. Geometric random walk of finite number of agents under constant variance

被引:2
|
作者
Yano, Ryosuke [1 ]
机构
[1] Tokio Marine & Nichido Risk Consulting Co Ltd, Chiyoda Ku, 1-5-1 Otemachi, Tokyo 1000004, Japan
关键词
kinetic theory of gases and liquids; Boltzmann equation; diffusion; Brownian motion; ANOMALOUS DIFFUSION; MODELS; NONERGODICITY; PARTICLE; MOTION;
D O I
10.1088/1742-5468/aa6ce6
中图分类号
O3 [力学];
学科分类号
08 ; 0801 ;
摘要
The characteristics of the 1D geometric random walk of a finite number of agents are investigated by assuming constant variance. Firstly, the characteristics of the steady state solution of the distribution function, which is obtained using the extended geometric Brownian motion (EGBM), are investigated in the framework of the 1D Fokker-Planck type equation. The uniqueness and existence of the steady state solution of the distribution function requires the number of particles to be finite. To avoid the divergence of the steady state solution of the distribution function at the mean value in the 1D Fokker-Planck type equation, the hybrid model, which is a combination of EGBM and normal BM, is proposed. Next, the steady state solution of the distribution function, which is obtained using the geometric Levy flight, is investigated under constant variance in the framework of the space fractional 1D Fokker-Planck type equation. Additionally, we confirm that the solution of the distribution function obtained using the super-elastic and inelastic (SI-) Boltzmann equation under constant variance approaches the Cauchy distribution, when the power law number of the relative velocity increases. Finally, dissipation processes of the pressure deviator and heat flux are numerically investigated using the 2D space fractional Fokker-Planck type equations for Levy flight and SI-Boltzmann equation by assuming their linear response relations.
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页数:32
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