6533b7defe1ef96bd1275f9a

RESEARCH PRODUCT

Statistics of residence time for Lévy flights in unstable parabolic potentials

Bernardo SpagnoloBernardo SpagnoloDavide ValentiBartłomiej DybiecClaudio GuarcelloAlexander A. DubkovA A Kharcheva

subject

Steady stateSettore FIS/02 - Fisica Teorica Modelli E Metodi Matematicinoise-enhanced stability nonlinear relaxation time stochastic processes Lévy noiseMarkov process01 natural sciencesStability (probability)010305 fluids & plasmasNonlinear systemsymbols.namesakeLévy flight0103 physical sciencessymbolsConditional probability densityStatistical physicsDiffusion (business)010306 general physicsResidence time (statistics)Mathematics

description

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.

yearjournalcountryeditionlanguage
2020-01-01
10.1103/physreve.102.042142http://hdl.handle.net/11386/4757544