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      Langevin equations for continuous time L\'{e}vy flights

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          Abstract

          We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index \(f\) and a power law waiting time distribution characterized by the time index \(g\) on the long time behavior of a random walker. The main point of our analysis is a formulation in terms of coupled Langevin equations which allows in a natural way for the inclusion of external force fields. In the anomalous case for \(f<2\) and \(g<1\) the dynamic exponent \(z\) locks onto the ratio \(f/g\). Drawing on recent results on L\'{e}vy flights in the presence of a random force field we also find that this result is {\em independent} of the presence of weak quenched disorder. For \(d\) below the critical dimension \(d_c=2f-2\) the disorder is {\em relevant}, corresponding to a non trivial fixed point for the force correlation function.

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          Most cited references11

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          Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications

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            Asymptotic solutions of continuous-time random walks

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              Anomalous diffusion in "living polymers": A genuine Levy flight?

              (1990)
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                Author and article information

                Journal
                10.1103/PhysRevE.50.1657
                cond-mat/9402042

                Condensed matter
                Condensed matter

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