Lévy flights in external force fields: from models to equations

Chemical Physics, 284 (1–2), 409–421


We consider different generalizations of the Fokker–Planck equation (FPE) devised to describe Lévy processes in potential force fields. We show that such generalizations can proceed along different lines. On one hand, Lévy statistics can emerge from the fractal temporal nature of the underlying process, i.e., a high variability in the rate of microscopic events. On the other hand, they may be a direct consequence of the scale-free spatial structure on which the process evolves. Although both forms considered lead to Boltzmann equilibrium, the relaxation patterns are quite different. As an example, generalized diffusion in a double-well potential is considered.

Dirk Brockmann
Dirk Brockmann

Head of Research on Complex Systems Group