Langevin Approach to Levy Flights in Fixed Potentials: Exact Results for Stationary Probability Distributions
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density function of Levy flights in different smooth potential profiles. We find confinement of the particle in the superdiffusion motion with a bimodal stationary distribution for all the anharmonic symmetric monostable potentials investigated. The stationary probability density functions show power-law tails, which ensure finiteness of the variance. By reviewing recent results on these statistical characteristics, the peculiarities of Levy flights in compariso…
Noise Enhanced Stability
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon, observed experimentally and numerically in different physical systems. After shortly reviewing all the physical systems where the phenomenon was observed, the theoretical approaches used to explain the effect are presented. Specifically the conditions to observe the effect: (a) in systems with periodical driving force, and (b) in random dichotomous driving force, are discussed. In case (b) we review the analytical results concerning the mean first passage time…