About nonlinear drift velocity at random walk by Levy flight: analytical solution and numerical simulations

The relation between diffusion and conductivity is established for a case of diffusing particle moved by means of Levy hops. It is shown that due to an unusual character of the Levy flight a particle velocity depends on electrical field in nonlinear way in arbitrary weak fields. A nonlinear velocity is found by independent numerical simulations too and in accordance with theoretical predictions.

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Year of publication:	1999
Authors:	Arkhincheev, V.E ; Nomoev, A.V
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 269.1999, 2, p. 293-298
Publisher:	Elsevier
Subject:	Random walks \| Levy flight \| Drift \| Nonlinearity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010872033