相关论文: Fractional Diffusion Equation for a Power-Law-Trun…

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…

We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…

Let L(t) be a Levy flights process with a stability index \alpha\in(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U'(Z(t-))dt+\sigma(t)dL(t) describes an evolution…

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…

On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…

For a real c\`{a}dl\`{a}g function $f$ defined on a compact interval, its truncated variation at the level $c>0$ is the infimum of total variations of functions uniformly approximating $f$ with accuracy $c/2$ and (in opposite to the total…

This paper is concerned with the fractionalized diffusion equations governing the law of the fractional Brownian motion $B_H(t)$. We obtain solutions of these equations which are probability laws extending that of $B_H(t)$. Our analysis is…

The transport of platelets in blood is commonly assumed to obey an advection-diffusion equation. Here we propose a disruptive view, by showing that the random part of their velocity is governed by a fat-tailed probability distribution,…

We advance an exact, explicit form for the solutions to the fractional diffusion-advection equation. Numerical analysis of this equation shows that its solutions resemble power-laws.

In an effort to understand the fundamental physics of turbulent transport of particles and heat in a tokamak, the floating potential fluctuations in the the scrape-off layer plasma of ohmically heated ADITYA tokamak are analysed for…

Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…

We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…

We study a one-dimensional model for granular gases, the so-called Inelastic Maxwell Model. We show theoretically the existence of stationary solutions of the unforced case, that are characterized by an infinite average energy per particle.…

We consider last-passage percolation models in two dimensions, in which the underlying weight distribution has a heavy tail of index alpha<2. We prove scaling laws and asymptotic distributions, both for the passage times and for the shape…

We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…