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Lévy flight

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754: 729: 834:, blue marlin and swordfish. The data showed that Lévy flights interspersed with Brownian motion can describe the animals' hunting patterns. Birds and other animals (including humans) follow paths that have been modeled using Lévy flight (e.g. when searching for food). An example of an animal, specifically a beetle, that uses Lévy flight patterns is 826:, the random motion seen in swirling gas molecules, for Lévy flight — a mix of long trajectories and short, random movements found in turbulent fluids. Researchers analyzed over 12 million movements recorded over 5,700 days in 55 data-logger-tagged animals from 14 ocean predator species in the Atlantic and Pacific Oceans, including 425: 851:
Additionally, biological flight can also apparently be mimicked by other models such as composite correlated random walks, which grow across scales to converge on optimal Lévy walks. Composite Brownian walks can be finely tuned to theoretically optimal Lévy walks but they are not as efficient as Lévy
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Humphries, Nicolas E.; Queiroz, Nuno; Dyer, Jennifer R. M.; Pade, Nicolas G.; Musyl, Michael K.; Schaefer, Kurt M.; Fuller, Daniel W.; Brunnschweiler, Juerg M.; Doyle, Thomas K.; Houghton, Jonathan D. R.; Hays, Graeme C.; Jones, Catherine S.; Noble, Leslie R.; Wearmouth, Victoria J.; Southall, Emily
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Sims, David W.; Southall, Emily J.; Humphries, Nicolas E.; Hays, Graeme C.; Bradshaw, Corey J. A.; Pitchford, Jonathan W.; James, Alex; Ahmed, Mohammed Z.; Brierley, Andrew S.; Hindell, Mark A.; Morritt, David; Musyl, Michael K.; Righton, David; Shepard, Emily L. C.; Wearmouth, Victoria J.; Wilson,
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Figure 2. An example of 1000 steps of an approximation to a Brownian motion type of Lévy flight in two dimensions. The origin of the motion is at , the angular direction is uniformly distributed and the step size is distributed according to a Lévy (i.e.
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Figure 1. An example of 1000 steps of a Lévy flight in two dimensions. The origin of the motion is at , the angular direction is uniformly distributed and the step size is distributed according to a Lévy (i.e.
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random directions. Later researchers have extended the use of the term "Lévy flight" to also include cases where the random walk takes place on a discrete grid rather than on a continuous space.
635: 609: 420:{\displaystyle {\frac {\partial \varphi (x,t)}{\partial t}}=-{\frac {\partial }{\partial x}}f(x,t)\varphi (x,t)+\gamma {\frac {\partial ^{\alpha }\varphi (x,t)}{\partial |x|^{\alpha }}}} 818:
It has been found that jumping between climate states observed in the paleoclimatic record can be described as a Lévy flight or an alpha-stable process Another application is the
223:. For general distributions of the step-size, satisfying the power-like condition, the distance from the origin of the random walk tends, after a large number of steps, to a 1498: 89: 852:
search across most landscapes types, suggesting selection pressure for Lévy walk characteristics is more likely than multi-scaled normal diffusive patterns.
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P. D. Ditlevsen, "Observation of alpha-stable noise and a bistable climate potential in an ice-core record", Geophys. Res. Lett 26, 1441-1444, 1999.
1251:; Reynolds, Andrew M.; Humphries, Nicholas E.; Southall, Emily J.; Wearmouth, Victoria J.; Metcalfe, Brett; Twitchett, Richard J. (July 29, 2014). 2127: 855:
Efficient routing in a network can be performed by links having a Levy flight length distribution with specific values of alpha.
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and is useful in stochastic measurement and simulations for random or pseudo-random natural phenomena. Examples include
711:{\displaystyle \left\langle |x|^{\theta }\right\rangle \propto t^{\theta /\alpha }\quad {\text{if }}\theta <\alpha .} 1573: 848:
This behavior is optimal for widely dispersed prey that may not always be fully consumed at one time, such as slugs.
