1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency
On–off intermittency occurs in nonequilibrium physical systems close to bifurcation points, and is characterised by an aperiodic switching between a large-amplitude ‘on’ state and a small-amplitude ‘off’ state. Lévy on–off intermittency is a recently introduced generalisation of on–off intermittency...
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Veröffentlicht in: | Journal of statistical mechanics 2023-01, Vol.2023 (1), p.13204 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | On–off intermittency occurs in nonequilibrium physical systems close to bifurcation points, and is characterised by an aperiodic switching between a large-amplitude ‘on’ state and a small-amplitude ‘off’ state. Lévy on–off intermittency is a recently introduced generalisation of on–off intermittency to multiplicative Lévy noise, which depends on a stability parameter
α
and a skewness parameter
β
. Here, we derive two novel results on Lévy on–off intermittency by leveraging known exact results on the first-passage time statistics of Lévy flights. First, we compute anomalous critical exponents explicitly as a function of arbitrary Lévy noise parameters
(
α
,
β
)
for the first time, by a heuristic method, extending previous results. The predictions are verified using numerical solutions of the fractional Fokker–Planck equation. Second, we derive the power spectrum
S
(
f
) of Lévy on–off intermittency, and show that it displays a power law
S
(
f
)
∝
f
κ
at low frequencies
f
, where
κ
∈
(
−
1
,
0
)
depends on the noise parameters
α
,
β
. An explicit expression for
κ
is obtained in terms of
(
α
,
β
)
. The predictions are verified using long time series realisations of Lévy on–off intermittency. Our findings help shed light on instabilities subject to non-equilibrium, power-law-distributed fluctuations, emphasizing that their properties can differ starkly from the case of Gaussian fluctuations. |
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ISSN: | 1742-5468 1742-5468 |
DOI: | 10.1088/1742-5468/acac71 |