The Random Walk Problem
The Random Walk Problem
The random walk problem, while important in its own right, is another
example of a problem in which we can easily pass from the low statistics
limit to the high statistics limit. So we study this problem to see,
again, how statistical systems can be deterministic when they are large
enough.
s =
∫ s P ( s) ds.
σ 12 =
∫ ( s − s ) 2 P( s) ds.
Thus given a P(s) function we can integrate to get +s, and σ1. The type
of function used for P(s) would depend on the details of the interactions
and because these can be very complicated we shall assume that we know
+s, and σ1 for our system of interest. This assumption is not as great as
it may seem because both of these quantities can be measured
experimentally for real systems.
In one important case we know +s, exactly without doing any measurements.
If there is no driving force in the system causing the particle to prefer
one direction over the other then +s, must be exactly zero. Examples of
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driving forces are a fan blowing in the room full of air or a sloped
sidewalk that the inebriate attempts to navigate along. Keep this case
in mind when reading random walk problems as no numerical value need be
specified for +s, if a driving force does not exist.
S= ∑ s.i =1
i
We now take the average of this total distance and recognize that the
average of a sum is the sum of the averages:
∑ ∑ ∑
N N N
<S> = si = si = s.
i =1 i =1 i =1
In the last step we used +s,, the average value of a single step. The
last summation is just summing +s, up N times. So we have the first
result for the random walk problem:
Our next goal will be to find the standard deviation for the total trip
distance. Here we have to average the square of the difference between
S and +S,:
∑
N
σ 2 = (S − S )2 = ( s − s )]2 .
i =1
We now rewrite the square of the quantity to be summed as a product of
two summations and pull the summation signs out in front of the averages:
∑ ∑ ∑∑
N N N N
σ2 = ( si − s ) (s j − s ) = ( si − s ) ( s j − s ) .
i =1 j =1 i =1 j =1
∑∑ ∑∑
N N N N
σ2 = ( si − s ) ( si − s ) + ( si − s ) ( s j − s ) ,
j =i i =1 j ≠ i , j =1 i =1
∑ ∑∑
N N N
σ2 = ( si − s ) 2 + ( si − s ) ( s j − s ) .
i =1 j ≠ i , j =1 i =1
The first term can be simplified by replacing the average of the sum by
the sum of the average. The last term can be simplified using the theorem
that says the average of product is the product of the averages when the
events are statistically independent. This condition is meet because
this sum contains products referring to different step numbers. Then we
have,
∑ ∑∑
N N N
σ2 = ( si − s ) 2 + ( si − s ) ( s j − s ) .
i =1 j ≠ i , j =1 i =1
∑ ∑∑
N N N
σ2 = ( si − s AV ) 2 + ( si − s ) ( s j − s ).
i =1 j ≠ i , j =1 i =1
∑ ∑∑
N N N
σ2 = ( si − s AV ) 2 + ( s − s ) ( s − s ).
i =1 j ≠ i , j =1 i =1
∑
N
σ2 = ( si − s AV ) 2 + 0.
i =1
In the next to last line we used +s, for the average of a single step.
The quantity remaining in the last summation is just the square of the
standard deviation for a single step. Since we are summing this N times
we obtain,
σ 2 = N σ 12
Taking the square root yields our second key result for the random walk
problem:
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Example #1: The valence electrons in most metals are essentially free
to wander about. They possess kinetic energy and move with velocities
of the order of 106 m/sec. As they move around the metal they undergo
random collisions with the positive ion cores, the surfaces of the sample
or with other electrons. In a particular metal (copper in this case)
they travel an average distance of 3 x 10-8 meters between collisions and
undergo an average of 5 x 1013 collisions per second. If one could follow
a particular electron for one minute, how far would that electron go on
average and what is the fluctuation (standard deviation) in that
distance? Treat the metal as a one dimensional sample.
S = N s = (3 x 1015 ) (0) = 0,
σ = (3 x 1015 ) (3 x 10 −8 meters),
σ = 1643
. meters.
So after one minute the electron is where it started from but with an
uncertainty of 1.643 meters!
