6533b870fe1ef96bd12cfca1
RESEARCH PRODUCT
L\'{e}vy flights in inhomogeneous environments
Vladimir A. StephanovichPiotr Garbaczewskisubject
Statistics and ProbabilityPolynomialStochastic processSemigroupMathematical analysisMotion (geometry)Cauchy distributionProbability density functionCondensed Matter PhysicsVisualizationLévy flightStatistical physicsCondensed Matter - Statistical MechanicsMathematical PhysicsMathematicsdescription
We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It turns out that the semigroup modeling provides much stronger confining properties than the standard Langevin one. Since contractive semigroups set a link between L\'{e}vy flights and fractional (pseudo-differential) Hamiltonian systems, we can use the latter to control the long - time asymptotics of the pertinent pdfs. To do so, we need to impose suitable restrictions upon the Hamiltonian and its potential. That provides verifiable criteria for an invariant pdf to be actually an asymptotic pdf of the semigroup-driven jump-type process. For computational and visualization purposes our observations are exemplified for the Cauchy driver and its response to external polynomial potentials (referring to L\'{e}vy oscillators), with respect to both dynamical mechanisms.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2009-07-01 |