Fractal time random walk and subrecoil laser cooling considered as renewal processes with infinite mean waiting times

There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a concentration process, are two such processes that look qualitatively dissimilar. Yet, a unifying treatment of these two processes, which is the topic of this pedagogic paper, can be developed by combining renewal theory with the generalized central limit theorem. This approach enables to derive without technical difficulties the key physical properties and it emphasizes the role of the behaviour of sums with infinite means.Comment: 9 pages, 7 figures, to appear in the Proceedings of Cargese Summer School on "Chaotic dynamics and transport in classical and quantum systems

Accelerating random walks by disorder

We investigate the dynamic impact of heterogeneous environments on superdiffusive random walks known as L\'evy flights. We devote particular attention to the relative weight of source and target locations on the rates for spatial displacements of the random walk. Unlike ordinary random walks which are slowed down for all values of the relative weight of source and target, non-local superdiffusive processes show distinct regimes of attenuation and acceleration for increased source and target weight, respectively. Consequently, spatial inhomogeneities can facilitate the spread of superdiffusive processes, in contrast to common belief that external disorder generally slows down stochastic processes. Our results are based on a novel type of fractional Fokker-Planck equation which we investigate numerically and by perturbation theory for weak disorder.Comment: 8 pages, 5 figure

Relativistic Weierstrass random walks

The Weierstrass random walk is a paradigmatic Markov chain giving rise to a L\'evy-type superdiffusive behavior. It is well known that Special Relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time $t_c$ delimiting two qualitative distinct dynamical regimes: the (non-relativistic) superdiffusive L\'evy flights, for $t < t_c$, and the usual (relativistic) Gaussian diffusion, for $t>t_c$. Implications of this crossover between different diffusion regimes are discussed for some explicit examples. The study of such an explicit and simple Markov chain can shed some light on several results obtained in much more involved contexts.Comment: 5 pages, final version to appear in PR

Diffusive behavior of a greedy traveling salesman

Using Monte Carlo simulations we examine the diffusive properties of the greedy algorithm in the d-dimensional traveling salesman problem. Our results show that for d=3 and 4 the average squared distance from the origin is proportional to the number of steps t. In the d=2 case such a scaling is modified with some logarithmic corrections, which might suggest that d=2 is the critical dimension of the problem. The distribution of lengths also shows marked differences between d=2 and d>2 versions. A simple strategy adopted by the salesman might resemble strategies chosen by some foraging and hunting animals, for which anomalous diffusive behavior has recently been reported and interpreted in terms of Levy flights. Our results suggest that broad and Levy-like distributions in such systems might appear due to dimension-dependent properties of a search space.Comment: accepted in Phys. Rev.

Levy Flights in Inhomogeneous Media

We investigate the impact of external periodic potentials on superdiffusive random walks known as Levy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random walks, Levy flights are surprisingly sensitive to the shape of the potential while their asymptotic behavior ceases to depend on the Levy index $\mu$. Our analysis is based on a novel generalization of the Fokker-Planck equation suitable for systems in thermal equilibrium. Thus, the results presented are applicable to the large class of situations in which superdiffusion is caused by topological complexity, such as diffusion on folded polymers and scale-free networks.Comment: 4 pages, 4 figure

Anomalous jumping in a double-well potential

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called Levy flights and might be of importance in triggering sudden changes in geophysical flow and perhaps even climatic changes. The steady state statistics is also influenced by the noise structure leading to a non-Gibbs distribution for an $\alpha$-stable noise.Comment: 11 pages, 7 figure

Family of generalized random matrix ensembles

Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal invariant stable Levy ensemble with new statistical properties. Some of them are analytically derived.Comment: 13 pages and 2 figure

Finite Larmor radius effects on non-diffusive tracer transport in a zonal flow

Finite Larmor radius (FLR) effects on non-diffusive transport in a prototypical zonal flow with drift waves are studied in the context of a simplified chaotic transport model. The model consists of a superposition of drift waves of the linearized Hasegawa-Mima equation and a zonal shear flow perpendicular to the density gradient. High frequency FLR effects are incorporated by gyroaveraging the ExB velocity. Transport in the direction of the density gradient is negligible and we therefore focus on transport parallel to the zonal flows. A prescribed asymmetry produces strongly asymmetric non- Gaussian PDFs of particle displacements, with L\'evy flights in one direction but not the other. For zero Larmor radius, a transition is observed in the scaling of the second moment of particle displacements. However, FLR effects seem to eliminate this transition. The PDFs of trapping and flight events show clear evidence of algebraic scaling with decay exponents depending on the value of the Larmor radii. The shape and spatio-temporal self-similar anomalous scaling of the PDFs of particle displacements are reproduced accurately with a neutral, asymmetric effective fractional diffusion model.Comment: 14 pages, 13 figures, submitted to Physics of Plasma

Vanishing Loss Effect on the Effective ac Conductivity behavior for 2D Composite Metal-Dielectric Films At The Percolation Threshold

We study the imaginary part of the effective $ac$ conductivity as well as its distribution probability for vanishing losses in 2D composites. This investigation showed that the effective medium theory provides only informations about the average conductivity, while its fluctuations which correspond to the field energy in this limit are neglected by this theory.Comment: 6 pages, 2 figures, submitted to Phys.Rev.

Levy flights in quenched random force fields

Levy flights, characterized by the microscopic step index f, are for f<2 (the case of rare events) considered in short range and long range quenched random force fields with arbitrary vector character to first loop order in an expansion about the critical dimension 2f-2 in the short range case and the critical fall-off exponent 2f-2 in the long range case. By means of a dynamic renormalization group analysis based on the momentum shell integration method, we determine flows, fixed point, and the associated scaling properties for the probability distribution and the frequency and wave number dependent diffusion coefficient. Unlike the case of ordinary Brownian motion in a quenched force field characterized by a single critical dimension or fall-off exponent d=2, two critical dimensions appear in the Levy case. A critical dimension (or fall-off exponent) d=f below which the diffusion coefficient exhibits anomalous scaling behavior, i.e, algebraic spatial behavior and long time tails, and a critical dimension (or fall-off exponent) d=2f-2 below which the force correlations characterized by a non trivial fixed point become relevant. As a general result we find in all cases that the dynamic exponent z, characterizing the mean square displacement, locks onto the Levy index f, independent of dimension and independent of the presence of weak quenched disorder.Comment: 27 pages, Revtex file, 17 figures in ps format attached, submitted to Phys. Rev.