Levy--Brownian motion on finite intervals: Mean first passage time analysis

We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by L\'evy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index $\alpha$ approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.Comment: 9 pages, 13 figure

The critical catastrophe revisited

The neutron population in a prototype model of nuclear reactor can be described in terms of a collection of particles confined in a box and undergoing three key random mechanisms: diffusion, reproduction due to fissions, and death due to absorption events. When the reactor is operated at the critical point, and fissions are exactly compensated by absorptions, the whole neutron population might in principle go to extinction because of the wild fluctuations induced by births and deaths. This phenomenon, which has been named critical catastrophe, is nonetheless never observed in practice: feedback mechanisms acting on the total population, such as human intervention, have a stabilizing effect. In this work, we revisit the critical catastrophe by investigating the spatial behaviour of the fluctuations in a confined geometry. When the system is free to evolve, the neutrons may display a wild patchiness (clustering). On the contrary, imposing a population control on the total population acts also against the local fluctuations, and may thus inhibit the spatial clustering. The effectiveness of population control in quenching spatial fluctuations will be shown to depend on the competition between the mixing time of the neutrons (i.e., the average time taken for a particle to explore the finite viable space) and the extinction time.Comment: 16 pages, 6 figure

Fractional Brownian motion with a reflecting wall

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of Monte Carlo simulations. While the mean-square displacement of the particle shows the expected anomalous diffusion behavior $\langle x^2 \rangle \sim t^\alpha$, the interplay between the geometric confinement and the long-time memory leads to a highly non-Gaussian probability density function with a power-law singularity at the barrier. In the superdiffusive case, $\alpha> 1$, the particles accumulate at the barrier leading to a divergence of the probability density. For subdiffusion, $\alpha < 1$, in contrast, the probability density is depleted close to the barrier. We discuss implications of these findings, in particular for applications that are dominated by rare events.Comment: 6 pages, 6 figures. Final version as publishe