STM Journals Peer-reviewed research from Consortium e-Learning Network

Research & Reviews : Journal of Physics

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

  1. Anita Sharma

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.

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