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In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by L\'evy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of…

Probability · Mathematics 2023-09-26 Yinghui Shi , Xiaobin Sun , Liqiong Wang , Yingchao Xie

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

Probability · Mathematics 2018-06-11 Alessandra Faggionato , Michele Salvi

Consider neutron transport equations in 3D convex domains with in-flow boundary. We mainly study the asymptotic limits as the Knudsen number $\epsilon\rightarrow 0^+$. Using Hilbert expansion, we rigorously justify that the solution of…

Analysis of PDEs · Mathematics 2020-10-05 Lei Wu

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

Optimization and Control · Mathematics 2022-03-17 Jason M. Altschuler , Jonathan Niles-Weed , Austin J. Stromme

We theoretically investigate the many-body dynamics of a tight-binding chain with dephasing noise on the infinite interval. We obtain the exact solution of an average particle-density profile for the domain wall and the alternating initial…

Statistical Mechanics · Physics 2025-04-15 Taiki Ishiyama , Kazuya Fujimoto , Tomohiro Sasamoto

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

We show that the asymptotic entropy of a random walk on a nonelementary hyperbolic group, with symmetric and bounded increments, is differentiable and we identify its derivative as a correlation. We also prove similar results for the rate…

Probability · Mathematics 2015-01-12 P. Mathieu

We study a process of anomalous diffusion, based on intermittent velocity fluctuations, and we show that its scaling depends on whether we observe the motion of many independent trajectories or that of a Liouville-like equation driven…

Statistical Mechanics · Physics 2009-11-07 M. Bologna , P. Grigolini , B. J. West

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

In this work we study the asymptotic traffic flow in Gromov's hyperbolic graphs when the traffic decays exponentially with the distance. We prove that under general conditions, there exists a phase transition between local and global…

Group Theory · Mathematics 2012-03-09 Yuliy Baryshnikov , Gabriel H. Tucci

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…

Statistical Mechanics · Physics 2017-10-11 A. Kamińska , T. Srokowski

We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…

Statistical Mechanics · Physics 2020-07-15 P. Hänggi , J. Łuczka , J. Spiechowicz

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

After reviewing the main features of anomalous energy transport in 1D systems, we report simulations performed with chains of noisy anharmonic oscillators. The stochastic terms are added in such a way to conserve total energy and momentum,…

Statistical Mechanics · Physics 2008-01-25 G. Basile , L. Delfini , S. Lepri , R. Livi , S. Olla , A. Politi

We provide a new strategy to compute the exponential growth constant of enumeration sequences counting walks in lattice path models restricted to the quarter plane. The bounds arise by comparison with half-planes models. In many cases the…

Combinatorics · Mathematics 2018-05-22 Samuel Johnson , Marni Mishna , Karen Yeats

We show that Lagrangian measurements in active turbulence bear imprints of turbulent and anomalous streaky hydrodynamics leading to a self-selection of persistent trajectories - Levy walks - over diffusive ones. This emergent dynamical…

Fluid Dynamics · Physics 2022-08-26 Rahul K. Singh , Siddhartha Mukherjee , Samriddhi Sankar Ray

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

Numerical Analysis · Mathematics 2026-01-16 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang

Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive L\'{e}vy walk dynamics.…

Statistical Mechanics · Physics 2017-04-05 Sergei Fedotov , Nickolay Korabel