@misc{MardoukhiJeonMetzler2015, author = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf}, title = {Geometry controlled anomalous diffusion in random fractal geometries}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {980}, issn = {1866-8372}, doi = {10.25932/publishup-47486}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474864}, pages = {30134 -- 30147}, year = {2015}, abstract = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law ∼T-h with h < 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.}, language = {en} } @article{MardoukhiJeonMetzler2015, author = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf}, title = {Geometry controlled anomalous diffusion in random fractal geometries}, series = {Physical chemistry, chemical physics : PCCP ; a journal of European Chemical Societies}, journal = {Physical chemistry, chemical physics : PCCP ; a journal of European Chemical Societies}, number = {17}, publisher = {Wiley-VCH Verl.}, address = {Weinheim}, issn = {1439-7641}, doi = {10.1039/c5cp03548a}, pages = {30134 -- 30147}, year = {2015}, abstract = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law BT� h with h o 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.}, language = {en} } @misc{MardoukhiJeonMetzler2015, author = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf}, title = {Geometry controlled anomalous diffusion in random fractal geometries}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-85247}, year = {2015}, abstract = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law BT� h with h o 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.}, language = {en} } @article{MardoukhiJeonMetzler2015, author = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Metzler, Ralf}, title = {Geometry controlled anomalous diffusion in random fractal geometries: looking beyond the infinite cluster}, series = {Physical chemistry, chemical physics : a journal of European Chemical Societies}, volume = {17}, journal = {Physical chemistry, chemical physics : a journal of European Chemical Societies}, number = {44}, publisher = {Royal Society of Chemistry}, address = {Cambridge}, issn = {1463-9076}, doi = {10.1039/c5cp03548a}, pages = {30134 -- 30147}, year = {2015}, abstract = {We investigate the ergodic properties of a random walker performing (anomalous) diffusion on a random fractal geometry. Extensive Monte Carlo simulations of the motion of tracer particles on an ensemble of realisations of percolation clusters are performed for a wide range of percolation densities. Single trajectories of the tracer motion are analysed to quantify the time averaged mean squared displacement (MSD) and to compare this with the ensemble averaged MSD of the particle motion. Other complementary physical observables associated with ergodicity are studied, as well. It turns out that the time averaged MSD of individual realisations exhibits non-vanishing fluctuations even in the limit of very long observation times as the percolation density approaches the critical value. This apparent non-ergodic behaviour concurs with the ergodic behaviour on the ensemble averaged level. We demonstrate how the non-vanishing fluctuations in single particle trajectories are analytically expressed in terms of the fractal dimension and the cluster size distribution of the random geometry, thus being of purely geometrical origin. Moreover, we reveal that the convergence scaling law to ergodicity, which is known to be inversely proportional to the observation time T for ergodic diffusion processes, follows a power-law similar to T-h with h < 1 due to the fractal structure of the accessible space. These results provide useful measures for differentiating the subdiffusion on random fractals from an otherwise closely related process, namely, fractional Brownian motion. Implications of our results on the analysis of single particle tracking experiments are provided.}, language = {en} } @article{MardoukhiJeonChechkinetal.2018, author = {Mardoukhi, Yousof and Jeon, Jae-Hyung and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Fluctuations of random walks in critical random environments}, series = {Physical chemistry, chemical physics : a journal of European Chemical Societies}, volume = {20}, journal = {Physical chemistry, chemical physics : a journal of European Chemical Societies}, number = {31}, publisher = {Royal Society of Chemistry}, address = {Cambridge}, issn = {1463-9076}, doi = {10.1039/c8cp03212b}, pages = {20427 -- 20438}, year = {2018}, abstract = {Percolation networks have been widely used in the description of porous media but are now found to be relevant to understand the motion of particles in cellular membranes or the nucleus of biological cells. Random walks on the infinite cluster at criticality of a percolation network are asymptotically ergodic. On any finite size cluster of the network stationarity is reached at finite times, depending on the cluster's size. Despite of this we here demonstrate by combination of analytical calculations and simulations that at criticality the disorder and cluster size average of the ensemble of clusters leads to a non-vanishing variance of the time averaged mean squared displacement, regardless of the measurement time. Fluctuations of this relevant experimental quantity due to the disorder average of such ensembles are thus persistent and non-negligible. The relevance of our results for single particle tracking analysis in complex and biological systems is discussed.}, language = {en} } @article{MardoukhiChechkinMetzler2020, author = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process}, series = {New Journal of Physics}, volume = {22}, journal = {New Journal of Physics}, publisher = {IOP}, address = {London}, issn = {1367-2630}, doi = {10.1088/1367-2630/ab950b}, pages = {18}, year = {2020}, abstract = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.