Example #2: Suppose a sample of the same metal from Example #1 was to
have an electric field applied whose strength was sufficient to cause the
electron to move along the line of the field an average of 10-14 meters
between each collision. How far would an electron go on average after
one minute and what is the fluctuation in that distance? Again, treat
the metal as a one dimensional sample.
causes the electron to move a finite amount with each single step;
therefore +s, = 10-14 meters.
which is comparatively large. Clearly the random motion which causes the
fluctuations, 3 x 10-4 meters, dominates over the driving motion due to
the field, 10-14 meters. Thus our knowledge of what happens in a single
step is very uncertain. When we do a similar calculation for the entire
period of one minute we obtain,
σ 1643
. meters
ℑrel = = = 0.055,
S 30 meters
which is comparatively small. After one minute we have rather precise
knowledge of the position of the electron: it has moved a distance of 30
meters with an uncertainty of only 1.643 meters for a relative
uncertainty of 5.5%. This is characteristic of statistical systems; as
the size of the system increases (more collisions in our case) the
precision with which we can calculate results increases.
If we take the ratio of Equations (1) and (2) we obtain a general result:
σ N σ1 1 σ1
ℑrel = = = ,
S N s N s
Thus as
N → ∞ , ℑ rel → 0.
Hence the relative fluctuation decreases as the size of the system
increases. One caveat should be noted here. This limit does not follow
in the case of no driving force as +s, = 0. The relative fluctuation
cannot be defined and therefore the system is not statistically
deterministic.
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∫∫∫
G
s = ( sx i + sy j + sz k ) P( x , y , z) dxdydz,
G
∫ P ( x)dx = 1, etc.
x
=
∫∫∫ ( sx i + sy j + sz k ) Px ( x ) Py ( y ) Pz ( z ) dxdydz,
∫ ∫ ∫
G
s = sx iPx ( x )dx Py ( y )dy Pz ( z)dz
+
∫ ∫ ∫
s y jPy ( y )dy Px ( x )dx Pz ( z)dz
+
∫ ∫ ∫
( z )dz
sz kPz Py ( y )dy Px ( x )dx ,
∫ ∫ ∫
G ( z )dz.
s = sx iPx ( x )dx + sy jPy ( y )dy + sz kPz
In general there will be only one preferred direction for a given driving
force. Let us assume that this force is along the z-axis. Then the
average displacement along the x and y-axes must be zero. Thus the
average displacement for a single step is,
∫
G
s = sz k Pz ( z ) dz = sz k.
In three dimensions the standard deviation for single steps takes the
form,
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∫∫∫ ( sG − sG )
2
σ 12 = P( x , y , z ) dxdydz,
or,
σ 12 =
∫∫∫ [( x − x ) 2 + ( y − y ) 2 + ( z − z ) 2 ] P( x , y , z) dxdydz,
σ 12 =
∫∫∫ [( x − x ) 2 + ( y − y ) 2 + ( z − z ) 2 ] Px ( x ) Py ( y ) Pz ( z ) dxdydz.
Separating this into three integrals, and then using the fact that each
of the probability functions is normalized over its own coordinate
yields,
σ 12 =
∫ ( x − x ) 2 Px ( x ) dx +
∫ (y − y ) 2 Py ( y ) dy +
∫ ( z − z ) 2 Pz ( z ) dz.
σ 12 = 3 σ 12,z ,
σ 1 = 3 σ 1,z .
Then we have,
σ 1 = 3 σ 1,z . (3b)
In order to find the average and standard deviation for a total trip of
N steps we need to perform averaging of the kind that we did in Section
3.01 above. The only difference now is that we have vector quantities
instead of the single coordinate. Because vectors are sums of their
components the results of this averaging process yields a vector for SAV
which is the sum of the averages of the individual one dimensional
components. Therefore we have:
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G
S = N sx i + N s y j + N sz k.
Since the driving force only exists along one axis (which we have chosen
to be the z-axis), this reduces to,
(5)
σ= N σ1 = 3 N σ 1,z .
