Method of calculating densities for isotropic ballistic Lévy walks

DOI10.1016/J.CNSNS.2016.11.026MaRDI QIDQ2005481zbMATH OpenOpenAlexFDO

Authors Marcin Magdziarz, Tomasz Zorawik

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

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)

Recommendations

• Densities of scaling limits of coupled continuous time random walks
• d -dimensional Lévy flights: Exact and asymptotic
• Limit theorems for Lévy walks in \(d\) dimensions: rare and bulk fluctuations
• Limit properties of Lévy walks
• Lévy flights: Exact results and asymptotics beyond all orders

Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 2015707 (Why is no real title available?)
• scientific article; zbMATH DE number 2217537 (Why is no real title available?)
• A note on a method for generating points uniformly on n -dimensional spheres
• Asymptotic behaviour of random walks with correlated temporal structure
• Asymptotic properties and numerical simulation of multidimensional Lévy walks
• Characterizing anomalous diffusion by studying displacements
• Densities of scaling limits of coupled continuous time random walks
• First Steps in Random Walks
• Fractal solids, product measures and fractional wave equations
• Fractional Boltzmann equation for multiple scattering of resonance radiation in low-temperature plasma
• Human mobility and spatial disease dynamics
• Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
• Limit theorems and governing equations for Lévy walks
• Lévy Processes and Stochastic Calculus
• Lévy noise with memory
• Multidimensional Lévy walk and its scaling limits
• Multidimensional solutions of space–fractional diffusion equations
• Random walks with infinite spatial and temporal moments
• Relaxation to stationary states for anomalous diffusion
• Some applications of fractional equations.
• Space-time fractional derivative operators
• Statistics of the occupation time of renewal processes
• Stochastic models for fractional calculus
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Triangular array limits for continuous time random walks
• Weakly non-ergodic statistical physics

Cited in

(8)

• 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 in \(d\) dimensions: rare and bulk fluctuations
• Method of calculating densities for isotropic L\'evy Walks
• Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation
• Densities of scaling limits of coupled continuous time random walks

Describes a project that uses

Uses Software

• ma2dfc

This page was built for publication: Method of calculating densities for isotropic ballistic Lévy walks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2005481)