6533b824fe1ef96bd127ffd9

RESEARCH PRODUCT

The problem of analytical calculation of barrier crossing characteristics for Levy flights

Alexander A. DubkovBernardo SpagnoloA. La Cognata

subject

Statistics and ProbabilityPhysicsexact results stochastic particle dynamics (theory)Statistical Mechanics (cond-mat.stat-mech)Differential equationEvent (relativity)Mathematical analysisFOS: Physical sciencesClosed expressionStatistical and Nonlinear PhysicsQuadrature (mathematics)Nonlinear systemLevy noiseExact resultsLévy flightStatistics Probability and UncertaintyCondensed Matter - Statistical Mechanics

description

By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.

yearjournalcountryeditionlanguage
2008-10-10
10.1088/1742-5468/2009/01/p01002http://arxiv.org/abs/0810.1816