Breaking of time-reversal symmetry for a particle in a parabolic potential that is subjected to Lévy noise: Theory and an application to solar flare data

Steven Yuvan and Martin Bier
Phys. Rev. E 104, 014119 – Published 15 July 2021
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Abstract

The noise in nonequilibrium systems commonly contains more outliers as compared to equilibrium systems and is often best described with a Lévy distribution. Many systems in which there are fluctuations around a steady-state throughput can be modeled as a Lévy-noise-subjected particle in a parabolic potential. We consider an overdamped particle in a parabolic potential that is subjected to noise. Microscopic reversibility and time-reversal symmetry apply if the particle is subject to Gaussian distributed noise, but are violated if the noise is Lévy. A parameter to detect this violation is formulated. We, furthermore, develop an understanding for how the time-reversal asymmetry depends on the time Δt between the sample points and on the stability index, α, of the Lévy noise. With solar flare data it is shown how the time-reversal asymmetry parameter of a signal can be used to obtain the α of the underlying noise.

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  • Received 30 November 2020
  • Revised 6 April 2021
  • Accepted 14 June 2021

DOI:https://doi.org/10.1103/PhysRevE.104.014119

©2021 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & ThermodynamicsGeneral Physics

Authors & Affiliations

Steven Yuvan1 and Martin Bier1,2

  • 1Department of Physics, East Carolina University, Greenville, North Carolina 27858, USA
  • 2Faculty of Mechanical Engineering and Institute of Mathematics and Physics, University of Technology and Life Sciences, 85-796 Bydgoszcz, Poland

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Issue

Vol. 104, Iss. 1 — July 2021

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