Lévy flights on the half line
Abstract
We study the probability distribution function (PDF) of the position of a Lévy flight of index 0<α<2 in the presence of an absorbing wall at the origin. The solution of the associated fractional Fokker-Planck equation can be constructed using a perturbation scheme around the Brownian solution (corresponding to α=2) as an expansion in ɛ=2-α. We obtain an explicit analytical solution, exact at the first order in ɛ, which allows us to conjecture the precise asymptotic behavior of this PDF, including the first subleading corrections, for any α. Careful numerical simulations, as well as an exact computation for α=1, confirm our conjecture.
- Publication:
-
Physical Review E
- Pub Date:
- July 2012
- DOI:
- 10.1103/PhysRevE.86.011101
- arXiv:
- arXiv:1110.1955
- Bibcode:
- 2012PhRvE..86a1101G
- Keywords:
-
- 05.40.Fb;
- 02.50.Cw;
- Random walks and Levy flights;
- Probability theory;
- Condensed Matter - Statistical Mechanics
- E-Print:
- 11 pages, 9 figures. Revised version