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Stationary states in bistable system driven by Levy noise

  • We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric L,vy noise. The shape of the stationary PDF is found analytically for the particular case of the L,vy index alpha = 1 (Cauchy noise). For an arbitrary L,vy index we employ numerical methods based on the solution of the stochastic Langevin equation and space fractional kinetic equation. In contrast to the bistable system driven by Gaussian noise, in the L,vy case, the positions of maxima of the stationary PDF do not coincide with the positions of minima of the bistable potential. We provide a detailed study of the distance between the maxima and the minima as a function of the depth of the potential and the L,vy noise parameters.

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Author:O. Yu. Sliusarenko, D. A. Surkov, V. Yu. Gonchar, Aleksei V. ChechkinORCiDGND
ISSN:1951-6355 (print)
Parent Title (English):European physical journal special topics
Place of publication:Heidelberg
Document Type:Article
Year of first Publication:2013
Year of Completion:2013
Release Date:2017/03/26
First Page:133
Last Page:138
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Peer Review:Referiert