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

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…

We consider the problem of estimating the density of the process associated with the small jumps of a pure jump L\'evy process, possibly of infinite variation, from discrete observations of one trajectory. The interest of such a question…

We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…

Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…

Escape from a potential well is an extreme example of transient behavior. We consider the escape of the harmonically forced particle under viscous damping from the benchmark truncated weakly nonlinear potential well. Main attention is paid…

Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…

We study the continuous model of the localized wave propagation corresponding to the one-dimensional diatomic crystal lattice. From the mathematical point of view the problem can be described in terms of the Cauchy problem with localized…

Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…

Recently, anomalous superdiffusion of ultra cold 87Rb atoms in an optical lattice has been observed along with a fat-tailed, L\'evy type, spatial distribution. The anomalous exponents were found to depend on the depth of the optical…

We consider a recurrent Markov process which is an It\^o semi-martingale. The L\'evy kernel describes the law of its jumps. Based on observations X(0),X({\Delta}),...,X(n{\Delta}), we construct an estimator for the L\'evy kernel's density.…

We address the time decay of the Loschmidt echo, measuring sensitivity of quantum dynamics to small Hamiltonian perturbations, in one-dimensional integrable systems. Using semiclassical analysis, we show that the Loschmidt echo may exhibit…

We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Rayleigh instability that results in the breakup of a charged droplet, levitated in a quadrupole trap, has been investigated in the literature, but only scarcely. We report here asymmetric breakup of a charged drop, levitated in a loose…

A recent model of Ariel et al. [1] for explaining the observation of L\'evy walks in swarming bacteria suggests that self-propelled, elongated particles in a periodic array of regular vortices perform a super-diffusion that is consistent…

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…

We consider the A + A --> emptyset reaction, where the transport of the particles is given by Levy flights in a quenched random potential. With a common literature model of the disorder, the random potential can only increase the rate of…

We investigate the concept of molecular-sized outward-swinging gate, which allows for entropy decrease in an isolated system. The theoretical analysis, the Monte Carlo simulation, and the direct solution of governing equations all suggest…

We experimentally investigate the transmission of light by dense atomic vapor. The light propagating in dense atomic vapor can be modeled as a L\'evy flight random walk. For such system, the step-length distribution can be modeled as…

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…