[Answers: a) 10-2 nm, b) 10-8 cm, c) 103 meters, d) 10-3 meters, and e)
1000.000 _
+ 0.001.]
9. My love wears a particularly exotic perfume which I can detect from great
distances. She is sitting on the beach 100 meters north of me. A gentle
wing is blowing out of the north so that on the average each perfume
molecule travels a distance of 4x10-6 cm between collisions. The
molecules in the atmosphere undergo a rather standard fluctuation of 10-5
m per collision. The typical rate of collisions between air molecules
is 107/sec. a) On the average how long does it take for her perfume to
reach my nose? b) What is the fluctuation in the answer to a)? c) What
is the relative fluctuation in the answer to a)? d) What is the relative
fluctuation for single collisions? e) What is the wind speed (on the
average)?
10. Energy produced at the center of the sun has a hard time finding its way
out. In this problem you are going to calculate how long it takes as
average photon to get out. On the average in the sun, a photon will go
about 1 centimeter between collisions with hydrogen atoms, and on the
average it is held about 10-8 seconds by the hydrogen atom before being
re-emitted in a completely random direction. Hence, the photon takes 108
"steps" per second. a) what is the average distance traveled in any one
dimension per step? b) What is the standard deviation about the value
obtained in part a)? c) The radius of the sun is about 7 x 108 meters.
About how many "steps" must a photon take before having a 32% chance of
being outside the sun? d) At the rate of 108 steps per second, how many
years does the number of steps in part c) correspond to?
12. In a field free region, the electrons in a certain metal undergo 2 x 1011
collisions per second. As the electrons undergo these collisions, 68%
of the time the distance traveled in a single collision is 1 angstrom.
a) What is the average distance traveled in one hour by an electron?
b) What is the maximum distance traveled by 68% of the electrons in one
hour? c) What is the maximum distance traveled by any of the electrons
in one hour?
13. A slightly inebriated man can take steps with a standard deviation of 0.3
meters. The sidewalk the man is walking on has a small slope so that his
average single step size is 0.03 meters. The man takes an average of
five steps per minute and has a half kilometer walk home downhill
(fortunately). a) How long does it take the man to get home? b) What
is the standard deviation for his total trip home. c) What is the
relative fluctuation in the trip.
14. A perfume bottle is opened in the center of the room releasing many
perfume molecules into the air. These molecules go at most 4 x 10-5
meters in either direction between collisions with air molecules 95% of
the time [95% means two standard deviations], and collide on the average
108 times per second. Answer the following questions assuming that this
is a one-dimensional problem. a) What is the average distance traveled
in one step (collision)? b) What is the standard deviation about the
average in a)? c) What is the average distance traveled after 1 minute?
d) What is the standard deviation about the average in c)?
18. The drift speed of the electrons in copper wire is 3.7 x 10-4 meters/sec
for a given applied electric field. The number of electron collisions
occurring per second is 5 x 1023. The fluctuation in the size of the
single steps is 10-8 meters. a) How far does an electron go in 1000
seconds? b) What is the average size of a single step (distance between
collisions)? c) What is the fluctuation in the distance after 1000
seconds? d) To what accuracy (%) do we know how far the electrons travel
in 1000 seconds? e) After 1,000,000 seconds what is the accuracy in the
distance traveled? f) How are your answers to part d) and e) related to
the question of statistical determinism?
20. I'm capable of taking steps of a least one meter in size 68% of the time.
On a particularly day I leave class knowing (because my stomach tells me
so) that I want to go to lunch at Mrs. B's which is approximately 500
meters away. But in my indecisiveness (my head keeps trying to develop
new problems for my upcoming Physics 406 exam that distracts me from my
walking forward all the time) I only average 30 cm per step. Yet I still
step twice every second (a basic muscular response). Clever students
plot my path along the way. a) What is the relative uncertainty in my
single steps. b) How long will it take for me to get to Mrs. B's on the
average? c) What is my average speed for the trip? d) What is the
certainty and relative uncertainty in my trip to Mrs. B's? e) How far
would I have to walk to get my relative uncertainty for a trip under
0.01%?
