Search results for "Lévy"
showing 10 items of 77 documents
Langevin Approach to Levy Flights in Fixed Potentials: Exact Results for Stationary Probability Distributions
2008
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…
Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals
2020
We consider Malliavin smoothness of random variables f(X1), where X is a purejump Lévy process and the functionfis either bounded and Hölder continuousor of bounded variation. We show that Malliavin differentiability and fractional differentiability off (X1) depend both on the regularity offand the Blumenthal-Getoor index of the Lévy measure. peerReviewed
Analysis of soliton dynamics and noise induced effects on the superconductive lifetime in long Josephson junctions.
2013
The influence of various noise sources on the transient dynamics of long Josephson junctions (LJJ) is investigated in the presence of an oscillating bias current signal and a noise source with Gaussian or non-Gaussian (i.e. Cauchy-Lorentz or Lévy-Smirnov) probability distributions. These systems are computationally analyzed integrating the perturbed Sine-Gordon equation describing the phase evolution. We found evidence of noise induced effects on trends of the mean escape time (MET) from the superconductive metastable state, varying different system parameters, as the bias frequency, noise intensity and junction length. In particular, we find resonant activation (RA) and noise enhanced stab…
Transient dynamics in driven long Josephson junctions.
2013
The switching time from the superconductive metastable state of a long Josephson junction (LJJ)[1] is computationally analyzed in the framework of the perturbed sine-Gordon equation. The model includes an external bias current term and a stochastic noise source, i.e. a Lévy noise term. The effects of this noise on the mean escape time (MET) from the superconductive state are analyzed. The investigation is performed by considering a wide range of values of system parameters and different noise statistics: Gaussian, Cauchy-Lorentz and Lévy-Smirnov[2]. We found evidence of well known noise induced phenomena on the MET behavior, that is the noise enhanced stability (NES) and resonant activation…
α-stable distributions for better performance of ACO in detecting damage on not well spaced frequency systems
2014
Abstract In this paper, the Ant Colony Optimization (ACO) algorithm is modified through α -stable Levy variables and applied to the identification of incipient damage in structural components. The main feature of the proposed optimization is an improved ability, which derives from the heavy tails of the stable random variable, to escape from local minima. This aspect is relevant since the objective function used for damage detection may have many local minima which render very challenging the search of the global minimum corresponding to the damage parameter. As the optimization is performed on the structural response and does not require the extraction of modal components, the method is pa…
Stochastic analysis of external and parametric dynamical systems under sub-Gaussian Levy white-noise
2008
In this study stochastic analysis of non-linear dynamical systems under α-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of α-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with α/2- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function …
Improving Performance of Evolutionary Algorithms with Application to Fuzzy Control of Truck Backer-Upper System
2013
Published version of an article in the journal: Mathematical Problems in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2013/709027 Open access We propose a method to improve the performance of evolutionary algorithms (EA). The proposed approach defines operators which can modify the performance of EA, including Levy distribution function as a strategy parameters adaptation, calculating mean point for finding proper region of breeding offspring, and shifting strategy parameters to change the sequence of these parameters. Thereafter, a set of benchmark cost functions is utilized to compare the results of the proposed method with some other well-known algorithms.…
First-passage problem for nonlinear systems under Lévy white noise through path integral method
2016
In this paper, the first-passage problem for nonlinear systems driven by $$\alpha $$ -stable Levy white noises is considered. The path integral solution (PIS) is adopted for determining the reliability function and first-passage time probability density function of nonlinear oscillators. Specifically, based on the properties of $$\alpha $$ -stable random variables and processes, PIS is extended to deal with Levy white noises with any value of the stability index $$\alpha $$ . Application to linear and nonlinear systems considering different values of $$\alpha $$ is reported. Comparisons with pertinent Monte Carlo simulation data demonstrate the accuracy of the results.
Metastability and Relaxation in Quantum and Mesoscopic Systems
2013
The transient dynamics and the relaxation of three quantum and mesoscopic systems are investigated. In particular we analyze: (i) a long Josephson junction (LJJ) driven by a non-Gaussian Lévy noise current; (ii) a metastable quantum dissipative system driven by an external periodical driving; and (iii) the electron spin relaxation process in n-type GaAs crystals driven by a fluctuating electric field. Specifically, in the first system the LJJ phase evolution is described by the perturbed sine-Gordon equation. We find the noise enhanced stability and resonant activation phenomena, by investigating the mean escape time as a function of the bias current frequency, noise intensity and length of…
The bistable system: an archetypal model for complex systems
2011
Bistable systems often play the role of archetypal models to understand the dynamical behavior of complex systems. Examples range from microphysics to macrophysics, bìology, chemistry and also econophysics. Moreover the statistical mechanics is essential to study the physical properties of complex systems and to investigate stochastic systems in which the microscopic degrees of freedom behave collectively over large scales. We investigate the nonlinear relaxation in a bistable system in classical and quantum systems. (i) As a first classical system, the role of the multiplicative and additive noise in the mean life time of the metastable state of an asymmetric bistable system is investigate…