Physical review. A, General physics · 1989 · 134 citations · 24 references
EngineeringMathematicsPhysicsMemoryProbability TheoryStochastic ProcessesDiffusion ProcessesLévy ProcessesMarkov ProcessesRandom WalksStatistical MechanicsTime-dependent TransportAnomalous DiffusionAnomalous Diffusion EffectsAnomalous TransportLaplace TransformLaplace Transform AnalysisRandom Walk ModelsRandom Walks On Lattices
In this paper we present a combined analytical and numerical study of transport properties of L\'evy walks. Here, within the framework of continuous-time random walks (CTRW's) with coupled memories, we focus on the probability ${P}_{0}$(t) of being at the initial site at time t and on S(t), the mean number of distinct sites visited in time t. We use the connection between ${P}_{0}$(t) and S(t), which are related via their Laplace transform, and we reanalyze our previous findings for 〈${r}^{2}$(t)〉, the mean-squared displacement. Furthermore, S(t) shows, as a function of the memory parameters, a very interesting, nonuniversal, nonmonotonic behavior, which we corroborate by numerical simulations in one dimension. We compare the findings with those for decoupled CTRW's on regular lattices and on fractals.
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Elliott W. Montroll, George H. Weiss · Journal of Mathematical Physics · 1965 · 2.8K citations
Diffusion in regular and disordered lattices
Joseph W. Haus, K. W. Kehr · Physics Reports · 1987 · 1.1K citations