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First passage time moments of asymmetric Lévy flights
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in 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 Lévy 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 Lévy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.
dc.abstract.en | We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in 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 Lévy 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 Lévy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses. | pl |
dc.affiliation | Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki Teoretycznej | pl |
dc.contributor.author | Padash, Amin | pl |
dc.contributor.author | Chechkin, Aleksei V. | pl |
dc.contributor.author | Dybiec, Bartłomiej - 102110 | pl |
dc.contributor.author | Magdziarz, Marcin | pl |
dc.contributor.author | Shokri, Babak | pl |
dc.contributor.author | Metzler, Ralf | pl |
dc.date.accessioned | 2020-09-07T08:45:36Z | |
dc.date.available | 2020-09-07T08:45:36Z | |
dc.date.issued | 2020 | pl |
dc.date.openaccess | 0 | |
dc.description.accesstime | w momencie opublikowania | |
dc.description.number | 27 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 53 | pl |
dc.identifier.articleid | 275002 | pl |
dc.identifier.doi | 10.1088/1751-8121/ab9030 | pl |
dc.identifier.eissn | 1751-8121 | pl |
dc.identifier.issn | 1751-8113 | pl |
dc.identifier.project | ROD UJ / OP | pl |
dc.identifier.uri | https://ruj.uj.edu.pl/xmlui/handle/item/245298 | |
dc.language | eng | pl |
dc.language.container | eng | pl |
dc.rights | Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa | * |
dc.rights.licence | CC-BY | |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/legalcode.pl | * |
dc.share.type | inne | |
dc.subtype | Article | pl |
dc.title | First passage time moments of asymmetric Lévy flights | pl |
dc.title.journal | Journal of Physics A. Mathematical and Theoretical | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |
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