Stochastic kinetics under combined action of two noise sources

Przemysław Pogorzelec and Bartłomiej Dybiec
Phys. Rev. E 107, 044124 – Published 25 April 2023

Abstract

We are exploring two archetypal noise-induced escape scenarios: Escape from a finite interval and from the positive half-line under the action of the mixture of Lévy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher-order processes. In the case of escape from finite intervals, the mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of the (pure) Lévy noise. There is a transient region, the width of which increases with stability index α, when the exponent decreases from the one for Lévy noise to the one corresponding to the Gaussian white noise driving.

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  • Received 1 August 2022
  • Accepted 5 April 2023

DOI:https://doi.org/10.1103/PhysRevE.107.044124

©2023 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

Przemysław Pogorzelec*

  • Doctoral School of Exact and Natural Sciences, Faculty of Physics, Astronomy and Applied Computer Science, Jagiellonian University, Łojasiewicza 11, 30-348 Kraków, Poland

Bartłomiej Dybiec

  • Institute of Theoretical Physics, and Mark Kac Center for Complex Systems Research, Faculty of Physics, Astronomy and Applied Computer Science, Jagiellonian University, Łojasiewicza 11, 30-348 Kraków, Poland

  • *przemyslaw.pogorzelec@doctoral.uj.edu.pl
  • bartlomiej.dybiec@uj.edu.pl

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Issue

Vol. 107, Iss. 4 — April 2023

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