First passage time moments of asymmetric Lévy flights

Amin Padash, Aleksei V. Chechkin, Bartłomiej Dybiec, Marcin Magdziarz, Babak Shokri, Ralf Metzler

Published 2020-05-05Version 1

We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to L\'evy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean first-passage time of L\'evy flights with arbitrary skewness is presented. These results are complemented with extensive numerical analyses.