Escape driven by -stable white noises
نویسندگان
چکیده
We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by white Lévy noise in a dynamical regime where inertial effects can safely be neglected. The behavior of escaping trajectories from one well to another is investigated by pointing to the special character that underpins the noise-induced discontinuity which is caused by the generalized Brownian paths that jump beyond the barrier location without actually hitting it. This fact implies that the boundary conditions for the mean first passage time MFPT are no longer determined by the well-known local boundary conditions that characterize the case with normal diffusion. By numerically implementing properly the set up boundary conditions, we investigate the survival probability and the average escape time as a function of the corresponding Lévy white noise parameters. Depending on the value of the skewness of the Lévy noise, the escape can either become enhanced or suppressed: a negative asymmetry parameter typically yields a decrease for the escape rate while the rate itself depicts a non-monotonic behavior as a function of the stability index that characterizes the jump length distribution of Lévy noise, exhibiting a marked discontinuity at =1. We find that the typical factor of 2 that characterizes for normal diffusion the ratio between the MFPT for well-bottom-to-well-bottom and well-bottom-to-barrier-top no longer holds true. For sufficiently high barriers the survival probabilities assume an exponential behavior versus time. Distinct non-exponential deviations occur, however, for low barrier heights.
منابع مشابه
Escape through an unstable limit cycle driven by multiplicative colored non-Gaussian and additive white Gaussian noises.
In a previous paper [Bag and Hu, Phys. Rev. E 73, 061107 (2006)], we studied the mean lifetime (MLT) for the escape of a Brownian particle through an unstable limit cycle driven by multiplicative colored Gaussian and additive Gaussian white noises and found resonant activation (RA) behavior. In the present paper we switch from Gaussian to non-Gaussian multiplicative colored noise. We find that ...
متن کاملSystems Driven By Alpha-Stable Noises
Introduction and abstract. It has almost become a standard in stochastic mechanics applications of stochastic differential equations that the driving forces are modeled as Gaussian white noises, that is, as scalar or vector Brownian motion increments. However, this modeling may not always lead to responses that comply well with observed data. In particular the tails of the observed response dis...
متن کاملTwo Cross-correlated Dichotomic Noises: Barrier Crossing Problem∗
Escape of an overdamped particle driven by two correlated dichotomic noises (DN) from a triangle potential well is studied. A general description of statistical properties of the noises is developed in terms of master equation and correlation functions. Using the kinetics of these noises, an equation for the mean first-passage times can be deduced, which enables us to investigate the impact of ...
متن کاملLévy-Brownian motion on finite intervals: Mean first passage time analysis.
We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by Lévy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the ...
متن کاملQuantum filter processes driven by Markovian white noises have classical versions
We study quantum filters that are driven by basic quantum noises and construct classical versions. Our approach is based on exploiting the quantum markovian component of the observation and measurement processes of the filters. This approach leads in a natural way the classical versions for a class of quantum filters. We consider quantum white noises derived from Wiener and Poisson processes th...
متن کامل