Levy flights are employed in a lattice model of contaminant migration by bioturbation, the reworking of sediment by benthic organisms. The model couples burrowing, foraging, and conveyor-belt feeding with molecular diffusion. The model correctly predicts a square-root dependence on bioturbation rates over a wide range of biomass densities. The model is used to predict the effect of bioturbation...

In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these eq...

1. Introduction We study molecular diffusion in nanopores with different types of roughness in the Knudsen regime in d=2 and d=3. We show that the diffusion can be mapped onto Levy walks and discuss the roughness dependence of the diffusion coefficients D s and D t of self-and transport diffusion, respectively. We use scaling arguments and numerical simulations to understand how both types of d...

In this article, an Advanced Charged System Search (ACSS) algorithm is applied for the optimum design of steel structures. ACSS uses the idea of Opposition-based Learning and Levy flight to enhance the optimization abilities of the standard CSS. It also utilizes the information of the position of each charged particle in the subsequent search process to increase the convergence speed. The objec...

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong. keywords fluctuation-dissipation theorem, Langevin equation, multiplicative noise, Levy flight.

42 A Hybrid PSO-LEVY Flight Algorithm Based Fuzzy PID Controller for Automatic Generation Control of Multi Area Power Systems: Fuzzy Based Hybrid PSO for Automatic Generation Control; Ajit Kumar Barisal, Veer Surendra Sai University of Technology, Burla, Odisha, India Tapas Kumar Panigrahi, IIIT, Bhubaneswar, Odisha, India Somanath Mishra, Veer Surendra Sai University of Technology, Burla, Odis...

coincides with the standard (central) tν distribution. In the following, represents the effect size; by convention, a of 0.5 is considered a "medium" effect size. In Figure 1 are shown three instances of the t′ density envelope for ν = 10, one with δ = 0 (a standard t), and two with δ = 3 and δ = 6 : one may note that, whereas t10(δ = 0) is centered at 0 and symmetrical, the non-central t′’s ar...

We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an uncorrelated Markov chain. We apply this method to the simulation of Levy processes, for which simulation of uncorrelated jumps are essential. We perform numerical...

Abstract This research proposes a hybrid improved marine predator algorithm (IMPA) and deep gated recurrent unit (DGRU) model for profit prediction in financial accounting information systems (FAIS). The study addresses the challenge of real-time processing performance caused by increasing complexity networks due to growing size datasets. To enable effective comparison, new dataset is created u...