157 citations · 746 across the 17 of their papers we have counts for
17 papers
Stationary States in Bistable System Driven by Lévy Noise
O. Yu. Sliusarenko, D. A. Surkov, V. Yu. Gonchar +1
We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric Lévy noise. The shape of the stationary PDF is found a…
Recognition of stable distribution with Levy index alpha close to 2
Krzysztof Burnecki, Agnieszka Wyłomańska, Aleksei Beletskii +2
We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of availa…
Kramers escape driven by fractional Brownian motion
Oleksii Yu. Sliusarenko, Vsevolod Yu. Gonchar, Aleksei V. Chechkin +2
We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate t…
Fluctuation-driven directed transport in the presence of Levy flights
D. del-Castillo-Negrete, V. Yu. Gonchar, A. V. Chechkin
Numerical evidence of directed transport driven by symmetric Levy noise in time-independent ratchet potentials in the absence of an external tilting force is presented. The results…
Fractal Properties of Anomalous Diffusion in Intermittent Maps
Nickolay Korabel, Rainer Klages, Aleksei V. Chechkin +2
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous…
First passage and arrival time densities for Lévy flights and the failure of the method of images
Aleksei V. Chechkin, Ralf Metzler, Vsevolod Y. Gonchar +2
We discuss the first passage time problem in the semi-infinite interval, for homogeneous stochastic Markov processes with L{é}vy stable jump length distributions $λ(x)\sim\ell^α/|x…