Abstract
Abstract
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to Lévy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean first-passage time of Lévy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.
Funder
Deutsche Forschungsgemeinschaft
Fundacja na rzecz Nauki Polskiej
Narodowe Centrum Nauki
Subject
General Physics and Astronomy,Mathematical Physics,Modeling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics
Cited by
19 articles.
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