Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Levy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short range auto-correlated Levy walks in the large time limit, and solve it. Our derivation discloses different dynamical mechanisms leading to correlated Levy walk diffusion in terms of quantities that can be measured experimentally.
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…
We refute here the concernes raised in the Comment of our letter. This reply states clearly the validity range of our results and shows that the optimality of inverse-square Levy walks at the basis of the Levy flight foraging hypothesis is generically unfounded. We also give the precise set of conditions for which inverse-levy square Levy walks turn to be optimal, conditions which are unlikely to be verified biologically.
We provide explicit formulas for asymptotic densities of the 2- and 3-dimensional ballistic Lévy walks. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D Lévy walks are expressed in terms of hypergeometric functions and the right-side Riemann-Liouville fractional derivative which allows to efficiently evaluate them numerically. The theoretical results agree with Monte-Carlo simulations. The obtained functions solve certain differential equations with the fractional material derivative.
Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Levy walks in which the fractional equivalent of the material derivative occurs. Our approach will be useful for the dynamical formulation of Levy walks in an external force field or in phase space for which the description in terms of the continuous time random walk or its corresponding generalized master equatio…
The integro-differential wave equation for the probability density function for a classical one-dimensional Lévy walk with continuous sample paths has been derived. This equation involves a classical wave operator together with memory integrals describing the spatio-temporal coupling of the Lévy walk. It is valid for any running time PDF and it does not involve any long-time large-scale approximations. It generalizes the well-known telegraph equation obtained from the persistent random walk. Several non-Markovian cases are considered when the particle's velocity alternates at the gamma and pow…
Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $qν(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$. This paper investigates the strong anomalous diffusion behavior of a two-state process with Lévy walk and Brownian motion, which usually serves as an intermittent search process. The sojourn times in Lévy walk and Brownian phases are taken as power law distributions with exponents $α_+$ and $α_-$, respectively. Detailed scaling analyses are performed for the coex…
Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of Lévy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker, we are led to a description of such Lévy walks in terms of multistate processes whose time-evolution is shown to obey a set of coupled delay differential equations. Using simple arguments, we obtain asymptotic solutions to these equations and rederive the scaling laws for the mean squared displacement of such processes. Our calculation includes the computation …
Lévy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory, here we investigate the dynamics of Lévy walks under the influences of the constant force field and the one combined with harmonic potential. Utilizing Hermite polynomial approximation to deal with the spatiotemporally coupled analysis challenges, some striking features are detected, including non Gaussian stationary distribution, faster diffusion, and still st…
Fractional Levy motion (fLm) is the natural generalization of fractional Brownian motion in the context of self-similar stochastic processes and stable probability distributions. In this paper we give an explicit derivation of the propagator of fLm by using path integral methods. The propagators of Brownian motion and fractional Brownian motion are recovered as particular cases. The fractional diffusion equation corresponding to fLm is also obtained.
We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional noise as the result of fractional integration/differentiation of a white Levy noise. We investigate self - affine properties of the approximation and conclude that it is suitable for modeling persistent Levy motion with the Levy index between 1 and 2.
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous trajectories of walker motion. This approach may open a way to treat Levy flights or Levy random walks in inhomogeneous media or systems with boundaries in the future. The proposed model assumes the velocity of a wandering particle to be affected by a linear friction and a nonlinear Langevin force whose intensity is proportional to the magnitude of the veloci…
The Levy walk model is studied in the context of the anomalous heat conduction of one dimensional systems. In this model the heat carriers execute Levy-walks instead of normal diffusion as expected in systems where Fourier's law holds. Here we calculate exactly the average heat current, the large deviation function of its fluctuations and the temperature profile of the Levy-walk model maintained in a steady state by contact with two heat baths (the open geometry). We find that the current is non-locally connected to the temperature gradient. As observed in recent simulations of mechanical mode…
We consider super-diffusive Lévy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean. We demonstrate that the probability density function (PDF) of the coordinate of the random walker has two different scaling limits at large times. One limit describes the bulk of the PDF. It is the $d-$dimensional generalization of the one-dimensional Lévy distribution and is the counterpart of central limit theorem (CLT) for random walks with finite dispersio…
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are then derived, both in the limit of weak and strong friction. These are fractional extensions of the Klein-Kramers and the Smoluchowski equations. It is shown that the fractional character acquired by the position in the Smoluchowski equation follows from the fractional character of the momentum in the Klein-Kramers equation. Connections among fractional transpo…
Aging phenomena have been observed in numerous physical systems. Many statistical quantities depend on the aging time $t_a$ for aging anomalous diffusion processes. This paper pays more attention to how an external force field affects the aging Lévy walk. Based on the Langevin picture of Lévy walk and generalized Green-Kubo formula, we investigate the quantities which include the ensemble- and time-averaged mean-squared displacements in both weak aging $t_a\ll t$ and strong aging $t_a\gg t$ cases, and compare them to the quantities in the absence of any force field. Two typical force fields, c…
