Time irreversibility and amplitude irreversibility measures for nonequilibrium processes

DOI10.1016/J.CNSNS.2020.105688MaRDI QIDQ2656046zbMATH OpenOpenAlexFDO

Authors Wenpo Yao, Jun Wang, Matjaž Perc, Jiafei Dai, Daqing Guo, Dezhong Yao, Wenli Yao

Publication date 10 March 2021

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.10415

zbMATH Keywords

amplitude irreversibilityfluctuation theoremsnonequilibriumpermutationtime irreversibility

Mathematics Subject Classification ID

Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: Time irreversibility, which characterizes nonequilibrium processes, can be measured based on the probabilistic differences between symmetric vectors. To simplify the quantification of time irreversibility, symmetric permutations instead of symmetric vectors have been employed in some studies. However, although effective in practical applications, this approach is conceptually incorrect. Time irreversibility should be measured based on the permutations of symmetric vectors rather than symmetric permutations, whereas symmetric permutations can instead be employed to determine the quantitative amplitude irreversibility -- a novel parameter proposed in this paper for nonequilibrium calculated by means of the probabilistic difference in amplitude fluctuations. Through theoretical and experimental analyses, we highlight the strong similarities and close associations between the time irreversibility and amplitude irreversibility measures. Our paper clarifies the connections of and the differences between the two types of permutation-based parameters for quantitative nonequilibrium, and by doing so, we bridge the concepts of amplitude irreversibility and time irreversibility and broaden the selection of quantitative tools for studying nonequilibrium processes in complex systems.

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Cites work

• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• Time-reversibility of linear stochastic processes

Cited in

(5)

• Comparative analysis of the original and amplitude permutations
• Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation
• Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series
• Time-irreversibility test for random-length time series: the matching-time approach applied to DNA
• Time reversibility in nonequilibrium thermomechanics

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• PhysioToolkit

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