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

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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

We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…

Statistical Mechanics · Physics 2009-11-07 E. K. Lenzi , C. Anteneodo , L. Borland

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

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…

Statistical Mechanics · Physics 2025-01-13 A. A. Dubkov , C. Guarcello , B. Spagnolo

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

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

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

We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…

Statistical Mechanics · Physics 2022-11-28 Gaia Pozzoli , Benjamin De Bruyne

We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…

Statistical Mechanics · Physics 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

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…

Numerical Analysis · Mathematics 2026-01-16 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang

Effects of non-Gaussian $\alpha-$stable L\'evy noise on the Gompertz tumor growth model are quantified by considering the mean exit time and escape probability of the cancer cell density from inside a safe or benign domain. The mean exit…

Dynamical Systems · Mathematics 2016-12-21 Jian Ren , Chujin Li , Ting Gao , Xingye Kan , Jinqiao Duan

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

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

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…

Probability · Mathematics 2026-03-11 Sumith Reddy Anugu , Siva R. Athreya , Vivek S. Borkar

We perform Langevin dynamic numerical simulation on a double-well potential system subjected to an asymmetric saw-tooth type external time varying field and white noise forces. The hysteresis loss calculated from the first-passage time…

Condensed Matter · Physics 2007-05-23 Mangal C. Mahato , A. M. Jayannavar

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…

Probability · Mathematics 2019-04-30 Michael A. Högele

We study the escape of Brownian motion from the domain of attraction $\Omega$ of a stable focus with a strong drift. The boundary $\partial \Omega$ of $\Omega$ is an unstable limit cycle of the drift and the focus is very close to the limit…

Analysis of PDEs · Mathematics 2014-11-25 K. Dao Duc , Z. Schuss , D. Holcman

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 revealed a right-left asymmetry of the inter-well mean first passage times for the Brownian particles in a ratchet potential under internal white noise. We showed analytically and numerically that this asymmetry gives rise to the…

Condensed Matter · Physics 2007-05-23 Nikolai Brilliantov , Peter Strizhak

Thermally activated escape of a Brownian particle over a potential barrier is well understood within Kramers theory. When subjected to an external magnetic field, the Lorentz force slows down the escape dynamics via a rescaling of the…

Statistical Mechanics · Physics 2022-08-10 Iman Abdoli , Jens-Uwe Sommer , Hartmut Löwen , Abhinav Sharma