47 citations · 47 across the 4 of their papers we have counts for
4 papers
How to simulate Lévy flights in a steep potential: An explicit splitting numerical scheme
Ilya Pavlyukevich, Olga Aryasova, Alexei Chechkin +1
We propose an effective explicit numerical scheme for simulating solutions of stochastic differential equations with confining superlinear drift terms, driven by multiplicative hea…
Non-Gaussianity in stochastic transport: phenomenology and modelling
R. Metzler, A. V. Chechkin
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic…
Crossover from anomalous to normal diffusion: truncated power-law noise correlations and applications to dynamics in lipid bilayers
D. Molina-Garcia, T. Sandev, H. Safdari +3
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent p…
Marcus versus Stratonovich for Systems with Jump Noise
Alexei Chechkin, Ilya Pavlyukevich
The famous Itô-Stratonovich dilemma arises when one examines a dynamical system with a multiplicative white noise. In physics literature, this dilemma is often resolved in favour o…