Hitting times in turbulent diffusion due to multiplicative noise
- We study a distribution of times of the first arrivals to absorbing targets in turbulent diffusion, which is due to a multiplicative noise. Two examples of dynamical systems with a multiplicative noise are studied. The first one is a random process according to inhomogeneous diffusion, which is also known as a geometric Brownian motion in the Black-Scholes model. The second model is due to a random processes on a two-dimensional comb, where inhomogeneous advection is possible only along the backbone, while Brownian diffusion takes place inside the branches. It is shown that in both cases turbulent diffusion takes place as the one-dimensional random process with the log-normal distribution in the presence of absorbing targets, which are characterized by the Levy-Smirnov distribution for the first hitting times.
| Author details: | Trifce SandevORCiDGND, Alexander IominORCiD, Ljupco KocarevGND |
|---|---|
| DOI: | https://doi.org/10.1103/PhysRevE.102.042109 |
| ISSN: | 2470-0045 |
| ISSN: | 2470-0053 |
| Pubmed ID: | https://pubmed.ncbi.nlm.nih.gov/33212594 |
| Title of parent work (English): | Physical review : E, Statistical, nonlinear and soft matter physics |
| Publisher: | American Institute of Physics |
| Place of publishing: | Woodbury, NY |
| Publication type: | Article |
| Language: | English |
| Date of first publication: | 2020/10/09 |
| Publication year: | 2020 |
| Release date: | 2023/11/15 |
| Volume: | 102 |
| Issue: | 4 |
| Article number: | 042109 |
| Number of pages: | 10 |
| Funding institution: | Alexander von Humboldt Foundation Alexander von Humboldt Foundation |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
| DDC classification: | 5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik |
| Peer review: | Referiert |
