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

How a Nonequilibrium Bath and a Potential Well Lead to Broken Time-Reversal Symmetry—First-Order Corrections on Fluctuation–Dissipation Relations

The noise that is associated with nonequilibrium processes commonly features more outliers and is therefore often taken to be Lévy noise. For a Langevin particle that is subjected to Lévy noise, the kicksizes are drawn not from a Gaussian distribution, but from an α-stable distribution. For a Gaussian-noise-subjected particle in a potential well, microscopic reversibility applies. However, it appears that the time-reversal-symmetry is broken for a Lévy-noise-subjected particle in a potential well. Major obstacles in the analysis of Langevin equations with Lévy noise are the lack of simple analytic formulae and the infinite variance of the α-stable distribution. We propose a measure for the violation of time-reversal symmetry, and we present a procedure in which this measure is central to a controlled imposing of time-reversal asymmetry. The procedure leads to behavior that mimics much of the effects of Lévy noise. Our imposing of such nonequilibrium leads to concise analytic formulae and does not yield any divergent variances. Most importantly, the theory leads to simple corrections on the Fluctuation–Dissipation Relation.

Accumulation of Particles and Formation of a Dissipative Structure in a Nonequilibrium Bath

The standard textbooks contain good explanations of how and why equilibrium thermodynamics emerges in a reservoir with particles that are subjected to Gaussian noise. However, in systems that convert or transport energy, the noise is often not Gaussian. Instead, displacements exhibit an α-stable distribution. Such noise is commonly called Lévy noise. With such noise, we see a thermodynamics that deviates from what traditional equilibrium theory stipulates. In addition, with particles that can propel themselves, so-called active particles, we find that the rules of equilibrium thermodynamics no longer apply. No general nonequilibrium thermodynamic theory is available and understanding is often ad hoc. We study a system with overdamped particles that are subjected to Lévy noise. We pick a system with a geometry that leads to concise formulae to describe the accumulation of particles in a cavity. The nonhomogeneous distribution of particles can be seen as a dissipative structure, i.e., a lower-entropy steady state that allows for throughput of energy and concurrent production of entropy. After the mechanism that maintains nonequilibrium is switched off, the relaxation back to homogeneity represents an increase in entropy and a decrease of free energy. For our setup we can analytically connect the nonequilibrium noise and active particle behavior to entropy decrease and energy buildup with simple and intuitive formulae.