21. The free electrons in silver metal experience collisions at the rate of
2.5 x 1015/second and 68% of the time, travel a distance of 5.7 x10-8
meters between collisions. a) What is the average speed of a free
electron between collisions assuming there is no electric field present?
b) After one second what is the average distance traveled and what is the
fluctuation in that distance? In the presence of a certain electric field
the electrons acquire an average drift speed of 1.4 x 104 m/sec. c) What
is the average distance for single steps between collisions? d) How many
collisions would an electron experience on the average in going a
distance of one meter? e)How far would an electron have to travel so the
the relative fluctuation in the distance was 0.01%?
23. The free electrons in the metal rubidium have a mean free path of 2.2 x
10-8 meters, that is, this is size of the standard deviation for single
steps in any dimension. a) What is the "average" time between
collisions based on the data given so far in this problem? b) How many
degrees of freedom does a single free electron have? c) What is the
average kinetic energy of a single free electron in a metal at room
temperature? d)What is the average speed of a single free electron? e)
What is the average time between collisions based on the speed in part
c)? f) What is the collision rate based on your answer to part a)? g)
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Within what distance range could one expect to find a single electron
after one second? h) What is the average distance traveled by a single
free electron in one second?
24. Experimental data for sodium metal has the average speed of a free
electron at 1.07 x 106 meters/second, with an average distance (by this
we mean that the distance traveled by a free electron was within 68% of
the following value) at 3.5 x 10-6 meters . a) What is the time between
collisions on the average? b) What is the collision rate, i.e., the
number of collisions per second? c) What is the fluctuation in the
distance traveled after one collision? d) How far has a single electron
traveled after 1,000,000 collisions? e) What is the fluctuation in the
distance traveled after 1,000,000 collisions?
25. Ice (frozen water, H2O) is a protonic semi-conductor, that is, when an
electric field is applied to ice, the hydrogen ions (protons) carry the
electric current by transferring from one molecule to the next. The
number of protons available for conduction processes depends
significantly on the temperature of the ice which is a characteristic of
semiconductors as opposed to pure conductors whose conduction is
relatively temperature independent. Suppose that for a given electric
field the average drift speed of the protons is 10-5 m/sec, and the rate
of collisions (number of protons transfers per second) is 106 /sec. Also
suppose that the range of single steps is within 10-8 meters 68% of the
time. a) How far does a proton travel on the average in one minute?
b) How many transfers does a proton experience on the average in one
minute? c) What is the average distance traveled in a single transfer?
d) What is relative fluctuation in single steps? e) What is the
relative fluctuation in the total distance traveled after one minute?
26. Sulfur Dioxide (S2O) is a particularly evil smelling gas which gives
rotten eggs their putrid odor. Supposed that some sulfur dioxide gas is
released into the atmosphere and mixes with the oxygen and nitrogen
molecules in the air. On the average air molecules experience collisions
at a rate of 107/sec. Assume that the fluctuation in the single steps
traveled by air molecules is 10-4 meters. a) After five minutes what is
the average distance traveled by the sulfur dioxide molecules? b) What
is the standard deviation in your answer to part a)? c) What is the
relative fluctuation in your answer to part b)? d) Repeat the
calculations of a), b), and c) for a time period of five hours. e) If
you were standing ten meters from the source of the gas how long would
it take for 32% of the molecules to be farther from the bottle than you?
27. Air molecules collide on the average 107/second. Suppose that a small
breeze is blowing at 8 meters/second. 68% of the time air molecules
travel a distance of less than 10-5 meters per single step. a) What is
the average time between collisions? b) What is the average distance
RANDOM WALK Page 60
29. The heating system in a certain room causes the air molecules to move on
the average with a speed of 2.5 centimeters/second. The range of an air
molecule between collisions is 5x10-4 meters with an average speed of 500
meters/second. a) What is the average time between collisions? b) How
many collisions does an air molecule experience per second? c) After one
hour how far would a molecule travel? d) What is the fluctuation in the
answer to part c)? e) Find the relative fluctuation for single steps and
for the one hour trip.