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The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of L\'evy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined…

数值分析 · 数学 2024-03-01 Łukasz Płociniczak , Marek A. Teuerle

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

统计力学 · 物理学 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

概率论 · 数学 2015-10-02 Marcin Magdziarz , Marek Teuerle

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

统计力学 · 物理学 2009-11-07 Igor M. Sokolov , Ralf Metzler

Continuous time random walks combining diffusive and ballistic regimes are introduced to describe a class of L\'evy walks on lattices. By including exponentially-distributed waiting times separating the successive jump events of a walker,…

统计力学 · 物理学 2014-12-02 Giampaolo Cristadoro , Thomas Gilbert , Marco Lenci , David P. Sanders

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

统计力学 · 物理学 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

统计力学 · 物理学 2013-08-27 Abhishek Dhar , Keiji Saito

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

L\'{e}vy walks are a particular type of continuous-time random walks which results in a super-diffusive spreading of an initially localized packet. The original one-dimensional model has a simple schematization that is based on starting a…

统计力学 · 物理学 2022-01-05 Yurii Bystrik , Sergey Denisov

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

概率论 · 数学 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu

We introduce a persistent random walk model with finite velocity and self-reinforcing directionality, which explains how exponentially distributed runs self-organize into truncated L\'evy walks observed in active intracellular transport by…

统计力学 · 物理学 2024-02-07 Daniel Han , Marco A. A. da Silva , Nickolay Korabel , Sergei Fedotov

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

统计力学 · 物理学 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

统计力学 · 物理学 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

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…

统计力学 · 物理学 2016-09-21 Marcin Magdziarz , Tomasz Zorawik

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

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

统计力学 · 物理学 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…

统计力学 · 物理学 2015-06-12 V. Zaburdaev , S. Denisov , J. Klafter

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

概率论 · 数学 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

In this paper we derive explicit formulas for the densities of Levy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material…

偏微分方程分析 · 数学 2015-04-23 Marcin Magdziarz , Tomasz Zorawik

We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…

统计力学 · 物理学 2015-06-23 A. P. Riascos , José L. Mateos
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