Related papers: Escape process in systems characterised by stable …
A stochastic process with movement, return, and rest phases is considered in this paper. For the movement phase, the particles move following the dynamics of Gaussian process or ballistic type of L\'evy walk, and the time of each movement…
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 stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
The L\'evy walk process for the lower interval of the time of flight distribution ($\alpha<1$) and with finite resting time between consecutive flights is discussed. The motion is restricted to a region bounded by two absorbing barriers and…
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…
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…
The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…
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…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
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…
We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…
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…
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…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
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…
Many-body and complex systems, both classical and quantum, often exhibit slow, nonlinear relaxation toward stationary states due to the presence of metastable configurations and environmental fluctuations. Nonlinear relaxation in a wide…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…
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…
Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…
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…