Related papers: L\'evy Statistics and Anomalous Transport: L\'evy …
We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
We study transport in a model perturbed integrable Hamiltonian system by calculating the volume, V(t), of elementary phase space cells visited by a trajectory, as a function of time. We use this function in order to "measure" the fractality…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
Advection properties of passive particles in flows generated by point vortices are considered. Transport properties are anomalous with characteristic transport exponent $\mu \sim 1.5$. This behavior is linked back to the presence of…
Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…
A new fourth partial derivative is introduced for the study of transport dynamics. It is a Lagrangian partial derivative following the path of diffusion, not the path of convection. Use of this derivative decouples the effect of diffusion…
The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
This article considers the statistical properties of L\'evy 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.…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…
The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…
Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…
Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…