Inertial L\'evy flights in bounded domains

Abstract

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by L\'evy noise from a bounded domain, restricted by two absorbing boundaries.Presence of two absorbing boundaries assures that the escape process can be characterized by the finite mean first passage time. The detailed analysis of escape kinetics shows that properties of the mean first passage time for the integrated Ornstein--Uhlenbeck process driven by L\'evy noise are closely related to properties of the integrated L\'evy motions which, in turn, are close to properties of the integrated Wiener process. The extensive studies of the mean first passage time were complemented by examination of the escape velocity and energy along with their sensitivity to initial conditions.