The problem of analytical calculation of barrier crossing characteristics for Lévy flights
نویسندگان
چکیده
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Lévy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Lévy flights and a closed expression in quadrature of the same characteristics for cubic potential. PACS numbers: 05.40.Fb, 05.10.Gg, 02.50.Ey ‡ Email: [email protected] § Email: [email protected] ‖ URL: http://gip.dft.unipa.it Barrier crossing with Lévy flights 2
منابع مشابه
Cuckoo search via Lévy flights for the capacitated vehicle routing problem
For this paper, we explored the implementation of the cuckoo search algorithm applied to the capacitated vehicle routing problem. The cuckoo search algorithm was implemented with Lévy flights with the 2-opt and double-bridge operations, and with 500 iterations for each run. The algorithm was tested on the problem instances from the Augerat benchmark dataset. The algorithm did not perform well o...
متن کاملمقایسه روشهای تحلیلی تجزیه امواج به منظور محاسبه ضریب انعکاس موج
Calculation of the reflected waves against obstacles is a prominent step in designing coastal structures. In addition, a complex process occurs during wave collision with beaches or breakwaters. These processes cause wave characteristics to be (energy dissipation, reflected wave, etc.). The new wave characteristics are dependent on reflected wave height straightly which are not measureable. In ...
متن کاملBarrier crossing in small avian migrants: individual tracking reveals prolonged nocturnal flights into the day as a common migratory strategy
Over decades it has been unclear how individual migratory songbirds cross large ecological barriers such as seas or deserts. By deploying light-level geolocators on four songbird species weighing only about 12 g, we found that these otherwise mainly nocturnal migrants seem to regularly extend their nocturnal flights into the day when crossing the Sahara Desert and the Mediterranean Sea. The pro...
متن کاملLévy Flights over Quantum Paths
An impact of integration over the paths of the Lévy flights on the quantum mechanical kernel has been studied. Analytical expression for a free particle kernel has been obtained in terms of the Fox Hfunction. A new equation for the kernel of a partical in the box has been found. New general results include the well known quantum formulae for a free particle kernel and particle in box kernel. PA...
متن کاملBarrier options pricing of fractional version of the Black-Scholes model
In this paper two different methods are presented to approximate the solution of the fractional Black-Scholes equation for valuation of barrier option. Also, the two schemes need less computational work in comparison with the traditional methods. In this work, we propose a new generalization of the two-dimensional differential transform method and decomposition method that will extend the appli...
متن کامل