MFPT calculation for random walks in inhomogeneous networks

Isuri Wijesundera, Malka N. Halgamuge, Ampalavanapillai Nirmalathas and Thrishantha Nanayakkara

Physica A: Statistical Mechanics and its Applications, 2016, vol. 462, issue C, 986-1002

Abstract: Knowing the expected arrival time at a particular state, also known as the mean first passage time (MFPT), often plays an important role for a large class of random walkers in their respective state-spaces. Contrasting to ideal conditions required by recent advancements on MFPT estimations, many naturally occurring random walkers encounter inhomogeneity of transport characteristics in the networks they walk on. This paper presents a heuristic method to divide an inhomogeneous network into homogeneous network primitives (NPs) optimized using particle swarm optimizer, and to use a ‘hop-wise’ MFPT calculation method. This methodology’s potential is demonstrated through simulated random walks and with a case study using the dataset of past cyclone tracks over the North Atlantic Ocean. Parallel processing was used to increase calculation efficiency. The predictions using the proposed method are compared to real data averages and predictions assuming homogeneous transport properties. The results show that breaking the problem into NPs reduces the average error from 18.8% to 5.4% with respect to the homogeneous network assumption.

Keywords: MFPT; Random walk; Inhomogeneous; Network primitives; PSO; Cyclone prediction (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:462:y:2016:i:c:p:986-1002

DOI: 10.1016/j.physa.2016.06.015

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