Journal article icon

Journal article

Fractional diffusion equation for an n-dimensional correlated Levy 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 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.
Publication status:
Published
Peer review status:
Peer reviewed

Actions


Access Document


Files:
Publisher copy:
10.1103/PhysRevE.94.012104

Authors


More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author


Publisher:
American Physical Society
Journal:
Physical Review. E More from this journal
Volume:
94
Issue:
1
Pages:
1-10
Publication date:
2016-07-06
Acceptance date:
2016-06-08
DOI:
EISSN:
2470-0053
ISSN:
2470-0045
Pmid:
27575074


Language:
English
Keywords:
Pubs id:
pubs:635313
UUID:
uuid:17034dc2-c92e-44c5-a8bf-07606a7e1c11
Local pid:
pubs:635313
Source identifiers:
635313
Deposit date:
2016-10-05

Terms of use



Views and Downloads






If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP