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Bibliographic Details
Main Authors: Pyne, Barnali, Kolwankar, Kiran M.
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2509.23282
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author Pyne, Barnali
Kolwankar, Kiran M.
author_facet Pyne, Barnali
Kolwankar, Kiran M.
contents We study symmetric Lévy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the Lévy process. Incorporating the boundary conditions in Lévy flights has been an open and tricky question, as the long jumps can lead to the Lévy flights leaping over the boundary. We, for the first time, incorporate reflecting and absorbing boundary conditions for Lévy flights and solve the fractional differential equation analytically to find the probability densities. Monte Carlo simulations are also performed for both boundary conditions to verify the results. Analytical and simulation results perfectly coincide for the reflecting boundary condition and, for the absorbing boundary condition, they coincide for the large abscissa values.
format Preprint
id arxiv_https___arxiv_org_abs_2509_23282
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Symmetric Lévy flights in semi-infinite domain
Pyne, Barnali
Kolwankar, Kiran M.
Statistical Mechanics
We study symmetric Lévy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the Lévy process. Incorporating the boundary conditions in Lévy flights has been an open and tricky question, as the long jumps can lead to the Lévy flights leaping over the boundary. We, for the first time, incorporate reflecting and absorbing boundary conditions for Lévy flights and solve the fractional differential equation analytically to find the probability densities. Monte Carlo simulations are also performed for both boundary conditions to verify the results. Analytical and simulation results perfectly coincide for the reflecting boundary condition and, for the absorbing boundary condition, they coincide for the large abscissa values.
title Symmetric Lévy flights in semi-infinite domain
topic Statistical Mechanics
url https://arxiv.org/abs/2509.23282