Spectral properties of fractional Fokker-Plank operator for the L\'evy flight in a harmonic potential

We present a detailed analysis of the eigenfunctions of the Fokker-Planck operator for the L\'evy-Ornstein-Uhlenbeck process, their asymptotic behavior and recurrence relations, explicit expressions in coordinate space for the special cases of the Ornstein-Uhlenbeck process with Gaussian and with Cauchy white noise and for the transformation kernel, which maps the fractional Fokker-Planck operator of the Cauchy-Ornstein-Uhlenbeck process to the non-fractional Fokker-Planck operator of the usual Gaussian Ornstein-Uhlenbeck process. We also describe how non-spectral relaxation can be observed in bounded random variables of the L\'evy-Ornstein-Uhlenbeck process and their correlation functions.Comment: 10 pages, 5 figures, submitted to Euro. Phys. J.

Brownian yet non-Gaussian diffusion in heterogeneous media: from superstatistics to homogenization

We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such behavior is extremely unlikely in the situations when the particles, introduced into the system at random at $t=0$, are observed from the preparation of the system on. However, it indeed may arise in the case when the diffusion (as described in Ito interpretation) is observed under equilibrated conditions. This paradigmatic situation can be translated into the model of the diffusion coefficient fluctuating in time along a trajectory, i.e. into a kind of the "diffusing diffusivity" model.Comment: 12 pages; 10 figure

On reaction-subdiffusion equations

To analyze possible generalizations of reaction-diffusion schemes for the case of subdiffusion we discuss a simple monomolecular conversion A --> B. We derive the corresponding kinetic equations for local A and B concentrations. Their form is rather unusual: The parameters of reaction influence the diffusion term in the equation for a component A, a consequence of the nonmarkovian nature of subdiffusion. The equation for a product contains a term which depends on the concentration of A at all previous times. Our discussion shows that reaction-subdiffusion equations may not resemble the corresponding reaction-diffusion ones and are not obtained by a trivial change of the diffusion operator for a subdiffusion one