Lévy targeting and the principle of detailed balance

Phys Rev E Stat Nonlin Soft Matter Phys. 2011 Jul;84(1 Pt 1):011142. doi: 10.1103/PhysRevE.84.011142. Epub 2011 Jul 27.

Abstract

We investigate confining mechanisms for Lévy flights under premises of the principle of detailed balance. In this case, the master equation of the jump-type process admits a transformation to the Lévy-Schrödinger semigroup dynamics akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation. This sets a correspondence between above two stochastic dynamical systems, within which we address a (stochastic) targeting problem for an arbitrary stability index μ ε (0,2) of symmetric Lévy drivers. Namely, given a probability density function, specify the semigroup potential, and thence the jump-type dynamics for which this PDF is actually a long-time asymptotic (target) solution of the master equation. Here, an asymptotic behavior of different μ-motion scenarios ceases to depend on μ. That is exemplified by considering Gaussian and Cauchy family target PDFs. A complementary problem of the reverse engineering is analyzed: given a priori a semigroup potential, quantify how sensitive upon the choice of the μ driver is an asymptotic behavior of solutions of the associated master equation and thus an invariant PDF itself. This task is accomplished for so-called μ family of Lévy oscillators.

MeSH terms

  • Algorithms
  • Diffusion
  • Markov Chains
  • Models, Statistical
  • Movement
  • Normal Distribution
  • Oscillometry
  • Physics / methods*
  • Stochastic Processes
  • Thermodynamics