Competition between subdiffusion and Lévy flights: a Monte Carlo approach.

Phys Rev E Stat Nonlin Soft Matter Phys

Hugo Steinhaus Center, Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wyb. Wyspianskiego 27, 50-370 Wroclaw, Poland.

Published: May 2007

In this paper we answer positively a question raised by Metzler and Klafter [Phys. Rep. 339, 1 (2000)]: can one see a competition between subdiffusion and Lévy flights in the framework of the fractional Fokker-Planck dynamics? Our method of Monte Carlo simulations demonstrates the competition on the level of realizations as well as on the level of probability density functions of the anomalous diffusion process. The simulation algorithm is based on a stochastic representation of the above dynamics.

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http://dx.doi.org/10.1103/PhysRevE.75.056702DOI Listing

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