No Arabic abstract
The various types of generalized Cattaneo, called also telegraphers equation, are studied. We find conditions under which solutions of the equations considered so far can be recognized as probability distributions, textit{i.e.} are normalizable and non-negative on their domains. Analysis of the relevant mean squared displacements enables us to classify diffusion processes described by such obtained solutions and to identify them with either ordinary or anomalous super- or subdiffusion. To complete our study we analyse derivations of just considered examples the generalized Cattaneo equations using the continuous time random walk and the persistent random walk approaches.
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the existence of a non-equilibrium stationary state and finite mean first arrival time. However, the existence of an optimum reset rate is conditioned to a specific relationship between the exponents of both power law tails. We also investigate the search efficiency by finding the optimal random walk which minimizes the mean first arrival time in terms of the reset rate, the distance of the initial position to the target and the characteristic transport exponents.
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.
We investigate statistics of lead changes of the maxima of two discrete-time random walks in one dimension. We show that the average number of lead changes grows as $pi^{-1}ln(t)$ in the long-time limit. We present theoretical and numerical evidence that this asymptotic behavior is universal. Specifically, this behavior is independent of the jump distribution: the same asymptotic underlies standard Brownian motion and symmetric Levy flights. We also show that the probability to have at most n lead changes behaves as $t^{-1/4}[ln t]^n$ for Brownian motion and as $t^{-beta(mu)}[ln t]^n$ for symmetric Levy flights with index $mu$. The decay exponent $beta(mu)$ varies continuously with the Levy index when $0<mu<2$, while $beta=1/4$ for $mu>2$.
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation that relates the probability distribution function (pdf) of finding a particle at a given position and time to the single-step jump length and waiting time pdfs is provided. The equation takes the form of a generalized Fokker-Planck equation when the jump length pdf of the particle has a finite variance. This generalized equation becomes a fractional Fokker-Planck equation in the case of a heavy-tailed waiting time pdf. These equations allow us to study the relationship between expansion, diffusion and external force. We establish the conditions under which the dominant contribution to transport stems from the diffusive transport rather than from the drift due to the medium expansion. We find that anomalous diffusion processes under a constant external force in an expanding medium described by means of our continuous random walk model are not Galilei invariant, violate the generalized Einstein relation, and lead to propagators that are qualitatively different from the ones found in a static medium. Our results are supported by numerical simulations.