@article{DybiecCapalaChechkinetal.2018, author = {Dybiec, Bartlomiej and Capala, Karol and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Conservative random walks in confining potentials}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {52}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {1}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8121/aaefc2}, pages = {25}, year = {2018}, abstract = {Levy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic systems, or even the dynamics in quantum systems such as cold atoms. In the simplest version Levy walks move with a finite speed. Here, we present an extension of the Levy walk scenario for the case when external force fields influence the motion. The resulting motion is a combination of the response to the deterministic force acting on the particle, changing its velocity according to the principle of total energy conservation, and random velocity reversals governed by the distribution of waiting times. For the fact that the motion stays conservative, that is, on a constant energy surface, our scenario is fundamentally different from thermal motion in the same external potentials. In particular, we present results for the velocity and position distributions for single well potentials of different steepness. The observed dynamics with its continuous velocity changes enriches the theory of Levy walk processes and will be of use in a variety of systems, for which the particles are externally confined.}, language = {en} } @article{SliusarenkoVitaliSposinietal.2019, author = {Sliusarenko, Oleksii Yu and Vitali, Silvia and Sposini, Vittoria and Paradisi, Paolo and Chechkin, Aleksei V. and Castellani, Gastone and Pagnini, Gianni}, title = {Finite-energy Levy-type motion through heterogeneous ensemble of Brownian particles}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {52}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {9}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8121/aafe90}, pages = {27}, year = {2019}, abstract = {Complex systems are known to display anomalous diffusion, whose signature is a space/time scaling x similar to t(delta) with delta not equal 1/2 in the probability density function (PDF). Anomalous diffusion can emerge jointly with both Gaussian, e.g. fractional Brownian motion, and power-law decaying distributions, e.g. Levy Flights or Levy Walks (LWs). Levy flights get anomalous scaling, but, being jumps of any size allowed even at short times, have infinite position variance, infinite energy and discontinuous paths. LWs, which are based on random trapping events, overcome these limitations: they resemble a Levy-type power-law distribution that is truncated in the large displacement range and have finite moments, finite energy and, even with discontinuous velocity, they are continuous. However, LWs do not take into account the role of strong heterogeneity in many complex systems, such as biological transport in the crowded cell environment. In this work we propose and discuss a model describing a heterogeneous ensemble of Brownian particles (HEBP). Velocity of each single particle obeys a standard underdamped Langevin equation for the velocity, with linear friction term and additive Gaussian noise. Each particle is characterized by its own relaxation time and velocity diffusivity. We show that, for proper distributions of relaxation time and velocity diffusivity, the HEBP resembles some LW statistical features, in particular power-law decaying PDF, long-range correlations and anomalous diffusion, at the same time keeping finite position moments and finite energy. The main differences between the HEBP model and two different LWs are investigated, finding that, even when both velocity and position PDFs are similar, they differ in four main aspects: (i) LWs are biscaling, while HEBP is monoscaling; (ii) a transition from anomalous (delta = 1/2) to normal (delta = 1/2) diffusion in the long-time regime is seen in the HEBP and not in LWs; (iii) the power-law index of the position PDF and the space/time diffusion scaling are independent in the HEBP, while they both depend on the scaling of the interevent time PDF in LWs; (iv) at variance with LWs, our HEBP model obeys a fluctuation-dissipation theorem.}, language = {en} } @article{XuDengSandev2020, author = {Xu, Pengbo and Deng, Weihua and Sandev, Trifce}, title = {Levy walk with parameter dependent velocity}, series = {Journal of physics : A, Mathematical and theoretical}, volume = {53}, journal = {Journal of physics : A, Mathematical and theoretical}, number = {11}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1751-8113}, doi = {10.1088/1751-8121/ab7420}, pages = {26}, year = {2020}, abstract = {To analyze stochastic processes, one often uses integral transform (Fourier and Laplace) methods. However, for the time-space coupled cases, e.g. the Levy walk, sometimes the integral transform method may fail. Here we provide a Hermite polynomial expansion approach, being complementary to the integral transform method, to the Levy walk. Two approaches are compared for some already known results. We also consider the generalized Levy walk with parameter dependent velocity. Namely, we consider the Levy walk with velocity which depends on the walking length or on the duration of each step. Some interesting features of the generalized Levy walk are observed, including the special shapes of the probability density function, the first passage time distributions, and various diffusive behaviors of the mean squared displacement.}, language = {en} }