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Related papers: L\'evy noise-driven escape from arctan potential w…

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L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

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

In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…

Chaotic Dynamics · Physics 2021-11-17 Alexandre R. Nieto , Jesus M. Seoane , Miguel A. F. Sanjuan

We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $K^i$ each of which supports a unique ergodic probability measure $P^i$, which includes in particular the class of…

Probability · Mathematics 2014-05-22 Michael Högele , Ilya Pavlyukevich

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…

Statistical Mechanics · Physics 2023-07-19 A. Kamińska , T. Srokowski

The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…

Chaotic Dynamics · Physics 2010-10-27 Christian S. Rodrigues , Celso Grebogi , Alessandro P. S. de Moura

It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…

Probability · Mathematics 2020-08-21 Yubin Lu , Jinqiao Duan

We consider a dynamical system in R driven by a vector field -U', where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Levy noise of small intensity and such that the heaviest tail…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

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

Stochastic resetting is a protocol of starting anew, which can be used to facilitate the escape kinetics. We demonstrate that restarting can accelerate the escape kinetics from a finite interval restricted by two absorbing boundaries also…

Statistical Mechanics · Physics 2024-04-24 Bartosz Żbik , Bartłomiej Dybiec

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…

Dynamical Systems · Mathematics 2012-05-15 Huijie Qiao , Xingye Kan , Jinqiao Duan

We investigate the non-Langevin relative of the L\'{e}vy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional…

Statistical Mechanics · Physics 2020-10-22 P. Garbaczewski , M. Zaba

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

In various models and systems involving the escape of periodically forced particle from the potential well, a common pattern is observed. Namely, the minimal forcing amplitude required for the escape exhibits sharp minimum for the…

Chaotic Dynamics · Physics 2018-12-31 O. V. Gendelman , G. Karmi

A Levy walk is a non-Markovian stochastic process in which the elementary steps of the walker consist of motion with constant speed in randomly chosen directions and for a random period of time. The time of flight is chosen from a…

Statistical Mechanics · Physics 2013-08-27 Abhishek Dhar , Keiji Saito

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

Gene transcriptional regulatory is an inherently noisy process. In this paper, the study of fluctuations in a gene transcriptional regulatory system is extended to the case of L\'evy noise, a kind of non-Gaussian noises which can describe…

Biological Physics · Physics 2013-09-06 Yong Xu , Jing Feng , JuanJuan Li , Huiqing Zhang

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

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

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…

Statistical Mechanics · Physics 2022-06-30 Karol Capała , Bartłomiej Dybiec