Levy diffusion: the density versus the trajectory approach

被引:6
作者
Bologna, M. [1 ,2 ]
Grigolini, P. [1 ,3 ,4 ]
机构
[1] Univ N Texas, Ctr Nonlinear Sci, Denton, TX 76203 USA
[2] Univ Tarapaca, Inst Alta Invest, Arica, Chile
[3] CNR, Ist Proc Chim Fisici, Area Ric Pisa, I-56124 Pisa, Italy
[4] Univ Pisa, Dipartimento Fis E Fermi, I-56127 Pisa, Italy
来源
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT | 2009年
关键词
dynamical processes (theory); stochastic processes (theory); FRACTIONAL DIFFUSION; ANOMALOUS DIFFUSION; ENHANCED DIFFUSION; DYNAMICAL-APPROACH; INTERMITTENCY; FLIGHT;
D O I
10.1088/1742-5468/2009/03/P03005
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
We discuss the problem of deriving Levy diffusion, in the form of a Levy walk, from a density approach, namely using a Liouville equation. We address this problem for a case that has already been discussed using the method of the continuous time random walk, and consequently an approach based on trajectory dynamics rather than density time evolution. We show that the use of the Liouville equation requires the knowledge of the correlation functions of the fluctuation that generates the Levy diffusion. We benefit from the results of earlier work proving that the correlation function is not factorized as in the Poisson case. We show that the Liouville equation generates a long-time diffusion whose probability distribution density keeps a memory of the detailed form of the fluctuation correlation function, and not only of its long-time inverse power law structure. Although the main result of this paper rests on an approximate expression for higher-order correlation functions, it becomes exact in the longtime limit. Thus, we argue that it explains the failure to derive Levy diffusion from the Liouville equation, thereby supporting the claim that there exists a conflict between trajectory and density approaches in this case.
引用
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页数:13
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