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First passage time moments of asymmetric Lévy flights
Journal of Physics A: Mathematical and Theoretical ( IF 2.0 ) Pub Date : 2020-06-18 , DOI: 10.1088/1751-8121/ab9030
Amin Padash 1, 2 , Aleksei V Chechkin 2, 3 , Bartłomiej Dybiec 4 , Marcin Magdziarz 5 , Babak Shokri 1, 6 , Ralf Metzler 2
Affiliation  

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.

中文翻译:

不对称莱维航班的首次通过时刻

我们研究半无限和有界区间中对称和不对称Lévy飞行的初次通过动力学。通过求解空间分数阶扩散方程,我们针对稳定性指数和偏度参数的不同值,分析了首次通过时间概率密度函数的分数阶矩。提出了使用兰格文方法进行Lévy航班的结果的比较。对于半无限域,在某些特殊情况下,将明确得出分析结果,并在有界区间内,给出具有任意偏度的Lévy航班平均首次通过时间的一般解析表达式。这些结果得到了广泛的数值分析的补充。
更新日期:2020-06-19
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