Lévy Flights in Steep Potential Wells: Langevin Modeling Versus Direct Response to Energy Landscapes

P. Garbaczewski, M. Żaba
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引用次数: 1

Abstract

We investigate the non-Langevin relative of the Levy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional Langevin-Fokker-Planck scenario results from an impact of confining conservative force fields on the random motion. A non-Langevin alternative has a built-in direct response of jump intensities to energy (potential) landscapes in which the process takes place. We revisit the problem of Levy flights in superharmonic potential wells, with a focus on the extremally steep well regime, and address the issue of its (spectral) "closeness" to the Levy jump-type process confined in a finite enclosure with impenetrable (in particular reflecting) boundaries. The pertinent random system "in a box/interval" is expected to have a fractional Laplacian with suitable boundary conditions as a legitimate motion generator. The problem is, that in contrast to amply studied Dirichlet boundary problems, a concept of reflecting boundary conditions and the path-wise implementation of the pertinent random process in the vicinity of (or sharply at) reflecting boundaries are not unequivocally settled for Levy processes. This ambiguity extends to fractional motion generators, for which nonlocal analogs of Neumann conditions are not associated with path-wise reflection scenarios at the boundary, respecting the impenetrability assumption.
陡势井中的lsamvy飞行:Langevin模型与对能源景观的直接响应
我们研究了levy驱动的Langevin随机系统的非Langevin关系,假设两个系统共享一个共同的(渐近的,平稳的,稳态的)目标pdf。分数阶Langevin-Fokker-Planck情景中的松弛到平衡是由于约束保守力场对随机运动的影响。一种非朗之万替代方案内置了跳跃强度对过程发生的能量(潜在)景观的直接响应。我们重新审视了超谐波势井中的Levy飞行问题,重点关注了极陡的井况,并解决了其(频谱)问题。“接近”被限制在具有不可穿透(特别是反射)边界的有限外壳中的Levy跳跃型过程。相关的随机系统“在一个盒子/区间”被期望有一个分数拉普拉斯与适当的边界条件作为一个合法的运动发生器。问题是,与充分研究的Dirichlet边界问题相反,反映边界条件的概念以及在反映边界附近(或急剧在)的相关随机过程的路径实现并没有明确地解决Levy过程。这种模糊性延伸到分数运动发生器,对于非局部类似的诺伊曼条件是不相关的路径反射场景在边界,尊重不可穿透性假设。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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