2016
DOI: 10.1103/physreve.94.012104
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Fractional diffusion equation for ann-dimensional correlated Lévy walk

Abstract: Lévy walks define a fundamental concept in random walk theory that allows one to model diffusive spreading faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Lévy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short-range auto-correlated … Show more

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Cited by 21 publications
(29 citation statements)
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“…Different to the product and XY -models, this is a radially symmetric function which naturally follows from the microscopic isotropy of the walk. Mathematically, the expression above is a generalization of the Lévy distribution to two dimensions [27,30]. However, from the physics point of view, it provides the generalization of the Einstein relation and relates the generalized diffusion constant K γ to the physical parameters of the 2d process, v 0 , τ 0 and γ.…”
Section: Governing Equationsmentioning
confidence: 99%
“…Different to the product and XY -models, this is a radially symmetric function which naturally follows from the microscopic isotropy of the walk. Mathematically, the expression above is a generalization of the Lévy distribution to two dimensions [27,30]. However, from the physics point of view, it provides the generalization of the Einstein relation and relates the generalized diffusion constant K γ to the physical parameters of the 2d process, v 0 , τ 0 and γ.…”
Section: Governing Equationsmentioning
confidence: 99%
“…Lévy walk [1][2][3] is an important concept which describes a wide spectrum of physical and biological processes involving stochastic transport [4][5][6][7][8][9][10]. Cold atoms moving in dissipative optical lattices [11], endosomal active transport in living cells [12], and T-cells migrating in the brain tissue [13] are just several examples where Lévy walks were reported.…”
mentioning
confidence: 99%
“…In recent years, Lévy walks [8] attracted attention in modelling movement patterns of living things [9], from sub-cellular [10][11][12] to organism [13][14][15] scales. Until now, Lévy walks have been mostly described by coupled continuous time random walks (CTRW) [8], various fractional PDEs [16][17][18][19][20][21][22] and integro-differential equations [23,24]. These approaches require power-law distributed running times with divergent first and second moments as an ab initio assumption.…”
Section: Introductionmentioning
confidence: 99%