Skip to main content
Log in

Lévy ratchet in a weak noise limit: Theory and simulation

  • Regular article
  • Published:
The European Physical Journal Special Topics Aims and scope Submit manuscript

Abstract.

We study the motion of a particle in a time-independent periodic potential with broken mirror symmetry under action of a Lévy-stable noise (Lévy ratchet). We develop an analytical approach to the problem based on the asymptotic probabilistic method of decomposition proposed by P. Imkeller and I. Pavlyukevich [J. Phys. A 39, L237 (2006); Stoch. Proc. Appl. 116, 611 (2006)]. We derive analytical expressions for the quantities characterizing the particle’s motion, namely for the splitting probabilities of the first escape from a single well, for the transition probabilities to other wells and for the probability current. We pay particular attention to the interplay between the asymmetry of the ratchet potential and the asymmetry (skewness) of the Lévy noise. Extensive numerical simulations demonstrate a good agreement with the analytical predictions for sufficiently small intensities of the Lévy noise driving the particle.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. P.P. Lévy, Théorie de l’addition des variables aléatoires (Gauthier-Villars, Paris, 1937)

  2. B. Mandelbrot, in The Fractal Geometry of Nature, edited by W.H. Freeman (New York, 1983)

  3. W. Feller, An introduction to probability theory and its applications: volume II (John Wiley & Sons, 1971)

  4. B.V. Gnedenko, A.N. Kolmogorov, Limit distributions for sums of independent random variables (Addison-Wesley Publishing Company, Cambridge, Mass., 1954)

  5. G. Samorodnitsky, M.S. Taqqu, Stable non-Gaussian random processes (Chapman & Hall/CRC, 1994)

  6. M.F. Shlesinger, G.M. Zaslavsky, J. Klafter, Nature 363, 31 (1993)

    Article  ADS  Google Scholar 

  7. J. Klafter, M.F. Shlesinger, G. Zumofen, Phys. Today 49, 33 (1996)

    Article  Google Scholar 

  8. T.H. Solomon, E.R. Weeks, H.L. Swinney, Phys. Rev. Lett. 71, 3975 (1993)

    Article  ADS  Google Scholar 

  9. D. del Castillo-Negrete, Phys. Fluids 10, 576 (1998)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  10. A.V. Chechkin, V.Yu. Gonchar, M. Szydłowski, Phys. Plasmas 9, 78 (2002)

    Article  ADS  Google Scholar 

  11. V.Yu. Gonchar, A.V. Chechkin, E.L. Sorokovoi, V.V. Chechkin, E.D. Volkov, Plasma Phys. Rep. 29, 380 (2003)

    Article  ADS  Google Scholar 

  12. T. Mizuuchi, V.V. Chechkin, K. Ohashi, E.L. Sorokovoy, A.V. Chechkin, V.Yu. Gonchar, K. Takahashi, S. Kobayashi, H. OkadaK. Nagasaki, S. Yamamoto, F. Sano, K. Kondo, N. Nishino, H. Kawazome, H. Shidara, S. Kaneko, Y. Fukagawa, Y. Morita, S. Nakazawa, S. Nishio, S. Tsuboi, M. Yamada, J. Nucl. Mater. 337, 332 (2005)

    Article  ADS  Google Scholar 

  13. D. del Castillo-Negrete, B.A. Carreras, V.E. Lynch, Phys. Rev. Lett. 94, 065003 (2005)

    Article  ADS  Google Scholar 

  14. H. Katori, S. Schlipf, H. Walther, Phys. Rev. Lett. 79, 2221 (1997)

    Article  ADS  Google Scholar 

  15. A. Carati, L. Galgani, B. Pozzi, Phys. Rev. Lett. 90, 010601 (2003)

    Article  ADS  Google Scholar 

  16. C.-K. Peng, J. Mietus, J.M. Hausdorff, S. Havlin, H.E. Stanley, A.L. Goldberger, Phys. Rev. Lett. 70, 1343 (1993)

    Article  ADS  Google Scholar 

  17. R. Segev, M. Benveniste, E. Hulata, N. Cohen, A. Palevski, E. Kapon, Y. Shapira, E. Ben-Jacob, Phys. Rev. Lett. 88, 118102 (2002)

