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Related papers: Multimodal stationary states under Cauchy noise

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Stationary states for a particle moving in a single-well, steeper than parabolic, potential driven by L\'evy noise can be bi-modal. Here, we explore in details conditions that are required in order to induce multimodal stationary states…

Statistical Mechanics · Physics 2021-07-20 Karol Capała , Bartłomiej Dybiec

Systems driven by $\alpha$-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce…

Statistical Mechanics · Physics 2014-09-30 Krzysztof Szczepaniec , Bartlomiej Dybiec

Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…

Statistical Mechanics · Physics 2023-06-21 Przemysław Pogorzelec , Bartłomiej Dybiec

L\'evy noise is a paradigmatic noise used to describe out-of-equilibrium systems. Typically, properties of L\'evy noise driven systems are very different from their Gaussian white noise driven counterparts. In particular, under action of…

Statistical Mechanics · Physics 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec

Using methods of stochastic dynamics, we have studied stationary states in the underdamped anharmonic stochastic oscillators driven by Cauchy noise. Shape of stationary states depend both on the potential type and the damping. If the…

Statistical Mechanics · Physics 2019-09-27 Karol Capała , Bartłomiej Dybiec

We demonstrate occurrence of bimodality and dynamical hysteresis in a system describing an overdamped quartic oscillator perturbed by additive white and asymmetric L\'evy noise. Investigated estimators of the stationary probability density…

Statistical Mechanics · Physics 2009-11-13 Bartłomiej Dybiec , Ewa Gudowska-Nowak

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…

Statistical Mechanics · Physics 2020-08-26 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

Lévy flights in steeper than harmonic potentials have been shown to exhibit finite variance and a critical time at which a bifurcation from an initial mono-modal to a terminal bimodal distribution occurs (Chechkin et al., Phys. Rev. E…

Statistical Mechanics · Physics 2009-11-10 Aleksei V. Chechkin , Vsevolod Yu. Gonchar , Joseph Klafter , Ralf Metzler , Leonid V. Tanatarov

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called…

Data Analysis, Statistics and Probability · Physics 2009-10-31 P. D. Ditlevsen

This work describes the effects of L\'evy noise on a birhythmic van der Pol like oscillator. Numerical simulations demonstrate that the noise induced escapes from an attractor to another are not markedly different from escapes between…

Statistical Mechanics · Physics 2019-12-25 René Yamapi , Raoul Mbakob Yonkeu , Giovanni Filatrella , Jürgen Kurths

We discuss the existence of stationary states for subharmonic potentials $V(x) \propto |x|^c$, $c<2$, under action of symmetric $\alpha$-stable noises. We show analytically that the necessary condition for the existence of the steady state…

Statistical Mechanics · Physics 2015-05-18 Bartlomiej Dybiec , Igor M. Sokolov , Aleksei V. Chechkin

The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…

Statistical Mechanics · Physics 2021-02-03 Karol Capala , Amin Padash , Aleksei V. Chechkin , Babak Shokri , Ralf Metzler , Bartlomiej Dybiec

We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric L\'evy noise. The shape of the stationary PDF is found analytically for the particular case of the L\'evy index…

Statistical Mechanics · Physics 2016-12-14 O. Yu. Sliusarenko , D. A. Surkov , V. Yu. Gonchar , A. V. Chechkin

This paper considers the state transition of the stochastic Morris-Lecar neuronal model driven by symmetric $\alpha$-stable L\'evy noise. The considered system is bistable: a stable fixed point (resting state) and a stable limit cycle…

Dynamical Systems · Mathematics 2019-06-19 Rui Cai , Yancai Liu , Jinqiao Duan , Almaz Tesfay Abebe

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

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…

Statistical Mechanics · Physics 2026-02-02 Claudio Guarcello , Alexander A. Dubkov , Davide Valenti , Bernardo Spagnolo

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…

Statistical Mechanics · Physics 2025-11-25 Shenglan Yuan

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

Statistical Mechanics · Physics 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda
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