The problem of analytical calculation ofbarrier crossing characteristics for L´evyflights

Bernardo Spagnolo; null Dubkov; Angelo La Cognata

The problem of analytical calculation ofbarrier crossing characteristics for L´evyflights

Bernardo Spagnolo, Dubkov, Angelo La Cognata

Fisica e Chimica - Emilio Segrè

Risultato della ricerca: Article › peer review

26 Citazioni (Scopus)

Abstract

By using the backward fractional Fokker–Planck equation weinvestigate the barrier crossing event in the presence of L´evy noise. Afterbriefly reviewing recent results obtained with different approaches on the timecharacteristics of the barrier crossing, we derive a general differential equationuseful to calculate the nonlinear relaxation time. We obtain analytically thenonlinear relaxation time for free L´evy flights and a closed expression inquadrature of the same characteristics for the cubic potential.

Lingua originale	English
Numero di pagine	0
Rivista	Journal of Statistical Mechanics: Theory and Experiment
Volume	2009-01-05
Stato di pubblicazione	Published - 2009

All Science Journal Classification (ASJC) codes

Statistical and Nonlinear Physics
Statistics and Probability
Statistics, Probability and Uncertainty

Accesso al documento

OA Link

Fingerprint Entra nei temi di ricerca di 'The problem of analytical calculation ofbarrier crossing characteristics for L´evyflights'. Insieme formano una fingerprint unica.

Cita questo

@article{1af67f9953654d95b029c11da50e057b,

title = "The problem of analytical calculation ofbarrier crossing characteristics for L´evyflights",

abstract = "By using the backward fractional Fokker–Planck equation weinvestigate the barrier crossing event in the presence of L´evy noise. Afterbriefly reviewing recent results obtained with different approaches on the timecharacteristics of the barrier crossing, we derive a general differential equationuseful to calculate the nonlinear relaxation time. We obtain analytically thenonlinear relaxation time for free L´evy flights and a closed expression inquadrature of the same characteristics for the cubic potential.",

keywords = "exact results, stochastic particle dynamics (theory), exact results, stochastic particle dynamics (theory)",

author = "Bernardo Spagnolo and Dubkov and {La Cognata}, Angelo",

year = "2009",

language = "English",

volume = "2009-01-05",

journal = "Journal of Statistical Mechanics: Theory and Experiment",

issn = "1742-5468",

publisher = "IOP Publishing Ltd.",

}

TY - JOUR

T1 - The problem of analytical calculation ofbarrier crossing characteristics for L´evyflights

AU - Spagnolo, Bernardo

AU - Dubkov, null

AU - La Cognata, Angelo

PY - 2009

Y1 - 2009

N2 - By using the backward fractional Fokker–Planck equation weinvestigate the barrier crossing event in the presence of L´evy noise. Afterbriefly reviewing recent results obtained with different approaches on the timecharacteristics of the barrier crossing, we derive a general differential equationuseful to calculate the nonlinear relaxation time. We obtain analytically thenonlinear relaxation time for free L´evy flights and a closed expression inquadrature of the same characteristics for the cubic potential.

AB - By using the backward fractional Fokker–Planck equation weinvestigate the barrier crossing event in the presence of L´evy noise. Afterbriefly reviewing recent results obtained with different approaches on the timecharacteristics of the barrier crossing, we derive a general differential equationuseful to calculate the nonlinear relaxation time. We obtain analytically thenonlinear relaxation time for free L´evy flights and a closed expression inquadrature of the same characteristics for the cubic potential.

KW - exact results

KW - stochastic particle dynamics (theory)

KW - exact results

KW - stochastic particle dynamics (theory)

UR - http://hdl.handle.net/10447/40919

M3 - Article

VL - 2009-01-05

JO - Journal of Statistical Mechanics: Theory and Experiment

JF - Journal of Statistical Mechanics: Theory and Experiment

SN - 1742-5468

ER -