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Journal article · January 2020

Statistics of Residence Time for Lévy Flights in Unstable Parabolic Potentials

Alexander A. Dubkov, Bartłomiej Dybiec, Bernardo Spagnolo, Anna Kharcheva, Claudio Guarcello and Davide Valenti

Physical Review E 102 (2020) · doi:10.1103/PhysRevE.102.042142

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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. o̧pyright 2020 American Physical Society.

Cite

@article{dubkov2020,
 arxiv = {not in arxiv},
 author = {Dubkov, Alexander A. and Dybiec, Bartłomiej and Spagnolo, Bernardo and Kharcheva, Anna and Guarcello, Claudio and Valenti, Davide},
 doi = {10.1103/PhysRevE.102.042142},
 issn = {24700045},
 journal = {Physical Review E},
 keywords = {Analytical results,Average residence time},
 number = {4},
 title = {Statistics of Residence Time for Lévy Flights in Unstable Parabolic Potentials},
 volume = {102},
 year = {2020}
}