TY - JOUR
T1 - Fractional diffusion equation for an n-dimensional correlated Lévy walk
AU - Taylor-King, Jake P.
AU - Klages, Rainer
AU - Fedotov, Sergei
AU - Van Gorder, Robert A.
PY - 2016
Y1 - 2016
N2 - 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.
AB - 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.
U2 - 10.1103/PhysRevE.94.012104
DO - 10.1103/PhysRevE.94.012104
M3 - Article
SN - 1539-3755
VL - 94
JO - Physical Review E: covering statistical, nonlinear, biological, and soft matter physics
JF - Physical Review E: covering statistical, nonlinear, biological, and soft matter physics
ER -