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

Aleksei V. Chechkin*, Oleksii Yu Sliusarenko, Ralf Metzler, Joseph Klafter

*Corresponding author for this work

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81 Scopus citations

Abstract

We study the barrier crossing of a particle driven by white symmetric Lévy noise of index α 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, Tesc â‰C (α) â• DÎ (α), where C (α) is a coefficient. It is shown that the exponent Î (α) remains approximately constant, Îâ‰1 for 0<α<2; at α=2 the power-law form of Tesc changes into the known exponential dependence on 1â•D; it exhibits a divergencelike behavior as α approaches 2. In this regime we observe a monotonous increase of the escape time Tesc with increasing α (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 Lévy steps. For high noise intensities, the escape time curves collapse for all values of α. At intermediate noise intensities, the escape time exhibits nonmonotonic dependence on the index α, while still retaining the exponential form of the escape time density.

Original languageEnglish
Article number041101
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume75
Issue number4
DOIs
StatePublished - 2 Apr 2007

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