Levy Flight Superdiffusion: An Introduction


Abstract in English

After a short excursion from discovery of Brownian motion to the Richardson law of four thirds in turbulent diffusion, the article introduces the L{e}vy flight superdiffusion as a self-similar L{e}vy process. The condition of self-similarity converts the infinitely divisible characteristic function of the L{e}vy process into a stable characteristic function of the L{e}vy motion. The L{e}vy motion generalizes the Brownian motion on the base of the $alpha$-stable distributions theory and fractional order derivatives. The further development of the idea lies on the generalization of the Langevin equation with a non-Gaussian white noise source and the use of functional approach. This leads to the Kolmogorovs equation for arbitrary Markovian processes. As particular case we obtain the fractional Fokker-Planck equation for L{e}vy flights. Some results concerning stationary probability distributions of L{e}vy motion in symmetric smooth monostable potentials, and a general expression to calculate the nonlinear relaxation time in barrier crossing problems are derived. Finally we discuss results on the same characteristics and barrier crossing problems with L{e}vy flights, recently obtained with different approaches.

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