@misc{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {A molecular relay race: sequential first-passage events to the terminal reaction centre in a cascade of diffusion controlled processes},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-52194},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-521942},
  pages     = {20},
  year      = {2021},
  abstract  = {We consider a sequential cascade of molecular first-reaction events towards a terminal reaction centre in which each reaction step is controlled by diffusive motion of the particles. The model studied here represents a typical reaction setting encountered in diverse molecular biology systems, in which, e.g. a signal transduction proceeds via a series of consecutive 'messengers': the first messenger has to find its respective immobile target site triggering a launch of the second messenger, the second messenger seeks its own target site and provokes a launch of the third messenger and so on, resembling a relay race in human competitions. For such a molecular relay race taking place in infinite one-, two- and three-dimensional systems, we find exact expressions for the probability density function of the time instant of the terminal reaction event, conditioned on preceding successful reaction events on an ordered array of target sites. The obtained expressions pertain to the most general conditions: number of intermediate stages and the corresponding diffusion coefficients, the sizes of the target sites, the distances between them, as well as their reactivities are arbitrary.},
  language  = {en}
}
@misc{ŚlęzakMetzlerMagdziarz2019,
  author    = {Ślęzak, Jakub and Metzler, Ralf and Magdziarz, Marcin},
  title     = {Codifference can detect ergodicity breaking and non-Gaussianity},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {748},
  doi       = {10.25932/publishup-43617},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436178},
  pages     = {25},
  year      = {2019},
  abstract  = {We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. We also discuss a related measure of dispersion, which is a nonlinear analogue of the mean squared displacement.},
  language  = {en}
}
@misc{MuenchKipfstuhlFreitagetal.2017,
  author    = {M{\"u}nch, Thomas and Kipfstuhl, Sepp and Freitag, Johannes and Meyer, Hanno and Laepple, Thomas},
  title     = {Constraints on post-depositional isotope modifications in East Antarctic firn from analysing temporal changes of isotope profiles},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {662},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-41876},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-418763},
  pages     = {14},
  year      = {2017},
  abstract  = {The isotopic composition of water in ice sheets is extensively used to infer past climate changes. In low-accumulation regions their interpretation is, however, challenged by poorly constrained effects that may influence the initial isotope signal during and after deposition of the snow. This is reflected in snow-pit isotope data from Kohnen Station, Antarctica, which exhibit a seasonal cycle but also strong interannual variations that contradict local temperature observations. These inconsistencies persist even after averaging many profiles and are thus not explained by local stratigraphic noise. Previous studies have suggested that post-depositional processes may significantly influence the isotopic composition of East Antarctic firn. Here, we investigate the importance of post-depositional processes within the open-porous firn (greater than or similar to 10 cm depth) at Kohnen Station by separating spatial from temporal variability. To this end, we analyse 22 isotope profiles obtained from two snow trenches and examine the temporal isotope modifications by comparing the new data with published trench data extracted 2 years earlier. The initial isotope profiles undergo changes over time due to downward advection, firn diffusion and densification in magnitudes consistent with independent estimates. Beyond that, we find further modifications of the original isotope record to be unlikely or small in magnitude (<< 1 parts per thousand RMSD). These results show that the discrepancy between local temperatures and isotopes most likely originates from spatially coherent processes prior to or during deposition, such as precipitation intermittency or systematic isotope modifications acting on drifting or loose surface snow.},
  language  = {en}
}
@misc{GranadoAbadMetzleretal.2020,
  author    = {Granado, Felipe Le Vot and Abad, Enrique and Metzler, Ralf and Yuste, Santos B.},
  title     = {Continuous time random walk in a velocity field},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1005},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47999},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-479997},
  pages     = {28},
  year      = {2020},
