Nonspectral Relaxation in One Dimensional Ornstein-Uhlenbeck Processes

被引:20
|
作者
Toenjes, R. [1 ]
Sokolov, I. M. [2 ]
Postnikov, E. B. [3 ]
机构
[1] Univ Potsdam, Inst Phys & Astron, D-14476 Potsdam, Germany
[2] Humboldt Univ, Inst Phys, D-12489 Berlin, Germany
[3] Kursk State Univ, Dept Theoret Phys, Kursk 305000, Russia
关键词
FOKKER-PLANCK EQUATIONS; STOCHASTIC-PROCESS; LEVY FLIGHTS; CONVERGENCE;
D O I
10.1103/PhysRevLett.110.150602
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
The relaxation of a dissipative system to its equilibrium state often shows a multiexponential pattern with relaxation rates, which are typically considered to be independent of the initial condition. The rates follow from the spectrum of a Hermitian operator obtained by a similarity transformation of the initial Fokker-Planck operator. However, some initial conditions are mapped by this similarity transformation to functions which growat infinity. These cannot be expanded in terms of the eigenfunctions of a Hermitian operator, and show different relaxation patterns. Considering the exactly solvable examples of Gaussian and generalized Levy Ornstein-Uhlenbeck processes (OUPs) we show that the relaxation rates belong to the Hermitian spectrum only if the initial condition belongs to the domain of attraction of the stable distribution defining the noise. While for an ordinary OUP initial conditions leading to nonspectral relaxation can be considered exotic, for generalized OUPs driven by Levy noise, such initial conditions are the rule. DOI: 10.1103/PhysRevLett.110.150602
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页数:4
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