Cauchy flights in confining potentials
Abstract
We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process whose target pdf (eventually asymptotic) equals the preselected one. To this end, dynamically distinct jump-type processes can be employed. We demonstrate that one "targeted stochasticity" scenario involves Langevin systems with a symmetric stable noise. Another derives from the L\'evy-Schr\"odinger semigroup dynamics (closely linked with topologically induced super-diffusions), which has no standard Langevin representation. For computational and visualization purposes, the Cauchy driver is employed to exemplify our considerations.
Cite
@article{arxiv.0907.0867,
title = {Cauchy flights in confining potentials},
author = {Piotr Garbaczewski},
journal= {arXiv preprint arXiv:0907.0867},
year = {2009}
}
Comments
revised, title and abstract modified