  abstract  = {We consider the emerging dynamics of a separable continuous time random walk (CTRW) in the case when the random walker is biased by a velocity field in a uniformly growing domain. Concrete examples for such domains include growing biological cells or lipid vesicles, biofilms and tissues, but also macroscopic systems such as expanding aquifers during rainy periods, or the expanding Universe. The CTRW in this study can be subdiffusive, normal diffusive or superdiffusive, including the particular case of a L{\´e}vy flight. We first consider the case when the velocity field is absent. In the subdiffusive case, we reveal an interesting time dependence of the kurtosis of the particle probability density function. In particular, for a suitable parameter choice, we find that the propagator, which is fat tailed at short times, may cross over to a Gaussian-like propagator. We subsequently incorporate the effect of the velocity field and derive a bi-fractional diffusion-advection equation encoding the time evolution of the particle distribution. We apply this equation to study the mixing kinetics of two diffusing pulses, whose peaks move towards each other under the action of velocity fields acting in opposite directions. This deterministic motion of the peaks, together with the diffusive spreading of each pulse, tends to increase particle mixing, thereby counteracting the peak separation induced by the domain growth. As a result of this competition, different regimes of mixing arise. In the case of L{\´e}vy flights, apart from the non-mixing regime, one has two different mixing regimes in the long-time limit, depending on the exact parameter choice: in one of these regimes, mixing is mainly driven by diffusive spreading, while in the other mixing is controlled by the velocity fields acting on each pulse. Possible implications for encounter-controlled reactions in real systems are discussed.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2021,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {Distribution of first-reaction times with target regions on boundaries of shell-like domains},
  series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-55754},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-557542},
  pages     = {1 -- 23},
  year      = {2021},
  abstract  = {We study the probability density function (PDF) of the first-reaction times between a diffusive ligand and a membrane-bound, immobile imperfect target region in a restricted 'onion-shell' geometry bounded by two nested membranes of arbitrary shapes. For such a setting, encountered in diverse molecular signal transduction pathways or in the narrow escape problem with additional steric constraints, we derive an exact spectral form of the PDF, as well as present its approximate form calculated by help of the so-called self-consistent approximation. For a particular case when the nested domains are concentric spheres, we get a fully explicit form of the approximated PDF, assess the accuracy of this approximation, and discuss various facets of the obtained distributions. Our results can be straightforwardly applied to describe the PDF of the terminal reaction event in multi-stage signal transduction processes.},
  language  = {en}
}
@misc{GrebenkovSposiniMetzleretal.2020,
  author    = {Grebenkov, Denis S. and Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb and Seno, Flavio},
  title     = {Exact distributions of the maximum and range of random diffusivity processes},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1142},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-50397},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-503976},
  pages     = {24},
  year      = {2020},
  abstract  = {We study the extremal properties of a stochastic process xt defined by the Langevin equation ẋₜ =√2Dₜ ξₜ, in which ξt is a Gaussian white noise with zero mean and Dₜ is a stochastic'diffusivity', defined as a functional of independent Brownian motion Bₜ.We focus on threechoices for the random diffusivity Dₜ: cut-off Brownian motion, Dₜt ∼ Θ(Bₜ), where Θ(x) is the Heaviside step function; geometric Brownian motion, Dₜ ∼ exp(-Bₜ); and a superdiffusive process based on squared Brownian motion, Dₜ ∼ B²ₜ. For these cases we derive exact expressions for the probability density functions of the maximal positive displacement and of the range of the process xₜ on the time interval ₜ ∈ (0, T).We discuss the asymptotic behaviours of the associated probability density functions, compare these against the behaviour of the corresponding properties of standard Brownian motion with constant diffusivity (Dₜ = D0) and also analyse the typical behaviour of the probability density functions which is observed for a majority of realisations of the stochastic diffusivity process.},
  language  = {en}
}
@misc{WoodfieldHorneGlauertetal.2018,
  author    = {Woodfield, Emma E. and Horne, Richard B. and Glauert, Sarah A. and Menietti, John D. and Shprits, Yuri Y. and Kurth, William S.},
  title     = {Formation of electron radiation belts at Saturn by Z-mode wave acceleration},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1032},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-46834},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-468342},
  pages     = {9},
  year      = {2018},
  abstract  = {At Saturn electrons are trapped in the planet's magnetic field and accelerated to relativistic energies to form the radiation belts, but how this dramatic increase in electron energy occurs is still unknown. Until now the mechanism of radial diffusion has been assumed but we show here that in-situ acceleration through wave particle interactions, which initial studies dismissed as ineffectual at Saturn, is in fact a vital part of the energetic particle dynamics there. We present evidence from numerical simulations based on Cassini spacecraft data that a particular plasma wave, known as Z-mode, accelerates electrons to MeV energies inside 4 R-S (1 R-S = 60,330 km) through a Doppler shifted cyclotron resonant interaction. Our results show that the Z-mode waves observed are not oblique as previously assumed and are much better accelerators than O-mode waves, resulting in an electron energy spectrum that closely approaches observed values without any transport effects included.},
