Related papers: L\'evy Ratchet in a Weak Noise Limit: Theory and S…
We study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed L\'evy noise with small intensity.
Let $A_\pm>0$, $\beta\in(0,1)$, and let $Z^{(\alpha)}$ be a strictly $\alpha$-stable L\'evy process with the jump measure $\nu(\mathrm{d} z)=(C_+\mathbb{I}_{(0,\infty)}(z)+ C_-\mathbb{I}_{(-\infty,0)}(z))|z|^{-1-\alpha}\,\mathrm{d} z$,…
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…
We develop a two-timing perturbation analysis to investigate the existence of temporal ratchets in an exemplary system of a particle moving in a tank of fluid in response to an external vibration of the tank. We consider two-mode vibrations…
Using the method of quantum trajectories we study a quantum chaotic dissipative ratchet appearing for particles in a pulsed asymmetric potential in the presence of a dissipative environment. The system is characterized by directed transport…
Quantum mechanical control of the position of a particle by using a trapping potential well is an important problem for the manipulation of a quantum particle. We study the probability of successful conveyance of a particle trapping in a…
A particle driven by active self-propulsion can be subject to inhomogeneous potential fields, steering its orientation and leading to confinement and eventual trapping. Analytical treatment of capture and/or release dynamics for general…
We study the small-time asymptotics of sample paths of L\'evy processes and L\'evy-type processes. Namely, we investigate under which conditions the limit $$\limsup_{t \to 0} \frac{1}{f(t)} |X_t-X_0|$$ is finite resp.\ infinite with…
The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…
Ratchet effect, observed in many systems starting from living organism to artificially designed device, is a manifestation of motion in asymmetric potential. Here we report results of a conductivity study of Polypyrrole nanowires, which…
We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operator of Leray-Lions type. The multiplicative noise term is…
Using the framework of generalized exclusion processes we study mixtures of passive and active particles interacting by steric repulsion. The particles move in a pore with periodically modulated aperture, which is modeled by a…
We study the asymptotic behaviour of the probability that a stochastic process $(Z_t)_{t \geq 0}$ does not exceed a constant barrier up to time $T$ (the so called survival probability) when Z is the composition of two independent processes…
Intermittent stochastic processes appear in a wide field, such as chemistry, biology, ecology, and computer science. This paper builds up the theory of intermittent continuous time random walk (CTRW) and L\'{e}vy walk, in which the…
We investigate the relation of the semigroup probability density of an infinite activity L\'{e}vy process to the corresponding L\'{e}vy density. For subordinators, we provide three methods to compute the former from the latter. The first…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
We study a large class of stochastic $p$-Laplace Allen-Cahn equations with singular potential. Under suitable assumptions on the (multiplicative-type) noise we first prove existence, uniqueness, and regularity of variational solutions.…
The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…