اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدLangevin Approach to Levy Flights in Fixed Potentials: Exact Results for Stationary Probability Distributions
100
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density function of Levy flights in different smooth potential profiles. We find confinement of the particle in the superdiffusion motion with a bimodal stationary distribution for all the anharmonic symmetric monostable potentials investigated. The stationary probability density functions show power-law tails, which ensure finiteness of the variance. By reviewing recent results on these statistical characteristics, the peculiarities of Levy flights in comparison with ordinary Brownian motion are discussed.
قيم البحث
اقرأ أيضاً
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $alpha$-stable Levy type noises, which provid
e natural extension to the Gaussian noise having however a new property mainly a possibility of being asymmetric. Stationary probability densities are examined for a particle moving in parabolic, quartic and in generic double well potential models subjected to the action of $alpha$-stable noises. Relevant solutions are constructed by methods of stochastic dynamics. In situations where analytical results are known they are compared with numerical results. Furthermore, the problem of estimation of the parameters of stationary densities is investigated.
Among Markovian processes, the hallmark of Levy flights is superdiffusion, or faster-than-Brownian dynamics. Here we show that Levy laws, as well as Gaussians, can also be the limit distributions of processes with long range memory that exhibit very
slow diffusion, logarithmic in time. These processes are path-dependent and anomalous motion emerges from frequent relocations to already visited sites. We show how the Central Limit Theorem is modified in this context, keeping the usual distinction between analytic and non-analytic characteristic functions. A fluctuation-dissipation relation is also derived. Our results may have important applications in the study of animal and human displacements.
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian noise and arbi
trary parameters of potential profiles. We find: (i) an exponentially rapid narrowing of the spectrum with increasing height of the potential barrier, for fixed bistable potential; (ii) a nonlinear phenomenon, which manifests in the narrowing of the spectrum with increasing mean rate of flippings, and (iii) a nonmonotonic behaviour of the spectrum at zero frequency, as a function of the mean rate of switchings, for randomly switching potential. The last feature is a new characterization of resonant activation phenomenon.
Let L(t) be a Levy flights process with a stability index alphain(0,2), and U be an external multi-well potential. A jump-diffusion Z satisfying a stochastic differential equation dZ(t)=-U(Z(t-))dt+sigma(t)dL(t) describes an evolution of a Levy parti
cle of an `instant temperature sigma(t) in an external force field. The temperature is supposed to decrease polynomially fast, i.e. sigma(t)approx t^{-theta} for some theta>0. We discover two different cooling regimes. If theta<1/alpha (slow cooling), the jump diffusion Z(t) has a non-trivial limiting distribution as tto infty, which is concentrated at the potentials local minima. If theta>1/alpha (fast cooling) the Levy particle gets trapped in one of the potential wells.
Levy flights are known to be optimal search strategies in the particular case of revisitable targets. In the relevant situation of non revisitable targets, we propose an alternative model of bidimensional search processes, which explicitly relies on
the widely observed intermittent behavior of foraging animals. We show analytically that intermittent strategies can minimize the search time, and therefore do constitute real optimal strategies. We study two representative modes of target detection, and determine which features of the search time are robust and do not depend on the specific characteristics of detection mechanisms. In particular, both modes lead to a global minimum of the search time as a function of the typical times spent in each state, for the same optimal duration of the ballistic phase. This last quantity could be a universal feature of bidimensional intermittent search strategies.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