Levy walk is a fundamental model with applications ranging from quantum physics to paths of animal foraging. Taking animal foraging as an example, a natural idea that comes to one's mind is to introduce the multiple internal states for dealing with the dependence of the PDF of waiting time on the energy of the animal and richness of the food at a particular location, etc; the framework can also be used to model the moving trajectories of smart animals without returning to the directions or locations which they come from immediately. After building the Levy walk model with multiple internal sta…
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 str…
We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as superballistic dynamics. Previously only the superdiffusive regime has been analyzed. In this model the walker velocity is governed by a nonlinear Langevin equation. Analyzing the crossover from small to large time scales we find the time scales on which the velocity correlations decay and the walker motion essentially exhibits Levy statistics. Our analysis is …
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the Lévy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary in the long-time limit and it represents the Lévy process with a simple scaling. The solution for the drift term in the form $λ\hbox{sgn}(x)$ possesses two different scales which correspond to the Lévy indexes $μ$ and $μ+1$ $(μ<1)$. The former component of the solution prevails at large distances but it diminishes with time for a given $x$. The fractional mom…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable Lévy noise terms. The drift terms are generalised to be spatially linear, but may contain arbitrary time dependence such that no steady-state solution is available, even for the deterministic system.
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $α$ ($0< α\le 2$), in the symmetric case. We show that by properly scaled transition to vanishing space and time steps our random walk models converge to the corresponding continuous Markovian stochastic processes, that we refer to as Levy-Feller diffusion processes.
Random walks constitute a fundamental mechanism for many dynamics taking place on complex networks. Besides, as a more realistic description of our society, multiplex networks have been receiving a growing interest, as well as the dynamical processes that occur on top of them. Here, inspired by one specific model of random walks that seems to be ubiquitous across many scientific fields, the Levy flight, we study a new navigation strategy on top of multiplex networks. Capitalizing on spectral graph and stochastic matrix theories, we derive analytical expressions for the mean first passage time …
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Lévy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and behavioral science demonstrate that this particular type of random …
The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events the particle randomly changes the direction of motion but maintains the same constant speed. We generalize the standard model to incorporate velocity fluctuations into the process. Two types of models are considered, namely, (i) with a walker changing the direction and absolute value of its velocity during collisions only, and (ii) with a walker whose veloci…
The time that waves spend inside 1D random media with the possibility of performing Lévy walks is experimentally and theoretically studied. The dynamics of quantum and classical wave diffusion has been investigated in canonical disordered systems via the delay time. We show that a wide class of disorder--Lévy disorder--leads to strong random fluctuations of the delay time; nevertheless, some statistical properties such as the tail of the distribution and the average of the delay time are insensitive to Lévy walks. Our results reveal a universal character of wave propagation that goes beyond st…
The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far invoked to explain anomalous heat conductivity in the context of non-interacting particles is here shown to extend to the general case of truly many-body systems. Our approach does not only provide a firm evidence that energy diffusion is anomalous in the HPG, but proves definitely superior to direct methods for estimating the divergence rate of heat conductivity …
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…
The Lévy walk process for a lower interval of an excursion times distribution ($α<1$) is discussed. The particle rests between the jumps and the waiting time is position-dependent. Two cases are considered: a rising and diminishing waiting time rate $ν(x)$, which require different approximations of the master equation. The process comprises two phases of the motion: particles at rest and in flight. The density distributions for them are derived, as a solution of corresponding fractional equations. For strongly falling $ν(x)$, the resting particles density assumes the $α$-stable form (truncated…
The Lévy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{δ^2}$ often used to analyze single particle tracking experiments. The ballistic phase of the motion is non-ergodic and we obtain analytical expressions for the fluctuations of $\bar{δ^2}$. For enhanced sub-ballistic diffusion we observe numerically apparent ergodicity breaking on long time scales. As observed by Akimoto \textit{Phys. Rev. Lett.} \textbf{108}, 164101 (2012) deviations of temporal averages $\bar{δ…
Anomalous dynamics in which local perturbations spread faster than diffusion are ubiquitously observed in the long-time behavior of a wide variety of systems. Here, the manner by which such systems evolve towards their asymptotic superdiffusive behavior is explored using the 1d Lévy walk of order $1 < β< 2$. The approach towards superdiffusion, as captured by the leading correction to the asymptotic behavior, is shown to remarkably undergo a transition as $β$ crosses the critical value $β_{c} = 3/2$. Above $β_{c}$, this correction scales as $\lvert x \rvert \sim t^{1/2}$, describing simple dif…
The Levy-type distributions are derived using the principle of maximum Tsallis nonextensive entropy both in the full and half spaces. The rates of convergence to the exact Levy stable distributions are determined by taking the N-fold convolutions of these distributions. The marked difference between the problems in the full and half spaces is elucidated analytically. It is found that the rates of convergence depend on the ranges of the Levy indices. An important result emerging from the present analysis is deduced if interpreted in terms of random walks, implying the dependence of the asymptot…
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.
