Regular Article - Statistical and Nonlinear Physics
Barrier escape from a truncated quartic potential driven by correlated Lévy noises with opposite correlation
Department of Physics, Beijing Technology and Business University, 100048, Beijing, China
2 Institute of Systems Science, Beijing Technology and Business University, 100048, Beijing, China
Accepted: 12 July 2021
Published online: 28 July 2021
Within the numerical simulation method applied to the Langevin equation, the escape problem of particle moving in the truncated quartic potential driven by two types of correlated Lévy noise, i.e., Ornstein–Uhlenbeck Lévy noise and harmonic velocity Lévy noise, is studied. The dependence of the escape rate on the noise intensity parameter, the Lévy index, the noise correlation, and the particle mass is discussed. Results reveal that the correlation, especially the strong correlation, makes the power-law exponent and the inverse coefficient present significantly different dependences on the Lévy index . Especially, because of the distinctly opposite correlation properties of these two noises, the escape rate shows entirely opposite phenomena, i.e., the escape rate of the particles driven by the Ornstein–Uhlenbeck Lévy noise decreases with correlation increasing, whereas the escape rate of the particles driven by the harmonic velocity Lévy noise increases instead. Since the particle becomes heavy with m increasing, for the two types of correlated Lévy flight, the escape rates both decrease monotonically with particle mass increasing.
© The Author(s), under exclusive licence to EDP Sciences, SIF and Springer-Verlag GmbH Germany, part of Springer Nature 2021