Thermalization of Levy flights: Path-wise picture in 2D
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 , 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 . We prescribe a priori the target pdf in the Boltzmann form 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 as time 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" .
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