arXiv subjects

T. Srokowski

Publications and source records attributed to T. Srokowski.

12 recordsLinked to original sources

arXiv2019

Ballistic L\'evy walk with rests: Escape from a bounded domain

The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and the escape process is analysed. By means of a Poisson equation, the total density, which includes both flying and resting phase, is derived and the first passage time properties determined: the mean first passage time appears proportional to the barrier position; moreover, the dependence of that quantity on $\alpha$ is established. Two limits emerge from the model: of short waiting time, that corresponds to L\'evy walks without rests, and long waiting time which exhibits properties of a L\'evy flights model. The similar quantities are derived for the case of a position-dependent waiting time. Then the mean first passage time rises with barrier position faster than for L\'evy flights model. The analytical results are compared with Monte Carlo trajectory simulations.

cond-mat.stat-mech↗

arXiv2018

Levy walks with variable waiting time: a ballistic case

The L\'evy walk process for a lower interval of an excursion times distribution ($\alpha<1$) is discussed. The particle rests between the jumps and the waiting time is position-dependent. Two cases are considered: a rising and diminishing waiting time rate $\nu(x)$, which require different approximations of the master equation. The process comprises two phases of the motion: particles at rest and in flight. The density distributions for them are derived, as a solution of corresponding fractional equations. For strongly falling $\nu(x)$, the resting particles density assumes the $\alpha$-stable form (truncated at fronts), and the process resolves itself to the L\'evy flights. The diffusion is enhanced for this case but no longer ballistic, in contrast to the case for the rising $\nu(x)$. The analytical results are compared with Monte Carlo trajectory simulations. The results qualitatively agree with observed properties of human and animal movements.

cond-mat.stat-mech↗

arXiv2017

L\'evy walks in nonhomogeneous environments

The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a nonhomogeneous trap distribution. The master equation is derived and solved in the asymptotic limit for a power-law form of the jumping rate. The relative density of resting and flying particles appears time-dependent and the asymptotic form of both distribution obey a stretched-exponential shape at large time. The diffusion properties are discussed and it is demonstrated that, due to the heterogeneous trap structure, the enhanced diffusion, observed for the homogeneous case, may turn to a subdiffusion. The density distributions and mean squared displacements are also evaluated from Monte Carlo simulations of individual trajectories.

cond-mat.stat-mech↗

arXiv2007

Mean first passage time for a Markovian jumping process

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean first passage time (MFPT) which appears always finite, also for the subdiffusive case. Then, for the case of the jumping-size distribution in form of the Lévy distribution, we determine the probability density distributions and MFPT by means of numerical simulations. Dependence of the results on process parameters, as well as on the Lévy distribution width, is discussed.

cond-mat.stat-mech↗

arXiv2007

Non-Markovian Levy diffusion in nonhomogeneous media

We study the diffusion equation with a position-dependent, power-law diffusion coefficient. The equation possesses the Riesz-Weyl fractional operator and includes a memory kernel. It is solved in the diffusion limit of small wave numbers. Two kernels are considered in detail: the exponential kernel, for which the problem resolves itself to the telegrapher's equation, and the power-law one. The resulting distributions have the form of the Lévy process for any kernel. The renormalized fractional moment is introduced to compare different cases with respect to the diffusion properties of the system.

cond-mat.stat-mech↗

arXiv2006

Diffusion equations for a Markovian jumping process

We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency. For small steps, we derive the Fokker-Planck equation and show the presence of the normal diffusion, subdiffusion and superdiffusion. For the L\'evy distribution of the step-size, we construct a fractional equation, which possesses a variable coefficient, and solve it in the diffusion limit. Then we calculate fractional moments and define fractional diffusion coefficient as a natural extension to the cases with the divergent variance. We also solve the master equation numerically and demonstrate that there are deviations from the L\'evy stable distribution for large wave numbers.

cond-mat.stat-mech↗

arXiv2005

Chaotic and Regular Motion in Dissipative Gravitational Billiards

We consider the motion of a particle subjected to the constant gravitational field and scattered inelasticaly by hard boundaries which possess the shape of parabola, wedge, and hyperbola. The billiard itself performs oscillations. The linear dependence of the restitution coefficient on the particle velocity is assumed. We demonstrate that this dynamical system can be either regular or chaotic, which depends on the billiard shape and the oscillation frequency. The trajectory calculations are compared with the experimental data; a good agreement has been achieved. Moreover, the properties of the system has been studied by means of the Lyapunov exponents and the Kaplan-Yorke dimension. Chaotic and nonuniform patterns visible in the experimental data are interpreted as a result of large embedding dimension.

nlin.CD↗

arXiv2004

Stochastic equation for a jumping process with long-time correlations

A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is characterized by the power-law autocorrelation function. Therefore, it can serve as a model of the 1/f noise as well as a model of the stochastic force in the generalized Langevin equation. This equation is solved for the noise correlations 1/t; the resulting velocity distribution has sharply falling tails. The system preserves the memory about the initial condition for a very long time.

cond-mat.stat-mech↗

arXiv2001

Stochastic processes with finite correlation time: modeling and application to the generalized Langevin equation

The kangaroo process (KP) is characterized by various forms of the covariance and can serve as a useful model of random noises. We discuss properties of that process for the exponential, stretched exponential and algebraic (power-law) covariances. Then we apply the KP as a model of noise in the generalized Langevin equation and simulate solutions by a Monte Carlo method. Some results appear to be incompatible with requirements of the fluctuation-dissipation theorem because probability distributions change when the process is inserted into the equation. We demonstrate how one can construct a model of noise free of that difficulty. This form of the KP is especially suitable for physical applications.

cond-mat.stat-mech↗

arXiv1999

A Paradox in the Langevin Equation with Long-Time Noise Correlations

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not stabilizes but diminishes with time. It is shown that algebraic distributions can induce such non-stationary affects. Results are compared to those obtained with a deterministic random force. Consequences for the diffusion process are also discussed.

cond-mat.stat-mech↗

arXiv1995

Chaos induced by Pauli blocking

Dynamics of classical scattering in the system of fermions is studied. The model is based on the coherent state representation and the equations of motion for fermions are derived from the time-dependent variational principle. It is found that the antisymmetrization due to the Pauli exclusion principle, may lead to hyperbolic chaotic scattering even in the absence of interaction between particles. At low bombarding energies, the same effect leads to the screening of the hard, short-ranged component in the two particle interaction and thus regularizes the dynamics.

chao-dyn↗

arXiv1994

Molecular dynamics approach: from chaotic to statistical properties of compound nuclei

Statistical aspects of the dynamics of chaotic scattering in the classical model of $α$-cluster nuclei are studied. It is found that the dynamics governed by hyperbolic instabilities which results in an exponential decay of the survival probability evolves to a limiting energy distribution whose density develops the Boltzmann form. The angular distribution of the corresponding decay products shows symmetry with respect to $π/2$ angle. Time estimated for the compound nucleus formation ranges within the order of $10^{-21}$s.

nucl-th↗