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The probability densities for particles undergoing a Levy flight can be modeled using a generalized version of the
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Rory P.; Witt, Matthew J.; Metcalfe, Julian D. (2008). "Scaling laws of marine predator search behaviour".
621: = 2, i.e. Brownian motion. In general, the θ fractional moment of the distribution diverges if 2067: 247: 49: 2149: 1633: 617:
Another important property of the Lévy flight is that of diverging variances in all cases except that of
749:. Note the presence of large jumps in location compared to the Brownian motion illustrated in Figure 2. 235: 1319: 2187: 1799: 874: 38: 119: 1655: 34: 869: 835: 1173: 909: 56:, who used this for one specific definition of the distribution of step sizes. He used the term 2141: 2092: 1700: 1566: 1358: 1248: 189:{\displaystyle \Pr(U>u)={\begin{cases}1&:\ u<1,\\u^{-D}&:\ u\geq 1.\end{cases}}} 1926: 1618: 796: 228: 2087: 2082: 1872: 1804: 1513: 1467: 1373: 1264: 1130: 1069: 961: 1410: 53: 8: 1845: 1822: 1705: 1690: 1623: 864: 775: 759: 746: 734: 243: 224: 208: 69: 61: 41:. When defined as a walk in a space of dimension greater than one, the steps made are in 30: 1757: 1546: 1517: 1471: 1377: 1268: 1134: 1114:"Environmental context explains Lévy and Brownian movement patterns of marine predators" 1073: 965: 2072: 2052: 2016: 2011: 1774: 1295: 1252: 1230: 1226:"Navigating Our World Like Birds and some authors have claimed that the motion of bees" 1154: 1093: 75:
The particular case for which Mandelbrot used the term "Lévy flight" is defined by the
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Guy, Adam G.; Bohan, David A.; Powers, Stephen J.; Reynolds, Andrew M. (2008-09-01).
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Chechkin, Alexei V.; Metzler, Ralf; Klafter, Joseph; Gonchar, Vsevolod Yu. (2008).
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Shlesinger, Michael F.; Klafter, Joseph; Zumofen, Gert (December 1999).
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A comparison of the paintings of Jackson Pollock to a Lévy flight model
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The definition of a Lévy flight stems from the mathematics related to
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property, and they are used to model data that exhibits clustering.
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The exponential scaling of the step lengths gives Lévy flights a
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for the case where the distribution of step sizes is a
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This can be easily extended to multiple dimensions.
803:, signals analysis as well as many applications in 1414: 710: 603: 419: 188: 1453:"Fractal and nonfractal behavior in Levy flights" 1243: 1241: 207:and the distribution is a particular case of the 2174: 93: 1257:Proceedings of the National Academy of Sciences 947: 1238: 604:{\displaystyle F_{k}\left=-|k|^{\alpha }F_{k}} 434:is a constant akin to the diffusion constant, 1567: 1356: 1104: 910:"Introduction to the Theory of Lévy Flights" 943: 941: 250:. In one dimension, the equation reads as 1574: 1560: 1450: 1409: 1035: 1023: 1011: 999: 16:Random walk with heavy-tailed step lengths 1499:"Above, below and beyond Brownian motion" 1487: 1294: 1276: 973: 1223: 938: 752: 727: 48:The term "Lévy flight" was coined after 2128:List of fractals by Hausdorff dimension 2175: 1224:Reynolds, Gretchen (January 1, 2014). 1555: 1197: 1357:Humphries, N.E.; Sims, D.W. (2014). 995: 993: 242:. The equation requires the use of 219:Lévy flights are, by construction, 79:of the distribution of step-sizes, 13: 1444: 511: 482: 391: 362: 307: 303: 286: 263: 14: 2204: 2110:How Long Is the Coast of Britain? 1540: 1171: 990: 238:, which is usually used to model 29:in which the step-lengths have a 1460:Journal of Mathematical Physics 1350: 1311: 1217: 1191: 1165: 890:Lévy flight foraging hypothesis 820:Lévy flight foraging hypothesis 782: 690: 438:is the stability parameter and 68:for when the distribution is a 2134:The Fractal Geometry of Nature 1417:The Fractal Geometry of Nature 1366:Journal of Theoretical Biology 1200:"Sharks hunt via Lévy flights" 1050: 1041: 1029: 1017: 1005: 901: 885:Lévy alpha-stable distribution 654: 645: 598: 595: 583: 577: 557: 548: 524: 515: 506: 494: 404: 395: 386: 374: 349: 337: 331: 319: 281: 269: 203:is a parameter related to the 108: 96: 1: 1451:Cheng, Z.; Savit, R. (1987). 