Related papers: 1/f noise and anomalous scaling in L\'evy noise-dr…
Stochastic resonance phenomenon induced by non-Gaussian L\'evy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by an efficient numerical scheme. The influences of the…
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…
This article studies a linear scalar delay differential equation subject to small multiplicative power tail L\'evy noise. We solve the first passage (the Kramers) problem with probabilistic methods and discover an asymptotic loss of memory…
This paper provides an extended case study of the cutoff phenomenon for a prototypical class of nonlinear Langevin systems with a single stable state perturbed by an additive pure jump L\'evy noise of small amplitude $\varepsilon>0$, where…
L\'evy ratchets are minimal models of fluctuation-driven transport in the presence of L\'evy noise and periodic external potentials with broken spatial symmetry. In these systems, a net ratchet current can appear even in the absence of time…
Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…
The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain,…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…
The barrier-crossing event for superdiffusion characterized by symmetric L\'{e}vy flights is analyzed. Starting from the fractional Fokker-Planck equation, we derive an integro-differential equation along with the necessary conditions to…
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…
Single quantum dots and other materials exhibit irregular switching between on and off states; these on-off states follow power-law statistics giving rise to 1/f noise. We transfer this phenomenon (also referred to as on-off intermittency)…
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…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
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…
We argue that chaotic power-law interacting systems have emergent limits on information propagation, analogous to relativistic light cones, which depend on the spatial dimension $d$ and the exponent $\alpha$ governing the decay of…
Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…
A L\'evy noise is an efficient description of out-of-equilibrium systems. The presence of L\'evy flights results in a plenitude of noise-induced phenomena. Among others, L\'evy flights can produce stationary states with more than one modal…