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Steady-State Levy Flights in a Confined Domain

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 نشر من قبل Stanislav Denisov
 تاريخ النشر 2008
  مجال البحث فيزياء
والبحث باللغة English
 تأليف S. I. Denisov




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We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L{e}vy flights in an infinitely deep potential well. The fractional Fokker-Planck equation for L{e}vy flights is derived and solved analytically in the steady state. It is shown that L{e}vy flights are distributed according to the beta distribution, whose probability density becomes singular at the boundaries of the well. The origin of the preferred concentration of flying objects near the boundaries in nonequilibrium systems is clarified.



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