Bifurcation, bimodality, and finite variance in confined Levy flights

被引:131
作者
Chechkin, AV
Klafter, J
Gonchar, VY
Metzler, R
Tanatarov, LV
机构
[1] Inst Theoret Phys NSC KIPT, UA-61108 Kharkov, Ukraine
[2] Tel Aviv Univ, Sch Chem, IL-69978 Tel Aviv, Israel
[3] NORDITA, DK-2100 Copenhagen O, Denmark
[4] MIT, Dept Phys, Cambridge, MA 02139 USA
来源
PHYSICAL REVIEW E | 2003年 / 67卷 / 01期
关键词
FOKKER-PLANCK EQUATIONS; ANOMALOUS DIFFUSION; RANDOM-WALKS; TRANSPORT; DYNAMICS;
D O I
10.1103/PhysRevE.67.010102
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We investigate the statistical behavior of Levy flights confined in a symmetric, quartic potential well U(x)proportional tox(4). At stationarity, the probability density function features a distinct bimodal shape and decays with power-law tails which are steep enough to give rise to a finite variance, in contrast to free Levy flights. From a delta-initial condition, a bifurcation of the unimodal state is observed at t(c)>0. The nonlinear oscillator with potential U(x)=ax(2)/2+bx(4)/4, a,b>0, shows a crossover from unimodal to bimodal behavior at stationarity, depending on the ratio a/b.
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