In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bivariate α-stable Lévy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability index α describing jumps' length asymptotics both for spherical and Cartesian Lévy flights. Finally, we study escape from d-dimensional hyper-sphere showing that d-dimensional escape process can be used to discriminate between various types of multi-variate α-stable noises, especially spherical and Cartesian Lévy flights.
Systems driven by α-stable noises could be very different from their Gaussian counterparts. Stationary states in single-well potentials can be multimodal. Moreover, a potential well needs to be steep enough in order to produce stationary states. Here it is demonstrated that two-dimensional (2D) systems driven by bivariate α-stable noises are even more surprising than their 1D analogs. In 2D systems, intriguing properties of stationary states originate not only due to heavy tails of noise pulses, which are distributed according to α-stable densities, but also because of properties of spectral measures. Consequently, 2D systems are described by a whole family of Langevin and fractional diffusion equations. Solutions of these equations bear some common properties, but also can be very different. It is demonstrated that also for 2D systems potential wells need to be steep enough in order to produce bounded states. Moreover, stationary states can have local minima at the origin. The shape of stationary states reflects symmetries of the underlying noise, i.e., its spectral measure. Finally, marginal densities in power-law potentials also have power-law asymptotics.
Resonant activation is an effect of a noise-induced escape over a modulated potential barrier. The modulation of an energy landscape facilitates the escape kinetics and makes it optimal as measured by the mean first-passage time. A canonical example of resonant activation is a Brownian particle moving in a time-dependent potential under action of Gaussian white noise. Resonant activation is observed not only in typical Markovian-Gaussian systems but also in far-from-equilibrium and far-from-Markovianity regimes. We demonstrate that using an alternative to the mean first-passage time, robust measures of resonant activation, the signature of this effect can be observed in general continuous-time random walks in modulated potentials, even in situations when the mean first-passage time diverges.
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