Transitory stabilization of unstable states with lévy processes
Keywords:
Stabilization, unstable states, Lévy processesAbstract
Some dynamic systems operate at a critical point between stability and instability requiring fine tuning of parameters. In addition, abnormal fluctuation phenomena could be associated with the prolongation of the life times of transiently stabilized unstable states. This work is focused on knowing and identifying the effects introduced by Lévy processes with diverse properties, particularly superdiffusive and truncated. Numerically, the effect of parametric random perturbations on an unstable archetype system is analyzed and it is found that extreme fluctuations with truncated Lévy probability distributions postpone the decay of unstable states. An analysis of the escape process based on the theory of large fluctuations provides an alternative way to characterize the response of the system under disturbances.
Downloads
References
Barthelemy, P., Bertolotti, J., Wiersma, D.S. (2008). A Lévy flight for light. Nature, 453, 495-498.
Bouchaud, G. (1990). Anomalous Diffusion in Disordered Media. Statistical Mechanisms, Models and Physical Applications, Phys Rep 195, 127.
Bouchaud, J.P., Gefen, Y., Potters, M., Wyart, M. (2004). Fluctuations and response in financial markets: the subtle nature of “random” price changes. Quantitative Finance 4, 176 .
Brockmann, D., Geisel, T. (2003). Lévy Flights in Inhomogeneous Media. Physical Review Letters. 90, 17.
Brockmann, D., Hufnagel, L., Geisel T. (2006). The scaling laws of human travel. Nature 439. 462-465.
Cabrera, J.L., Milton, J. (2002). On-Off Intermittency in a Human Balancing Task. Physical Review Letters 89, 158702-1.
Cabrera, J.L., Milton J. (2004). Human stick balancing: Tuning Lévy flights to improve balance control. Chaos 14, 3.
Fox, R. (1978). Gaussian stochastic processes in physics. Phys. Rep., 48, 3, 179-283.
Humpries, N. et al. (2010). Environmental context explains Lévy and Brownian movement patterns of marine predators. Nature, 465.
Khintchine, A.Ya. Lévy P. (1936). Sur les lois stables. C. R. Acad. Sci. Paris, 202.
Klafter, J., Sokolov, I.M. (2005). Anomalous Diffusion Spreads Its Wings. Physics World.
Koponen, I. (1995). Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussianstochastic process, Phys. Rev. E., 52, 1197-1199.
Lévy, P. (1925). Calcul des probabilit´es. Gauthier-Villars, Paris.Gauthier-Villars.
McCulloch, J. H. (1986). Simple consistent estimators ofstable distribution parameters, Communications in Statistics-Simulations 15, 1109-1136.
Mantegna, R.N., Stanley, H.E. (1999). An Introduction toEconophysics: Correlations and Complexity in Finance.Cambridge University Press.
Mantegna, R.N., Buldrev, S.V., Goldberger, A.L., Havlin, S.,Peng, C.K., Simons, M., Stanley, H.E. (1994). Linguistic Featuresof Noncoding DNA Sequences. Phys. Rev. Lett. 73. 3169-3172.
Mantegna, R.N., Stanley, H.E. (1994). Stochastic process withultra-slow convergence to a Gaussian: the truncated Lévy flight,Phys. Rev. Lett. 73. 2946- 2949.
Samorodnitsky, G., Taqqu, M. (1994). Stable non-gaussianrandom processes, Chap- man & Hall/Crc.Sellis, D., Almirantis, Y. (2009). Power-laws in the genomicdistribution of coding segments in several organisms: Anevolutionary trace of segmental duplications, possiblepaleopolyploidy and gene loss. Gene. 447, 18.
Schlesinger, M.F., Zaslavsky, G.M., Klafter, J. (1993). StrangeKinetics. Nature. 363, 31-37.
Sornette, D. (2004). Critical Phenomena in NaturalSciences,Chaos, Fractals. Self- Organization and Disorder:Concepts and Tools. Springer Series in Synergetics, Heidelberg.Sotolongo-Costa, O., Antoranz, J.C., Posadas, A., Vidal, F.,
Vázquez, A. (2000) Lévy Flights and Earthquakes. GeophysicalResearch Letters. 27.
Stoica, A-M., Yaesh, I. (2008). Markovian Jump Delayed HopfieldNetworks with Multiplicative Noise. Automatica 44, 2157-2162.
Suzuki, S.F., Furuta, K. (2010). Human Control Law and BrainActivity of Voluntary Motion by Utilizing a Balancing Task with anInverted Pendulum, Advances in Human-Computer Interaction.215825.
Viswanathan, G.M., Raposo, E.P., da Luz, M.G.E. (2008). Lévyflights and superdiffusion in the context of biological encountersand random searches. Physics of Life Reviews. 5, 3.
Weron, R. (1996). On the Chambers-Mallows-Stuck method for simulating skewed stable random variables. Statist. Probab. Lett. 28, 165-171.
Downloads
Published
How to Cite
Issue
Section
License
This work is licensed under a Creative Commons Attribution-NoDerivatives 4.0 International License.