Levy flights versus Levy walks in bounded domains

Levy flights and Levy walks serve as two paradigms of random walks resembling common features but also bearing fundamental differences. One of the main dissimilarities is the discontinuity versus continuity of their trajectories and infinite versus finite propagation velocity. As a consequence, a well-developed theory of Levy flights is associated with their pathological physical properties, which in turn are resolved by the concept of Levy walks. Here, we explore Levy flight and Levy walk models on bounded domains, examining their differences and analogies. We investigate analytically and numerically whether and under which conditions both approaches yield similar results in terms of selected statistical observables characterizing the motion: the survival probability, mean first passage time, and stationary probability density functions. It is demonstrated that the similarity of the models is affected by the type of boundary conditions and the value of the stability index defining the asymptotics of the jump length distribution.

תאריך עדכון אחרון : 19/03/2018