Search results for " Methods of Stochastic Analysis"

showing 1 items of 1 documents

Time characteristics of Lévy flights in a steep potential well

2013

Using the method previously developed for ordinary Brownian diffusion, we derive a new formula to calculate the correlation time of stationary Lévy flights in a steep potential well. For the symmetric quartic potential, we obtain the exact expression of the correlation time of steady-state Lévy flights with index α = 1. The correlation time of stationary Lévy flights decreases with an increasing noise intensity and steepness of potential well.

PhysicsMathematics::ProbabilityLévy flightQuartic functionGeneral Physics and AstronomyNoise intensityGeneral Materials ScienceLévy flights Kolmogorov equation Frcational Fokker-Planck equation Stochastic Dynamics (theory) Methods of Stochastic Analysis Exact resultsStatistical physicsPhysical and Theoretical ChemistrySettore FIS/03 - Fisica Della MateriaBrownian motionThe European Physical Journal Special Topics
researchProduct