Fractional diffusion equation for an n-dimensional correlated Lévy walk

Jake P. Taylor-King, Rainer Klages, Sergei Fedotov, Robert A. Van Gorder

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    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 Lévy walks in the large time limit, and we solve it. Our derivation discloses different dynamical mechanisms leading to correlated Lévy walk diffusion in terms of quantities that can be measured experimentally.
    Original languageEnglish
    JournalPhysical Review E: covering statistical, nonlinear, biological, and soft matter physics
    Volume94
    Early online date6 Jul 2016
    DOIs
    Publication statusPublished - 2016

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