Monitoring Lévy-process crossovers

DOI10.1016/J.CNSNS.2020.105490MaRDI QIDQ2211998zbMATH OpenOpenAlexFDO

Authors Maike A. F. dos Santos, Evaldo M. F. Curado, Fernando D. Nobre

Publication date 17 November 2020

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

Full work available at URL https://arxiv.org/abs/2009.06015

zbMATH Keywords

fractional calculusfractional dynamicsLévy flightsnon-Gaussian distributionsstochastic processes

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L'evy processes: in the first model we change gradually the order of the derivative in the Laplacian term of the diffusion equation, whereas in the second one we consider a combination of fractional-derivative diffusive terms characterized by coefficients that change in time. The proposals are illustrated by considering semi-analytical (i.e., analytical together with numerical) procedures to follow the time-dependent solutions. We find changes between two different regimes and it is shown that, far from the crossover regime, both models yield qualitatively similar results, although these changes may occur in different forms for the two models. The models introduced herein are expected to be useful for describing crossovers among distinct diffusive regimes that occur frequently in complex systems.

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Cited in

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