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由α稳定白噪声驱动的逃逸。

Escape driven by alpha-stable white noises.

作者信息

Dybiec B, Gudowska-Nowak E, Hänggi P

机构信息

M. Smoluchowski Institute of Physics, and Mark Kac Center for Complex Systems Research, Jagellonian University, ul. Reymonta 4, 30-059 Kraków, Poland.

出版信息

Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Feb;75(2 Pt 1):021109. doi: 10.1103/PhysRevE.75.021109. Epub 2007 Feb 12.

Abstract

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by white Lévy noise in a dynamical regime where inertial effects can safely be neglected. The behavior of escaping trajectories from one well to another is investigated by pointing to the special character that underpins the noise-induced discontinuity which is caused by the generalized Brownian paths that jump beyond the barrier location without actually hitting it. This fact implies that the boundary conditions for the mean first passage time (MFPT) are no longer determined by the well-known local boundary conditions that characterize the case with normal diffusion. By numerically implementing properly the set up boundary conditions, we investigate the survival probability and the average escape time as a function of the corresponding Lévy white noise parameters. Depending on the value of the skewness beta of the Lévy noise, the escape can either become enhanced or suppressed: a negative asymmetry parameter beta typically yields a decrease for the escape rate while the rate itself depicts a non-monotonic behavior as a function of the stability index alpha that characterizes the jump length distribution of Lévy noise, exhibiting a marked discontinuity at alpha=1. We find that the typical factor of 2 that characterizes for normal diffusion the ratio between the MFPT for well-bottom-to-well-bottom and well-bottom-to-barrier-top no longer holds true. For sufficiently high barriers the survival probabilities assume an exponential behavior versus time. Distinct non-exponential deviations occur, however, for low barrier heights.

摘要

我们探讨了在对称双阱势中出现的逃逸动力学的原型问题,此时布朗粒子由白色 Lévy 噪声驱动,处于惯性效应可安全忽略的动力学 regime 中。通过指出支撑噪声诱导不连续性的特殊特征,研究了从一个阱到另一个阱的逃逸轨迹行为,这种不连续性是由广义布朗路径引起的,这些路径跳跃超过势垒位置但实际上并未撞击它。这一事实意味着平均首次通过时间(MFPT)的边界条件不再由表征正常扩散情况的著名局部边界条件确定。通过正确地数值实现设定的边界条件,我们研究了生存概率和平均逃逸时间作为相应 Lévy 白噪声参数的函数。根据 Lévy 噪声的偏度β值,逃逸可能增强或受到抑制:负不对称参数β通常会导致逃逸率降低,而逃逸率本身作为表征 Lévy 噪声跳跃长度分布的稳定性指数α的函数呈现非单调行为,在α = 1 处表现出明显的不连续性。我们发现,对于正常扩散,表征阱底到阱底与阱底到势垒顶的 MFPT 之比的典型因子 2 不再成立。对于足够高的势垒,生存概率随时间呈现指数行为。然而,对于低势垒高度,会出现明显的非指数偏差。

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