A Fractional Diffusion Equation for an n-Dimensional Correlated Levy Walk
012104 - 012104 (10)
Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics
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Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a diffusion equation for an n-dimensional correlated Levy walk remained elusive. Starting from a fractional Klein-Kramers equation here we use a moment method combined with a Cattaneo approximation to derive a fractional diffusion equation for superdiffusive short range auto-correlated Levy walks in the large time limit, and solve it. Our derivation discloses different dynamical mechanisms leading to correlated Levy walk diffusion in terms of quantities that can be measured experimentally.
AuthorsTaylor-King, JP; KLAGES, R; Van Gorder, RA; Fedotov, S
- Mathematics