Lévy walks (LWs) define a fundamental class of finite velocity stochastic processes that can be introduced as a special case of continuous time random walks. Alternatively, there is a hyperbolic representation of them in terms of partial probability density waves. Using the latter framework we explore the impact of aging on LWs, which can be viewed as a specific initial preparation of the particle ensemble with respect to an age distribution. We show that the hyperbolic age formulation is suitable for a simple integral representation in terms of linear Volterra equations for any initial preparation. On this basis relaxation properties, i.e. the convergence towards equilibrium of a generic thermodynamic function dependent on the spatial particle distribution, and first passage time statistics in bounded domains are studied by connecting the latter problem with solute release kinetics. We find that even normal diffusive LWs, where the long-term mean square displacement increases linearly with time, may display anomalous relaxation properties such as stretched exponential decay. We then discuss the impact of aging on the first passage time statistics of LWs by developing the corresponding Volterra integral representation. As a further natural generalization the concept of LWs with wearing is introduced to account for mobility losses. Keywords: stochastic processes, anomalous diffusion, Lévy walks, first-passage properties, aging

Age representation of Lévy walks. Partial density waves, relaxation and first passage time statistics / Giona, Massimiliano; D’Ovidio, Mirko; Cocco, Davide; Cairoli, Andrea; Klages, Rainer. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL. - ISSN 1751-8113. - 52:38(2019). [10.1088/1751-8121/ab38eb]

Age representation of Lévy walks. Partial density waves, relaxation and first passage time statistics

Giona, Massimiliano
Primo
;
D’Ovidio, Mirko;Cocco, Davide;
2019

Abstract

Lévy walks (LWs) define a fundamental class of finite velocity stochastic processes that can be introduced as a special case of continuous time random walks. Alternatively, there is a hyperbolic representation of them in terms of partial probability density waves. Using the latter framework we explore the impact of aging on LWs, which can be viewed as a specific initial preparation of the particle ensemble with respect to an age distribution. We show that the hyperbolic age formulation is suitable for a simple integral representation in terms of linear Volterra equations for any initial preparation. On this basis relaxation properties, i.e. the convergence towards equilibrium of a generic thermodynamic function dependent on the spatial particle distribution, and first passage time statistics in bounded domains are studied by connecting the latter problem with solute release kinetics. We find that even normal diffusive LWs, where the long-term mean square displacement increases linearly with time, may display anomalous relaxation properties such as stretched exponential decay. We then discuss the impact of aging on the first passage time statistics of LWs by developing the corresponding Volterra integral representation. As a further natural generalization the concept of LWs with wearing is introduced to account for mobility losses. Keywords: stochastic processes, anomalous diffusion, Lévy walks, first-passage properties, aging
2019
stochastic processes; anomalous diffusion; Lévy walks; first-passage properties; aging
01 Pubblicazione su rivista::01a Articolo in rivista
Age representation of Lévy walks. Partial density waves, relaxation and first passage time statistics / Giona, Massimiliano; D’Ovidio, Mirko; Cocco, Davide; Cairoli, Andrea; Klages, Rainer. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL. - ISSN 1751-8113. - 52:38(2019). [10.1088/1751-8121/ab38eb]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1341237
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