Figure 4

First escape probability (FEP) p(x) from the low concentration region D = (0, 1.48971) to the adjacent high concentration region E = [1.48971, +∞).

(a) The FEP p(x) for α-stable Lévy motion with α = 0.5, 1, 1.5 and Brownian motion, for noise intensities σ = ε = 0.5. (b) Effect of Lévy motion index α and noise intensity ε on the FEP at x = 0.012. (c) Same as (b) except x₋ ≈ 0.62685. (d) Same as (b) except x = 1.4.