Lèvy flights Superdiffusion: An Introduction

After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the Lévy flight superdiffusion as a self-similar Lévy process. The condition of self-similarity converts the infinitely divisible characteristic function of the Lévy process into a stable characteristic function of the Lévy motion. The Lévy motion generalizes the Brownian motion on the base of the α-stable distributions theory and fractional order derivatives. The further development of the idea lies on the generalization of the Langevin equation with a non-Gaussian white noise source and the use of functional approach. This leads to the Kolmogorov'…

Kolmogorov's Equation for Non-Gaussian Noise

Acceleration of Diffusion in Randomly Switching Potentials