Escape by jumps and diffusion by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si155.svg" display="inline" id="d1e297"><mml:mi>α</mml:mi></mml:math>-stable noise across the barrier in a double well potential

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying α -stable noise from the α = 2 Gaussian noise limit to the α < 2 jump processes, we find a continuous transition of the mean escape time from the usual dependence on the height of the barrier for Gaussian noise to a dependence solely on the width of the barrier for α -stable noise. We consider the exit problem of a process driven by α -stable noise in a double well potential. We study individually the influences of the width and the height of the potential barrier in the escape time, and we show through scalings that the asymptotic laws are described by a universal curve independent of both parameters. When the dependence in the stability parameter is considered, we see that there are two different diffusive regimes in which diffusion is described either by Kramer’s time or by the corresponding asymptotic law for α -stable noise. We determine the regions of the noise parameter space in which each regime prevails and exploit this result to construct an anomalous example in which a double well potential exhibit a different diffusion regime in each well for a wide range of parameters.

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Publication Details

Journal
Physica D Nonlinear Phenomena
Published
2025-05-16
DOI
https://doi.org/10.1016/j.physd.2025.134709
Citations
1
Primary Topic
stochastic dynamics and bifurcation
Type
article
Field-Weighted Citation Impact
1.32

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article

Escape by jumps and diffusion by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si155.svg" display="inline" id="d1e297"><mml:mi>α</mml:mi></mml:math>-stable noise across the barrier in a double well potential

Ignacio del Amo, Peter Ditlevsen
1 citations
Physica D Nonlinear Phenomena
stochastic dynamics and bifurcation
1.32
article

Escape by jumps and diffusion by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si155.svg" display="inline" id="d1e297"><mml:mi>α</mml:mi></mml:math>-stable noise across the barrier in a double well potential

Ignacio del Amo, Peter Ditlevsen
article en
1 citations

Abstract

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying α -stable noise from the α = 2 Gaussian noise limit to the α < 2 jump processes, we find a continuous transition of the mean escape time from the usual dependence on the height of the barrier for Gaussian noise to a dependence solely on the width of the barrier for α -stable noise. We consider the exit problem of a process driven by α -stable noise in a double well potential. We study individually the influences of the width and the height of the potential barrier in the escape time, and we show through scalings that the asymptotic laws are described by a universal curve independent of both parameters. When the dependence in the stability parameter is considered, we see that there are two different diffusive regimes in which diffusion is described either by Kramer’s time or by the corresponding asymptotic law for α -stable noise. We determine the regions of the noise parameter space in which each regime prevails and exploit this result to construct an anomalous example in which a double well potential exhibit a different diffusion regime in each well for a wide range of parameters.

Physica D Nonlinear PhenomenaVol. 479
University of Exeter (GB), Niels Brock (DK)
European Commission, Horizon 2020 Framework Programme, H2020 Marie Skłodowska-Curie Actions, HORIZON EUROPE Marie Sklodowska-Curie Actions
Openalex Percentile: Top 20%
stochastic dynamics and bifurcation
1.32
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