case
the main purpose of the theory was to evaluate the mean
value (over the disorder) of the propagator of the system, this deductive approach
gave rise, in particular, to self consistent approximations, and scaling theories.
This approach was an important point of view to formulate a general mobility
formalism in classical disordered systems. Thus, models of disorder were described
by the different properties of the distribution of random variables (disorder)
and specific symmetries in the underlying system. Recently some generalizations
of effective medium approximations considering "internal states'' have
also been studied in order to understand the anomalous hydrodynamics dispersion
in presence of multiple transport paths (fractures, dead ends, etc). In particular,
emphasis was put on the characterization of the anomalous space-dispersion.
The present project is presented, with emphasis on comparisons between different
theoretical approaches. Examples include studies of diffusion in pure and drifted
situations away from equilibrium and in presence of different kind of disorder.
The starting point is a random walk in a random media, typically in the form
of a master equation with transition rates characterized by a given probability
distribution. This fundamental equation is supplemented by specific symmetries
that characterize the model of disorder and the presence of a bias and/or anisotropy
in the lattice. Thus different theoretical approaches are presented in order
to study the problem. The aim of the theory is to find an approximation to calculate
the mean value (over the disorder) of the Green function of the problem. A unified
description is studied, based on an exact diagrammatic technique in terms of
projector operators, in order to compare the different approximations to tackle
the problem. We studied that the specifics of each model of disorder enter through
nonuniversal exponents that characterize the
nonequilibrium moments of the random walk. Then at long time different exponents
are found depending of the strength of the disorder. The influence of boundary
conditions on the Green function of the ordered system is put in correspondence
with other interesting problems like the first passage time distribution and
the mean residence time in random media. Thus the effects of finite-size and
boundary conditions on the random walk domain are studied in connection with
extreme phenomena which are experimentally accessible and enable to known the
parameters of the stochastic dynamics. An important tool to solve this nonequilibrium
problem is the occurrence of effective medium approximations like the self consistent
approach (EMA) and the CTRW theory. In addition to the general features of the
characterization of critical exponents in disordered systems discussed above,
detailed reviews of theoretical and experimental works on many specific systems
are made. These include electric conductivity in amorphous materials, i.e.:
the generalized Einstein's law for the electric conductivity, first passage
time and the residence time statistics in random media in a unified formalism,
multifractality in the mean first passage time, etc.