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A wide class of non-stationary superdiffusive transport on a uniform background with a power-law decay, at large distances, of the step-length probability distribution function (PDF) is shown to possess an automodel solution. The solution…

Data Analysis, Statistics and Probability · Physics 2016-06-22 A. B. Kukushkin , P. A. Sdvizhenskii

This book chapter introduces to the problem to which extent search strategies of foraging biological organisms can be identified by statistical data analysis and mathematical modeling. A famous paradigm in this field is the Levy Flight…

Statistical Mechanics · Physics 2018-04-12 R. Klages

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Statistical Mechanics · Physics 2015-06-23 R. Burioni , G. Gradenigo , A. Sarracino , A. Vezzani , A. Vulpiani

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…

Statistical Mechanics · Physics 2015-09-16 Andrea Cairoli , Adrian Baule

When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…

Probability · Mathematics 2020-09-08 Rúben Sousa , Manuel Guerra , Semyon Yakubovich

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We investigate a refracted Levy process driven by a jump diffusion process, whose jumps have rational Laplace transforms. For such a stochastic process, formulas for the Laplace transform of its occupation times are deduced. To derive the…

Probability · Mathematics 2017-06-27 Lan Wu , Jiang Zhou

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

The Fokker-Planck Equation, applied to transport processes in fusion plasmas, can model several anomalous features, including uphill transport, scaling of confinement time with system size, and convective propagation of externally induced…

Plasma Physics · Physics 2007-11-05 D. F. Escande , F. Sattin

The evolution of infinitesimal, localized perturbations is investigated in a one-dimensional diatomic gas of hard-point particles (HPG) and thereby connected to energy diffusion. As a result, a Levy walk description, which was so far…

Statistical Mechanics · Physics 2009-11-11 P. Cipriani , S. Denisov , A. Politi

We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

Statistical Mechanics · Physics 2009-11-07 Igor M. Sokolov , Ralf Metzler

A recently developed non-linear fluctuating hydrodynamics theory has been quite successful in describing various features of anomalous energy transport. However the diffusion and the noise terms present in this theory are not derived from…

Statistical Mechanics · Physics 2019-01-23 Asaf Miron , Julien Cividini , Anupam Kundu , David Mukamel

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…

Probability · Mathematics 2021-06-24 Luisa Beghin , Costantino Ricciuti

Nonlinear conservation laws driven by L\'evy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the linearized equations. Thus the explicit representation of…

Mathematical Physics · Physics 2015-10-09 K. Górska , W. A. Woyczynski

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

High Energy Physics - Theory · Physics 2009-11-13 Z. Haba

We show how the nonlinear interaction effects `volume filling' and `adhesion' can be incorporated into the fractional subdiffusive transport of cells and individual organisms. To this end, we use microscopic random walk models with…

Statistical Mechanics · Physics 2015-01-20 Peter Straka , Sergei Fedotov

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

Statistical Mechanics · Physics 2021-02-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index $f$ and a power law waiting time distribution characterized by the time index $g$ on the long time behavior of a random walker. The…

Condensed Matter · Physics 2009-10-22 Hans C. Fogedby