Literature DB >> 16089924

Natural cutoff in Lévy flights caused by dissipative nonlinearity.

Aleksei V Chechkin1, Vsevolod Yu Gonchar, Joseph Klafter, Ralf Metzler.   

Abstract

Lévy flight models are often used to describe stochastic processes in complex systems. However, due to the occurrence of diverging position and/or velocity fluctuations Lévy flights are physically problematic if describing the dynamics of a particle of finite mass. Here we show that the velocity distribution of a random walker subject to Lévy noise can be regularized by nonlinear friction, leading to a natural cutoff in the velocity distribution and finite velocity variance.

Year:  2005        PMID: 16089924     DOI: 10.1103/PhysRevE.72.010101

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  3 in total

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Journal:  J Chem Phys       Date:  2017-05-28       Impact factor: 3.488

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Authors:  Bruce J West; Malgorzata Turalska
Journal:  Front Physiol       Date:  2019-08-23       Impact factor: 4.566

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Authors:  Bruce J West
Journal:  Entropy (Basel)       Date:  2021-12-17       Impact factor: 2.524

  3 in total

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