  language  = {en}
}
@misc{GrebenkovMetzlerOshanin2020,
  author    = {Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb},
  title     = {From single-particle stochastic kinetics to macroscopic reaction rates},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1018},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-48405},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-484059},
  pages     = {29},
  year      = {2020},
  abstract  = {We consider the first-passage problem for N identical independent particles that are initially released uniformly in a finite domain Ω and then diffuse toward a reactive area Γ, which can be part of the outer boundary of Ω or a reaction centre in the interior of Ω. For both cases of perfect and partial reactions, we obtain the explicit formulas for the first two moments of the fastest first-passage time (fFPT), i.e., the time when the first out of the N particles reacts with Γ. Moreover, we investigate the full probability density of the fFPT. We discuss a significant role of the initial condition in the scaling of the average fFPT with the particle number N, namely, a much stronger dependence (1/N and 1/N² for partially and perfectly reactive targets, respectively), in contrast to the well known inverse-logarithmic behaviour found when all particles are released from the same fixed point. We combine analytic solutions with scaling arguments and stochastic simulations to rationalise our results, which open new perspectives for studying the relevance of multiple searchers in various situations of molecular reactions, in particular, in living cells.},
  language  = {en}
}
@misc{ThapaWyłomańskaSikoraetal.2021,
  author    = {Thapa, Samudrajit and Wyłomańska, Agnieszka and Sikora, Grzegorz and Wagner, Caroline E. and Krapf, Diego and Kantz, Holger and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {1118},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-49349},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-493494},
  pages     = {24},
  year      = {2021},
  abstract  = {Extensive time-series encoding the position of particles such as viruses, vesicles, or individualproteins are routinely garnered insingle-particle tracking experiments or supercomputing studies.They contain vital clues on how viruses spread or drugs may be delivered in biological cells.Similar time-series are being recorded of stock values in financial markets and of climate data.Such time-series are most typically evaluated in terms of time-averaged mean-squareddisplacements (TAMSDs), which remain random variables for finite measurement times. Theirstatistical properties are different for differentphysical stochastic processes, thus allowing us toextract valuable information on the stochastic process itself. To exploit the full potential of thestatistical information encoded in measured time-series we here propose an easy-to-implementand computationally inexpensive new methodology, based on deviations of the TAMSD from itsensemble average counterpart. Specifically, we use the upper bound of these deviations forBrownian motion (BM) to check the applicability of this approach to simulated and real data sets.By comparing the probability of deviations fordifferent data sets, we demonstrate how thetheoretical bound for BM reveals additional information about observed stochastic processes. Weapply the large-deviation method to data sets of tracer beads tracked in aqueous solution, tracerbeads measured in mucin hydrogels, and of geographic surface temperature anomalies. Ouranalysis shows how the large-deviation properties can be efficiently used as a simple yet effectiveroutine test to reject the BM hypothesis and unveil relevant information on statistical propertiessuch as ergodicity breaking and short-time correlations.},
  language  = {en}
}
@misc{LiMeiXuetal.2020,
  author    = {Li, Yongge and Mei, Ruoxing and Xu, Yong and Kurths, J{\"u}rgen and Duan, Jinqiao and Metzler, Ralf},
  title     = {Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {974},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47454},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474542},
  pages     = {28},
  year      = {2020},
  abstract  = {This work focuses on the dynamics of particles in a confined geometry with position-dependent diffusivity, where the confinement is modelled by a periodic channel consisting of unit cells connected by narrow passage ways. We consider three functional forms for the diffusivity, corresponding to the scenarios of a constant (D ₀), as well as a low (D ₘ) and a high (D d) mobility diffusion in cell centre of the longitudinally symmetric cells. Due to the interaction among the diffusivity, channel shape and external force, the system exhibits complex and interesting phenomena. By calculating the probability density function, mean velocity and mean first exit time with the It{\^o} calculus form, we find that in the absence of external forces the diffusivity D d will redistribute particles near the channel wall, while the diffusivity D ₘ will trap them near the cell centre. The superposition of external forces will break their static distributions. Besides, our results demonstrate that for the diffusivity D d, a high dependence on the x coordinate (parallel with the central channel line) will improve the mean velocity of the particles. In contrast, for the diffusivity D ₘ, a weak dependence on the x coordinate will dramatically accelerate the moving speed. In addition, it shows that a large external force can weaken the influences of different diffusivities; inversely, for a small external force, the types of diffusivity affect significantly the particle dynamics. In practice, one can apply these results to achieve a prominent enhancement of the particle transport in two- or three-dimensional channels by modulating the local tracer diffusivity via an engineered gel of varying porosity or by adding a cold tube to cool down the diffusivity along the central line, which may be a relevant effect in engineering applications. Effects of different stochastic calculi in the evaluation of the underlying multiplicative stochastic equation for different physical scenarios are discussed.},
