Related papers: Efficiency functionals for the L\'evy flight forag…
The dynamics of a prey-predator system with foraging facilitation among predators are investigated. The analysis involves the computation of many semi-algebraic systems of large degrees. We apply the pseudo-division reduction, real-root…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
In this paper, conformal fractional order discretization [20, 24, 25] is used to analyze bifurcation analysis and stability of a predator-prey system. A continuous model has been discretized into a discrete one while preserving the…
Active and diffusive motion in Brownian particles are regularly observed in fluidic environments, albeit at different time scales. Here, we experimentally study the dynamics of highly asymmetric microclusters trapped in air employing…
Portfolio optimization is a financial task which requires the allocation of capital on a set of financial assets to achieve a better trade-off between return and risk. To solve this problem, recent studies applied multi-objective…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
We consider diffusive motion of a particle performing a random walk with L\'evy distributed jump lengths and subject to resetting mechanism bringing the walker to an initial position at uniformly distributed times. In the limit of infinite…
Despite the fact that grouping behavior has been actively studied for over a century, the relative importance of the numerous proposed fitness benefits of grouping remain unclear. We use a digital model of evolving prey under simulated…
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 present a unified approach to get explicit formulas for utility maximising strategies in Exponential Levy models. This approach is related to $f$-divergence minimal martingale measures and based on a new concept of preservation of the…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…
The objective of this paper is to study the dynamical behaviour systematically of an ecological system with Beddington-DeAngelis functional response which avoids the criticism occurred in the case of ratio-dependent functional response at…
We derive the bias function that minimizes the statistical error of free energy differences calculated in work-biased fast-switching simulations. The optimum bias function is compared to other bias functions using a particle pulled through…
A refracted L\'evy process is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable size) whenever the aggregate process is above a pre-specified level. More precisely, whenever it exists, a refracted…
We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…
We study a simple model of a foraging animal that modifies the substrate on which it moves. This substrate provides its only resource, and the forager manage it by taking a limited portion at each visited site. The resource recovers its…
We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…
1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…
We consider the time evolution of two-dimensional Levy flights in a finite area with periodic boundary conditions. From simulations we show that the fractal path dimension d_f and thus the degree of area coverage grows in time until it…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…