Levy flights in nonhomogeneous media: Distributed-order fractional equation approach

被引:25
作者
Srokowski, Tomasz [1 ]
机构
[1] Polish Acad Sci, Inst Nucl Phys, PL-30060 Krakow, Poland
来源
PHYSICAL REVIEW E | 2008年 / 78卷 / 03期
关键词
D O I
10.1103/PhysRevE.78.031135
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
A jumping process, defined in terms of the Levi distributed jumping size and the Poissonian, position-dependent waiting time with the algebraic jumping rate, is discussed on the assumption that parameters of both distributions are themselves random variables which are determined from given probability distributions. The fractional equation for the distributed Levy order parameter mu is derived and solved. The solution is of the form of a combination of the Fox functions and simple scaling is lacking. The problem of accelerated diffusion is also discussed. The case of the distributed waiting time parameter theta is similarly solved and the solution offers a possibility to manage processes which are characterized by more general forms of the jumping rate, not only algebraic. Moreover, we mention a possibility that the parameters mu and theta are mutually dependent.
引用
收藏
页数:7
相关论文
共 45 条
  • [1] [Anonymous], T AM MATH SOC
  • [2] [Anonymous], LECT NOTES PHYS
  • [3] [Anonymous], 2002, SELF SIMILAR PROCESS
  • [4] THE MOTION OF A TAGGED PARTICLE IN THE SIMPLE SYMMETRIC EXCLUSION SYSTEM ON Z
    ARRATIA, R
    [J]. ANNALS OF PROBABILITY, 1983, 11 (02) : 362 - 373
  • [5] Nonlinearity and multifractality of climate change in the past 420,000 years
    Ashkenazy, Y
    Baker, DR
    Gildor, H
    Havlin, S
    [J]. GEOPHYSICAL RESEARCH LETTERS, 2003, 30 (22) : CLM2 - 1
  • [6] Multiscale velocity correlations in turbulence
    Benzi, R
    Biferale, L
    Toschi, F
    [J]. PHYSICAL REVIEW LETTERS, 1998, 80 (15) : 3244 - 3247
  • [7] Detrended fluctuation analysis of time series of a firing fusimotor neuron
    Blesic, S
    Milosevic, S
    Stratimirovic, D
    Ljubisavljevic, M
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 1999, 268 (3-4) : 275 - 282
  • [8] The scaling laws of human travel
    Brockmann, D
    Hufnagel, L
    Geisel, T
    [J]. NATURE, 2006, 439 (7075) : 462 - 465
  • [9] CHAMBERS JM, 1987, J AM STAT ASSOC, V82, P704
  • [10] Fractional Fokker-Planck equation for ultraslow kinetics
    Chechkin, AV
    Klafter, J
    Sokolov, IM
    [J]. EUROPHYSICS LETTERS, 2003, 63 (03): : 326 - 332