We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.

Dubkov A.A., Dybiec B., Spagnolo B., Kharcheva A., Guarcello C., & Valenti D. (2020). Statistics of residence time for Lévy flights in unstable parabolic potentials. PHYSICAL REVIEW. E, 102(4) [10.1103/PhysRevE.102.042142].

Statistics of residence time for Lévy flights in unstable parabolic potentials

Spagnolo B.
;
Kharcheva A.;Guarcello C.;Valenti D.
2020

Abstract

We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Settore FIS/02 - Fisica Teorica, Modelli E Metodi Matematici
Dubkov A.A., Dybiec B., Spagnolo B., Kharcheva A., Guarcello C., & Valenti D. (2020). Statistics of residence time for Lévy flights in unstable parabolic potentials. PHYSICAL REVIEW. E, 102(4) [10.1103/PhysRevE.102.042142].
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10447/474923
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