Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation

DOI10.1088/1751-8121/AB7420OpenAlexW3005311691MaRDI QIDQ5060410FDOQ5060410

Authors: Weihua Deng, Trifce Sandev, Pengbo Xu 

Publication date: 10 January 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8121/ab7420

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zbMATH Keywords

anomalous diffusionLévy walkHermite polynomial expansionparameter dependent velocity

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

• NIST handbook of mathematical functions
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• The random walk's guide to anomalous diffusion: A fractional dynamics approach
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• Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
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• Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
• Asymptotic properties and numerical simulation of multidimensional Lévy walks
• High accuracy algorithm for the differential equations governing anomalous diffusion. Algorithm and models for anomalous diffusion
• Models for characterizing the transition among anomalous diffusions with different diffusion exponents
• Lévy walk with multiple internal states
• Method of calculating densities for isotropic ballistic Lévy walks
• Fractional diffusion equation with distributed-order material derivative. Stochastic foundations

Cited In (6)

• Lévy walk dynamics in an external constant force field in non-static media
• Feynman-Kac equation for Brownian non-Gaussian polymer diffusion
• The Lévy walk with rests under stochastic resetting
• From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme
• Stochastic resetting can optimize the intermittent search strategy in a two-dimensional confined topography
• Lévy walk dynamics in non-static media

Uses Software

• Digital Library of Mathematical Functions

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