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Barrier escape from a truncated quartic potential driven by correlated Lévy noises with opposite correlation

Author

Listed:
  • Ping Zhu

    (Beijing Technology and Business University
    Beijing Technology and Business University)

  • Caiyun Zhang

    (Beijing Technology and Business University
    Beijing Technology and Business University)

  • Jian Liu

    (Beijing Technology and Business University
    Beijing Technology and Business University)

Abstract

Within the numerical simulation method applied to the Langevin equation, the escape problem of particle moving in the truncated quartic potential driven by two types of correlated Lévy noise, i.e., Ornstein–Uhlenbeck Lévy noise and harmonic velocity Lévy noise, is studied. The dependence of the escape rate on the noise intensity parameter, the Lévy index, the noise correlation, and the particle mass is discussed. Results reveal that the correlation, especially the strong correlation, makes the power-law exponent $$\alpha (\mu )$$ α ( μ ) and the inverse coefficient $$\text {lnc}(\mu )$$ lnc ( μ ) present significantly different dependences on the Lévy index $$\mu $$ μ . Especially, because of the distinctly opposite correlation properties of these two noises, the escape rate shows entirely opposite phenomena, i.e., the escape rate of the particles driven by the Ornstein–Uhlenbeck Lévy noise decreases with correlation increasing, whereas the escape rate of the particles driven by the harmonic velocity Lévy noise increases instead. Since the particle becomes heavy with m increasing, for the two types of correlated Lévy flight, the escape rates both decrease monotonically with particle mass increasing.

Suggested Citation

  • Ping Zhu & Caiyun Zhang & Jian Liu, 2021. "Barrier escape from a truncated quartic potential driven by correlated Lévy noises with opposite correlation," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 94(7), pages 1-8, July.
  • Handle: RePEc:spr:eurphb:v:94:y:2021:i:7:d:10.1140_epjb_s10051-021-00166-z
    DOI: 10.1140/epjb/s10051-021-00166-z
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