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Unusual eigenvalue spectrum and relaxation in the Levy-Ornstein-Uhlenbeck process

Janakiraman, Deepika and Sebastian, KL (2014) Unusual eigenvalue spectrum and relaxation in the Levy-Ornstein-Uhlenbeck process. In: PHYSICAL REVIEW E, 90 (4).

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Official URL: http://dx.doi.org/10.1103/PhysRevE.90.040101


We consider the rates of relaxation of a particle in a harmonic well, subject to Levy noise characterized by its Levy index mu. Using the propagator for this Levy-Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue spectrum of the associated Fokker-Planck operator has the form (n + m mu)nu where nu is the force constant characterizing the well, and n, m is an element of N. If mu is irrational, the eigenvalues are all nondegenerate, but rational mu can lead to degeneracy. The maximum degeneracy is shown to be 2. The left eigenfunctions of the fractional Fokker-Planck operator are very simple while the right eigenfunctions may be obtained from the lowest eigenfunction by a combination of two different step-up operators. Further, we find that the acceptable eigenfunctions should have the asymptotic behavior vertical bar x vertical bar(-n1-n2 mu) as vertical bar x vertical bar -> infinity, with n(1) and n(2) being positive integers, though this condition alone is not enough to identify them uniquely. We also assert that the rates of relaxation of LOUP are determined by the eigenvalues of the associated fractional Fokker-Planck operator and do not depend on the initial state if the moments of the initial distribution are all finite. If the initial distribution has fat tails, for which the higher moments diverge, one can have nonspectral relaxation, as pointed out by Toenjes et al. Phys. Rev. Lett. 110, 150602 (2013)].

Item Type: Journal Article
Additional Information: Copyright for this article belongs to the AMER PHYSICAL SOC, ONE PHYSICS ELLIPSE, COLLEGE PK, MD 20740-3844 USA.
Department/Centre: Division of Chemical Sciences > Inorganic & Physical Chemistry
Date Deposited: 08 Nov 2014 05:25
Last Modified: 08 Nov 2014 05:25
URI: http://eprints.iisc.ac.in/id/eprint/50194

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