}, language = {en} } @misc{MardoukhiChechkinMetzler2020, author = {Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Spurious ergodicity breaking in normal and fractional Ornstein-Uhlenbeck process}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {981}, issn = {1866-8372}, doi = {10.25932/publishup-47487}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474875}, pages = {20}, year = {2020}, abstract = {The Ornstein-Uhlenbeck process is a stationary and ergodic Gaussian process, that is fully determined by its covariance function and mean. We show here that the generic definitions of the ensemble- and time-averaged mean squared displacements fail to capture these properties consistently, leading to a spurious ergodicity breaking. We propose to remedy this failure by redefining the mean squared displacements such that they reflect unambiguously the statistical properties of any stochastic process. In particular we study the effect of the initial condition in the Ornstein-Uhlenbeck process and its fractional extension. For the fractional Ornstein-Uhlenbeck process representing typical experimental situations in crowded environments such as living biological cells, we show that the stationarity of the process delicately depends on the initial condition.}, language = {en} } @phdthesis{Mardoukhi2020, author = {Mardoukhi, Yousof}, title = {Random environments and the percolation model}, doi = {10.25932/publishup-47276}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-472762}, school = {Universit{\"a}t Potsdam}, pages = {xxii, 103}, year = {2020}, abstract = {Percolation process, which is intrinsically a phase transition process near the critical point, is ubiquitous in nature. Many of its applications embrace a wide spectrum of natural phenomena ranging from the forest fires, spread of contagious diseases, social behaviour dynamics to mathematical finance, formation of bedrocks and biological systems. The topology generated by the percolation process near the critical point is a random (stochastic) fractal. It is fundamental to the percolation theory that near the critical point, a unique infinite fractal structure, namely the infinite cluster, would emerge. As de Gennes suggested, the properties of the infinite cluster could be deduced by studying the dynamical behaviour of the random walk process taking place on it. He coined the term the ant in the labyrinth. The random walk process on such an infinite fractal cluster exhibits a subdiffusive dynamics in the sense that the mean squared displacement grows as ~t2/dw, where dw, called the fractal dimension of the random walk path, is greater than 2. Thus, the random walk process on the infinite cluster is classified as a process exhibiting the properties of anomalous diffusions. Yet near the critical point, the infinite cluster is not the sole emergent topology, but it coexists with other clusters whose size is finite. Though finite, on specific length scales these finite clusters exhibit fractal properties as well. In this work, it is assumed that the random walk process could take place on these finite size objects as well. Bearing this assumption in mind requires one address the non-equilibrium initial condition. Due to the lack of knowledge on the propagator of the random walk process in stochastic random environments, a phenomenological correspondence between the renowned Ornstein-Uhlenbeck process and the random walk process on finite size clusters is established. It is elucidated that when an ensemble of these finite size clusters and the infinite cluster is considered, the anisotropy and size of these finite clusters effects the mean squared displacement and its time averaged counterpart to grow in time as ~t(d+df (t-2))/dw, where d is the embedding Euclidean dimension, df is the fractal dimension of the infinite cluster, and , called the Fisher exponent, is a critical exponent governing the power-law distribution of the finite size clusters. Moreover, it is demonstrated that, even though the random walk process on a specific finite size cluster is ergodic, it exhibits a persistent non-ergodic behaviour when an ensemble of finite size and the infinite clusters is considered.}, language = {en} } @article{MardoukhiMardoukhiHokkaetal.2017, author = {Mardoukhi, Ahmad and Mardoukhi, Yousof and Hokka, Mikko and Kuokkala, Veli-Tapani}, title = {Effects of strain rate and surface cracks on the mechanical behaviour of Balmoral Red granite}, series = {Philosophical Transactions of the Royal Society of London, Series A : Mathematical, Physical and Engineering Sciences}, volume = {375}, journal = {Philosophical Transactions of the Royal Society of London, Series A : Mathematical, Physical and Engineering Sciences}, number = {2085}, publisher = {Royal Society}, address = {London}, issn = {1364-503X}, doi = {10.1098/rsta.2016.0179}, pages = {11}, year = {2017}, abstract = {This work presents a systematic study on the effects of strain rate and surface cracks on the mechanical properties and behaviour of Balmoral Red granite. The tensile behaviour of the rock was studied at low and high strain rates using Brazilian disc samples. Heat shocks were used to produce samples with different amounts of surface cracks. The surface crack patterns were analysed using optical microscopy, and the complexity of the patterns was quantified by calculating the fractal dimensions of the patterns. The strength of the rock clearly drops as a function of increasing fractal dimensions in the studied strain rate range. However, the dynamic strength of the rock drops significantly faster than the quasi-static strength, and, because of this, also the strain rate sensitivity of the rock decreases with increasing fractal dimensions. This can be explained by the fracture behaviour and fragmentation during the dynamic loading, which is more strongly affected by the heat shock than the fragmentation at low strain rates.