Langevin equations for continuous time Lévy flights

Hans C. Fogedby
Phys. Rev. E 50, 1657 – Published 1 August 1994
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Abstract

We consider the combined effects of a power law Lévy step distribution characterized by the step index f and a power law waiting time distribution characterized by the time index g on the long time behavior of a random walker. The main point of our analysis is a formulation in terms of coupled Langevin equations which allows in a natural way for the inclusion of external force fields. In the anomalous case for f<2 and g<1 the dynamic exponent z locks onto the ratio f/g. Drawing on recent results on Lévy flights in the presence of a random force field we also find that this result is independent of the presence of weak quenched disorder. For d below the critical dimension dc=2f-2 the disorder is relevant, corresponding to a nontrivial fixed point for the force correlation function.

  • Received 9 February 1994

DOI:https://doi.org/10.1103/PhysRevE.50.1657

©1994 American Physical Society

Authors & Affiliations

Hans C. Fogedby

  • Institute of Physics and Astronomy, University of Aarhus, 8000 Aarhus C, Denmark

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Vol. 50, Iss. 2 — August 1994

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