Related papers: L\'evy flights on the half line
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
In this study, we generalize the Fokker-Planck equation to two-dimensional cases, including potential functions with periodic boundary conditions and piecewise-defined structures, to analyze the probability distribution in multi-field…
The L\'evy walk process for a lower interval of an excursion times distribution ($\alpha<1$) is discussed. The particle rests between the jumps and the waiting time is position-dependent. Two cases are considered: a rising and diminishing…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
The L\'evy-stable distribution is the attractor of distributions which hold power laws with infinite variance. This distribution has been used in a variety of research areas, for example in economics it is used to model financial market…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
We study the distribution of the area under the normalized excursion of a spectrally positive stable L{\'e}vy process L, as well as the area under its meander, and under L conditioned to stay positive. Our results involve a special case of…
We obtain new exact classes of solutions for the nonlinear fractional Fokker-Planck-like equation partial_t rho = partial_x{D(x) partial^{mu -1}_x rho^{nu} - F(x) rho} by considering a diffusion coefficient D = D|x|^{-theta} (theta in R and…
In this work, we present the correction formulas of the $k$-step BDF convolution quadrature at the starting $k-1$ steps for the fractional Feynman-Kac equation with L\'{e}vy flight. The desired $k$th-order convergence rate can be achieved…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that…
The influence functional method of Feynman and Vernon is used to obtain a quantum master equation for a Brownian system subjected to a Levy stable random force. The corresponding classical transport equations for the Wigner function are…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…
Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…
We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…
The barrier-crossing event for superdiffusion characterized by symmetric L\'{e}vy flights is analyzed. Starting from the fractional Fokker-Planck equation, we derive an integro-differential equation along with the necessary conditions to…