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Related papers: The Symmetric Stable L\'{e}vy Flights and the Feyn…

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By use of Lagrangian tracers propagated on 2D simulations of Scrape-Off Layer (SOL) turbulence, we are able to determine the non-local fractional-advection, fractional-diffusion equation (FADE) coefficients for a number of equilibrium…

Plasma Physics · Physics 2025-03-28 T. Gheorghiu , F. Militello , J. Juul Rasmussen

As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…

Analysis of PDEs · Mathematics 2015-10-30 Yong-Kum Cho

We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should…

Statistical Mechanics · Physics 2018-07-04 Piotr Garbaczewski

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…

Mathematical Physics · Physics 2008-03-20 Nicholas W. Watkins , Daniel Credgington , Raul Sanchez , Sandra C. Chapman

We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials $\Phi (x) $, asymptotically set down at Boltzmann-type thermal equilibria. Such…

Statistical Mechanics · Physics 2013-10-07 Mariusz Zaba , Piotr Garbaczewski

In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…

Numerical Analysis · Mathematics 2021-03-23 Wuzhe Xu , Li Wang

We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…

Statistical Mechanics · Physics 2021-05-05 Mathew Zuparic , Alexander Kalloniatis

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…

Numerical Analysis · Mathematics 2022-08-26 Andrea Barth , Robin Merkle

Feynman's path integral in adelic quantum mechanics is considered. The propagator K(x'',t'';x',t') for one-dimensional adelic systems with quadratic Lagrangians is analytically evaluated. Obtained exact general formula has the form which is…

High Energy Physics - Theory · Physics 2014-11-18 G. S. Djordjevic , B. Dragovich , L. Nesic

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 study L\'{e}vy-like and truncated L\'{e}vy-like flights with step probability distribution of the form $r^{-1+\nu}$ for negative, positive, and zero $\nu$, focusing on the appearance of fractal geometry characteristics in the generated…

Statistical Mechanics · Physics 2026-05-15 Konstantinos Chalas , F. K. Diakonos , A. S. Kapoyannis

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy jump) under some mild conditions. We verify that…

Optimization and Control · Mathematics 2024-11-13 Yue Zeng , Yao-jia Zhang , Nan-jing Huang

We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…

Statistical Mechanics · Physics 2007-05-23 E. Barkai , R. Silbey

In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…

High Energy Astrophysical Phenomena · Physics 2024-12-25 Sophie Aerdker , Lukas Merten , Frederic Effenberger , Horst Fichtner , Julia Becker Tjus

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

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

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm)…

Mathematical Physics · Physics 2011-08-25 N. W. Watkins , D. Credgington , R. Sanchez , S. J. Rosenberg , S. C. Chapman

The symmetries of a scalar field theory in multifractional spacetimes are analyzed. The free theory realizes the Poincar\'e algebra, and the associated symmetries are modifications of ordinary translations and Lorentz transformations. In…

High Energy Physics - Theory · Physics 2013-04-05 Gianluca Calcagni , Giuseppe Nardelli

An approach to evaluation of the smooth Feynman path integrals is developed for the study of quantum fluctuations of particles and fields in Euclidean time-space. The paths are described by sum of Gauss functions and are weighted with…

Quantum Physics · Physics 2014-11-14 Takayasu Sekihara