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Non-spectral relaxation in one dimensional Ornstein-Uhlenbeck processes

  • The relaxation of a dissipative system to its equilibrium state often shows a multiexponential pattern with relaxation rates, which are typically considered to be independent of the initial condition. The rates follow from the spectrum of a Hermitian operator obtained by a similarity transformation of the initial Fokker-Planck operator. However, some initial conditions are mapped by this similarity transformation to functions which growat infinity. These cannot be expanded in terms of the eigenfunctions of a Hermitian operator, and show different relaxation patterns. Considering the exactly solvable examples of Gaussian and generalized Levy Ornstein-Uhlenbeck processes (OUPs) we show that the relaxation rates belong to the Hermitian spectrum only if the initial condition belongs to the domain of attraction of the stable distribution defining the noise. While for an ordinary OUP initial conditions leading to nonspectral relaxation can be considered exotic, for generalized OUPs driven by Levy noise, such initial conditions are the rule.The relaxation of a dissipative system to its equilibrium state often shows a multiexponential pattern with relaxation rates, which are typically considered to be independent of the initial condition. The rates follow from the spectrum of a Hermitian operator obtained by a similarity transformation of the initial Fokker-Planck operator. However, some initial conditions are mapped by this similarity transformation to functions which growat infinity. These cannot be expanded in terms of the eigenfunctions of a Hermitian operator, and show different relaxation patterns. Considering the exactly solvable examples of Gaussian and generalized Levy Ornstein-Uhlenbeck processes (OUPs) we show that the relaxation rates belong to the Hermitian spectrum only if the initial condition belongs to the domain of attraction of the stable distribution defining the noise. While for an ordinary OUP initial conditions leading to nonspectral relaxation can be considered exotic, for generalized OUPs driven by Levy noise, such initial conditions are the rule. DOI: 10.1103/PhysRevLett.110.150602zeige mehrzeige weniger

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Metadaten
Verfasserangaben:Ralf ToenjesORCiD, Igor M. SokolovORCiDGND, E. B. Postnikov
DOI:https://doi.org/10.1103/PhysRevLett.110.150602
ISSN:0031-9007
Titel des übergeordneten Werks (Englisch):Physical review letters
Verlag:American Physical Society
Verlagsort:College Park
Publikationstyp:Wissenschaftlicher Artikel
Sprache:Englisch
Jahr der Erstveröffentlichung:2013
Erscheinungsjahr:2013
Datum der Freischaltung:26.03.2017
Band:110
Ausgabe:15
Seitenanzahl:4
Organisationseinheiten:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Peer Review:Referiert
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