In a complex navigation environment, it is very important to solve the problems of multiple constraints and calculations in route planning process reconnaissance unmanned aerial vehicles (UAVs) improve flight effect, bat algorithm (BA) with simple parameters has certain effect on it. Aiming at unbalanced global optimization local slow convergence speed later iteration BA path multi-reconnaissan...

We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional noise as the result of fractional integration/differentiation of a white Levy noise. We investigate self-affine properties of the approximation and conclude ...

We study the first passage time (FPT) problem in Levy type of anomalous diffusion. Using the recently formulated fractional Fokker-Planck equation, we obtain an analytic expression for the FPT distribution which, in the large passage time limit, is characterized by a universal power law. Contrasting this power law with the asymptotic FPT distribution from another type of anomalous diffusion exe...

This paper studies a class of enhanced diffusion processes in which random walkers perform Lévy flights and apply it for global optimization. Lévy flights offer controlled balance between exploitation and exploration. We develop four optimization algorithms based on such properties. We compare new algorithms with the well-known Simulated Annealing on hard test functions and the results are very...

We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean first passage time (MFPT) which appears always finite, also for the subdiffusive case. Then, for the case of the jumping-size distribution in form of the Lévy di...

We propose a new approach to the problem of the first passage time. Our method is applicable not only to the Wiener process but also to the non–Gaussian Lévy flights or more complicated stochastic processes whose distributions are stable. To show the usefulness of the method, we especially focus on the first passage time problems in the truncated Lévy flights, in which arbitrarily large tail of...