Lévy flights in nonhomogeneous media: distributed-order fractional equation approach

Applications of Distributed-Order Fractional Operators: A Review

Distributed-order fractional calculus (DOFC) is a rapidly emerging branch of the broader area of fractional calculus that has important and far-reaching applications for the modeling of complex systems. DOFC generalizes the intrinsic multiscale nature of constant and variable-order fractional operators opening significant opportunities to model systems whose behavior stems from the complex interplay and superposition of nonlocal and memory effects occurring over a multitude of scales. In recent years, a significant amount of studies focusing on mathematical aspects and real-world applications of DOFC have been produced. However, a systematic review of the available literature and of the state-of-the-art of DOFC as it pertains, specifically, to real-world applications is still lacking. This review article is intended to provide the reader a road map to understand the early development of DOFC and the progressive evolution and application to the modeling of complex real-world problems. The review starts by offering a brief introduction to the mathematics of DOFC, including analytical and numerical methods, and it continues providing an extensive overview of the applications of DOFC to fields like viscoelasticity, transport processes, and control theory that have seen most of the research activity to date.

Design, implementation and application of distributed order PI control

In this paper, a series of distributed order PI controller design methods are derived and applied to the robust control of wheeled service robots, which can tolerate more structural and parametric uncertainties than the corresponding fractional order PI control. A practical discrete incremental distributed order PI control strategy is proposed basing on the discretization method and the frequency criterions, which can be commonly used in many fields of fractional order system, control and signal processing. Besides, an auto-tuning strategy and the genetic algorithm are applied to the distributed order PI control as well. A number of experimental results are provided to show the advantages and distinguished features of the discussed methods in fairways.

ON THE ENSEMBLE AVERAGE OF GENERALIZED TRUNCATED RANDOM WALK

A new analytical solution is developed for the one- and two- dimensional generalized discrete time random walk with discrete and finite length of jumping. It is shown that the ensemble average of the mean square displacement has a linear relation with time. This result is general and independent of mathematical form of distribution function but magnitude of diffusion coefficient depends on the distribution function. This result confirms our previous numerical work. The truncated Levy flight is studied as a special case and the diffusion coefficient for different maximum length of jump is calculated numerically. The obtained results are in good agreement with the analytical solution.

Multiplicative Lévy processes: Itô versus Stratonovich interpretation

Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the Lévy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the Itô and Stratonovich interpretation, are presented. They are solved for the case without drift and for the harmonic oscillator potential. The variance is evaluated; it is always infinite for the Itô case whereas for the Stratonovich one it can be finite and rise with time slower that linearly, which indicates subdiffusion. Analytical results are compared with numerical simulations.

Continuous-time multidimensional Markovian description of Lévy walks

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes the one we developed previously [I. Lubashevsky, R. Friedrich, and A. Heuer, Phys. Rev. E 79, 011110 (2009)] in order to describe the Lévy-type stochastic processes in terms of continuous trajectories of walker motion. This approach may open a way to treat Lévy flights or Lévy random walks in inhomogeneous media or systems with boundaries in the future. The proposed model assumes the velocity of a wandering particle to be affected by a linear friction and a nonlinear Langevin force whose intensity is proportional to the magnitude of the velocity for its large values. Based on the singular perturbation technique, the corresponding Fokker-Planck equation is analyzed and the relationship between the system parameters and the Lévy exponent is found. Following actually the previous paper we demonstrate also that anomalously long displacements of the wandering particle are caused by extremely large fluctuations in the particle velocity whose duration is determined by the system parameters rather than the duration of the observation interval. In this way we overcome the problem of ascribing to Lévy random-walk non-Markov properties.

Fractional Fokker-Planck equation for Lévy flights in nonhomogeneous environments

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the Lévy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary in the long-time limit and it represents the Lévy process with a simple scaling. The solution for the drift term in the form lambda sgn(x) possesses two different scales which correspond to the Lévy indexes micro and micro+1 (micro<1) . The former component of the solution prevails at large distances but it diminishes with time for a given x . The fractional moments, as a function of time, are calculated. They rise with time and the rate of this growth increases with lambda .