Chapter II: Diffusion and Growth Processes

Modelling and Simulation, M.Biehl, 2005

1. Random Walks
space/time discrete processes
continuous formulation
2. Diffusion Limited Aggregation (DLA)
Witten Sander algorithm
fractal properties of the aggregate
the growth site probability distribution
electrostatic analagon, Dielectric Breakdown Model (DBM)

1. Random Walks
A few examples of (effectively) random motion or structure:
Brownian motion . . .
of an object in a fluctuating medium, e.g.: thermal fluctuations lead to an irregular
movement of a particle floating on a liquid surface
Diffusing adatoms
a single atom on a regular crystal surfaces hops from lattice site to lattice site
Mixing phenomena
alloying of different materials
distribution of Greek Euro coins in the Netherlands
Spreading . . .
of diseases in a population, of a forest fire etc.
Polymers . . .
can be described as generated by Random Walk processes

One-dimensional Random Walk (RW)

... discrete in time and space

x(t) IN,

x(0)

random displacement, e.g.

x(t + 1) = x(t) + (t + 1)
after T steps:

initial value

x(T ) = x(0) +

T
X

(t) {1, +1}

(t)

t=1

simplifications:
unbiased walk, no drift

(t) = 0 x(T ) = x(0) for all t

uncorrelated steps

(t)2

(t) (s) =
(t) (s)

for t = s
for t 6= s

each step is independent of the history (Markovian process)

(

the simplest case:

(t) =

+1
1

with prob. 1/2

;
with prob. 1/2

(s) (t) =

0
1

for s 6= t
for s = t

x(T ) = x(0) = 0,

x(T )2 =

T X
T
X

(s) (t) =

s=1 t=1

mean square displacement (m.s.d.):

x(t)2 x(t)

T
X

1 = T

t=1

describes the typical behavior of the m.s.d.

e.g. on average over many independent realizations

Fig. 1: Three independent realizations

of the one-dim. RW up to t = 1000 with

x(0) = 0. The dashed lines mark

t,
solid lines correspond to 2 t.

Two-dimensional Random Walk

example: unbiased, uncorrelated, isotropic RW on a square lattice
Fig. 2: A particle at position ~r = (x, y)> can
hop to one of the Nearest Neighbor (NN) sites.
Unit vectors of the lattice are denoted as ~ax =
(a, 0)> and ~ay = (0, a)>. The lattice constant
a corresponds to the spatial discretization, the
time step is denoted as t.

~ay
~
r

~ax

~r(t) = ~r(t t) + ~ (t)

~ (t) = 0,

~ =
~ (t) (s)

mean position

with indep.

~r(T ) = 0,

0
a2

~ (t) =
+~ay

~
ay

for s 6= t
.
for s = t
m.s.d.

+~ax

~
a

. . . each with prob. 1/4

For ~r(0) = 0 after time T = n t:

| ~r(T ) | = a

(independent of the embedding dimension, holds for general d-dim. cubic lattices)

Example realizations

Fig. 3: Three different realizations of the twodim. walk with ~r(0) = 0 on a square
lattice with a = 1. Each plot displays all sites visited in 3600 steps of the RW.
Consider the set of visited sites after time t:

W t

number of visited sites

R = | ~r | t typical (linear) size

W R2 the trace is a twodim. object

in particular, every site of a twodim. area will be visited for t
2
t
R
of distinct visited sites is W

More precisely: the number W

ln t
ln R

Master equation and continuum description

the probability p(~
r , t) to find the RW at time t at position ~r obeys

1
p(~r, t + t) =
p(~r + ~ax, t) + p(~r ~ax, t)p(~r + ~ay , t) + p(~r ~ay , t)
4


any particle that was at time t already at position ~r will hop away
particles that are at a NN site at time t will hop to ~r with prob. 1/4
interpretation:
a fraction p(~r, t) of n independent walkers will be found at position ~r after t steps.
The evolution of the probability with t can be evaluated iteratively
(

e.g. from initial conditions p(~r, 0) =

one finds
for small t:
for large t:

1 for ~r = 0
0
else

(all particles at ~r = 0)

strong lattice asymetry, higher density along the lattice axes

isotropic, spherically symmetric prob. p(~r, t) = p(|~r| , t)

10000 random walks ini/alized close to center (density plot) Le9:

a9er 10 steps (zoom) la;ce anisotropy s/ll visible Right: a9er
5000 steps
approx. spherically symmetric density

Continuum limit

re-write the master equation:

1
p(~r, t + t) p(~r, t) = { p(~r + ~ax, t) 2 p(~r, t) + p(~r ~ax, t)
4
+ p(~r + ~ay , t) 2 p(~r, t) + p(~r ~ay , t) }
divide by a2 and t and consider lim and
a0

=
t
1
(~r, t) = lim 2 p(~r, t)
a0 a
!
2
2

=
,
, 2 =
+ 2
2
x y
x
y
f
f (t + t) f (t)
= lim
,
t0
t
t
a2
= lim lim
a0 t0 4t

"

lim

t0

a
2 = 2
4 t

probability density per unit area

(two dim. Nabla and LaplaceOp. )

2f
f (x + a) 2f (x) + f (x a)
= lim
2
a0
x
a2

(deriv. )

diffusion constant
(discretization a

t)

diffusion equation

= 2

partial differential equation for (~

r , t)

example:
initial condition

(~
r , 0) = (~
r)

boundary condition

(~
r , t) 0 for |~
r|

normalization
solution for t > 0:

(~
r , t) d2r = 1
(~
r , t) =

1
4 t

"

exp

~
r

4t

(spherically symmetric )

the discrete p(~

r , t) is spherically symmetric for large t
the Master equation of the RW can be interpreted as a discretization of the
diffusion equation
a stationary density (given further boundary conditions)
satisfies 2 = 0 (Laplace equation)
the above iterative evaluation of p(~
r , t) corresponds to the so called
relaxation method for solving the Laplace equation

Remarks, outlook
important: correlated random walks
e.g. Selfavoiding Walks for describing polymers
diffusion is essential for most models of aggregation and growth
e.g. Diffusion Limited Aggregation (next section)