The problem of analytical calculation of barrier crossing characteristics for Levy flights
A. A. Dubkov, A. La Cognata, B. Spagnolo
备注:
12 pages, 2 figures, presented at 5th International Conference on Unsolved Problems on Noise, Lyon, France, 2008, to appear in J. Stat. Mech.: Theory and Experiment
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.
我们考虑A + A -->空集反应,其中粒子的输运由猝灭随机势中的Levy飞行给出。在文献中常见的无序模型下,随机势只能增加反应速率。然而,对于服从细致平衡的无序模型,反应速率最初增加,然后作为无序强度的函数减小。第二种模型得到的物理行为与反应性湍流一致,表明Levy飞行统计可以模拟湍流流体输运的各个方面。
The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by Lévy noise from a bounded domain, restricted by two absorbing boundaries.Presence of two absorbing boundaries assures that the escape process can be characterized by the finite mean first passage time. The detailed analysis of escape kinetics shows that properties of the mean first passage time for the integrated Ornstein--Uhlenbeck process driven by Lévy noise are closely related to properti…
The spectral theory of random walks on networks of arbitrary topology can be readily extended to study random walks and Lévy flights subject to resetting on these structures. When a discrete-time process is stochastically brought back from time to time to its starting node, the mean search time needed to reach another node of the network may be significantly decreased. In other cases, however, resetting is detrimental to search. Using the eigenvalues and eigenvectors of the transition matrix defining the process without resetting, we derive a general criterion for finite networks that establis…
We study Markovian continuous-time random walk models for Lévy flights and we show an example in which the convergence to stable densities is not guaranteed when jumps follow a bi-modal power-law distribution that is equal to zero in zero. The significance of this result is two-fold: i) with regard to the probabilistic derivation of the fractional diffusion equation and also ii) with regard to the concept of site fidelity in the framework of Lévy-like motion for wild animals.
We investigate the first-passage dynamics of symmetric and asymmetric Lévy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage time probability density function for different values of the index of stability and the skewness parameter. A comparison with results using the Langevin approach to Lévy flights is presented. For the semi-infinite domain, in certain special cases analytic results are derived explicitly, and in bounded intervals a general analytical expression for the mean fir…
For both Levy flight and Levy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Levy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it ("leapovers"), these two definitions lead to significantly different results. We study the first-pas…
How to simulate Lévy flights in a steep potential: An explicit splitting numerical scheme
Friedrich Schiller University Jena(耶拿弗里德里希·席勒大学);Institute of Geophysics, National Academy of Sciences of Ukraine(乌克兰国家科学院地球物理研究所);Igor Sikorsky Kyiv Polytechnic Institute(伊戈尔·西科尔斯基基辅理工学院);Max Planck Institute of Microstructure Physics(马克斯·普朗克微观结构物理研究所);Wroclaw University of Science and Technology(弗罗茨瓦夫科技大学);Akhiezer Institute for Theoretical Physics, National Science Center “Kharkiv Institute of Physics and Technology”(阿赫谢泽理论物理研究所,国家科学中心“哈尔科夫物理与技术研究所”)
The search for hidden targets is a fundamental problem in many areas of science, engineering, and other fields. Studies of search processes often adopt a probabilistic framework, in which a searcher randomly explores a spatial domain for a randomly located target. There has been significant interest and controversy regarding optimal search strategies, especially for superdiffusive processes. The optimal search strategy is typically defined as the strategy that minimizes the time it takes a given single searcher to find a target, which is called a first hitting time (FHT). However, many systems…