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A droplet bouncing on the surface of a vertically vibrating liquid bath can walk horizontally, guided by the waves it generates on each impact. This results in a self-propelled classical particle-wave entity. By using a one-dimensional…

Fluid Dynamics · Physics 2021-07-14 Rahil N. Valani , Anja C. Slim , David M. Paganin , Tapio P. Simula , Theodore Vo

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov

Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…

Statistics Theory · Mathematics 2023-05-24 Maximilian F. Steffen

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

Statistical Mechanics · Physics 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

We provide explicit formulas for asymptotic densities of $d$-dimensional isotropic L\'evy walks, when $d>1$. The densities of multidimensional undershooting and overshooting L\'evy walks are presented as well. Interestingly, when the number…

Probability · Mathematics 2017-03-08 Marcin Magdziarz , Tomasz Zorawik

In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material…

Analysis of PDEs · Mathematics 2015-04-23 Marcin Magdziarz , Tomasz Zorawik

We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…

Statistical Mechanics · Physics 2009-10-31 Rudolf Gorenflo , Gianni De Fabritiis , Francesco Mainardi

We consider super-diffusive L\'evy walks in $d \geqslant 2$ dimensions when the duration of a single step, i.e., a ballistic motion performed by a walker, is governed by a power-law tailed distribution of infinite variance and finite mean.…

Statistical Mechanics · Physics 2017-04-05 Itzhak Fouxon , Sergey Denisov , Vasily Zaburdaev , Eli Barkai

Recent experiments on the propagation of light over a distance L through a random packing of spheres with a power law distribution of radii (a socalled L\'evy glass) have found that the transmission probability T \propto 1/L^{\gamma} scales…

Disordered Systems and Neural Networks · Physics 2015-03-19 C. W. Groth , A. R. Akhmerov , C. W. J. Beenakker

L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…

Statistical Mechanics · Physics 2021-02-03 Yao Chen , Weihua Deng

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

Statistical Mechanics · Physics 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in…

Quantum Physics · Physics 2013-08-01 Miquel Montero

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

Probability · Mathematics 2018-08-02 Pasha Tkachov

An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing , Rolf Molini

Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

Probability · Mathematics 2017-05-26 R. Mikulevicius , C. Phonsom

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

Statistical Mechanics · Physics 2015-05-14 E. Abad , S. B. Yuste , Katja Lindenberg

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

Statistical Mechanics · Physics 2020-07-01 Pengbo Xu , Tian Zhou , Ralf Metzler , Weihua Deng

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…

Statistical Mechanics · Physics 2015-05-27 Ihor Lubashevsky

The problem of classical particle in linear potential is studied by using the formalism of Hilbert space and tomographic probability distribution. The Liouville equation for this problem is solved by finding the density matrix satisfying…

Quantum Physics · Physics 2013-04-04 A. S. Avanesov , V. I. Manko

We extend the usual derivation of the wave equation from Maxwell's equations in vacuum to the case of electromagnetic fields in dispersive homogeneous isotropic linear media. Usually, dispersive properties of materials are studied in…

Classical Physics · Physics 2019-08-29 V. A. Coelho , F. S. S. Rosa , Reinaldo de Melo e Souza , C. Farina , M. V. Cougo-Pinto