English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

For non-Gaussian stochastic dynamical systems, mean exit time and escapeprobability are important deterministic quantities, which can be obtained fromintegro-differential (nonlocal) equations. We develop an efficient andconvergent numerical method for the mean first exit time and escape probabilityfor stochastic systems with an asymmetric L\'evy motion, and analyze theproperties of the solutions of the nonlocal equations. We also investigate theeffects of different system factors on the mean exit time and escapeprobability, including the skewness parameter, the size of the domain, thedrift term and the intensity of Gaussian and non-Gaussian noises. We find thatthe behavior of the mean exit time and the escape probability has dramaticdifference at the boundary of the domain when the index of stability crossesthe critical value of one.

Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric L\'evy motion