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Correlated Lévy flight in external force fie lds

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The correlated Lévy flight is studied analytically in terms of the fractional Fokker-Planck equation and simulated numerically by using the Langevin equation,where the usual white Lévy noise is generalized to an Ornstein-Uhlenbeck L'evy process (OULP) with a correlation time τc.We analyze firstly the stable behavior of OULP.The probability density function of Lévy flight particle driven by the OULP in a harmonic potential is exactly obtained,which is also a Lévy-type one with τc-dependence width; when the particle is bounded by a quartic potential,its stationary distribution has a bimodality shape and becomes noticeable with the increase of τc.

Lévy flightOULPfractional Fokker-Planck equation

L(U) Yan、BAO JingDong

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School of Applied Science, Taiyuan University of Science and Technology, Taiyuan 030024, China

Department of Physics, Beijing Normal University, Beijing 100875, China

This work was supported by the National Natural Science Foundation of ChinaDoctoral Scientific Research Starting Foundation of Taiyuan University of Science and Technology

61178067,10875013 and 1117502120122042

2014

10.1007/s11433-013-5292-1

中国科学:物理学 力学 天文学(英文版)
中国科学院

中国科学:物理学 力学 天文学(英文版)

CSCDSCIEI
影响因子：0.91
ISSN：1674-7348
年,卷(期)：2014.57(3)
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