Numerical Simulation of Anomalous Diffusion in Levy Random Walk Processes by Monte Carlo Method

Authors

  • Anita Sharma HOD and Assistant Professor, Department of Physics, Government College, Manawar, Dhar, Madhya Pradesh, India

Keywords:

Anomalous diffusion, Levy flight, random walk, ergodicity, Monte Carlo method, Levy distribution, Gaussian distribution

Abstract

We have simulated the nonlinear behaviour of mean square displacement <r2>, with time based on Levy random walk model. By analysing different prospects, we came to the conclusion that, Levy random walk with continuous step length distribution gives rise to <r2> which behaves nonlinearly with time. This is only observable, when time average is taken and ensemble average does not lead to any nonlinearity. It also indicated the non-ergodic property of Levy distribution.

Author Biography

  • Anita Sharma, HOD and Assistant Professor, Department of Physics, Government College, Manawar, Dhar, Madhya Pradesh, India
    HOD, Asst. Prof., Physics Dept., Govt College Manawar, Madhya Pradesh, India

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Published

2021-08-13

Issue

Vol. 10 No. 2 (2021)

Section

Research Article

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