Many physical and biological processes are modeled by "particles" undergoing Lévy random walks. A feature of significant interest in these systems is the mean square displacement (MSD) of the particles. Long-time asymptotic approximations of the MSD have been established, via the Tauberian Theorem, for systems in which the distribution of the step durations is asymptotically a power law of infinite variance. We extend these results, using elementary analysis, and obtain closed-form expressions as well as power law bounds for the MSD in equilibrium, and representations of the MSD as sums of sup…
We investigate the nonergodicity of the generalized Lévy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987)] with respect to the squared displacements. We present detailed analytical derivations of our previous findings outlined in a recent Letter [Phys. Rev. Lett. 120, 104501 (2018)], give profound interpretations, and especially emphasize three surprising results: First, we find that the mean-squared displacements can diverge for a certain range of parameter values. Second, we show that an ensemble of trajectories can spread subdiffusively, whereas individual time-average…
We present a heuristic derivation of the first passage time exponent for the integral of a random walk [Y. G. Sinai, Theor. Math. Phys. {\bf 90}, 219 (1992)]. Building on this derivation, we construct an estimation scheme to understand the first passage time exponent for the integral of the integral of a random walk, which is numerically observed to be $0.220\pm0.001$. We discuss the implications of this estimation scheme for the $n{\rm th}$ integral of a random walk. For completeness, we also address the $n=\infty$ case. Finally, we explore an application of these processes to an extended, el…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including nonequilibrium ones may appear. A Brownian motion is a special case of Lévy motion and the stochastic process based on the latter is an alternative choice for studying cooperative phenomena in various fields. Recently, fractional Fokker-Planck equations associated with Lévy noise have attracted much attention and behaviors of systems with double-well potenti…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic process with correlated increments as well as the one of its inverse process, and present the Langevin description of Lévy walk with memory, i.e., correlated waiting times. Based on the built Langevin picture, the properties of aging and nonstationary are discussed. The Langevin system exhibits sub-ballistic superdiffusion if the friction force is involved, wh…
Lévy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a new unidirectional motion event either in the positive or in the negative direction. We consider two-dimensional generalization of Lévy walks in the form of the so-called XY-model. It describes a particle moving with a constant velocity along one of the four basic directions and randomly switching between them when starting a new motion event. We address the ball…
Recently, anomalous superdiffusion of ultra cold 87Rb atoms in an optical lattice has been observed along with a fat-tailed, Lévy type, spatial distribution. The anomalous exponents were found to depend on the depth of the optical potential. We find, within the framework of the semiclassical theory of Sisyphus cooling, three distinct phases of the dynamics, as the optical potential depth is lowered: normal diffusion; Lévy diffusion; and x ~ t^3/2 scaling, the latter related to Obukhov's model (1959) of turbulence. The process can be formulated as a Lévy walk, with strong correlations between t…
This article considers the statistical properties of Lévy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply. Notwithstanding this property, their higher-order moments display anomalous scaling properties, whenever the statistics of the transition times possesses power-law tails. This phenomenon is perfectly consistent with the classical Central Limit Theorem, as it involves the convergence properties towards the normal distribution. It is closely related to the property that the h…
A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of Gaussian process or ballistic type of Lévy walk, and the time of each movement is random. For the return phase, the particles will move back to the origin with a constant velocity or acceleration or under the action of a harmonic force after each movement, so that this phase can also be treated as a non-instantaneous resetting. After each return, a rest with a random time at the origin follows. The asymptotic behaviors of the mean squared…
We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional derivative in space. The cases of free flights, constant force and linear Hookean force are analyzed in detail, and we corroborate our findings with results from numerical simulations. We discuss the non-Gibbsian character of the stationary solution for the case of the Hookean force, i.e. the deviation from Boltzmann equilibrium for long times. The possible…
Search strategies based on random walk processes with long-tailed jump length distributions (Levy walks) on the one hand and intermittent behavior switching between local search and ballistic relocation phases on the other, have been previously shown to be beneficial in stochastic target finding problems. We here study a combination of both mechanisms: an intermittent process with Levy distributed relocations. We demonstrate how Levy distributed relocations reduce oversampling and thus further optimize the intermittent search strategy in the critical situation of rare targets.
