论文标题

不对称莱维航班的第一个通行时间瞬间

First passage time moments of asymmetric Lévy flights

论文作者

Padash, Amin, Chechkin, Aleksei V., Dybiec, Bartłomiej, Magdziarz, Marcin, Shokri, Babak, Metzler, Ralf

论文摘要

我们研究了半无限和有界间隔的对称和非对称莱维飞行的第一阶段动力学。通过求解空间分数扩散方程,我们分析了稳定性索引和偏度参数的不同值的第一流时间概率密度函数的分数矩矩。提出了使用Langevin方法进行Lévy飞行方法的结果。对于半无限结构域,在某些特殊情况下,分析结果是明确得出的,并且在有限的间隔内提出了具有任意偏度的Lévy飞行平均第一通道时间的一般分析表达。这些结果与广泛的数值分析相辅相成。

We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in a 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.

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