English

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 ΔL(Δt)1/α\Delta L\sim(\Delta t)^{1/\alpha} with the exponent α<2\alpha<2 is much less than the Gaussian one ΔW(Δt)1/2\Delta W\sim(\Delta t)^{1/2} in the Δt0\Delta t\to 0 limit. Moreover, this difference is shown to remove the problem of the calculus choice because related addition to the physical force is of order (Δt)2/αΔt(\Delta t)^{2/\alpha}\ll\Delta t.

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