About: L/'evy noise-driven escape from arctan potential wells

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An Entity of Type : schema:ScholarlyArticle, within Data Space : covidontheweb.inria.fr associated with source document(s)

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type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
title	L/'evy noise-driven escape from arctan potential wells
Creator	Capała, Karol Chechkin, Aleksei Dybiec, Bartłomiej Metzler, Ralf Padash, Amin »more»
source	ArXiv
abstract	The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently, L{/'e}vy noise is a well-established approach to model systems characterized by statistical outliers and diverging higher-order moments, ranging from gene expression control to the movement patterns of animals and humans. Here, we study the problem of L/'evy noise-driven escape from an almost rectangular, arctan potential well restricted by two absorbing boundaries. We unveil analogies of the observed transient dynamics to the general properties of stationary states of L{/'e}vy processes in single-well potentials. The first escape dynamics is shown to exhibit exponential tails. We examine the dependence of the escape on the shape parameters, steepness and height, of the arctan potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.
has issue date	2020-07-11(xsd:dateTime)
has license	arxiv
sha1sum (hex)	ef69b15eb09453f826f62d7c05751e9cda0ceb38
resource representing a document's title	L/'evy noise-driven escape from arctan potential wells
resource representing a document's body	covid:ef69b15eb09453f826f62d7c05751e9cda0ceb38#body_text
is schema:about of	named entity 'Lévy processes' named entity 'explore' named entity 'statistical' named entity 'representing' named entity 'CHARACTERIZED' »more»

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