Drifted escape from the finite interval

Karol Capała, Bartłomiej Dybiec

Published 2022-04-01Version 1

Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the overdamped drifted escape from finite intervals under the action of symmetric $\alpha$-stable noises. We show that the properly rescaled mean first passage time follows the universal pattern as a function of the generalized P\'ecklet number, which can be used to efficiently discriminate between domains where drift or random force dominate. Stochastic driving of the $\alpha$-stable type is capable of diminishing the significance of the drift in the regime when the drift prevails.