Suppression of oscillations by Levy noise
Statistical Mechanics
2010-01-04 v3
Abstract
We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion related to the limit cycle. We prove that difference between stochastic systems driven by L\'evy and Gaussian noises is that the L\'evy variation with the exponent is much less than the Gaussian one in the limit. Moreover, this difference is shown to remove the problem of the calculus choice because related addition to the physical force is of order .
Keywords
Cite
@article{arxiv.0910.2018,
title = {Suppression of oscillations by Levy noise},
author = {A. I. Olemskoi and S. S. Borysov and I. A. Shuda},
journal= {arXiv preprint arXiv:0910.2018},
year = {2010}
}
Comments
18 pages, 1 figure. Submitted to Fluctuation and Noise Letters