arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1210.4471cond-mat.stat-mech
收藏

Lévy噪声驱动的双稳态系统的Stationary States

Stationary States in Bistable System Driven by Lévy Noise

O. Yu. Sliusarenko, D. A. Surkov, V. Yu. Gonchar, A. V. Chechkin

摘要:

研究了重尾对称Lévy白噪声驱动下的双稳态系统的概率密度函数的性质。对于Lévy指数α= 1(柯西噪声)的特殊情况,可以解析地找到平稳PDF的形状。对于任意的Lévy指数,我们采用基于随机Langevin方程和空间分数阶动力学方程的解的数值方法。与高斯噪声驱动的双稳态系统相比,在Lévy情形下,稳态概率密度函数的极大值位置与双稳态势的极小值位置并不一致。我们提供了一个详细的研究的最大值和最小值之间的距离作为潜在的深度和Lévy噪声参数的函数。

英文摘要:

We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric Lévy noise. The shape of the stationary PDF is found analytically for the particular case of the Lévy index α= 1 (Cauchy noise). For an arbitrary Lévy index we employ numerical methods based on the solution of the stochastic Langevin equation and space fractional kinetic equation. In contrast with the bistable system driven by Gaussian noise, in the Lévy case the positions of maxima of the stationary PDF do not coincide with the positions of minima of the bistable potential. We provide a detailed study of the distance between the maxima and the minima as a function of the potential's depth and Lévy noise parameters.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