Statistics of residence time for Lévy flights in unstable parabolic potentials

Bernardo Spagnolo, Claudio Guarcello, Davide Valenti, Anna Kharcheva, Bartłomiej Dybiec, Claudio Guarcello, Anna Kharcheva, Bernardo Spagnolo, Alexander A. Dubkov, Davide Valenti

Risultato della ricerca: Articlepeer review

Abstract

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Lingua originaleEnglish
Numero di pagine8
RivistaPHYSICAL REVIEW. E
Volume102
Stato di pubblicazionePublished - 2020

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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