Single integrodifferential wave equation for a Lévy walk

Research output: Contribution to journalArticle

  • Authors:
  • Sergei Fedotov


We derive the single integrodifferential wave equation for the probability density function of the position of a classical one-dimensional Lévy walk with continuous sample paths. This equation involves a classical wave operator together with memory integrals describing the spatiotemporal coupling of the Lévy walk. It is valid at all times, not only in the long time limit, and it does not involve any large-scale approximations. It generalizes the well-known telegraph or Cattaneo equation for the persistent random walk with the exponential switching time distribution. Several non-Markovian cases are considered when the particle's velocity alternates at the gamma and power-law distributed random times. In the strong anomalous case we obtain the asymptotic solution to the integrodifferential wave equation. We implement the nonlinear reaction term of Kolmogorov-Petrovsky-Piskounov type into our equation and develop the theory of wave propagation in reaction-transport systems involving Lévy diffusion.

Bibliographical metadata

Original languageEnglish
Article number020101 (R)
Number of pages6
JournalPhysical review. E, Statistical, nonlinear, and soft matter physics
StatePublished - 1 Feb 2016