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First passage times of Lévy flights coexisting with subdiffusion.
MedLine Citation:
PMID:  17930221     Owner:  NLM     Status:  PubMed-not-MEDLINE    
Abstract/OtherAbstract:
We investigate both analytically and numerically the first passage time (FPT) problem in one dimension for anomalous diffusion processes in which Lévy flights and subdiffusion coexist. We analyze the FPT for three subclasses of Lévy stable motions: (i) symmetric Lévy motions characterized by Lévy index mu, 0<mu<2, and skewness parameter beta=0, (ii) one-sided Lévy motions with mu , 0<mu<1, and skewness beta=1, and (iii) two-sided skewed Lévy motions, the extreme case, 1<mu<2, and skewness beta=-1. In all three cases the waiting times between successive jumps are heavy tailed with index alpha. We show that in all three cases the FPT distributions are power laws. Our findings extend earlier studies on FPTs of Lévy flights by considering the interplay between long rests and the Lévy long jumps.
Authors:
Tal Koren; Joseph Klafter; Marcin Magdziarz
Publication Detail:
Type:  Journal Article     Date:  2007-09-26
Journal Detail:
Title:  Physical review. E, Statistical, nonlinear, and soft matter physics     Volume:  76     ISSN:  1539-3755     ISO Abbreviation:  Phys Rev E Stat Nonlin Soft Matter Phys     Publication Date:  2007 Sep 
Date Detail:
Created Date:  2007-10-12     Completed Date:  2008-02-06     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101136452     Medline TA:  Phys Rev E Stat Nonlin Soft Matter Phys     Country:  United States    
Other Details:
Languages:  eng     Pagination:  031129     Citation Subset:  -    
Affiliation:
School of Chemistry, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel Aviv University, Tel Aviv 69978, Israel. korenbta@post.tau.ac.il
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