Statistics of residence time for Levy flights in unstable parabolic potentials

被引:7
|
作者
Dubkov, Alexander A. [1 ]
Dybiec, Bartlomiej [2 ,3 ]
Spagnolo, Bernardo [1 ,4 ,5 ,6 ]
Kharcheva, Anna [1 ,4 ,5 ]
Guarcello, Claudio [7 ,8 ]
Valenti, Davide [4 ,5 ,9 ]
机构
[1] Lobachevsky State Univ Nizhni Novgorod, Radiophys Dept, Gagarin Ave 23, Nizhnii Novgorod 603950, Russia
[2] Jagiellonian Univ, Inst Theoret Phys, Ul St Lojasiewicza 11, PL-30348 Krakow, Poland
[3] Jagiellonian Univ, Mark Kac Ctr Complex Syst Res, Ul St Lojasiewicza 11, PL-30348 Krakow, Poland
[4] Univ Palermo, Dipartimento Fis & Chim Emilio Segre, Grp Interdisciplinary Theoret Phys, Viale Sci,Edificio 18, I-90128 Palermo, Italy
[5] CNISM, Unita Palermo, Viale Sci,Edificio 18, I-90128 Palermo, Italy
[6] Ist Nazl Fis Nucl, Sez Catania, Via S Sofia 64, I-90123 Catania, Italy
[7] Univ Salerno, Dipartimento Fis ER Caianiello, Via Giovanni Paolo II 132, I-84084 Fisciano, SA, Italy
[8] Ist Nazl Fis Nucl, Sez Napoli, Grp Collegato Salerno, Complesso Univ Monte S Angelo, I-80126 Naples, Italy
[9] CNR, Ist Ric & Innovaz Biomed, IRIB, Via Ugo La Malfa 153, I-90146 Palermo, Italy
关键词
NONEQUILIBRIUM SYSTEMS; INSTABILITY POINT; STATIONARY STATES; SCALING THEORY; DYNAMICS; NOISE; DECAY; ESCAPE; EQUILIBRIUM; TRANSITIONS;
D O I
10.1103/PhysRevE.102.042142
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Levy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
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页数:8
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