Method of calculating densities for isotropic ballistic Lévy walks

DOI10.1016/j.cnsns.2016.11.026OpenAlexW2400993558MaRDI QIDQ2005481

Tomasz Zorawik, Marcin Magdziarz

Publication date: 7 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.05695

zbMATH Keywords

Monte Carlo simulationprobability density functioncontinuous-time random walkLévy walk

Mathematics Subject Classification ID

Numerical analysis (65-XX) Information and communication theory, circuits (94-XX)

Related Items (5)

Lévy walk with parameter dependent velocity: Hermite polynomial approach and numerical simulation ⋮ First encounters on Bethe lattices and Cayley trees ⋮ Limit theorems for Lévy walks inddimensions: rare and bulk fluctuations ⋮ Space-time coupled evolution equations and their stochastic solutions ⋮ Limit properties of Lévy walks

Uses Software

• ma2dfc

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theorems and governing equations for Lévy walks
• Densities of scaling limits of coupled continuous time random walks
• Relaxation to stationary states for anomalous diffusion
• Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case
• Triangular array limits for continuous time random walks
• Weakly non-ergodic statistical physics
• Random walks with infinite spatial and temporal moments
• Some applications of fractional equations.
• Lévy noise with memory
• Characterizing anomalous diffusion by studying displacements
• Asymptotic properties and numerical simulation of multidimensional Lévy walks
• Asymptotic behaviour of random walks with correlated temporal structure
• Multidimensional Lévy walk and its scaling limits
• Fractional Boltzmann equation for multiple scattering of resonance radiation in low-temperature plasma
• A note on a method for generating points uniformly on n -dimensional spheres
• Fractal solids, product measures and fractional wave equations
• Multidimensional solutions of space–fractional diffusion equations
• Space-time fractional derivative operators
• Lévy Processes and Stochastic Calculus
• First Steps in Random Walks
• Stochastic models for fractional calculus
• Statistics of the occupation time of renewal processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

This page was built for publication: Method of calculating densities for isotropic ballistic Lévy walks