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Bifurcation, bimodality, and finite variance in confined Lévy flights
Aleksei V Chechkin1, Joseph Klafter, Vsevolod Yu Gonchar
1Institute for Theoretical Physics NSC KIPT, Akademicheskaya Street 1, 61108 Kharkov, Ukraine.
Abstract:
We investigate the statistical behavior of Lévy flights confined in a symmetric, quartic potential well U(x) proportional, variant x(4). At stationarity, the probability density function features a distinct bimodal shape and decays with power-law tails which are steep enough to give rise to a finite variance, in contrast to free Lévy flights. From a delta-initial condition, a bifurcation of the unimodal state is observed at t(c)>0. The nonlinear oscillator with potential U(x)=ax(2)/2+bx(4)/4, a,b>0, shows a crossover from unimodal to bimodal behavior at stationarity, depending on the ratio a/b.
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