6533b852fe1ef96bd12aa406

RESEARCH PRODUCT

Levy targeting and the principle of detailed balance

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We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) solution of the master equation. Here, an asymptotic behavior of different μ-motion scenarios ceases to depend on μ. That is exemplified by considering Gaussian and Cauchy family target PDFs. A complementary problem of the reverse engineering is analyzed: given a priori a semigroup potential, quantify how sensitive upon the choice of the μ driver is an asymptotic behavior of solutions of the associated master equation and thus an invariant PDF itself. This task is accomplished for so-called μ family of Lévy oscillators.