1403: 1336:10.1016/j.anbehav.2008.04.004 1198:Dacey, James (11 June 2010). 950:"Navigation in a small world" 214: 1581: 7: 2150:Chaos: Making a New Science 1506:American Journal of Physics 1112:J.; Sims, David W. (2010). 858: 248:Riesz fractional derivative 10: 2209: 1386:10.1016/j.jtbi.2014.05.032 745: = 0 which is a 2193:Paul Lévy (mathematician) 2101: 2025: 1974: 1945: 1861: 1831: 1813: 1654: 1589: 1174:"Sharks Have Math Skills" 922:10.1002/9783527622979.ch5 875:Heavy-tailed distribution 948:J. M. Kleinberg (2000). 895: 35:probability distribution 1278:10.1073/pnas.1405966111 870:Fat-tailed distribution 836:Pterostichus melanarius 227:due to the generalized 2142:The Beauty of Fractals 779: 750: 712: 605: 421: 244:fractional derivatives 236:Fokker–Planck equation 190: 1411:Mandelbrot, Benoit B. 797:financial mathematics 756: 731: 713: 606: 422: 229:central limit theorem 191: 2088:Lewis Fry Richardson 2083:Hamid Naderi Yeganeh 1873:Burning Ship fractal 1805:Weierstrass function 916:. pp. 129–162. 762:) distribution with 737:) distribution with 636: 461: 257: 90: 1846:Space-filling curve 1823:Multifractal system 1706:Space-filling curve 1691:Sierpinski triangle 1518:1999AmJPh..67.1253S 1472:1987JMP....28..592C 1378:2014JThBi.358..179H 1269:2014PNAS..11111073S 1263:(30): 11073–11078. 1143:10.1038/nature09116 1135:2010Natur.465.1066H 1129:(7301): 1066–1069. 1082:10.1038/nature06518 1074:2008Natur.451.1098S 1068:(7182): 1098–1102. 966:2000Natur.406..845K 914:Anomalous Transport 865:Anomalous diffusion 776:normal distribution 766: = 2 and 747:Cauchy distribution 741: = 1 and 225:stable distribution 209:Pareto distribution 70:normal distribution 62:Cauchy distribution 31:stable distribution 2073:Aleksandr Lyapunov 2053:Desmond Paul Henry 2017:Self-avoiding walk 2012:Percolation theory 1656:Iterated function 1597:Fractal dimensions 1231:The New York Times 1172:Witze, Alexandra. 780: 751: 708: 601: 417: 186: 181: 2170: 2169: 2116:Coastline paradox 2093:Wacław Sierpiński 2078:Benoit Mandelbrot 2002:Fractal landscape 1910:Misiurewicz point 1815:Strange attractor 1696:Apollonian gasket 1686:Sierpinski carpet 1512:(12): 1253–1259. 694: 535: 452:Fourier Transform 415: 314: 293: 205:fractal dimension 169: 132: 77:survival function 54:Benoît Mandelbrot 2200: 2188:Markov processes 2033:Michael Barnsley 1900:Lyapunov fractal 1758:Sierpiński curve 1711:Blancmange curve 1576: 1569: 1562: 1553: 1552: 1536: 1534: 1528:. Archived from 1503: 1493: 1491: 1480:10.1063/1.527644 1457: 1440: 1420: 1398: 1397: 1363: 1354: 1348: 1347: 1324:Animal Behaviour 1315: 1309: 1308: 1298: 1280: 1245: 1236: 1235: 1221: 1215: 1214: 1212: 1210: 1204:physicsworld.com 1195: 1189: 1188: 1186: 1184: 1169: 1163: 1162: 1118: 1108: 1102: 1101: 1054: 1048: 1045: 1039: 1036:Mandelbrot (1982 1033: 1027: 1024:Mandelbrot (1982 1021: 1015: 1012:Mandelbrot (1982 1009: 1003: 1000:Mandelbrot (1982 997: 988: 987: 977: 975:10.1038/35022643 945: 936: 935: 905: 770: = 0 ( 717: 715: 714: 709: 695: 692: 689: 688: 684: 668: 664: 663: 662: 657: 648: 610: 608: 607: 602: 576: 575: 566: 565: 560: 551: 540: 536: 534: 533: 532: 527: 518: 509: 490: 489: 479: 473: 472: 426: 424: 423: 418: 416: 414: 413: 412: 407: 398: 389: 370: 369: 359: 315: 313: 302: 294: 292: 284: 261: 221:Markov processes 195: 193: 192: 187: 185: 184: 167: 161: 160: 130: 2208: 2207: 2203: 2202: 2201: 2199: 2198: 2197: 2173: 2172: 2171: 2166: 2097: 2048:Felix Hausdorff 2021: 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Index

random walk
stable distribution
probability distribution
heavy-tailed
isotropic
Paul Lévy
Benoît Mandelbrot
Cauchy distribution
normal distribution
survival function
fractal dimension
Pareto distribution
Markov processes
stable distribution
central limit theorem
Fokker–Planck equation
Brownian motion
fractional derivatives
Riesz fractional derivative
Fourier Transform
scale invariant

stable
Cauchy distribution

stable
normal distribution
chaos theory
earthquake
financial mathematics

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