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Fractional dynamics using an ensemble of classical trajectories
Zhaopeng Sun1,2, Hao Dong1, Yujun Zheng1
1School of Physics, Shandong University, Jinan 250100, China.
Physical Review. E
|February 17, 2018
Summary
This study introduces a new trajectory-based method for fractional dynamics, accurately simulating Lévy flight and barrier crossing phenomena using confluent hypergeometric functions.
Area of Science:
- Theoretical Physics
- Stochastic Processes
- Fractional Calculus
Background:
- Fractional dynamics and Lévy flights are crucial for modeling complex systems.
- Existing methods for simulating fractional dynamics can be computationally intensive or lack precision.
- Understanding barrier crossing phenomena in systems driven by anomalous noise is essential.
Purpose of the Study:
- To develop a novel trajectory-based formulation for fractional dynamics.
- To introduce a new class of estimators for the Riesz fractional derivative using confluent hypergeometric functions.
- To investigate barrier crossing in bistable potentials driven by Lévy noise.
Main Methods:
- Deterministic generation of trajectories for fractional dynamics.
- Derivation of estimators for the Riesz fractional derivative using the confluent hypergeometric function (_{1}F_{1}).
- Simulation of free and confined Lévy flights.
- Analysis of barrier crossing in a bistable potential driven by Lévy noise.
Main Results:
- The trajectory-based formulation shows excellent agreement with exact numerical and analytical results for Lévy flight simulations.
- The derived estimators accurately represent the Riesz fractional derivative.
- The study provides insights into barrier crossing dynamics influenced by Lévy noise.
Conclusions:
- The proposed trajectory-based formulation offers an effective and accurate approach to fractional dynamics.
- The use of confluent hypergeometric functions provides a powerful tool for representing fractional derivatives.
- This work enhances the understanding of Lévy flight behavior and barrier crossing in complex systems.
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