}, language = {en} } @article{MardoukhiMardoukhiHokkaetal.2017, author = {Mardoukhi, Ahmad and Mardoukhi, Yousof and Hokka, Mikko and Kuokkala, Veli-Tapani}, title = {Effects of heat shock on the dynamic tensile behavior of granitic rocks}, series = {Rock mechanics and rock engineering}, volume = {50}, journal = {Rock mechanics and rock engineering}, publisher = {Springer}, address = {Wien}, issn = {0723-2632}, doi = {10.1007/s00603-017-1168-4}, pages = {1171 -- 1182}, year = {2017}, abstract = {This paper presents a new experimental method for the characterization of the surface damage caused by a heat shock on a Brazilian disk test sample. Prior to mechanical testing with a Hopkinson Split Pressure bar device, the samples were subjected to heat shock by placing a flame torch at a fixed distance from the sample's surface for periods of 10, 30, and 60 s. The sample surfaces were studied before and after the heat shock using optical microscopy and profilometry, and the images were analyzed to quantify the damage caused by the heat shock. The complexity of the surface crack patterns was quantified using fractal dimension of the crack patterns, which were used to explain the results of the mechanical testing. Even though the heat shock also causes damage below the surface which cannot be quantified from the optical images, the presented surface crack pattern analysis can give a reasonable estimate on the drop rate of the tension strength of the rock.}, language = {en} } @article{MardoukhiMardoukhiHokkaetal.2020, author = {Mardoukhi, Ahmad and Mardoukhi, Yousof and Hokka, Mikko and Kuokkala, Veli-Tapani}, title = {Effects of test temperature and low temperature thermal cycling on the dynamic tensile strength of granitic rocks}, series = {Rock mechanics and rock engineering}, volume = {54}, journal = {Rock mechanics and rock engineering}, number = {1}, publisher = {Springer}, address = {Wien}, issn = {0723-2632}, doi = {10.1007/s00603-020-02253-6}, pages = {443 -- 454}, year = {2020}, abstract = {This paper presents an experimental procedure for the characterization of the granitic rocks on a Mars-like environment. To gain a better understanding of the drilling conditions on Mars, the dynamic tensile behavior of the two granitic rocks was studied using the Brazilian disc test and a Split Hopkinson Pressure Bar. The room temperature tests were performed on the specimens, which had gone through thermal cycling between room temperature and - 70 degrees C for 0, 10, 15, and 20 cycles. In addition, the high strain rate Brazilian disc tests were carried out on the samples without the thermal cyclic loading at test temperatures of - 30 degrees C, - 50 degrees C, and - 70 degrees C. Microscopy results show that the rocks with different microstructures respond differently to cyclic thermal loading. However, decreasing the test temperature leads to an increasing in the tensile strength of both studied rocks, and the softening of the rocks is observed for both rocks as the temperature reaches - 70 degrees C. This paper presents a quantitative assessment of the effects of the thermal cyclic loading and temperature on the mechanical behavior of studied rocks in the Mars-like environment. The results of this work will bring new insight into the mechanical response of rock material in extreme environments.}, language = {en} } @article{CherstvyThapaMardoukhietal.2018, author = {Cherstvy, Andrey G. and Thapa, Samudrajit and Mardoukhi, Yousof and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Time averages and their statistical variation for the Ornstein-Uhlenbeck process}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {98}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {2}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.98.022134}, pages = {15}, year = {2018}, abstract = {How ergodic is diffusion under harmonic confinements? How strongly do ensemble- and time-averaged displacements differ for a thermally-agitated particle performing confined motion for different initial conditions? We here study these questions for the generic Ornstein-Uhlenbeck (OU) process and derive the analytical expressions for the second and fourth moment. These quantifiers are particularly relevant for the increasing number of single-particle tracking experiments using optical traps. For a fixed starting position, we discuss the definitions underlying the ensemble averages. We also quantify effects of equilibrium and nonequilibrium initial particle distributions onto the relaxation properties and emerging nonequivalence of the ensemble- and time-averaged displacements (even in the limit of long trajectories). We derive analytical expressions for the ergodicity breaking parameter quantifying the amplitude scatter of individual time-averaged trajectories, both for equilibrium and outof-equilibrium initial particle positions, in the entire range of lag times. Our analytical predictions are in excellent agreement with results of computer simulations of the Langevin equation in a parabolic potential. We also examine the validity of the Einstein relation for the ensemble- and time-averaged moments of the OU-particle. Some physical systems, in which the relaxation and nonergodic features we unveiled may be observable, are discussed.}, language = {en} }