Anomalous diffusion for a correlated process with long jumps
arXiv:1106.3893 · doi:10.1016/j.physa.2011.04.022
Abstract
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable Lévy distribution; it is assumed as a jumping process (the kangaroo process) with a variable jumping rate. Both the exponential and the algebraic form of the covariance -- defined for the truncated distribution -- are considered. It is demonstrated by numerical calculations that the stationary solution of the master equation for the case of power-law correlations decays with time, but a simple modification of the process makes the tails stable. The main result of the paper is a finding that -- in contrast to the velocity fluctuations -- the position variance may be finite. It rises with time faster than linearly: the diffusion is anomalously enhanced. On the other hand, a process which follows from a superposition of the Ornstein-Uhlenbeck-Lévy processes always leads to position distributions with a divergent variance which means accelerated diffusion.
10 pages, 6 figures
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