Underdamped, anomalous kinetics in double-well potentials

Inertia triggers nonergodicity of fractional Brownian motion

How related are the ergodic properties of the over- and underdamped Langevin equations driven by fractional Gaussian noise? We here find that for massive particles performing fractional Brownian motion (FBM) inertial effects not only destroy the stylized fact of the equivalence of the ensemble-averaged mean-squared displacement (MSD) to the time-averaged MSD (TAMSD) of overdamped or massless FBM, but also dramatically alter the values of the ergodicity-breaking parameter (EB). Our theoretical results for the behavior of EB for underdamped or massive FBM for varying particle mass m, Hurst exponent H, and trace length T are in excellent agreement with the findings of stochastic computer simulations. The current results can be of interest for the experimental community employing various single-particle-tracking techniques and aiming at assessing the degree of nonergodicity for the recorded time series (studying, e.g., the behavior of EB versus lag time). To infer FBM as a realizable model of anomalous diffusion for a set single-particle-tracking data when massive particles are being tracked, the EBs from the data should be compared to EBs of massive (rather than massless) FBM.

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

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.

Inertial Lévy flights in bounded domains

The escape from a given domain is one of the fundamental problems in statistical physics and the theory of stochastic processes. Here, we explore properties of the escape of an inertial particle driven by Lévy noise from a bounded domain, restricted by two absorbing boundaries. The presence of two absorbing boundaries assures that the escape process can be characterized by the finite mean first passage time. The detailed analysis of escape kinetics shows that properties of the mean first passage time for the integrated Ornstein-Uhlenbeck process driven by Lévy noise are closely related to properties of the integrated Lévy motions, which, in turn, are close to properties of the integrated Wiener process. The extensive studies of the mean first passage time were complemented by examination of the escape velocity and energy along with their sensitivity to initial conditions.