On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts

Details On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts

2008-07-07

arxiv.org/abs/0807.1053v2

Physics

Mathematical Physics

9 pages including 11 figures. Shortened from 0803.2833 [math-ph] in which kinetic equation was first obtained. Latest revised

Scientific paper

10.1103/PhysRevE.79.041124

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm) is a model process of this type, combining alpha-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete have for many years been modelled using the fully fractional (FF) kinetic equation for the continuous time random walk (CTRW), with power laws in the pdfs of both jump size and waiting time. We derive the analogous kinetic equation for lfsm and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We discuss some preliminary results on the scaling of burst "sizes" and "durations" in lfsm time series, with applications to modelling existing observations in space physics and elsewhere.

Affiliated with

Also associated with

No associations

Rating

On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-561760