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

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

Fisica e Chimica - Emilio Segrè

Risultato della ricerca: Article › peer 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 originale	English
Numero di pagine	8
Rivista	PHYSICAL REVIEW. E
Volume	102
Stato di pubblicazione	Published - 2020

All Science Journal Classification (ASJC) codes

Statistical and Nonlinear Physics
Statistics and Probability
Condensed Matter Physics

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title = "Statistics of residence time for L{\'e}vy flights in unstable parabolic potentials",

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 L{\'e}vy 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.",

author = "Bernardo Spagnolo and Claudio Guarcello and Davide Valenti and Anna Kharcheva and Bart{\l}omiej Dybiec and Claudio Guarcello and Anna Kharcheva and Bernardo Spagnolo and Dubkov, {Alexander A.} and Davide Valenti",

year = "2020",

language = "English",

volume = "102",

journal = "PHYSICAL REVIEW. E",

issn = "2470-0045",

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TY - JOUR

T1 - Statistics of residence time for Lévy flights in unstable parabolic potentials

AU - Spagnolo, Bernardo

AU - Guarcello, Claudio

AU - Valenti, Davide

AU - Kharcheva, Anna

AU - Dybiec, Bartłomiej

AU - Guarcello, Claudio

AU - Kharcheva, Anna

AU - Spagnolo, Bernardo

AU - Dubkov, Alexander A.

AU - Valenti, Davide

PY - 2020

Y1 - 2020

N2 - 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.

AB - 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.

UR - http://hdl.handle.net/10447/474923

M3 - Article

VL - 102

JO - PHYSICAL REVIEW. E

JF - PHYSICAL REVIEW. E

SN - 2470-0045

ER -