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, Lévy 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 Lévy noise-driven escape from an almost rectangular, arctangent potential well restricted by two absorbing boundaries, mostly under the action of the Cauchy noise. We unveil analogies of the observed transient dynamics to the general properties of stationary states of Lévy 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 arctangent potential. Finally, we explore in detail the behavior of the probability densities of the first-escape time and the last-hitting point.
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December 2020
Research Article|
December 01 2020
Lévy noise-driven escape from arctangent potential wells Available to Purchase
Karol Capała
;
Karol Capała
a)
1
Institute of Theoretical Physics and Mark Kac Center for Complex Systems Research, Jagiellonian University
, ul. St. Łojasiewicza 11, 30–348 Kraków, Poland
a)Author to whom correspondence should be addressed: [email protected]
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Amin Padash
;
Amin Padash
2
Department of Physics, Shahid Beheshti University
, 19839-69411 Tehran, Iran
3
Institute for Physics and Astronomy, University of Potsdam
, 14476 Potsdam-Golm, Germany
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Aleksei V. Chechkin;
Aleksei V. Chechkin
3
Institute for Physics and Astronomy, University of Potsdam
, 14476 Potsdam-Golm, Germany
4
Akhiezer Institute for Theoretical Physics
, 61108 Kharkov, Ukraine
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Babak Shokri
;
Babak Shokri
2
Department of Physics, Shahid Beheshti University
, 19839-69411 Tehran, Iran
5
Laser and Plasma Research Institute, Shahid Beheshti University
, 19839-69411 Tehran, Iran
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Ralf Metzler
;
Ralf Metzler
3
Institute for Physics and Astronomy, University of Potsdam
, 14476 Potsdam-Golm, Germany
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Bartłomiej Dybiec
Bartłomiej Dybiec
b)
1
Institute of Theoretical Physics and Mark Kac Center for Complex Systems Research, Jagiellonian University
, ul. St. Łojasiewicza 11, 30–348 Kraków, Poland
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Karol Capała
1,a)
Amin Padash
2,3
Aleksei V. Chechkin
3,4
Babak Shokri
2,5
Ralf Metzler
3
Bartłomiej Dybiec
1,b)
1
Institute of Theoretical Physics and Mark Kac Center for Complex Systems Research, Jagiellonian University
, ul. St. Łojasiewicza 11, 30–348 Kraków, Poland
2
Department of Physics, Shahid Beheshti University
, 19839-69411 Tehran, Iran
3
Institute for Physics and Astronomy, University of Potsdam
, 14476 Potsdam-Golm, Germany
4
Akhiezer Institute for Theoretical Physics
, 61108 Kharkov, Ukraine
5
Laser and Plasma Research Institute, Shahid Beheshti University
, 19839-69411 Tehran, Iran
a)Author to whom correspondence should be addressed: [email protected]
b)
Electronic mail: [email protected]
Chaos 30, 123103 (2020)
Article history
Received:
July 14 2020
Accepted:
November 04 2020
Citation
Karol Capała, Amin Padash, Aleksei V. Chechkin, Babak Shokri, Ralf Metzler, Bartłomiej Dybiec; Lévy noise-driven escape from arctangent potential wells. Chaos 1 December 2020; 30 (12): 123103. https://doi.org/10.1063/5.0021795
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