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Related papers: L\'evy Ratchet in a Weak Noise Limit: Theory and S…

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We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We consider motion of a particle in a one-dimensional tilted ratchet potential subject to two-sided tempered stable L\'{e}vy noise characterised by strength $\Omega$, fractional index $\alpha$, skew $\theta$ and tempering $\lambda$. We…

Statistical Mechanics · Physics 2021-05-05 Mathew Zuparic , Alexander Kalloniatis , Dale Roberts

L\'evy ratchets are minimal models of fluctuation-driven transport in the presence of L\'evy noise and periodic external potentials with broken spatial symmetry. In these systems, a net ratchet current can appear even in the absence of time…

Statistical Mechanics · Physics 2010-09-13 A. Kullberg , D. del-Castillo-Negrete

Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…

Statistical Mechanics · Physics 2011-09-05 S. A. Ibáñez , A. B. Kolton , S. Risau-Gusman , S. Bouzat

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…

Statistical Mechanics · Physics 2015-05-27 Ihor Lubashevsky

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…

Statistical Mechanics · Physics 2025-11-25 Shenglan Yuan

The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…

Statistical Mechanics · Physics 2021-02-03 Karol Capala , Amin Padash , Aleksei V. Chechkin , Babak Shokri , Ralf Metzler , Bartlomiej Dybiec

An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…

Statistical Mechanics · Physics 2018-11-14 A. V. Plyukhin

We explore the properties of run-and-tumble particles moving in a piecewise-linear "ratchet" potential by deriving analytic results for the system's steady-state probability density, current, entropy production rate, extractable power, and…

Statistical Mechanics · Physics 2023-08-01 Connor Roberts , Zigan Zhen

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

Probability · Mathematics 2019-04-30 Michael A. Högele

A step reinforced random walk is a discrete time process with memory such that at each time step, with fixed probability $p \in (0,1)$, it repeats a previously performed step chosen uniformly at random while with complementary probability…

Probability · Mathematics 2022-10-04 Alejandro Rosales-Ortiz

The relationship between anomalous superdiffusive behavior and particle trapping probability is analyzed on a rocking ratchet potential with spatially correlated weak disorder. The trapping probability density is shown, analytically and…

Statistical Mechanics · Physics 2019-02-18 D. G. Zarlenga , G. L. Frontini , Fereydoon Family , C. M. Arizmendi

We study the barrier crossing of a particle driven by white symmetric Levy noise of index $\alpha$ and intensity $DD for three different generic types of potentials: (a) a bistable potential; (b) a metastable potential; and (c) a truncated…

Statistical Mechanics · Physics 2007-05-23 Aleksei V. Chechkin , Oleksii Yu. Sliusarenko , Ralf Metzler , Joseph Klafter

We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 SooJean Han , Soon-Jo Chung

We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…

Statistical Mechanics · Physics 2016-09-21 D. Kharkongor , W. L. Reenbohn , Mangal C. Mahato

We investigate stationary states of the linear damped stochastic oscillator driven by L\'evy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions…

Statistical Mechanics · Physics 2017-10-18 Bartlomiej Dybiec , Ewa Gudowska-Nowak , Igor M. Sokolov

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…

Statistical Mechanics · Physics 2021-08-25 Karol Capała , Bartłomiej Dybiec

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Probability · Mathematics 2007-08-20 Loic Chaumont , Andreas Kyprianou , Juan Carlos Pardo Millan
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