1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency

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. 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 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 at low frequencies f, where depends on the noise parameters . An explicit expression for κ is obtained in terms of . 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.