Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userEquivalent continuous and discrete realizations of Levy flights: Model of one-dimensional motion of inertial particle
160
0
0.0
(
0
)
Authors
Ihor Lubashevsky
Ask ChatGPT about the research
No Arabic abstract
The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of continuous time random walks. Our consideration is confined to the one-dimensional model for continuous random motion of a particle with inertia. Its dynamics governed by stochastic self-acceleration is described as motion on the phase plane {x,v} comprising the position x and velocity v=dx/dt of the given particle. A notion of random walks inside a certain neighbourhood L of the line v=0 (the x-axis) and outside it is developed. It enables us to represent a continuous trajectory of particle motion on the plane {x,v} as a collection of the corresponding discrete steps. Each of these steps matches one complete fragment of the velocity fluctuations originating and terminating at the boundary of L. As demonstrated, the characteristic length of particle spatial displacement is mainly determined by velocity fluctuations with large amplitude, which endows the derived random walks along the x-axis with the characteristic properties of Levy flights. Using the developed classification of random trajectories a certain parameter-free core stochastic process is constructed. Its peculiarity is that all the characteristics of Levy flights similar to the exponent of the Levy scaling law are no more than the parameters of the corresponding transformation from the particle velocity v to the related variable of the core process. In this way the previously found validity of the continuous Markovian model for all the regimes of Levy flights is explained.
rate research
Read More
We consider one-dimensional discrete-time random walks (RWs) with arbitrary symmetric and continuous jump distributions $f(eta)$, including the case of Levy flights. We study the expected maximum ${mathbb E}[M_n]$ of bridge RWs, i.e., RWs starting and ending at the origin after $n$ steps. We obtain an exact analytical expression for ${mathbb E}[M_n]$ valid for any $n$ and jump distribution $f(eta)$, which we then analyze in the large $n$ limit up to second leading order term. For jump distributions whose Fourier transform behaves, for small $k$, as $hat f(k) sim 1 - |a, k|^mu$ with a Levy index $0<mu leq 2$ and an arbitrary length scale $a>0$, we find that, at leading order for large $n$, ${mathbb E}[M_n]sim a, h_1(mu), n^{1/mu}$. We obtain an explicit expression for the amplitude $h_1(mu)$ and find that it carries the signature of the bridge condition, being different from its counterpart for the free random walk. For $mu=2$, we find that the second leading order term is a constant, which, quite remarkably, is the same as its counterpart for the free RW. For generic $0< mu < 2$, this second leading order term is a growing function of $n$, which depends non-trivially on further details of $hat f (k)$, beyond the Levy index $mu$. Finally, we apply our results to compute the mean perimeter of the convex hull of the $2d$ Rouse polymer chain and of the $2d$ run-and-tumble particle, as well as to the computation of the survival probability in a bridge version of the well-known lamb-lion capture problem.
Complex systems display anomalous diffusion, whose signature is a space/time scaling $xsim t^delta$ with $delta e 1/2$ in the Probability Density Function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g., fractional Brownian motion, and power-law decaying distributions, e.g., Levy Flights (LFs) or Levy Walks (LWs). LFs get anomalous scaling, but also infinite position variance and also infinite energy and discontinuous velocity. LWs are based on random trapping events, resemble a Levy-type power-law distribution that is truncated in the large displacement range and have finite moments, finite energy and discontinuous velocity. However, both LFs and LWs cannot describe friction-diffusion processes. We propose and discuss a model describing a Heterogeneous Ensemble of Brownian Particles (HEBP) based on a linear Langevin equation. We show that, for proper distributions of relaxation time and velocity diffusivity, the HEBP displays features similar to LWs, in particular power-law decaying PDF, long-range correlations and anomalous diffusion, at the same time keeping finite position moments and finite energy. The main differences between the HEBP model and two LWs are investigated, finding that, even if the PDFs are similar, they differ in three main aspects: (i) LWs are biscaling, while HEBP is monoscaling; (ii) a transition from anomalous ($delta e 1/2$) to normal ($delta = 1/2$) diffusion in the long-time regime; (iii) the power-law index of the position PDF and the space/time diffusion scaling are independent in the HEBP, while they both depend on the scaling of the inter-event time PDF in LWs. The HEBP model is derived from a friction-diffusion process, it has finite energy and it satisfies the fluctuation-dissipation theorem.
Levy 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 result, the variance of Levy Flights diverges and the trajectory is characterised by occasional extremely long jumps. Such long jumps significantly decrease the probability to revisit previous points of visitation, rendering Levy Flights efficient search processes in one and two dimensions. To further quantify their precise property as random search strategies we here study the first-passage time properties of Levy Flights in one-dimensional semi-infinite and bounded domains for symmetric and asymmetric jump length distributions. To obtain the full probability density function of first-passage times for these cases we employ two complementary methods. One approach is based on the space-fractional diffusion equation for the probability density function, from which the survival probability is obtained for different values of the stable index $alpha$ and the skewness (asymmetry) parameter $beta$. The other approach is based on the stochastic Langevin equation with $alpha$-stable driving noise. Both methods have their advantages and disadvantages for explicit calculations and numerical evaluation, and the complementary approach involving both methods will be profitable for concrete applications. We also make use of the Skorokhod theorem for processes with independent increments and demonstrate that the numerical results are in good agreement with the analytical expressions for the probability density function of the first-passage times.
Among Markovian processes, the hallmark of Levy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that Levy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that exhibit very slow diffusion, logarithmic in time. These processes are path-dependent and anomalous motion emerges from frequent relocations to already visited sites. We show how the Central Limit Theorem is modified in this context, keeping the usual distinction between analytic and non-analytic characteristic functions. A fluctuation-dissipation relation is also derived. Our results may have important applications in the study of animal and human displacements.
We investigate the first-passage dynamics of symmetric and asymmetric Levy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to Levy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean first-passage time of Levy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
