Langevin equations for continuous time Lévy flights

Details Langevin equations for continuous time Lévy flights Langevin equations for continuous time Lévy flights

1994-02-09

arxiv.org/abs/cond-mat/9402042v1

Physics

Condensed Matter

10 pages, Latex, IFA Report No. 94/10

Scientific paper

10.1103/PhysRevE.50.1657

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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