First passage time moments of asymmetric L\'evy flights
Abstract
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to L\'evy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean first-passage time of L\'evy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.
Keywords
Cite
@article{arxiv.2005.02095,
title = {First passage time moments of asymmetric L\'evy flights},
author = {Amin Padash and Aleksei V. Chechkin and Bartłomiej Dybiec and Marcin Magdziarz and Babak Shokri and Ralf Metzler},
journal= {arXiv preprint arXiv:2005.02095},
year = {2020}
}
Comments
47 pages, 13 figures, IOP LaTeX