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

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

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

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

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

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

Escape from bounded domains driven by multi-variate α\alpha-stable noises

In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability index $\alpha$ describing jumps' length asymptotics both for spherical and Cartesian L\'evy flights. Finally, we study escape from $d$-dimensional hyper-sphere showing that $d$-dimensional escape process can be used to discriminate between various types of multi-variate $\alpha$-stable noises, especially spherical and Cartesian L\'evy flights.Comment: 8 pages, 5 figure

Implication of Barrier Fluctuations on the Rate of Weakly Adiabatic Electron Transfer

The problem of escape of a Brownian particle in a cusp-shaped metastable potential is of special importance in nonadiabatic and weakly-adiabatic rate theory for electron transfer (ET) reactions. Especially, for the weakly-adiabatic reactions, the reaction follows an adiabaticity criterion in the presence of a sharp barrier. In contrast to the non-adiabatic case, the ET kinetics can be, however considerably influenced by the medium dynamics. In this paper, the problem of the escape time over a dichotomously fluctuating cusp barrier is discussed with its relevance to the high temperature ET reactions in condensed media.Comment: RevTeX 4, 14 pages, 3 figures. To be printed in IJMP C. References corrected and update

Underdamped stochastic harmonic oscillator

We investigate stationary states of the linear damped stochastic oscillator driven by L\'evy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions follow the power-law asymptotics. At the same time, partition of the mechanical energy is controlled by the damping coefficient. We show that in the limit of vanishing damping a stochastic analogue of the equipartition theorem can be proposed, namely the statistical properties of potential and kinetic energies attain distributions characterized by the same width. Finally, we demonstrate that the ratio of instantaneous kinetic and potential energies which signifies departure from the mechanical energy equipartition, follows universal power-law asymptotics.Comment: 8 pages. 3 figure