The problem of analytical calculation of barrier crossing characteristics for Levy flights
Statistical Mechanics
2009-11-13 v1
Abstract
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy 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 Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Keywords
Cite
@article{arxiv.0810.1816,
title = {The problem of analytical calculation of barrier crossing characteristics for Levy flights},
author = {A. A. Dubkov and A. La Cognata and B. Spagnolo},
journal= {arXiv preprint arXiv:0810.1816},
year = {2009}
}
Comments
12 pages, 2 figures, presented at 5th International Conference on Unsolved Problems on Noise, Lyon, France, 2008, to appear in J. Stat. Mech.: Theory and Experiment