Lévy flights on the half line.
Phys Rev E Stat Nonlin Soft Matter Phys
; 86(1 Pt 1): 011101, 2012 Jul.
Article
em En
| MEDLINE
| ID: mdl-23005362
We study the probability distribution function (PDF) of the position of a Lévy flight of index 0 < α < 2 in the presence of an absorbing wall at the origin. The solution of the associated fractional Fokker-Planck equation can be constructed using a perturbation scheme around the Brownian solution (corresponding to α = 2) as an expansion in ε = 2-α. We obtain an explicit analytical solution, exact at the first order in ε, which allows us to conjecture the precise asymptotic behavior of this PDF, including the first subleading corrections, for any α. Careful numerical simulations, as well as an exact computation for α = 1, confirm our conjecture.
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Base de dados:
MEDLINE
Assunto principal:
Algoritmos
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Modelos Estatísticos
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Difusão
Tipo de estudo:
Risk_factors_studies
Idioma:
En
Revista:
Phys Rev E Stat Nonlin Soft Matter Phys
Assunto da revista:
BIOFISICA
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FISIOLOGIA
Ano de publicação:
2012
Tipo de documento:
Article
País de afiliação:
Argentina
País de publicação:
Estados Unidos