Levy walks with applications to turbulence and chaos

Michael F. Shlesinger, Joseph Klafter and Bruce J. West

Physica A: Statistical Mechanics and its Applications, 1986, vol. 140, issue 1, 212-218

Abstract: Diffusion on fractal structures has been a popular topic of research in the last few years with much emphasis on the sublinear behavior in time of the mean square displacement of a random walker. Another type of diffusion is encountered in turbulent flows with the mean square displacement being superlinear in time. We introduce a novel stochastic process, called a Levy walk which generalizes fractal Brownian motion, to provide a statistical theory for motion in the fractal media which exists in a turbulent flow. The Levy walk describes random (but still correlated) motion in space and time in a scaling fashion and is able to account for the motion of particles in a hierarchy of coherent structures. We apply our model to the description of fluctuating fluid flow. When Kolmogorov's − 53 law for homogeneous turbulence is used to determine the memory of the Levy walk then Richardson's 43 law of turbulent diffusion follows in the Mandelbrot absolute curdling limit. If, as suggested by Mandelbrot, that turbulence is isotropic, but fractal, then intermittency corrections to the − 53 law follow in a natural fashion. The same process, with a different space-time scaling provides a description of chaos in a Josephson junction.

Date: 1986
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:140:y:1986:i:1:p:212-218

DOI: 10.1016/0378-4371(86)90224-4

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