  language  = {en}
}
@misc{MakwanaYan2020,
  author    = {Makwana, Kirit D. and Yan, Huirong},
  title     = {Properties of magnetohydrodynamic modes in compressively driven plasma turbulence},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  volume    = {10},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {3},
  publisher = {American Physical Society (APS)},
  address   = {College Park},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-53160},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-531607},
  pages     = {17},
  year      = {2020},
  abstract  = {We study properties of magnetohydrodynamic (MHD) eigenmodes by decomposing the data of MHD simulations into linear MHD modes-namely, the Alfven, slow magnetosonic, and fast magnetosonic modes. We drive turbulence with a mixture of solenoidal and compressive driving while varying the Alfven Mach number (M-A), plasma beta, and the sonic Mach number from subsonic to transsonic. We find that the proportion of fast and slow modes in the mode mixture increases with increasing compressive forcing. This proportion of the magnetosonic modes can also become the dominant fraction in the mode mixture. The anisotropy of the modes is analyzed by means of their structure functions. The Alfven-mode anisotropy is consistent with the Goldreich-Sridhar theory. We find a transition from weak to strong Alfvenic turbulence as we go from low to high M-A. The slow-mode properties are similar to the Alfven mode. On the other hand, the isotropic nature of fast modes is verified in the cases where the fast mode is a significant fraction of the mode mixture. The fast-mode behavior does not show any transition in going from low to high M-A. We find indications that there is some interaction between the different modes, and the properties of the dominant mode can affect the properties of the weaker modes. This work identifies the conditions under which magnetosonic modes can be a major fraction of turbulent astrophysical plasmas, including the regime of weak turbulence. Important astrophysical implications for cosmic-ray transport and magnetic reconnection are discussed.},
  language  = {en}
}
@misc{ŚlęzakBurneckiMetzler2019,
  author    = {Ślęzak, Jakub and Burnecki, Krzysztof and Metzler, Ralf},
  title     = {Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {765},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-43792},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-437923},
  pages     = {18},
  year      = {2019},
  abstract  = {Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is ascribed to the heterogeneity of the medium and is captured by random parameter models such as 'superstatistics' or 'diffusing diffusivity'. Independently, scientists working in the area of time series analysis and statistics have studied a class of discrete-time processes with similar properties, namely, random coefficient autoregressive models. In this work we try to reconcile these two approaches and thus provide a bridge between physical stochastic processes and autoregressive models.Westart from the basic Langevin equation of motion with time-varying damping or diffusion coefficients and establish the link to random coefficient autoregressive processes. By exploring that link we gain access to efficient statistical methods which can help to identify data exhibiting Brownian yet non-Gaussian diffusion.},
  language  = {en}
}
@misc{WeberBahrsAlirezaeizanjanietal.2019,
  author    = {Weber, Ariane and Bahrs, Marco and Alirezaeizanjani, Zahra and Zhang, Xingyu and Beta, Carsten and Zaburdaev, Vasily},
  title     = {Rectification of Bacterial Diffusion in Microfluidic Labyrinths},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {801},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-44122},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-441222},
  pages     = {11},
  year      = {2019},
  abstract  = {In nature as well as in the context of infection and medical applications, bacteria often have to move in highly complex environments such as soil or tissues. Previous studies have shown that bacteria strongly interact with their surroundings and are often guided by confinements. Here, we investigate theoretically how the dispersal of swimming bacteria can be augmented by microfluidic environments and validate our theoretical predictions experimentally. We consider a system of bacteria performing the prototypical run-and-tumble motion inside a labyrinth with square lattice geometry. Narrow channels between the square obstacles limit the possibility of bacteria to reorient during tumbling events to an area where channels cross. Thus, by varying the geometry of the lattice it might be possible to control the dispersal