Hitting times in turbulent diffusion due to multiplicative noise

被引:15
作者
Sandev, Trifce [1 ,2 ,3 ]
Iomin, Alexander [4 ]
Kocarev, Ljupco [1 ,5 ]
机构
[1] Macedonian Acad Sci & Arts, Res Ctr Comp Sci & Informat Technol, Bul Krste Misirkov 2, Skopje 1000, North Macedonia
[2] Univ Potsdam, Inst Phys & Astron, D-14776 Potsdam, Germany
[3] Ss Cyril & Methodius Univ, Fac Nat Sci & Math, Inst Phys, Arhimedova 3, Skopje 1000, North Macedonia
[4] Technion, Dept Phys, IL-32000 Haifa, Israel
[5] Ss Cyril & Methodius Univ, Fac Comp Sci & Engn, POB 393, Skopje 1000, North Macedonia
关键词
ANOMALOUS DIFFUSION; LEVY FLIGHTS; DYNAMICS; SEARCH; MEDIA;
D O I
10.1103/PhysRevE.102.042109
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We study a distribution of times of the first arrivals to absorbing targets in turbulent diffusion, which is due to a multiplicative noise. Two examples of dynamical systems with a multiplicative noise are studied. The first one is a random process according to inhomogeneous diffusion, which is also known as a geometric Brownian motion in the Black-Scholes model. The second model is due to a random processes on a two-dimensional comb, where inhomogeneous advection is possible only along the backbone, while Brownian diffusion takes place inside the branches. It is shown that in both cases turbulent diffusion takes place as the one-dimensional random process with the log-normal distribution in the presence of absorbing targets, which are characterized by the Levy-Smirnov distribution for the first hitting times.
引用
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页数:10
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