Lévy flights and nonhomogenous memory effects: Relaxation to a stationary state

The non-Markovian stochastic dynamics involving Lévy flights and a potential in the form of a harmonic and nonlinear oscillator is discussed. The subordination technique is applied and the memory effects, which are nonhomogeneous, are taken into account by a position-dependent subordinator. In the nonlinear case, the asymptotic stationary states are found. The relaxation pattern to the stationary state is derived for the quadratic potential: the density decays like a linear combination of the Mittag-Leffler functions. It is demonstrated that in the latter case the density distribution satisfies a fractional Fokker-Planck equation. The densities for the nonlinear oscillator reveal a complex picture, qualitatively dependent on the potential strength, and the relaxation pattern is exponential at large time.