Related papers: L\'evy Ratchet in a Weak Noise Limit: Theory and S…
We study L\'evy walks in quenched disordered one-dimensional media, with scatterers spaced according to a long-tailed distribution. By analyzing the scaling relations for the random-walk probability and for the resistivity in the equivalent…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We consider a dynamical system described by the differential equation $\dot{Y}_t=-U'(Y_t)$ with a unique stable point at the origin. We perturb the system by the L\'evy noise of intensity $\varepsilon$ to obtain the stochastic differential…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
We investigate the motion of a suspended non-Brownian sphere past a fixed cylindrical or spherical obstacle in the limit of zero Reynolds number for arbitrary particle-obstacle aspect ratios. We consider both a suspended sphere moving in a…
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…
This article studies a linear scalar delay differential equation subject to small multiplicative power tail L\'evy noise. We solve the first passage (the Kramers) problem with probabilistic methods and discover an asymptotic loss of memory…
Rectified transport of active ellipsoidal particles is numerically investigated in a two-dimensional asymmetric potential. The out-of-equilibrium condition for the active particle is an intrinsic property, which can break thermodynamical…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
The integro-differential wave equation for the probability density function for a classical one-dimensional L\'evy walk with continuous sample paths has been derived. This equation involves a classical wave operator together with memory…
A thorough analysis of the dynamics in a deterministic optical rocking ratchet (introduced in A. V. Arzola et al., Phys. Rev. Lett. 106, 168104 (2011)) and a comparison with experimental results are presented. The studied system consists of…
We study the deterministic dynamics of a periodically driven particle in the underdamped case in a spatially symmetric periodic potential. The system is subjected to a space-dependent friction coefficient, which is similarly periodic as the…
In this paper we prove the existence of weak martingale solutions to the stochastic Navier-Stokes Equations driven by pure jump L\'evy processes. Our proof consists of two parts. In the first one, mostly classical, we recall a priori…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
Stationary states of overdamped anharmonic stochastic oscillators driven by L\'evy noise are typically multimodal. The very same situation is recorded for an underdamped L\'evy noise driven motion in single-well potentials with linear…
A rigorous theory of diffraction scattering from extended objects is proposed. The present theory is based on a multiple asymptotic expansion of an integral equation for the exact wave function in terms of the large parameters of the…
We study the dynamics of an Airy wavepacket moving in a one-dimensional lattice potential. In contrast to the usual case of propagation in a continuum, for which such a wavepacket experiences a uniform acceleration, the lattice bounds its…
The main purpose of this chapter is to present some theoretical aspects of parametric estimation of L\'evy processes based on high-frequency sampling, with a focus on infinite activity pure-jump models. Asymptotics for several classes of…
We study a first passage time of a L\'evy process over a positive constant level. In the spectrally negative case we give conditions for absolutely continuity of the distributions of the first passage times. The tail asymptotics of their…