论文标题
随机动力学在两个噪声源的联合作用下
Stochastic kinetics under combined action of two noise sources
论文作者
论文摘要
我们正在探索两种原型噪声引起的逃生方案：逃离有限的间隔以及在过度阻尼的伦理和高斯白色噪声的混合物的作用下，从莱维（Lévy）和高斯（Gaussian White）的混合物的作用下逃脱，以进行随机加速过程和高阶过程。在从有限间隔中逃脱的情况下，与单独的每个噪声的作用相比，噪声的混合物可能会导致平均第一次传递时间的值的变化。同时，对于（正）半行的随机加速过程，在广泛的参数中，表征生存概率的幂律衰减的指数等于表征在（纯）lévyLyvy噪声作用下生存概率的衰减的指数。有一个瞬态区域，其宽度随稳定指数$α$的增加而增加，当指数从莱维噪声下降到对应于高斯白噪声驱动的噪声时。
We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of Lévy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher order processes. In the case of escape from finite intervals, mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of the (pure) Lévy noise. There is a transient region, width of which increases with stability index $α$, when the exponent decreases from the one for Lévy noise to the one corresponding to the Gaussian white noise driving.
