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Geodesic Lévy flights and expected stopping time for random searches

2022/11/25 by Yann Chaubet, Yannick Guedes Bonthonneau, Chaubet, Yann +5 · 1 citation
Biochemistry, Genetics and Molecular Biology · Economics, Econometrics and Finance · Physics and Astronomy · #37D20 #53D25 #58J65 #60G22 #60G51 #60G53 #Analysis of PDEs (math.AP) #Differential Geometry (math.DG) #Diffusion and Search Dynamics #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #stochastic dynamics and bifurcation

paper · pdf · doi:10.48550/arxiv.2211.13973

openalex publication_date 2022/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We give an analytic description for the infinitesimal generator constructed by Applebaum-Estrade for Lévy flights on a broad class of closed Riemannian manifolds including all negatively-curved manifolds, the flat torus and the sphere. Various properties of the associated semigroup and the asymptotics of the expected stopping time for Lévy flight based random searches for small targets, also known as the narrow capture problem, are then obtained using our newfound understanding of the infinitesimal generator. Our study also relates to the Lévy flight foraging hypothesis in the field of biology as we compute the expected time for finding a small target by using the Lévy flight random search. A similar calculation for Brownian motion on surfaces was done in [arXiv:2209.12425].

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