Method of calculating densities for isotropic ballistic Lévy walks

DOI10.1016/J.CNSNS.2016.11.026OpenAlexW2400993558MaRDI QIDQ2005481FDOQ2005481

Tomasz Zorawik, Marcin Magdziarz

Publication date: 7 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05695

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zbMATH Keywords

Monte Carlo simulationprobability density functioncontinuous-time random walkLévy walk

Mathematics Subject Classification ID

Numerical analysis (65-XX) Information and communication theory, circuits (94-XX)

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• Densities of scaling limits of coupled continuous time random walks
• Weakly non-ergodic statistical physics
• Relaxation to stationary states for anomalous diffusion
• Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
• Lévy noise with memory
• Characterizing anomalous diffusion by studying displacements

Cited In (7)

• First encounters on Bethe lattices and Cayley trees
• Limit properties of Lévy walks
• From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
• Space-time coupled evolution equations and their stochastic solutions
• Limit theorems for Lévy walks inddimensions: rare and bulk fluctuations
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• Method of calculating densities for isotropic L\'evy Walks

Uses Software

• ma2dfc

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