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

Aleksei V. Chechkin, Oleksii Yu. Sliusarenko, Ralf Metzler, and Joseph Klafter
Phys. Rev. E 75, 041101 – Published 2 April 2007

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, TescC(α)Dμ(α), where C(α) is a coefficient. It is shown that the exponent μ(α) remains approximately constant, μ1 for 0<α<2; at α=2 the power-law form of Tesc changes into the known exponential dependence on 1D; 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.

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  • Received 24 December 2006

DOI:https://doi.org/10.1103/PhysRevE.75.041101

©2007 American Physical Society

Authors & Affiliations

Aleksei V. Chechkin1, Oleksii Yu. Sliusarenko1, Ralf Metzler2,3, and Joseph Klafter4

  • 1Institute for Theoretical Physics NSC KIPT, Akademicheskaya st. 1, 61108 Kharkov, Ukraine
  • 2Department of Physics, University of Ottawa, 150 Louis Pasteur, Ottawa, Ontario, Canada K1N 6N5
  • 3NORDITA-Nordic Institute for Theoretical Physics, Blegdamsvej 17, 2100 Copenhagen Ø, Denmark
  • 4School of Chemistry, Tel Aviv University, Ramat Aviv, Tel Aviv 69978, Israel

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Issue

Vol. 75, Iss. 4 — April 2007

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