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Related papers: Escape driven by $\alpha$-stable white noises

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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 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

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

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 barrier crossing of a particle driven by white symmetric Levy noise of index $\alpha$ and intensity $DD for three different generic types of potentials: (a) a bistable potential; (b) a metastable potential; and (c) a truncated…

Statistical Mechanics · Physics 2007-05-23 Aleksei V. Chechkin , Oleksii Yu. Sliusarenko , Ralf Metzler , Joseph Klafter

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,…

Statistical Mechanics · Physics 2021-08-25 Karol Capała , Bartłomiej Dybiec

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…

Statistical Mechanics · Physics 2009-11-10 A. Fiasconaro , D. Valenti , B. Spagnolo

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

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 noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational…

Soft Condensed Matter · Physics 2019-07-03 Eric Woillez , Yongfeng Zhao , Yariv Kafri , Vivien Lecomte , Julien Tailleur

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 study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Fabio Cecconi , Umberto Marini Bettolo Marconi

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

Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…

Statistical Mechanics · Physics 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…

Statistical Mechanics · Physics 2019-09-25 Matthieu Mangeat , Heiko Rieger

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

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

Intracellular transport in living cells is often spatially inhomogeneous with an accelerated effective diffusion close to the cell membrane and a ballistic motion away from the centrosome due to active transport along actin filaments and…

Statistical Mechanics · Physics 2021-10-22 Matthieu Mangeat , Heiko Rieger

Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane
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