Asymmetric Lévy flights in nonhomogeneous environments

DOI10.1088/1742-5468/2014/05/P05024MaRDI QIDQ3301962zbMATH OpenFDO

Authors T. Srokowski

Publication date 11 August 2020

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

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

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)

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.

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Cited in

(12)

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

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