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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…

统计力学 · 物理学 2019-05-15 Michał Cieśla , Karol Capała , Bartłomiej Dybiec

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,…

统计力学 · 物理学 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

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…

统计力学 · 物理学 2025-11-25 Shenglan Yuan

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…

统计力学 · 物理学 2014-09-30 Krzysztof Szczepaniec , Bartlomiej Dybiec

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…

统计力学 · 物理学 2026-02-02 Claudio Guarcello , Alexander A. Dubkov , Davide Valenti , Bernardo Spagnolo

Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…

统计力学 · 物理学 2024-06-25 Noah M. MacKay

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…

流体动力学 · 物理学 2022-12-06 Adrian van Kan , François Pétrélis

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…

概率论 · 数学 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

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…

统计力学 · 物理学 2024-07-17 Przemysław Pogorzelec , Bartłomiej Dybiec

An abrupt climatic transition could be triggered by a single extreme event, an $\alpha$-stable non-Gaussian L\'evy noise is regarded as a type of noise to generate such extreme events. In contrast with the classic Gaussian noise, a…

统计力学 · 物理学 2019-09-20 Yayun Zheng , Fang Yang , Jinqiao Duan , Xu Sun , Ling Fu , Jürgen Kurths

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…

统计力学 · 物理学 2020-03-16 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

统计力学 · 物理学 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

The noise driven motion in a bistable potential acts as the archetypal model of various physical phenomena. Here, we contrast the overdamped dynamics with the full (underdamped) dynamics. For the overdamped particle driven by a…

统计力学 · 物理学 2021-07-20 Karol Capała , Bartłomiej Dybiec

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…

统计力学 · 物理学 2024-01-30 Ignacio del Amo , Peter Ditlevsen

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

偏微分方程分析 · 数学 2019-08-06 Eric Forgoston , Richard O. Moore

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

统计力学 · 物理学 2015-06-18 Tomasz Srokowski

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…

生物物理 · 物理学 2013-09-06 Yong Xu , Jing Feng , JuanJuan Li , Huiqing Zhang

A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…

统计力学 · 物理学 2009-05-06 Bartlomiej Dybiec , Ewa Gudowska-Nowak

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…

统计力学 · 物理学 2015-06-11 M. Zaba , P. Garbaczewski , V. Stephanovich

In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has…

概率论 · 数学 2025-09-23 Nikita Ratanov
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