First passage time moments of asymmetric Lévy flights

2020
journal article
article
dc.abstract.enWe 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.affiliationWydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki Teoretycznejpl
dc.contributor.authorPadash, Aminpl
dc.contributor.authorChechkin, Aleksei V.pl
dc.contributor.authorDybiec, Bartłomiej - 102110 pl
dc.contributor.authorMagdziarz, Marcinpl
dc.contributor.authorShokri, Babakpl
dc.contributor.authorMetzler, Ralfpl
dc.date.accessioned2020-09-07T08:45:36Z
dc.date.available2020-09-07T08:45:36Z
dc.date.issued2020pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.number27pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume53pl
dc.identifier.articleid275002pl
dc.identifier.doi10.1088/1751-8121/ab9030pl
dc.identifier.eissn1751-8121pl
dc.identifier.issn1751-8113pl
dc.identifier.projectROD UJ / OPpl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/245298
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeinne
dc.subtypeArticlepl
dc.titleFirst passage time moments of asymmetric Lévy flightspl
dc.title.journalJournal of Physics A. Mathematical and Theoreticalpl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
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.affiliationpl
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki Teoretycznej
dc.contributor.authorpl
Padash, Amin
dc.contributor.authorpl
Chechkin, Aleksei V.
dc.contributor.authorpl
Dybiec, Bartłomiej - 102110
dc.contributor.authorpl
Magdziarz, Marcin
dc.contributor.authorpl
Shokri, Babak
dc.contributor.authorpl
Metzler, Ralf
dc.date.accessioned
2020-09-07T08:45:36Z
dc.date.available
2020-09-07T08:45:36Z
dc.date.issuedpl
2020
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.numberpl
27
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
53
dc.identifier.articleidpl
275002
dc.identifier.doipl
10.1088/1751-8121/ab9030
dc.identifier.eissnpl
1751-8121
dc.identifier.issnpl
1751-8113
dc.identifier.projectpl
ROD UJ / OP
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/245298
dc.languagepl
eng
dc.language.containerpl
eng
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.subtypepl
Article
dc.titlepl
First passage time moments of asymmetric Lévy flights
dc.title.journalpl
Journal of Physics A. Mathematical and Theoretical
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations

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