Barrier escape from a truncated quartic potential driven by correlated Lévy noises with opposite correlation

Ping Zhu, Caiyun Zhang and Jian Liu ()
Additional contact information
Ping Zhu: Beijing Technology and Business University
Caiyun Zhang: Beijing Technology and Business University
Jian Liu: Beijing Technology and Business University

The European Physical Journal B: Condensed Matter and Complex Systems, 2021, vol. 94, issue 7, 1-8

Abstract: Abstract Within the numerical simulation method applied to the Langevin equation, the escape problem of particle moving in the truncated quartic potential driven by two types of correlated Lévy noise, i.e., Ornstein–Uhlenbeck Lévy noise and harmonic velocity Lévy noise, is studied. The dependence of the escape rate on the noise intensity parameter, the Lévy index, the noise correlation, and the particle mass is discussed. Results reveal that the correlation, especially the strong correlation, makes the power-law exponent $$\alpha (\mu )$$ α ( μ ) and the inverse coefficient $$\text {lnc}(\mu )$$ lnc ( μ ) present significantly different dependences on the Lévy index $$\mu $$ μ . Especially, because of the distinctly opposite correlation properties of these two noises, the escape rate shows entirely opposite phenomena, i.e., the escape rate of the particles driven by the Ornstein–Uhlenbeck Lévy noise decreases with correlation increasing, whereas the escape rate of the particles driven by the harmonic velocity Lévy noise increases instead. Since the particle becomes heavy with m increasing, for the two types of correlated Lévy flight, the escape rates both decrease monotonically with particle mass increasing.

Date: 2021
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1140/epjb/s10051-021-00166-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:eurphb:v:94:y:2021:i:7:d:10.1140_epjb_s10051-021-00166-z

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/10051

DOI: 10.1140/epjb/s10051-021-00166-z

Access Statistics for this article

The European Physical Journal B: Condensed Matter and Complex Systems is currently edited by P. Hänggi and Angel Rubio

More articles in The European Physical Journal B: Condensed Matter and Complex Systems from Springer, EDP Sciences
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().