    Article  ADS  Google Scholar 

  18. M.A. Lomholt, T. Ambjörnsson, R. Metzler, Phys. Rev. Lett. 95, 260603 (2005)

    Article  ADS  Google Scholar 

  19. G.M. Viswanathan, V. Afanasyev, S.V. Buldyrev, E.J. Murphey, P.A. Prince, H.E. Stanley, Nature 381, 413 (1996)

    Article  ADS  Google Scholar 

  20. O. Sotolongo-Costa, J.C. Antoranz, A. Posadas, F. Vidal, A. Vázquez, Geophys. Res. Lett. 27, 1965 (2000)

    Article  ADS  Google Scholar 

  21. P.D. Ditlevsen, Geophys. Res. Lett. 26, 1441 (1999)

    Article  ADS  Google Scholar 

  22. S.A. Kassam, Signal Detection in Non-Gaussian Noise (Springer, 1988)

  23. E.J. Wegman, J.B. Thomas, S.C. Schwartz (eds.), Topics in Non-Gaussian Signal Processing (Springer-Verlag, 1988)

  24. C.L. Nikias, M. Shao, Signal processing with alpha-stable distributions and applications (Wiley-Interscience, New York, NY, USA, 1995)

  25. R.N. Mantegna, H.E. Stanley, An Introduction to Econophysics: Correlations and Complexity in Finance (Cambridge University Press, 1999)

  26. J.-P. Bouchaud, M. Potters, Theory of Financial Risks: From Statistical Physics to Risk Management (Cambridge University Press, 2000)

  27. R.E. Gomory, B.B. Mandelbrot, Fractals and Scaling In Finance: Discontinuity, Concentration, Risk (Springer, 1997)

  28. D. Brockmann, L. Hufnagel, T. Geisel, Nature 439, 462 (2006)

    Article  ADS  Google Scholar 

  29. P. Barthelemy, J. Bertolotti, D.S. Wiersma, Nature 453, 495 (2008)

    Article  ADS  Google Scholar 

  30. N. Mercadier, W. Guerin, M. Chevrollier, R. Kaiser, Nat. Phys. 5, 602 (2009)

    Article  Google Scholar 

  31. S. Jespersen, R. Metzler, H.C. Fogedby, Phys. Rev. E 59, 2736 (1999)

    Article  ADS  Google Scholar 

  32. A.V. Chechkin, V.Yu. Gonchar, J. Exper. Theor. Phys. 91, 635 (2000)

    Article  ADS  Google Scholar 

  33. A.V. Chechkin, V.Yu. Gonchar, J. Klafter, R. Metzler, L.V. Tanatarov, Chem. Phys. 284, 233 (2002)

    Article  ADS  Google Scholar 

  34. G. Samorodnitsky, M. Grigoriu, Stoch. Proc. Appl. 105, 69 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  35. G. Samorodnitsky, M. Grigoriu, Theor. Math. Phys. 150, 332 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  36. A. Dubkov, B. Spagnolo, Acta Phys. Polon. B 38, 1745 (2007)

