Random walks Levy flight processes

A convenient way to formulate a dynamical equation for a Levy flight in an external potential is the space-fractional Fokker-Planck equation. Let us quickly review how this is established from the continuous time random walk. We will see below, how that equation also emerges from the alternative Langevin picture with Levy stable noise. Consider a homogeneous diffusion process, obeying relation (16). In the limit k — 0 and u > 0, we have X(k) 1 — CTa fe and /(w) 1 — uz, whence [52-55]... 

The main objective of this chapter is to establish the relation between the macroscopic equations like (3.1) and (3.5), the mesoscopic equations (3.2) and (3.3), etc., and the underlying microscopic movement of particles. We will show how to derive mesoscopic reaction-transport equations like (3.2) and (3.3) from microscopic random walk models. In particular, we will discuss the scaling procedures that lead to macroscopic reaction-transport equations. As an example, let us mention that the macroscopic reaction-diffusion equation (3.1) occurs as a result of the convergence of the random microscopic movement of particles to Brownian motion, while the macroscopic fractional equation (3.5) is closely related to the convergence of random walks with heavy-tailed jump PDFs to a-stable random processes or Levy flights. 

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