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A probability density function describing the angular evolution of a fixed-length atom-atom vector as a L\'{e}vy rotor is derived containing just two dynamical parameters: the L\'{e}vy parameter $\alpha$ and a rotational time constant…

Chemical Physics · Physics 2022-01-05 David A. Faux , Arifah A. Rahaman , Peter J. McDonald

We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Krzysztof Burnecki , Agnieszka Wyłomańska , Aleksei Beletskii , Vsevolod Gonchar , Aleksei Chechkin

We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to extract the spectral density. For an…

Condensed Matter · Physics 2007-05-23 Z. Burda , J. Jurkiewicz , M. A. Nowak , G. Papp , I. Zahed

Based on a Hamiltonian that incorporates the elastic coupling between a tracer and active particles, we derive a generalized Langevin model for the non-equilibrium mechanical response of active viscoelastic biomatter. Our model accounts for…

Soft Condensed Matter · Physics 2022-07-26 Amir Abbasi , Roland R. Netz , Ali Naji

In this article, we study a nonlinear stochastic control problem perturbed by multiplicative Levy noise, where the nonlinear operator in divergence form satisfies p type growth with coercivity assumptions. By using Aldous tightness criteria…

Probability · Mathematics 2023-06-08 Kavin R , Ananta K. Majee

This paper is concerned with nonparametric estimation of the L\'evy density of a pure jump L\'evy process. The sample path is observed at $n$ discrete instants with fixed sampling interval. We construct a collection of estimators obtained…

Statistics Theory · Mathematics 2010-10-01 Fabienne Comte , Valentine Genon-Catalot

In this paper, we provide the sufficient and necessary conditions for the symmetry of the following stable L\'evy-type operator $\mathcal{L}$ on $\mathbb{R}$: $$\mathcal{L}=a(x){\Delta^{\alpha/2}}+b(x)\frac{\d}{\d x},$$ where $a,b$ are the…

Probability · Mathematics 2024-02-21 Lu-Jing Huang , Tao Wang

We study the dynamics of systems consisting of two spatially segregated ODE compartments coupled through a one-dimensional bulk diffusion field. For this coupled PDE-ODE system, we first employ a multi-scale asymptotic expansion to derive…

Chaotic Dynamics · Physics 2020-08-11 Frédéric Paquin-Lefebvre , Wayne Nagata , Michael J. Ward

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Probability · Mathematics 2007-08-20 Loic Chaumont , Andreas Kyprianou , Juan Carlos Pardo Millan

We provide explicit formulas for asymptotic densities of the 2- and 3-dimensional ballistic L\'evy walks. It turns out that in the 3D case the densities are given by elementary functions. The densities of the 2D L\'evy walks are expressed…

Statistical Mechanics · Physics 2016-09-21 Marcin Magdziarz , Tomasz Zorawik

We solve the nonlinear Poisson-Boltzmann equation for two parallel and likely charged plates both inside a symmetric elecrolyte, and inside a 2 : 1 asymmetric electrolyte, in terms of Weierstrass elliptic functions. From these solutions we…

Classical Physics · Physics 2013-05-29 Xiangjun Xing

We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…

Analysis of PDEs · Mathematics 2015-12-16 Xavier Cabre , Joaquim Serra

A nonpolynomial one-dimensional quantum potential in the form of an isotonic oscillator (harmonic oscillator with a centripetal barrier) is studied. We provide the non-relativistic bound state energy spectrum E_{n} and the wave functions…

Mathematical Physics · Physics 2012-04-16 Sameer M. Ikhdair , Ramazan Sever

In this paper we study the asymptotic behavior of solutions to systems of strongly coupled integral equations with oscillatory coefficients. The system of equations is motivated by a peridynamic model of the deformation of heterogeneous…

Analysis of PDEs · Mathematics 2021-06-22 Tadele Mengesha , James M. Scott

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…

Statistical Mechanics · Physics 2018-07-11 Karina Arias-Calluari , Fernando Alonso-Marroquin , Michael Harre

We study the asymptotic behaviour of $v$-number and local $v$-numbers of Noetherian generalized symbolic power filtrations $\mathcal I=\{I_n\}$ in a Noetherian $\mathbb N$-graded domain and show that they are quasi-linear type. We provide…

Commutative Algebra · Mathematics 2024-12-03 Vanmathi A , Parangama Sarkar

The statistics of power fluctuations are studied in simulations of two-dimensional turbulence in both inverse (energy) and direct (enstrophy) cascade regimes from both Lagrangian and Eulerian perspectives. The probability density function…

Statistical Mechanics · Physics 2008-03-01 M. M. Bandi , C. Connaughton

Given $\beta\in\mathbb{R}$ and $\varrho,k>0$, we analyze an abstract version of the nonlinear stationary model in dimensionless form $$\begin{cases} u"" - \Big(\beta+ \varrho\int_0^1 |u'(s)|^2\,{\rm d} s\Big)u" +k(u-v) = 0 v"" - \Big(\beta+…

Analysis of PDEs · Mathematics 2016-07-15 Filippo Dell'Oro , Claudio Giorgi , Vittorino Pata

We establish a nonlinear instability of the Euler-Poisson system for polytropic gases whose adiabatic exponents take value in $6/5<\gamma<4/3$ around the Lane-Emden equilibrium star configurations.

Analysis of PDEs · Mathematics 2012-11-13 Juhi Jang

We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into…

Statistical Mechanics · Physics 2015-05-28 Piotr Garbaczewski , Vladimir Stephanovich
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