We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks with long-range dynamics providing a general framework for anomalous diffusion and navigation, and inducing dynamically the small-world property on any network. We obtained exact results for the stationary probability distribution, the average fractional return probability and a global time, showing that the efficiency to navigate the network is greater if …
In search for mathematically tractable models of anomalous diffusion, we introduce a simple dynamical system consisting of a chain of coupled maps of the interval whose Lyapunov exponents vanish everywhere. The volume preserving property and the vanishing Lyapunov exponents are intended to mimic the dynamics of polygonal billiards, which are known to give rise to anomalous diffusion, but which are too complicated to be analyzed as thoroughly as desired. Depending on the value taken by a single parameter α, our map experiences sub-diffusion, super-diffusion or normal diffusion. Therefore its tr…
Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive Lévy walk dynamics. We introduce a nonlinear non-Markovian persistent random walk model that explains the emergence of superdiffusive Lévy walks. We show that the alignment interaction between individuals can lead to the superdiffusive growth of the mean squared displacement and the power law distribution of run length with infinite variance. The main result is that the superdiffusi…
Bacterial swarms display intriguing dynamical states like active turbulence. Using a hydrodynamic model we now show that such dense active suspensions manifest super-diffusion, via Lévy walks, which masquerades as a crossover from ballistic to diffusive scaling in measurements of mean-squared-displacements, and is tied to the emergence of hitherto undetected oscillatory streaks in the flow. Thus, while laying the theoretical framework of an emergent advantageous strategy in the collective behaviour of microorganisms, our study underlines the essential differences between active and inertial tu…
We introduce the quantum Levy walk to study transport and decoherence in a quantum random model. We have derived from second order perturbation theory the quantum master equation for a \textit{Levy-like particle}that moves along a lattice through hopping scale-free while interacting with a thermal bath of oscillators. The general evolution of the quantum Levy particle has been solved for different preparations of the system. We examine the evolution of the quantum purity, the localized correlation, and the probability to be in a lattice site, all them leading to important conclusions concernin…
We employed the method of virial expansion in order to compute the retarded density correlation function (generalized diffusion propagator) in the critical random matrix ensemble in the limit of strong multifractality. We found that the long-range nature of the Hamiltonian is a common root of both multifractality and Levy flights which show up in the power-law intermediate- and long-distance behavior, respectively, of the density correlation function. We review certain models of classical random walks on fractals and show the similarity of the density correlation function in them to that for t…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as Lévy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points, whose nearest-neighbor distances are i.i.d. and long-tailed (with finite mean but possibly infinite variance). The motion is a continuous-time, constant-speed interpolation of a symmetric random walk on the marked points. We first study the quenched random walk on the point process, proving the CLT and the convergence of all the accordingly rescaled moments. …
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few years, it was indeed realized that random walks are a very useful "laboratory" to test the effects of correlations on the record statistics. We start with the simple one-dimensional random walk with symmetric jumps (both continuous and discrete) and discuss in detail the statist…
Inverse square Levy walk emerging universally in goal-oriented tasks
School of Science and Engineering, Tokyo Denki University（东京电机大学理工学部）；The University of Tokyo（东京大学）；SoftBank Robotics Group Corp.（软银机器人集团公司）；Shinshu University（信州大学）；Waseda University（早稻田大学）
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic feature of diffusion-type processes. Technically that involves a familiar transformation from a non-Hermitian Fokker-Planck operator to the Hermitian operator (e.g. Schroedinger Hamiltonian), whose negative is known to generate a dynamical semigroup. Under suitable restrictions upon the generator, the semigroup admits an analytic continuation in time and ulti…
