Barrier crossing driven by Levy noise: Universality and the role of noise intensity

被引:84
作者
Chechkin, Aleksei V.
Sliusarenko, Oleksii Yu.
Metzler, Ralf
Klafter, Joseph
机构
[1] KIPT, NSC, Inst Theoret Phys, UA-61108 Kharkov, Ukraine
[2] Univ Ottawa, Dept Phys, Ottawa, ON K1N 6N5, Canada
[3] NORDITA, Nord Inst Theoret Phys, DK-2100 Copenhagen, Denmark
[4] Tel Aviv Univ, Sch Chem, IL-69978 Tel Aviv, Israel
来源
PHYSICAL REVIEW E | 2007年 / 75卷 / 04期
关键词
D O I
10.1103/PhysRevE.75.041101
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 study the barrier crossing of a particle driven by white symmetric Levy noise of index alpha and intensity D for three different generic types of potentials: (a) a bistable potential, (b) a metastable potential, and (c) a truncated harmonic potential. For the low noise intensity regime we recover the previously proposed algebraic dependence on D of the characteristic escape time, T-esc similar or equal to C(alpha)/D-mu(alpha), where C(alpha) is a coefficient. It is shown that the exponent mu(alpha) remains approximately constant, mu approximate to 1 for 0 <alpha < 2; at alpha=2 the power-law form of T-esc changes into the known exponential dependence on 1/D; it exhibits a divergencelike behavior as alpha approaches 2. In this regime we observe a monotonous increase of the escape time T-esc with increasing alpha (keeping the noise intensity D constant). The probability density of the escape time decays exponentially. In addition, for low noise intensities the escape times correspond to barrier crossing by multiple Levy steps. For high noise intensities, the escape time curves collapse for all values of alpha. At intermediate noise intensities, the escape time exhibits nonmonotonic dependence on the index alpha, while still retaining the exponential form of the escape time density.
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页数:11
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