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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.110.150602show moreshow less

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Author details:Ralf ToenjesORCiD, Igor M. SokolovORCiDGND, E. B. Postnikov
DOI:https://doi.org/10.1103/PhysRevLett.110.150602
ISSN:0031-9007
Title of parent work (English):Physical review letters
Publisher:American Physical Society
Place of publishing:College Park
Publication type:Article
Language:English
Year of first publication:2013
Publication year:2013
Release date:2017/03/26
Volume:110
Issue:15
Number of pages:4
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Peer review:Referiert
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