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arXiv 0810.1492cond-mat.stat-mech
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Levy Flight Superdiffusion:An Introduction

Levy Flight Superdiffusion: An Introduction

A. A. Dubkov, B. Spagnolo, V. V. Uchaikin

摘要:

从布朗运动的发现到湍流扩散中的Richardson“三分之四定律”,本文介绍了作为自相似Lévy过程的Lévy飞行超扩散。自相似条件将Lévy过程的无穷可分特征函数转化为Lévy运动的稳定特征函数。Lévy运动是在$α$ -稳定分布理论和分数阶导数的基础上对布朗运动的推广.进一步发展的想法在于推广的Langevin方程与非高斯白噪声源和使用功能的方法。这导致任意马尔可夫过程的柯尔莫哥洛夫方程。作为特例,我们得到了Lévy飞行的分数阶Fokker-Planck方程。本文导出了对称光滑单稳势中Lévy运动的定态概率分布的一些结果,以及计算越障问题中非线性弛豫时间的一般表达式。最后,我们讨论结果相同的特点和障碍跨越问题与Lévy航班,最近获得了不同的方法。

英文摘要:

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the Lévy flight superdiffusion as a self-similar Lévy process. The condition of self-similarity converts the infinitely divisible characteristic function of the Lévy process into a stable characteristic function of the Lévy motion. The Lévy motion generalizes the Brownian motion on the base of the $α$-stable distributions theory and fractional order derivatives. The further development of the idea lies on the generalization of the Langevin equation with a non-Gaussian white noise source and the use of functional approach. This leads to the Kolmogorov's equation for arbitrary Markovian processes. As particular case we obtain the fractional Fokker-Planck equation for Lévy flights. Some results concerning stationary probability distributions of Lévy motion in symmetric smooth monostable potentials, and a general expression to calculate the nonlinear relaxation time in barrier crossing problems are derived. Finally we discuss results on the same characteristics and barrier crossing problems with Lévy flights, recently obtained with different approaches.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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