Asymmetric Lévy flights in nonhomogeneous environments

DOI10.1088/1742-5468/2014/05/P05024zbMATH Open1456.82795arXiv1401.7175MaRDI QIDQ3301962FDOQ3301962

Authors: T. Srokowski 

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Abstract: We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A fractional diffusion equation corresponding to a master equation for a jumping process with a variable jumping rate is solved in a diffusion limit. It is demonstrated that for some model parameters the equation is satisfied in that limit by the stable process with the same asymptotics as the driving noise. The Langevin equation containing a multiplicative noise, depending on the position as a power-law, is solved; the existing moments are evaluated. The motion appears subdiffusive and the transport depends on the asymmetry parameter: it is fastest for the symmetric case. A special case of the one-sided distribution is discussed.

Full work available at URL: https://arxiv.org/abs/1401.7175

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Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (12)

• Lévy walk dynamics in an external constant force field in non-static media
• Lévy flights in inhomogeneous environments and \(1 / f\) noise
• Fokker-Planck equation driven by asymmetric Lévy motion
• Explicit representations for multiscale Lévy processes and asymptotics of multifractal conservation laws
• Gaussian motion competing with Lévy flights
• Numerical solutions for asymmetric Lévy flights
• Stochastic diffusion and stable noise-induced phenomena
• Lévy flights search patterns of biological organisms
• Stochastic dynamics for systems with Lévy flights and nonhomogeneously distributed traps
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise
• Theory of self-similar stochastic systems. I
• Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process

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