Yuvan Steven, Bier Martin
Department of Physics, East Carolina University, Greenville, North Carolina 27858, USA.
Faculty of Mechanical Engineering and Institute of Mathematics and Physics, University of Technology and Life Sciences, 85-796 Bydgoszcz, Poland.
Phys Rev E. 2021 Jul;104(1-1):014119. doi: 10.1103/PhysRevE.104.014119.
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.
与平衡系统相比,非平衡系统中的噪声通常包含更多的异常值,并且通常最好用 Lévy 分布来描述。许多围绕稳态吞吐量存在波动的系统可以建模为处于抛物线势中的受 Lévy 噪声影响的粒子。我们考虑一个处于抛物线势中且受到噪声影响的过阻尼粒子。如果粒子受到高斯分布噪声的影响,微观可逆性和时间反演对称性适用,但如果噪声是 Lévy 噪声,则这些性质会被违反。我们制定了一个检测这种违反情况的参数。此外,我们还深入理解了时间反演不对称性如何取决于采样点之间的时间 Δt 以及 Lévy 噪声的稳定性指数 α。通过太阳耀斑数据,展示了如何利用信号的时间反演不对称性参数来获取潜在噪声的 α。