Langevin Picture of Lévy Walks and Their Extensions

In this paper we derive Langevin picture of Lévy walks. Applying recent advances in the theory of coupled continuous time random walks we find a limiting process of the properly scaled Lévy walk. Next, we introduce extensions of Levy walks, in which jump sizes are some functions of waiting times. We prove that under proper scaling conditions, such generalized Lévy walks converge in distribution to the appropriate limiting processes. We also derive the corresponding fractional diffusion equations and investigate behavior of the mean square displacements of the limiting processes, showing that different coupling functions lead to various types of anomalous diffusion.     

Random time averaged diffusivities for Lévy walks

We investigate a Lévy walk alternating between velocities ±v ₀ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic regime where the ensemble averaged mean squared displacement (MSD) at large times is ?x ²? ∝ t ², the latter to enhanced diffusion with ?x ²? ∝ t ^ν, 1 < ν < 2. The correlation function and the time averaged MSD are calculated. In the ballistic case, the deviations of the time averaged MSD from a purely ballistic behavior are shown to be distributed according to a Mittag-Leffler density function. In the enhanced diffusion regime, the fluctuations of the time averages MSD vanish at large times, yet very slowly. In both cases we quantify the discrepancy between the time averaged and ensemble averaged MSDs.     

One-Dimensional Space-Discrete Transport Subject to Lévy Perturbations

In this paper we study a one-dimensional space-discrete transport equation subject to additive Lévy 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 Lévy perturbations with finite second moment. The situation of more general Lévy 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.     

Lévy Flights in a Steep Potential Well

Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial monomodal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E 67:010102(R) (2003)). In this paper, we present a detailed study of Lévy flights in potentials of the type U(x)∝|x| ^c with c>2. Apart from the bifurcation into bimodality, we find the interesting result that for c>4 a trimodal transient exists due to the temporal overlap between the decay of the central peak around the initial δ-condition and the building up of the two emerging side-peaks, which are characteristic for the stationary state. Thus, for certain system parameters there exists a transient trimodal distribution of the Lévy flight. These properties of Lévy flights in external potentials of the power-law type can be represented by certain phase diagrams. We also present details about the proof of multimodality and the numerical procedures to establish the probability distribution of the process.     

Superdiffusive Transport Based on Lévy Walks in a Homogeneous Medium: General and Approximate Self-Similar Solutions

Journal of Experimental and Theoretical Physics - The general and approximate self-similar solutions for the Green’s function have been obtained for a wide class of integrodifferential...     

Recurrence and Transience of Random Walks¶in Random Environments on a Strip

We explain the necessary and sufficient conditions for recurrent and transient behavior of a random walk in a stationary ergodic random environment on a strip in terms of properties of a top Lyapunov exponent. This Lyapunov exponent is defined for a product of a stationary sequence of positive matrices. In the one-dimensional case this approach allows us to treat wider classes of random walks than before. Received: 15 March 2000 / Accepted: 14 April 2000     

Lévy flights in inhomogeneous media

We investigate the impact of external periodic potentials on superdiffusive random walks known as Lévy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random walks, Lévy flights are surprisingly sensitive to the shape of the potential while their asymptotic behavior ceases to depend on the Lévy index mu. Our analysis is based on a novel generalization of the Fokker-Planck equation suitable for systems in thermal equilibrium. Thus, the results presented are applicable to the large class of situations in which superdiffusion is caused by topological complexity, such as diffusion on folded polymers and scale-free networks.     

Phase Diagram in Stored-Energy-Driven Lévy Flight

Phase diagram based on the mean square displacement (MSD) and the distribution of diffusion coefficients of the time-averaged MSD for the stored-energy-driven Lévy flight (SEDLF) is presented. In the SEDLF, a random walker cannot move while storing energy, and it jumps by the stored energy. The SEDLF shows a whole spectrum of anomalous diffusions including subdiffusion and superdiffusion, depending on the coupling parameter between storing time (trapping time) and stored energy. This stochastic process can be investigated analytically with the aid of renewal theory. Here, we consider two different renewal processes, i.e., ordinary renewal process and equilibrium renewal process, when the mean trapping time does not diverge. We analytically show the phase diagram according to the coupling parameter and the power exponent in the trapping-time distribution. In particular, we find that distributional behavior of time-averaged MSD intrinsically appears in superdiffusive as well as normal diffusive regime even when the mean trapping time does not diverge.     

Multiplicative Lévy noise in bistable systems

Stochastic motion in a bistable, periodically modulated potential is discussed. Thesystem is stimulated by a white noise increments of which have a symmetric stable Lévydistribution. The noise is multiplicative: its intensity depends on the process variablelike |x|^?θ . The Stratonovich and Itôinterpretations of the stochastic integral are taken into account. The mean first passagetime is calculated as a function of θ for different values of thestability index α and size of the barrier. Dependence of the outputamplitude on the noise intensity reveals a pattern typical for the stochastic resonance.Properties of the resonance as a function of α, θ andsize of the barrier are discussed. Both height and position of the peak strongly dependson θ and on a specific interpretation of the stochastic integral.     

Lévy statistics for random single-molecule line shapes in a glass

We demonstrate that the statistical behavior of random line shapes of single tetra-tert-butylterrylene chromophores embedded in an amorphous polyisobutylene matrix at T=2 K is described by Lévy statistics as predicted theoretically by Barkai, Silbey, and Zumofen [Phys. Rev. Lett. 84, 5339 (2000)]. This behavior is a manifestation of the long-range interaction between two-level systems in the glass and the single molecule. A universal amplitude ratio is investigated, which shows that the standard tunneling model assumptions are compatible with the experimental data.     

Time characteristics of Lévy flights in a steep potential well

Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.     

Vicious Lévy flights

We study the statistics of encounters of Lévy flights by introducing the concept of vicious Lévy flights--distinct groups of walkers performing independent Lévy flights with the process terminating upon the first encounter between walkers of different groups. We show that the probability that the process survives up to time t decays as t-α at late times. We compute α up to the second order in ε expansion, where ε=σ-d, σ is the Lévy exponent, and d is the spatial dimension. For d=σ, we find the exponent of the logarithmic decay exactly. Theoretical values of the exponents are confirmed by numerical simulations. Our results indicate that walkers with smaller values of σ survive longer and are therefore more effective at avoiding each other.     

Functional Lévy walks

The problem of finding the probability distribution function for a random variable which is the function of a random walking radius vector is analyzed. It is shown for a wide class of these functions hyperbolically dependent on the value of the radius vector that the probability density distributions of these random variables are the known Lévy functions. The conditions under which functional Lévy walks pass into truncated ones are considered.     

Fluctuations in a lévy flight gas

We consider the density fluctuations of an ideal Brownian gas of particles performing Lévy flìghts characterized by the indexf. We find that the fluctuations scale as N(t) t^H, where the Hurst exponentH locks onto the universal value 1/4 for Lévy flights with a finite root-mean-square range (f>2). For Lévy flights with a finite mean range but infinite root-mean-square range (1相似文献   

Diffusive–Ballistic Transition in Random Walks with Long-Range Self-Repulsion

We prove that a class of random walks on with long-range self-repulsive interactions have a diffusive-ballistic phase transition.