The Wright functions of the second kind in Mathematical Physics

F Mainardi, A Consiglio - Mathematics, 2020 - mdpi.com
In this review paper, we stress the importance of the higher transcendental Wright functions
of the second kind in the framework of Mathematical Physics. We first start with the analytical …

First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method

W Zan, Y Xu, R Metzler, J Kurths - Journal of Computational Physics, 2021 - Elsevier
We study the first-passage problem for a process governed by a stochastic differential
equation (SDE) driven simultaneously by both parametric Gaussian and Lévy white noises …

Brownian motion and beyond: first-passage, power spectrum, non-Gaussianity, and anomalous diffusion

R Metzler - Journal of Statistical Mechanics: Theory and …, 2019 - iopscience.iop.org
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its
discovery by Brown and intensive study since the first half of the 20th century, many different …

Stochastic switches of eutrophication and oligotrophication: Modeling extreme weather via non-Gaussian Lévy noise

A Yang, H Wang, T Zhang, S Yuan - Chaos: An Interdisciplinary …, 2022 - pubs.aip.org
Disturbances related to extreme weather events, such as hurricanes, heavy precipitation
events, and droughts, are important drivers of evolution processes of a shallow lake …

Quantifying the parameter dependent basin of the unsafe regime of asymmetric Lévy-noise-induced critical transitions

J Ma, Y Xu, Y Li, R Tian, S Ma, J Kurths - Applied Mathematics and …, 2021 - Springer
In real systems, the unpredictable jump changes of the random environment can induce the
critical transitions (CTs) between two non-adjacent states, which are more catastrophic …

Stochastic harmonic trapping of a Lévy walk: transport and first-passage dynamics under soft resetting strategies

P Xu, T Zhou, R Metzler, W Deng - New Journal of Physics, 2022 - iopscience.iop.org
We introduce and study a Lévy walk (LW) model of particle spreading with a finite
propagation speed combined with soft resets, stochastically occurring periods in which an …

Fractional advection-diffusion-asymmetry equation

W Wang, E Barkai - Physical Review Letters, 2020 - APS
Fractional kinetic equations employ noninteger calculus to model anomalous relaxation and
diffusion in many systems. While this approach is well explored, it so far failed to describe an …

Stochastic dynamics driven by combined Lévy–Gaussian noise: fractional Fokker–Planck–Kolmogorov equation and solution

W Zan, Y Xu, J Kurths, AV Chechkin… - Journal of Physics A …, 2020 - iopscience.iop.org
Starting with a stochastic differential equation driven by combined Gaussian and Lévy noise
terms we determine the associated fractional Fokker–Planck–Kolmogorov equation …

First passage time moments of asymmetric Lévy flights

A Padash, AV Chechkin, B Dybiec… - Journal of Physics A …, 2020 - iopscience.iop.org
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in semi-
infinite and bounded intervals. By solving the space-fractional diffusion equation, we …

Preface: new trends in first-passage methods and applications in the life sciences and engineering

DS Grebenkov, D Holcman… - Journal of Physics A …, 2020 - iopscience.iop.org
Preface: new trends in first-passage methods and applications in the life sciences and
engineering - IOPscience Skip to content IOP Science home Accessibility Help Search Journals …