Realization of Levy flights as continuous processes

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On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we explicitly derive the generalized Langevin equation and the corresponding generalized Fokker-Planck equation describing Levy flights. Our procedure is similar to the treatment of the Kramers-Fokker Planck equation in the Smoluchowski limit. The proposed approach forms a feasible way of tackling Levy flights in inhomogeneous media or systems with boundaries what is up to now a challenging problem.
paper of 5 pages with 3 figures with added supplementary materials

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Statistical Mechanics, Materials Science

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http://salesiana.dossiersoluciones.com/handle/123456789/132670

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0706.4320
 http://arxiv.org/abs/0706.4320

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arXiv