Truncated Lévy flights and generalized Cauchy processes
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Publication:6135093
DOI10.1140/EPJB/E2011-20262-3zbMATH Open1516.60051arXiv1104.0112OpenAlexW3102531525MaRDI QIDQ6135093FDOQ6135093
Publication date: 26 July 2023
Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)
Abstract: A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.
Full work available at URL: https://arxiv.org/abs/1104.0112
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- Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle
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