First-passage properties of asymmetric Lévy flights

DOI10.1088/1751-8121/AB493EOpenAlexW3101744715MaRDI QIDQ5872767FDOQ5872767

Authors: Amin Padash, Bartłomiej Dybiec, B. Shokri, Ralf Metzler, Aleksei V. Chechkin, Ilya Pavlyukevich 

Publication date: 4 January 2023

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

Full work available at URL: https://arxiv.org/abs/1910.07366

Recommendations

• First passage time moments of asymmetric Lévy flights
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• To hit or to pass it over-remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
• Numerical solutions for asymmetric Lévy flights
• Asymmetric Lévy flights in the presence of absorbing boundaries

zbMATH Keywords

first-passageLévy flightssearch dynamics

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional Brownian Motions, Fractional Noises and Applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the fluctuations of sums of random variables
• Title not available (Why is that?)
• Numerical calculation of stable densities and distribution functions
• Title not available (Why is that?)
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A fully discrete difference scheme for a diffusion-wave system
• Title not available (Why is that?)
• Fast finite difference methods for space-fractional diffusion equations with fractional derivative boundary conditions
• Finite difference methods for fractional differential equations
• Title not available (Why is that?)
• Finite element method for the space and time fractional Fokker-Planck equation
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• A second-order accurate numerical method for the two-dimensional fractional diffusion equation
• Nonequilibrium statistical mechanics
• The H-Function
• Title not available (Why is that?)
• Title not available (Why is that?)
• Chance and Stability
• Numerical methods for fractional calculus
• Mittag-Leffler functions, related topics and applications
• Finite difference methods for two-dimensional fractional dispersion equation
• First Passage Times for Symmetric Stable Processes in Space
• A space-time spectral method for the time fractional diffusion equation
• Title not available (Why is that?)
• First-passage phenomena and their applications
• Numerical simulation for the 3D seepage flow with fractional derivatives in porous media
• How to approximate the fractional derivative of order \(1 < \alpha \leq 2\)
• Title not available (Why is that?)
• Limits of Predictability in Human Mobility
• Numerical methods for the solution of partial differential equations of fractional order.
• Least squares finite-element solution of a fractional order two-point boundary value problem
• Mean exit time and escape probability for dynamical systems driven by Lévy noises
• Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises
• A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation
• Title not available (Why is that?)
• Computational algorithms for computing the fractional derivatives of functions
• First Steps in Random Walks
• Limit theorems in fluctuation theory
• A Guide to First-Passage Processes
• Maxima of sums of random variables and suprema of stable processes
• Properties of Lévy flights on an interval with absorbing boundaries
• Maximum of a fractional Brownian motion: Probabilities of small values
• Continuous Markov processes and stochastic equations
• Implicit difference approximation for the two-dimensional space-time fractional diffusion equation
• ADI-Euler and extrapolation methods for the two-dimensional fractional advection-dispersion equation
• Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
• A second-order accurate numerical method for a fractional wave equation
• Title not available (Why is that?)
• Random Walks on Lattices. III. Calculation of First-Passage Times with Application to Exciton Trapping on Photosynthetic Units
• Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion
• Multidimensional Lévy walk and its scaling limits
• The law of the hitting times to points by a stable Lévy process with no negative jumps
• Asymmetric transport and non-Gaussian statistics of passive scalars in vortices in shear
• Title not available (Why is that?)
• Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Accurate numerical methods for two and three dimensional integral fractional Laplacian with applications
• Finite difference/spectral-Galerkin method for a two-dimensional distributed-order time-space fractional reaction-diffusion equation
• Stochastic processes in classical and quantum systems. Proceedings of the 1st Ascona-Como International Conference, Held in Ascona, Ticino (Switzerland), June 24--29, 1985
• Anomalous diffusion and fractional transport equations
• Search reliability and search efficiency of combined Lévy-Brownian motion: long relocations mingled with thorough local exploration
• Space-fractional Fokker–Planck equation and optimization of random search processes in the presence of an external bias
• Appetitive flight patterns of male \textit{Agrotis segetum} moths over landscape scales
• Vector continued fractions using a generalized inverse
• To hit or to pass it over-remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
• Escape from bounded domains driven by multivariate \(\alpha \)-stable noises

Cited In (28)

• Asymmetric Lévy flights in the presence of absorbing boundaries
• Inertial Lévy flights in bounded domains
• Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution
• Some fundamental aspects of Lévy flights
• Quantifying the parameter dependent basin of the unsafe regime of asymmetric Lévy-noise-induced critical transitions
• Should I stay or should I go? Zero-size jumps in random walks for Lévy flights
• Generalized Fokker-Planck equation for superstatistical systems
• To hit or to pass it over-remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
• Role of long jumps in Lévy noise-induced multimodality
• Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion
• Transition path properties for one-dimensional systems driven by Poisson white noise
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Selfsimilarity of diffusions’ first passage times
• Numerical solutions for asymmetric Lévy flights
• Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
• Preface: new trends in first-passage methods and applications in the life sciences and engineering
• Asymmetric Lévy flights in nonhomogeneous environments
• Fractional advection diffusion asymmetry equation, derivation, solution and application
• Order flow in the financial markets from the perspective of the fractional Lévy stable motion
• First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Lévy noise-driven escape from arctangent potential wells
• First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
• 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency
• Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion
• First passage time moments of asymmetric Lévy flights
• Revisiting Lévy flights on bounded domains: a Fock space approach
• First exit time of a Lévy flight from a bounded region in \(\mathbb{R}^N\)

Uses Software

• STABLE
• FODE

This page was built for publication: First-passage properties of asymmetric Lévy flights

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5872767)