Escape by jumps and diffusion by α-stable noise across the barrier in a double well potential

Abstract

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the $\alpha =2$ Gaussian noise limit to the $\alpha <2$ jump processes, we find a continuous transition of the mean escape time from the usual dependence on the height of the barrier for Gaussian noise to a dependence solely on the width of the barrier for $\alpha$-stable noise. We consider the exit problem of a process driven by $\alpha$-stable noise in a double well potential. We study individually the influences of the width and the height of the potential barrier in the escape time, and we show through scalings that the asymptotic laws are described by a universal curve independent of both parameters. When the dependence in the stability parameter is considered, we see that there are two different diffusive regimes in which diffusion is described either by Kramer’s time or by the corresponding asymptotic law for $\alpha$-stable noise. We determine the regions of the noise parameter space in which each regime prevails and exploit this result to construct an anomalous example in which a double well potential exhibit a different diffusion regime in each well for a wide range of parameters.