English

Thermalization of Levy flights: Path-wise picture in 2D

Statistical Mechanics 2013-10-07 v1

Abstract

We analyze two-dimensional (2D) random systems driven by a symmetric L\'{e}vy stable noise which, under the sole influence of external (force) potentials Φ(x)\Phi (x) , asymptotically set down at Boltzmann-type thermal equilibria. Such behavior is excluded within standard ramifications of the Langevin approach to L\'{e}vy flights. In the present paper we address the response of L\'{e}vy noise not to an external conservative force field, but directly to its potential Φ(x)\Phi (x). We prescribe a priori the target pdf ρ\rho_* in the Boltzmann form exp[Φ(x)]\sim \exp[- \Phi (x)] and next select the L\'evy noise of interest. Given suitable initial data, this allows to infer a reliable path-wise approximation to a true (albeit analytically beyond the reach) solution of the pertinent master equation, with the property ρ(x,t)ρ(x)\rho (x,t)\rightarrow \rho_*(x) as time tt goes to infinity. We create a suitably modified version of the time honored Gillespie's algorithm, originally invented in the chemical kinetics context. A statistical analysis of generated sample trajectories allows us to infer a surrogate pdf dynamics which consistently sets down at a pre-defined target pdf. We pay special attention to the response of the 2D Cauchy noise to an exemplary locally periodic "potential landscape" Φ(x),xR2\Phi (x), x\in R^2.

Keywords

Cite

@article{arxiv.1303.6162,
  title  = {Thermalization of Levy flights: Path-wise picture in 2D},
  author = {Mariusz Zaba and Piotr Garbaczewski},
  journal= {arXiv preprint arXiv:1303.6162},
  year   = {2013}
}

Comments

11 pages, 6 figures