The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density function of Levy flights in different smooth potential profiles. We find confinement of the particle in the superdiffusion motion with a bimodal stationary distribution for all the anharmonic symmetric monostable potentials investigated. The stationary probability density functions show power-law tails, which ensure finiteness of the variance. By reviewing recent results on these statistical characteristics, the peculiarities of Levy flights in comparison with ordinary Brownian motion are discussed.
我们考虑A + A -->空集反应，其中粒子的输运由猝灭随机势中的Levy飞行给出。在文献中常见的无序模型下，随机势只能增加反应速率。然而，对于服从细致平衡的无序模型，反应速率最初增加，然后作为无序强度的函数减小。第二种模型得到的物理行为与反应性湍流一致，表明Levy飞行统计可以模拟湍流流体输运的各个方面。
Optimal random foraging strategy has gained increasing concentrations. It is shown that Lévy flight is more efficient compared with the Brownian motion when the targets are sparse. However, standard Lévy flight generally cannot be followed in practice. In this paper, we assume that each flight of the forager is possibly interrupted by some uncertain factors, such as obstacles on the flight direction, natural enemies in the vision distance, and restrictions in the energy storage for each flight, and introduce the tempered Lévy distribution $p(l)\sim {\rm e}^{-ρl}l^{-μ}$. It is validated by both…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity derivatives and Langevin dynamics where Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space. Distribution functions are found using numerical means for varying degrees of fractionality of the stable Lévy distribution as solutions to the FFP equation. The~statistical properties of the distributio…
For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Levy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ("leapovers"), these two definitions lead to significantly different results. We study the first-pas…
How to simulate Lévy flights in a steep potential: An explicit splitting numerical scheme
Friedrich Schiller University Jena（耶拿弗里德里希·席勒大学）；Institute of Geophysics, National Academy of Sciences of Ukraine（乌克兰国家科学院地球物理研究所）；Igor Sikorsky Kyiv Polytechnic Institute（伊戈尔·西科尔斯基基辅理工学院）；Max Planck Institute of Microstructure Physics（马克斯·普朗克微观结构物理研究所）；Wroclaw University of Science and Technology（弗罗茨瓦夫科技大学）；Akhiezer Institute for Theoretical Physics, National Science Center “Kharkiv Institute of Physics and Technology”（阿赫谢泽理论物理研究所，国家科学中心“哈尔科夫物理与技术研究所”）
We address Lévy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should actually be. Versions considered are: restricted Dirichlet, spectral Dirichlet and regional (censored) fractional Laplacians. The affiliated random processes comprise: killed, reflected and conditioned Lévy flights, in particular those with an infinite life-time. The related concept of quasi-stationary distributions is briefly mentioned.
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a randomly located target. There has been significant interest and controversy regarding optimal search strategies, especially for superdiffusive processes. The optimal search strategy is typically defined as the strategy that minimizes the time it takes a given single searcher to find a target, which is called a first hitting time (FHT). However, many systems…
The Topology of Rayleigh-Levy Flights in Two Dimensions
Max Planck Institute for Gravitational Physics (Albert Einstein Institute)（马克斯·普朗克引力物理研究所（爱因斯坦研究所））；Asia Pacific Center for Theoretical Physics（亚太理论物理中心）；Department of Physics, POSTECH（浦项科技大学物理系）；Université Paris-Saclay, CNRS, CEA, Institut de physique théorique（巴黎萨克雷大学、法国国家科学研究中心、法国原子能和替代能源委员会、理论物理研究所）；Institut d’Astrophysique de Paris（巴黎天文物理研究所）；Kyung Hee University, Dept. of Astronomy & Space Science（庆熙大学天文学与空间科学系）
Lévy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $α$-stable jump length distribution with long-tailed, power-law asymptote. As a result, the variance of Lévy Flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering Lévy Flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we h…
We investigate the non-Langevin relative of the Lévy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional Langevin-Fokker-Planck scenario results from an impact of confining conservative force fields on the random motion. A non-Langevin alternative has a built-in direct response of jump intensities to energy (potential) landscapes in which the process takes place. We revisit the problem of Lévy flights in superharmonic potential wells, with a focus on the extremally…
