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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…

统计力学 · 物理学 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…

统计力学 · 物理学 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…

统计力学 · 物理学 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…

混沌动力学 · 物理学 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…

概率论 · 数学 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…

无序系统与神经网络 · 物理学 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…

统计力学 · 物理学 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…

统计力学 · 物理学 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…

统计力学 · 物理学 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,…

统计力学 · 物理学 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…

高能天体物理现象 · 物理学 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…

统计力学 · 物理学 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…

概率论 · 数学 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…

其他凝聚态物理 · 物理学 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…

流体动力学 · 物理学 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…

统计力学 · 物理学 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…

风险管理 · 定量金融 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…

统计力学 · 物理学 2012-03-07 Vitaly Belik , Dirk Brockmann