English

1/f noise and anomalous scaling in L\'evy noise-driven on-off intermittency

Fluid Dynamics 2022-12-06 v2 Statistical Mechanics

Abstract

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. L\'evy on-off intermittency is a recently introduced generalisation of on-off intermittency to multiplicative L\'evy noise, which depends on a stability parameter α\alpha and a skewness parameter β\beta. Here, we derive two novel results on L\'evy on-off intermittency by leveraging known exact results on the first-passage time statistics of L\'evy flights. First, we compute anomalous critical exponents explicitly as a function of arbitrary L\'evy noise parameters (α,β)(\alpha,\beta) for the first time, by a heuristic method, complementing previous results. The predictions are verified using numerical solutions of the fractional Fokker-Planck equation. Second, we derive the power spectrum S(f)S(f) of L\'evy on-off intermittency and show that it displays a power law S(f)fκS(f)\propto f^\kappa at low frequencies ff, where κ(1,0)\kappa\in (-1,0) depends on the noise parameters α,β\alpha,\beta. An explicit expression for κ\kappa is obtained in terms of (α,β)(\alpha,\beta). The predictions are verified using long time series realisations of L\'evy 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.

Keywords

Cite

@article{arxiv.2210.10197,
  title  = {1/f noise and anomalous scaling in L\'evy noise-driven on-off intermittency},
  author = {Adrian van Kan and François Pétrélis},
  journal= {arXiv preprint arXiv:2210.10197},
  year   = {2022}
}