Realization of Levy flights as continuous processes

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dc.creatorLubashevsky, Ihor
dc.creatorFriedrich, Rudolf
dc.creatorHeuer, Andreas
dc.date2007-06-28
dc.date.accessioned2026-07-07T08:13:04Z
dc.date.available2026-07-07T08:13:04Z
dc.descriptionOn 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.
dc.descriptionpaper of 5 pages with 3 figures with added supplementary materials
dc.identifierhttps://arxiv.org/abs/0706.4320
dc.identifierhttp://arxiv.org/abs/0706.4320
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/132670
dc.subjectStatistical Mechanics
dc.subjectMaterials Science
dc.titleRealization of Levy flights as continuous processes
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