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Thermalization of Lévy Flights: Path-Wise Picture in 2D

机译:Lévy航班的热化:2D路径可视化图片

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We analyze two-dimensional (2D) random systems driven by a symmetric Lévy stable noise which in the presence of confining potentials may asymptotically set down at Boltzmann-type thermal equilibria. In view of the Eliazar-Klafter no-go statement, such dynamical behavior is plainly incompatible with the standard Langevin modeling of Lévy flights. No explicit path-wise description has been so far devised for the thermally equilibrating random motion we address, and its formulation is the principal goal of the present work. To this end we prescribe a priori the target pdfρ∗in the Boltzmann form~exp[−Φ(x)] and next select the Lévy noise (e.g., its Lévy measure) of interest. To reconstruct random paths of the underlying stochastic process we resort to numerical methods. We create a suitably modified version of the time honored Gillespie algorithm, originally inventedin the chemical kinetics context. A statistical analysis of generated sample trajectories allows us to infer a surrogate pdfρ(x,t)dynamics which sets down at a predefined target, in consistency with the associated kinetic (master) equation.
机译:我们分析由对称Lévy稳定噪声驱动的二维(2D)随机系统,该系统在存在局限电位的情况下可能渐近地设置为Boltzmann型热平衡。鉴于Eliazar-Klafter的“不执行”声明,这种动力学行为显然与Lévy航班的标准Langevin建模不兼容。到目前为止,还没有针对我们解决的热平衡随机运动设计出明确的路径描述方法,其表述是当前工作的主要目标。为此,我们事先以玻尔兹曼形式〜exp [-Φ(x)]规定了目标pdfρ∗,然后选择感兴趣的Lévy噪声(例如,其Lévy度量)。为了重建底层随机过程的随机路径,我们求助于数值方法。我们创建了时间有名的Gillespie算法的适当修改版本,该算法最初是在化学动力学背景下发明的。对生成的样本轨迹的统计分析使我们能够推断出替代pdfρ(x,t)动力学,该动力学以相关联的动力学(主)方程式为基础,以预定目标为目标。

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