English

Multiplicative Levy noise in bistable systems

Statistical Mechanics 2012-02-15 v1

Abstract

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on the process variable like |x|^{-\theta}. The Stratonovich and It\^o interpretations of the stochastic integral are taken into account. The mean first passage time is calculated as a function of \theta for different values of the stability index \alpha and size of the barrier. Dependence of the output amplitude on the noise intensity reveals a pattern typical for the stochastic resonance. Properties of the resonance as a function of \alpha, \theta\ and size of the barrier are discussed. Both height and position of the peak strongly depends on \theta\ and on a specific interpretation of the stochastic integral.

Keywords

Cite

@article{arxiv.1202.3023,
  title  = {Multiplicative Levy noise in bistable systems},
  author = {Tomasz Srokowski},
  journal= {arXiv preprint arXiv:1202.3023},
  year   = {2012}
}

Comments

8 pages, 6 figures

R2 v1 2026-06-21T20:19:10.765Z