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  Lévy flights in external force fields: from models to equations

Brockmann, D., & Sokolov, I. M. (2002). Lévy flights in external force fields: from models to equations. Chemical Physics, 284(1-2 Sp. Iss. SI), 409-421.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0029-173D-2 Version Permalink: http://hdl.handle.net/11858/00-001M-0000-0029-173E-F
Genre: Journal Article

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Brockmann, D.1, Author              
Sokolov, I. M., Author
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1Department of Nonlinear Dynamics, Max Planck Institute for Dynamics and Self-Organization, Max Planck Society, ou_2063286              

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 Abstract: We consider different generalizations of the Fokker-Planck equation (FPE) devised to describe Lévy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Lévy statistics can emerge from the fractal temporal nature of the underlying process, i.e., a high variability in the rate of microscopic events. On the other hand, they may be a direct consequence of the scale- free spatial structure on which the process evolves. Although both forms considered lead to Boltzmann equilibrium, the relaxation patterns are quite different. As an example, generalized diffusion in a double-well potential is considered. (C) 2002 Elsevier Science B.V. All rights reserved.

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Language(s): eng - English
 Dates: 2002-11-01
 Publication Status: Published in print
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 Rev. Method: Peer
 Identifiers: eDoc: 20184
ISI: 000179108100030
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Title: Chemical Physics
  Alternative Title : Chem. Phys.
Source Genre: Journal
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Pages: - Volume / Issue: 284 (1-2 Sp. Iss. SI) Sequence Number: - Start / End Page: 409 - 421 Identifier: ISSN: 0301-0104