Sokolov Igor M, Metzler Ralf
Institut für Physik, Humboldt-Universität zu Berlin, Invalidenstrasse 110, 10115 Berlin, Germany.
Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Jan;67(1 Pt 1):010101. doi: 10.1103/PhysRevE.67.010101. Epub 2003 Jan 16.
Lévy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Lévy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We derive a generalized dynamical formulation for Lévy walks, in which the fractional equivalent of the material derivative occurs. Our approach is expected to be useful for the dynamical formulation of Lévy walks in an external force field or in phase space, for which the description in terms of the continuous time random walk or its corresponding generalized master equation are less well suited.
Lévy行走是具有潜在时空耦合的随机过程。这种耦合抑制了长跳,因此Lévy行走为具有广泛跳跃长度分布的粒子运动提供了恰当的随机描述。我们推导了Lévy行走的广义动力学公式,其中出现了物质导数的分数形式。我们的方法有望用于在外力场或相空间中Lévy行走的动力学公式,而连续时间随机行走或其相应的广义主方程对其描述不太适用。