    MathSciNet  ADS  Google Scholar 

  37. A.V. Chechkin, J. Klafter, V.Yu. Gonchar, R. Metzler, L.V. Tanatarov, Phys. Rev. E 67, 010102(R) (2003)

    Article  ADS  Google Scholar 

  38. A.V. Chechkin, V.Yu. Gonchar, J. Klafter, R. Metzler, L.V. Tanatarov, J. Stat. Phys. 115, 1505 (2004)

    Article  MATH  ADS  Google Scholar 

  39. O. Ditlevsen, Prob. Eng. Mech. 19, 385 (2004)

    Article  Google Scholar 

  40. B. Dybiec, I.M. Sokolov, A.V. Chechkin, J. Stat. Mech.: Theory Exp., P07008 (2010)

  41. P.D. Ditlevsen, Phys. Rev. E 60, 172 (1999)

    Article  ADS  Google Scholar 

  42. A.V. Chechkin, V.Yu. Gonchar, J. Klafter, R. Metzler, Europhys. Lett. 72, 348 (2005)

    Article  MathSciNet  ADS  Google Scholar 

  43. A. Chechkin, O. Sliusarenko, R. Metzler, J. Klafter, Phys. Rev. E 75, 041101 (2007)

    Article  ADS  Google Scholar 

  44. B. Dybiec, E. Gudowska-Nowak, P. Hänggi, Phys. Rev. E 75, 021109 (2007)

    Article  ADS  Google Scholar 

  45. P. Imkeller, I. Pavlyukevich, J. Phys. A: Math. Gen. 39, L237 (2006)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  46. P. Imkeller, I. Pavlyukevich, Stoch. Proc. Appl. 116, 611 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  47. P. Imkeller, I. Pavlyukevich, ESAIM: Prob. Stat. 12, 412 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  48. H. Szu, R. Hartley, Phys. Lett. A 122, 157 (1987)

    Article  ADS  Google Scholar 

  49. I. Pavlyukevich. J. Phys. A: Math. Theor. 40, 12299 (2007)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  50. I. Pavlyukevich, J. Comp. Phys. 226, 1830 (2007)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  51. D. del Castillo-Negrete, V.Yu. Gonchar, A.V. Chechkin, Physica A 387, 6693 (2008)

    Article  ADS  Google Scholar 

  52. B. Dybiec, Phys. Rev. E 78, 061120 (2008)

    Article  ADS  Google Scholar 

  53. B. Dybiec, E. Gudowska-Nowak, I.M. Sokolov, Phys. Rev. E 76, 041122 (2007)

    Article  ADS  Google Scholar 

  54. B. Dybiec, E. Gudowska-Nowak, New J. Phys. 9, 452 (2007)

    Article  ADS  Google Scholar 

  55. P. Reimann, Phys. Rep. 361, 57 (2002)

    Article  MATH  MathSciNet  ADS  Google Scholar 

  56. B. Dybiec, E. Gudowska-Nowak, I.M. Sokolov, Phys. Rev. E 78, 011117 (2008)

    Article  ADS  Google Scholar 

  57. M. Vlad, F. Spineanu, S. Benkadda, Phys. Rev. Lett. 96, 085001 (2006)

    Article  ADS  Google Scholar 

  58. R. Phillips, S.R. Quake, Phys. Today 59, 38 (2006)

    Article  ADS  Google Scholar 

  59. V.V. Uchaikin, V.M. Zolotarev, Chance and Stability. Stable Distributions and Their Applications (Modern Probability and Statistics. VSP, 1999)

  60. A. Janicki, A. Weron, Simulation, Chaotic Behaviour of α-Stable Stochastic Processes, Vol. 178 of Pure and Applied Mathematics (Marcel Dekker, Inc., 1994)

  61. A. Janicki, Numerical and Statistical Approximation of Stochastic Differential Equations with non-Gaussian Measures (Hugo Steinhaus Centre for Stochastic Methods, Wrocław, 1996)

  62. B. Dybiec, E. Gudowska-Nowak, Fluc. Noise Lett. 4, L273 (2004)

    Article  Google Scholar 

  63. B. Dybiec, E. Gudowska-Nowak, P. Hänggi, Phys. Rev. E 73, 046104 (2006)

    Article  ADS  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to I. Pavlyukevich, B. Dybiec, A.V. Chechkin or I.M. Sokolov.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pavlyukevich, I., Dybiec, B., Chechkin, A. et al. Lévy ratchet in a weak noise limit: Theory and simulation. Eur. Phys. J. Spec. Top. 191, 223–237 (2010). https://doi.org/10.1140/epjst/e2010-01352-6

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1140/epjst/e2010-01352-6

Keywords

Navigation