Title of article :
Cauchy flights in confining potentials
Author/Authors :
Piotr Garbaczewski، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
We analyze confining mechanisms for Lévy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process whose target pdf (eventually asymptotic) equals the preselected one. To this end, dynamically distinct jump-type processes can be employed. We demonstrate that one “targeted stochasticity” scenario involves Langevin systems with a symmetric stable noise. Another derives from the Lévy–Schrödinger semigroup dynamics (closely linked with topologically induced super-diffusions), which has no standard Langevin representation. For computational and visualization purposes, the Cauchy driver is employed to exemplify our considerations.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications