English

Fractional Laplacians in bounded domains: Killed, reflected, censored and taboo L\'evy flights

Statistical Mechanics 2019-04-24 v2 Mathematical Physics math.MP Numerical Analysis Probability Quantum Physics

Abstract

The fractional Laplacian (Δ)α/2(- \Delta)^{\alpha /2}, α(0,2)\alpha \in (0,2) has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of α\alpha -stable stochastic processes in RnR^n. On the other hand, if the process is to be restricted to a bounded domain, there are many inequivalent proposals for what a boundary-data respecting fractional Laplacian should actually be. This ambiguity holds true not only for each specific choice of the process behavior at the boundary (like e.g. absorbtion, reflection, conditioning or boundary taboos), but extends as well to its particular technical implementation (Dirchlet, Neumann, etc. problems). The inferred jump-type processes are inequivalent as well, differing in their spectral and statistical characteristics. In the present paper we focus on L\'evy flight-induced jump-type processes which are constrained to stay forever inside a finite domain. That refers to a concept of taboo processes (imported from Brownian to L\'evy - stable contexts), to so-called censored processes and to reflected L\'evy flights whose status still remains to be settled on both physical and mathematical grounds. As a byproduct of our fractional spectral analysis, with reference to Neumann boundary conditions, we discuss disordered semiconducting heterojunctions as the bounded domain problem.

Keywords

Cite

@article{arxiv.1810.07028,
  title  = {Fractional Laplacians in bounded domains: Killed, reflected, censored and taboo L\'evy flights},
  author = {P. Garbaczewski and V. A. Stephanovich},
  journal= {arXiv preprint arXiv:1810.07028},
  year   = {2019}
}

Comments

29 pages, 6 figures., a number of amendments in the text, 12 new (updated) references, rewritten Section VII