First passage and arrival time densities for Lévy flights and the failure of the method of images

From MaRDI portal
Revision as of 05:47, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4468569

DOI10.1088/0305-4470/36/41/L01zbMath1049.60090arXivcond-mat/0309449OpenAlexW2025673572MaRDI QIDQ4468569

Leonid V. Tanatarov, Ralf Metzler, Vsevolod Yu. Gonchar, Joseph Klafter, Aleksei V. Chechkin

Publication date: 10 June 2004

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0309449




Related Items (47)

First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral methodGeneralized diffusion and random search processesAge representation of Lévy walks: partial density waves, relaxation and first passage time statisticsFirst passage time moments of asymmetric Lévy flightsThe convergence rate for difference approximations to fractional boundary value problemsEquivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particleComputing Fractional Laplacians on Complex-Geometry Domains: Algorithms and SimulationsAnisotropic Nonlocal Diffusion Operators for Normal and Anomalous DynamicsFractional advection diffusion asymmetry equation, derivation, solution and applicationResidence time statistics for normal and fractional diffusion in a force fieldAnomalous diffusion and random search in xyz-comb: exact resultsA mesh-free pseudospectral approach to estimating the fractional Laplacian via radial basis functionsAsymmetric Lévy flights in the presence of absorbing boundariesSpace-fractional Fokker–Planck equation and optimization of random search processes in the presence of an external biasEscape from bounded domains driven by multivariateα-stable noisesFractional diffusion on circulant networks: emergence of a dynamical small worldBrownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusionFokker-Planck equations for stochastic dynamical systems with symmetric Lévy motionsSome fundamental aspects of Lévy flightsRandom acceleration process on finite intervals under stochastic restartingBoundary Problems for the Fractional and Tempered Fractional OperatorsA characteristic of local existence for nonlinear fractional heat equations in Lebesgue spacesMoments for tempered fractional advection-diffusion equationsShould I stay or should I go? Zero-size jumps in random walks for Lévy flightsTransition path time distributions for Lévy flightsA mixed SOC-turbulence model for nonlocal transport and Lévy-fractional Fokker-Planck equationLÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTIONOn fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equationsDiffusion and escape from polygonal channels: extreme values and geometric effectsSearch reliability and search efficiency of combined Lévy–Brownian motion: long relocations mingled with thorough local explorationDiffusive behavior and the modeling of characteristic times in limit order executionsContinuous-time random walk as a guide to fractional Schrödinger equationTarget search of a protein on DNA in the presence of position-dependent biasStochastic movement subject to a reset-and-residence mechanism: transport properties and first arrival statisticsConvergence of consistent and inconsistent schemes for fractional diffusion problems with boundariesRevisiting Lévy flights on bounded domains: a Fock space approachDeterministic force-free resonant activationFirst passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditionsStochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solutionOptimal potentials for diffusive search strategiesFirst-passage properties of asymmetric Lévy flightsRandom search on combSelfsimilarity of diffusions’ first passage timesThe phase transition in a bistable Duffing system driven by Lévy noiseMean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approachExact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equationsEntropy of sharp restart




This page was built for publication: First passage and arrival time densities for Lévy flights and the failure of the method of images