English

Levy Flight Superdiffusion: An Introduction

Statistical Mechanics 2015-05-13 v1

Abstract

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of self-similarity converts the infinitely divisible characteristic function of the L\'{e}vy process into a stable characteristic function of the L\'{e}vy motion. The L\'{e}vy motion generalizes the Brownian motion on the base of the α\alpha-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 L\'{e}vy flights. Some results concerning stationary probability distributions of L\'{e}vy 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 L\'{e}vy flights, recently obtained with different approaches.

Keywords

Cite

@article{arxiv.0810.1492,
  title  = {Levy Flight Superdiffusion: An Introduction},
  author = {A. A. Dubkov and B. Spagnolo and V. V. Uchaikin},
  journal= {arXiv preprint arXiv:0810.1492},
  year   = {2015}
}

Comments

32 pages, 9 figures, to appear in Int. J. of Bifurcation and Chaos

R2 v1 2026-06-21T11:28:43.496Z