Escape from the potential well: competition between long jumps and long waiting times

Within a concept of the fractional diffusion equation and subordination, the paper examines the influence of a competition between long waiting times and long jumps on the escape from the potential well. Applying analytical arguments and numerical methods, we demonstrate that the presence of long waiting times distributed according to a power-law distribution with a diverging mean leads to very general asymptotic properties of the survival probability. The observed survival probability asymptotically decays like a power-law whose form is not affected by the value of the exponent characterizing the power-law jump length distribution. It is demonstrated that this behavior is typical of and generic for systems exhibiting long waiting times. We also show that the survival probability has a universal character not only asymptotically but also at small times. Finally, it is indicated which properties of the first passage time density are sensitive to the exact value of the exponent characterizing the jump length distribution.Comment: 8 pages, 10 figure

Energetics of the undamped stochastic harmonic oscillator

The harmonic oscillator is one of fundamental models in physics. In stochastic thermodynamics, such models are usually accompanied with both stochastic and damping forces, acting as energy counter-terms. Here, on the other hand, we study properties of the undamped harmonic oscillator driven by additive noises. Consequently, the popular cases of Gaussian white noise, Markovian dichotomous noise and Ornstein–Uhlenbeck noise are analyzed from the energy point of view employing both analytical and numerical methods. In accordance to one’s expectations, we confirm that energy is pumped into the system. We demonstrate that, as a function of time, initially total energy displays abrupt oscillatory changes, but then transits to the linear dependence in the long-time limit. Kinetic and potential parts of the energy are found to display oscillatory dependence at all times

Stationary states in 2D systems driven by bi-variate L\'evy noises

Systems driven by $\alpha$-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 2D systems driven by bi-variate $\alpha$-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 $\alpha$-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.Comment: 9 pages, 8 figure

Non-Gaussian, non-dynamical stochastic resonance

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a digitally filtered signal is sensitive to the noise intensity. There exist the optimal value of the noise intensity resulting in the "most" periodic output. Here, we explore properties of the non-dynamical stochastic resonance in non-equilibrium situations, i.e. when the Gaussian noise is replaced by an $\alpha$-stable noise. We demonstrate that non-equilibrium $\alpha$-stable noises, depending on noise parameters, can either weaken or enhance the non-dynamical stochastic resonance.Comment: 5 pages, 6 figurure

Activation process driven by strongly non-Gaussian noises

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of fluctuations: an additive stable noise representing non-equilibrium external random force acting on the system and a fluctuating barrier. In particular, the influence of the structure of stable noises on the mean escape time and on the phenomenon of resonant activation (RA) is investigated. By use of the numerical Monte Carlo method it is documented that the suitable choice of the barrier switching rate and random external fields may produce resonant phenomenon leading to the enhancement of the kinetics and the shortest, most efficient reaction time.Comment: 11 pages, 8 figure

Quantifying resonant activation like phenomenon in non-Markovian systems

Resonant activation is an effect of a noise-induced escape over a modulated potential barrier. The modulation of a 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.Comment: 7 pages, 9 figure

Resonant activation driven by strongly non-Gaussian noises

The constructive role of non-Gaussian random fluctuations is studied in the context of the passage over the dichotomously switching potential barrier. Our attention focuses on the interplay of the effects of independent sources of fluctuations: an additive stable noise representing non-equilibrium external random force acting on the system and a fluctuating barrier. In particular, the influence of the structure of stable noises on the mean escape time and on the phenomenon of resonant activation (RA) is investigated. By use of the numerical Monte Carlo method it is documented that the suitable choice of the barrier switching rate and random external fields may produce resonant phenomenon leading to the enhancement of the kinetics and the shortest, most efficient reaction time.Comment: 9 pages, 7 figures, RevTeX

Subordinated diffusion and CTRW asymptotics

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a L\'evy $\alpha$-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit.Comment: 10 pages, 7 figure

Multimodal stationary states under Cauchy noise

A L\'evy noise is an efficient description of out-of-equilibrium systems. The presence of L\'evy flights results in a plenitude of noise-induced phenomena. Among others, L\'evy flights can produce stationary states with more than one modal value in single-well potentials. Here, we explore stationary states in special double-well potentials demonstrating that a sufficiently high potential barrier separating potential wells can produce bimodal stationary states in each potential well. Furthermore, we explore how the decrease in the barrier height affects the multimodality of stationary states. Finally, we explore a role of the multimodality of stationary states on the noise induced escape over the static potential barrier.Comment: 10 pages, 11 figure

Resonant effects in a voltage-activated channel gating

The non-selective voltage activated cation channel from the human red cells, which is activated at depolarizing potentials, has been shown to exhibit counter-clockwise gating hysteresis. We have analyzed the phenomenon with the simplest possible phenomenological models by assuming $2\times 2$ discrete states, i.e. two normal open/closed states with two different states of ``gate tension.'' Rates of transitions between the two branches of the hysteresis curve have been modeled with single-barrier kinetics by introducing a real-valued ``reaction coordinate'' parameterizing the protein's conformational change. When described in terms of the effective potential with cyclic variations of the control parameter (an activating voltage), this model exhibits typical ``resonant effects'': synchronization, resonant activation and stochastic resonance. Occurrence of the phenomena is investigated by running the stochastic dynamics of the model and analyzing statistical properties of gating trajectories.Comment: 12 pages, 9 figure