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We introduce a fractional Fokker-Planck equation (FFPE) for Levy flights in the presence of an external field. The equation is derived within the framework of the subordination of random processes which leads to Levy flights. It is shown…

Statistical Mechanics · Physics 2009-10-31 I. M. Sokolov , J. Klafter , A. Blumen

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…

Statistical Mechanics · Physics 2020-07-01 Tirthankar Banerjee , Urna Basu , Christian Maes

The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…

Chaotic Dynamics · Physics 2008-05-06 Loukas Vlahos , Heinz Isliker , Yannis Kominis , Kyriakos Hizanidis

In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…

Probability · Mathematics 2015-02-17 Guodong Pang , Nikola Sandrić

We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…

Disordered Systems and Neural Networks · Physics 2015-05-14 R. Juhász , F. Iglói

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…

Statistical Mechanics · Physics 2018-06-25 A. Kamińska , T. Srokowski

We introduce a fractional Klein-Kramers equation which describes sub-ballistic superdiffusion in phase space in the presence of a space-dependent external force field. This equation defines the differential L{\'e}vy walk model whose…

Statistical Mechanics · Physics 2015-06-24 Ralf Metzler , Igor M. Sokolov

The actomyosin cortex is an active material that provides animal cells with a strong but flexible exterior, whose mechanics, including non-Gaussian fluctuations and occasional large displacements or cytoquakes, have defied explanation. We…

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

Large scale simulations and analytical theory have been combined to obtain the non-equilibrium velocity distribution, $f(v)$, of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm,…

Statistical Mechanics · Physics 2013-09-09 Andrea Fiege , Benjamin Vollmayr-Lee , Annette Zippelius

The transport of high-energy particles in the presence of small-scale, turbulent magnetic fields is a long-standing issue in astrophysics. Analytical theories on transport perpendicular to the large-scale magnetic field disagree with…

High Energy Astrophysical Phenomena · Physics 2025-10-03 Marco Kuhlen , Vo Hong Minh Phan , Philipp Mertsch

To obtain further insight on possible power law generalizations of Boltzmann equilibrium concepts, a stochastic collision model is investigated. We consider the dynamics of a tracer particle of mass $M$, undergoing elastic collisions with…

Statistical Mechanics · Physics 2009-11-10 Eli Barkai

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…

Probability · Mathematics 2015-04-27 Ross A. Maller , Yuguang Fan

We study a transport of impurity particles on a comb structure in the presence of advection. The main body concentration and asymptotic concentration distributions are obtained. Seven different transport regimes occur on the comb structure…

Other Condensed Matter · Physics 2011-04-14 Olga A. Dvoretskaya , Peter S. Kondratenko

We revisit the canonical Rayleigh-Taylor instability and investigate the case of a thin film of fluid upon the underside of an inclined plane. The presence of a natural flow along the plane competes with the conventional droplet forming…

Fluid Dynamics · Physics 2015-09-30 P. -T Brun , Adam Damiano , Pierre Rieu , Gioele Balestra , François Gallaire

The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , W. Ebeling , G. J. F. van Heijst , P. P. J. M. Schram , I. M. Sokolov

The literature of heavy tails (typically) starts with a random walk and finds mechanisms that lead to fat tails under aggregation. We follow the inverse route and show how starting with fat tails we get to thin-tails when deriving the…

Risk Management · Quantitative Finance 2013-07-30 Nassim Nicholas Taleb

Contemporary paradigm of vascular hemodynamics considers normal blood flow to be pulsatile laminar flow. Transition to turbulence can cause diseases such as atherosclerosis or brain aneurysms. Recently, we demonstrated the existence of…

We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial…

Statistical Mechanics · Physics 2012-03-07 Vitaly Belik , Dirk Brockmann