Barrier crossing of a Levy flight

被引:70
作者
Chechkin, AV
Gonchar, VY
Klafter, J
Metzler, R
机构
[1] KIPT, NSC, Inst Theoret Phys, UA-61108 Kharkov, Ukraine
[2] Tel Aviv Univ, Sch Chem, IL-69978 Tel Aviv, Israel
[3] NORDITA, Nord Inst Theoret Phys, DK-2100 Copenhagen, Denmark
来源
EUROPHYSICS LETTERS | 2005年 / 72卷 / 03期
关键词
D O I
10.1209/epl/i2005-10265-1
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider the barrier crossing in a bistable potential for a random-walk process that is driven by Levy noise of stable index alpha. It is shown that the survival probability decays exponentially, but with a power law dependence T(c)(alpha, D) = C(alpha) D(-mu(alpha)) of the mean escape time on the noise intensity D. Here C is a constant, and the exponent mu varies slowly over a large range of the stable index alpha epsilon [1, 2). Forthe Cauchy case, we explicitly calculate the escape rate.
引用
收藏
页码:348 / 354
页数:7
相关论文
共 22 条
[1]   ANOMALOUS DIFFUSION IN DISORDERED MEDIA - STATISTICAL MECHANISMS, MODELS AND PHYSICAL APPLICATIONS [J].
BOUCHAUD, JP ;
GEORGES, A .
PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS, 1990, 195 (4-5) :127-293
[2]   Levy flights in external force fields: from models to equations [J].
Brockmann, D ;
Sokolov, IM .
CHEMICAL PHYSICS, 2002, 284 (1-2) :409-421
[3]   A model for persistent Levy motion [J].
Chechkin, AV ;
Gonchar, VY .
PHYSICA A, 2000, 277 (3-4) :312-326
[4]   Levy flights in a steep potential well [J].
Chechkin, AV ;
Gonchar, VY ;
Klafter, J ;
Metzler, R ;
Tanatarov, LV .
JOURNAL OF STATISTICAL PHYSICS, 2004, 115 (5-6) :1505-1535
[5]   First passage and arrival time densities for Levy flights and the failure of the method of images [J].
Chechkin, AV ;
Metzler, R ;
Gonchar, VY ;
Klafter, J ;
Tanatarov, LV .
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 2003, 36 (41) :L537-L544
[6]   Fractional kinetics for relaxation and superdiffusion in a magnetic field [J].
Chechkin, AV ;
Gonchar, VY ;
Szydlowski, M .
PHYSICS OF PLASMAS, 2002, 9 (01) :78-88
[7]   Anomalous jumping in a double-well potential [J].
Ditlevsen, PD .
PHYSICAL REVIEW E, 1999, 60 (01) :172-179
[8]   Observation of α-stable noise induced millennial climate changes from an ice-core record [J].
Ditlevsen, PD .
GEOPHYSICAL RESEARCH LETTERS, 1999, 26 (10) :1441-1444
[9]   Malmberg-Penning and Minimum-B trap compatibility: the advantages of higher-order multipole traps [J].
Fajans, J ;
Schmidt, A .
NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT, 2004, 521 (2-3) :318-325
[10]   LEVY FLIGHTS IN RANDOM-ENVIRONMENTS [J].
FOGEDBY, HC .
PHYSICAL REVIEW LETTERS, 1994, 73 (19) :2517-2520