Single integro-differential wave equation for L\'evy walk

Abstract

The integro-differential wave equation for the probability density function for a classical one-dimensional L\'evy walk with continuous sample paths has been derived. This equation involves a classical wave operator together with memory integrals describing the spatio-temporal coupling of the L\'evy walk. It is valid for any running time PDF and it does not involve any long-time large-scale approximations. It generalizes the well-known telegraph equation obtained from the persistent random walk. Several non-Markovian cases are considered when the particle's velocity alternates at the gamma and power-law distributed random times.