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The dynamical evolution of a tumor growth model, under immune surveillance and subject to asymmetric non-Gaussian $\alpha$-stableL\'evy noise, is explored. The lifetime of a tumor staying in the range between the tumor-free state and the…

Dynamical Systems · Mathematics 2012-11-12 Mengli Hao , Jinqiao Duan , Renming Song , Wei Xu

This paper is devoted to exploring the effects of non-Gaussian fluctuations on dynamical evolution of a tumor growth model with immunization, subject to non-Gaussian {\alpha}-stable type L\'evy noise. The corresponding deterministic model…

Dynamical Systems · Mathematics 2012-07-26 Mengli Hao , Ting Gao , Jinqiao Duan , Wei Xu

The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…

Numerical Analysis · Mathematics 2012-01-31 Ting Gao , Jinqiao Duan , Xiaofan Li , Renming Song

For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…

Dynamical Systems · Mathematics 2017-02-03 Xiao Wang , Jinqiao Duan , Xiaofan Li , Renming Song

The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…

Probability · Mathematics 2017-02-28 Weihua Deng , Xiaochao Wu , Wanli Wang

In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…

Probability · Mathematics 2020-09-03 A. Tesfay , D. Tesfay , A. Khalaf , J. Brannan

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Dynamical Systems · Mathematics 2013-06-04 Ting Gao , Jinqiao Duan

The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…

Dynamical Systems · Mathematics 2019-06-18 Yancai Liu , Rui Cai , Jinqiao Duan

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…

Statistical Mechanics · Physics 2009-11-11 Giovanni Bonanno , Davide Valenti , Bernardo Spagnolo

In the paper we investigate a mathematical model describing the growth of tumor in the presence of immune response of a host organism. The dynamics of tumor and immune cells is based on the generic Michaelis-Menten kinetics depicting…

Biological Physics · Physics 2009-11-13 Alessandro Fiasconaro , Anna Ochab-Marcinek , Bernardo Spagnolo , Ewa Gudowska-Nowak

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…

Statistical Mechanics · Physics 2024-01-30 Ignacio del Amo , Peter Ditlevsen

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

Numerical Analysis · Mathematics 2026-01-16 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · Physics 2008-02-03 Robert S. Maier , D. L. Stein

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

Statistical Mechanics · Physics 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…

Dynamical Systems · Mathematics 2019-10-22 Yanjie Zhang , Xiao Wang , Jinqiao Duan

We study the generic problem of the escape of a classical particle over a fluctuating barrier under the influence of non-Gaussian noise mimicking the effects of not-fully equilibrated bath. Our attention focuses on the effect of the stable…

Statistical Mechanics · Physics 2009-11-10 Bartlomiej Dybiec , Ewa Gudowska-Nowak

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Mesoscale and Nanoscale Physics · Physics 2014-02-26 I. A. Khovanov , N. A. Khovanova

In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage…

Statistical Mechanics · Physics 2020-03-16 Krzysztof Szczepaniec , Bartlomiej Dybiec
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