One-dimensional space-discrete transport subject to Lévy perturbations

DOI10.1007/S10955-008-9607-YzbMATH Open1155.82018arXiv0804.2276OpenAlexW2088565989MaRDI QIDQ960174FDOQ960174

Authors: Ilya Pavlyukevich, Igor M. Sokolov 

Publication date: 16 December 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure of the stationary distribution for Levy perturbations with finite second moment. The situation of more general Levy perturbations lacking the second moment is considered as well. We moreover show that some of the properties of the solutions are pertinent to a discrete system and are not reproduced by its continuous analogue.

Full work available at URL: https://arxiv.org/abs/0804.2276

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zbMATH Keywords

Fourier transformBessel functiontransport equationstationary distributionLévy processLévy flights

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Turbulent transport, mixing (76F25) Transport processes in time-dependent statistical mechanics (82C70)

Cites Work

• Lévy Processes and Stochastic Calculus
• Title not available (Why is that?)
• Title not available (Why is that?)
• Simple systems with anomalous dissipation and energy cascade
• Anomalous dissipation in a stochastically forced infinite-dimensional system of coupled oscillators
• An Expression for the Dirac Delta Function. I

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