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.
|Numero di pagine||0|
|Rivista||Journal of Statistical Mechanics: Theory and Experiment|
|Stato di pubblicazione||Published - 2009|
All Science Journal Classification (ASJC) codes
- Statistical and Nonlinear Physics
- Statistics and Probability
- Statistics, Probability and Uncertainty