Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Departamento de Física >
Grupo de Física de Plasmas >
DF - GFP - Artículos de revistas >
Please use this identifier to cite or link to this item:
|Title: ||Kinetic equation of linear fractional stable motion and applications to modeling the scaling of intermittent bursts|
|Author(s): ||Watkins, N. W.|
Rosenberg, S. J.
Chapman, S. C.
|Publisher: ||The American Physical Society|
|Issued date: ||Apr-2009|
|Citation: ||Phys Rev E 79, 041124 (2009)|
|Description: ||9 pages, 11 figures.-- PACS nrs.: 05.40.−a, 89.75.Da.-- ArXiv pre-print available at: http://arxiv.org/abs/0807.1053|
|Abstract: ||Lévy flights and fractional Brownian motion have become exemplars of the heavy-tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm) is a model process of this type, combining α-stable jumps with a memory kernel. In contrast complex physical spatiotemporal diffusion processes where both the above effects compete have for many years been modeled using the fully fractional kinetic equation for the continuous-time random walk (CTRW), with power laws in the probability density functions of both jump size and waiting time. We derive the analogous kinetic equation for lfsm and show that it has a diffusion coefficient with a power law in time rather than having a fractional time derivative like the CTRW. We discuss some preliminary results on the scaling of burst “sizes” and “durations” in lfsm time series, with applications to modeling existing observations in space physics and elsewhere.|
|Sponsor: ||Research was carried out in part at Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for U.S. DOE under Contract No. DE-AC05-00OR22725. This research was supported in part by the EPSRC-GB, STFC, and NSF under Grant No. NSF PHY05-51164.|
|Publisher version: ||http://dx.doi.org/10.1103/PhysRevE.79.041124|
|Keywords: ||[PACS] Fluctuation phenomena, random processes, noise, and Brownian motion|
[PACS] Complex systems: Systems obeying scaling laws
|Rights: ||© The American Physical Society|
|Appears in Collections:||DF - GFP - Artículos de revistas|
Items in E-Archivo are protected by copyright, with all rights reserved, unless otherwise indicated.