of cells. We present a theoretical model quantifying diffusive spreading of a run-and-tumble random walker in a square lattice. Numerical simulations validate our theoretical predictions for the dependence of the diffusion coefficient on the lattice geometry. We show that bacteria moving in square labyrinths exhibit enhanced dispersal as compared to unconfined cells. Importantly, confinement significantly extends the duration of the phase with strongly non-Gaussian diffusion, when the geometry of channels is imprinted in the density profiles of spreading cells. Finally, in good agreement with our theoretical findings, we observe the predicted behaviors in experiments with E. coli bacteria swimming in a square lattice labyrinth created in amicrofluidic device. Altogether, our comprehensive understanding of bacterial dispersal in a simple two-dimensional labyrinth makes the first step toward the analysis of more complex geometries relevant for real world applications.},
  language  = {en}
}
@misc{MuenchKipfstuhlFreitagetal.2016,
  author    = {M{\"u}nch, Thomas and Kipfstuhl, Sepp and Freitag, Johannes and Meyer, Hanno and Laepple, Thomas},
  title     = {Regional climate signal vs. local noise},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {500},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-40838},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-408385},
  pages     = {17},
  year      = {2016},
  abstract  = {In low-accumulation regions, the reliability of delta O-18-derived temperature signals from ice cores within the Holocene is unclear, primarily due to the small climate changes relative to the intrinsic noise of the isotopic signal. In order to learn about the representativity of single ice cores and to optimise future ice-core-based climate reconstructions, we studied the stable-water isotope composition of firn at Kohnen Station, Dronning Maud Land, Antarctica. Analysing delta O-18 in two 50m long snow trenches allowed us to create an unprecedented, two-dimensional image characterising the isotopic variations from the centimetre to the 100-metre scale. Our results show seasonal layering of the isotopic composition but also high horizontal isotopic variability caused by local stratigraphic noise. Based on the horizontal and vertical structure of the isotopic variations, we derive a statistical noise model which successfully explains the trench data. The model further allows one to determine an upper bound for the reliability of climate reconstructions conducted in our study region at seasonal to annual resolution, depending on the number and the spacing of the cores taken.},
  language  = {en}
}
@misc{SposiniMetzlerOshanin2019,
  author    = {Sposini, Vittoria and Metzler, Ralf and Oshanin, Gleb},
  title     = {Single-trajectory spectral analysis of scaled Brownian motion},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {753},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-43652},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-436522},
  pages     = {16},
  year      = {2019},
  abstract  = {Astandard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of long observation times, T → ∞. In many experimental situations one is able to garner only relatively few stochastic time series of finite T, such that practically neither an ensemble average nor the asymptotic limit T → ∞ can be achieved. To accommodate for a meaningful analysis of such finite-length data we here develop the framework of single-trajectory spectral analysis for one of the standard models of anomalous diffusion, scaled Brownian motion.Wedemonstrate that the frequency dependence of the single-trajectory PSD is exactly the same as for standard Brownian motion, which may lead one to the erroneous conclusion that the observed motion is normal-diffusive. However, a distinctive feature is shown to be provided by the explicit dependence on the measurement time T, and this ageing phenomenon can be used to deduce the anomalous diffusion exponent.Wealso compare our results to the single-trajectory PSD behaviour of another standard anomalous diffusion process, fractional Brownian motion, and work out the commonalities and differences. Our results represent an important step in establishing singletrajectory PSDs as an alternative (or complement) to analyses based on the time-averaged mean squared displacement.},
  language  = {en}
}
@misc{XuZhouMetzleretal.2022,
  author    = {Xu, Pengbo and Zhou, Tian and Metzler, Ralf and Deng, Weihua},
  title     = {Stochastic harmonic trapping of a L{\´e}vy walk: transport and first-passage dynamics under soft resetting strategies},
  series = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Zweitver{\"o}ffentlichungen der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  publisher = {Universit{\"a}tsverlag Potsdam},
  address   = {Potsdam},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-56040},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-560402},
  pages     = {1 -- 28},
  year      = {2022},
  abstract  = {We introduce and study a L{\´e}vy walk (LW) model of particle spreading with a finite propagation speed combined with soft resets, stochastically occurring periods in which an harmonic external potential is switched on and forces the particle towards a specific position. Soft resets avoid instantaneous relocation of particles that in certain physical settings may be considered unphysical. Moreover, soft resets do not have a specific resetting point but lead the particle towards a resetting point by a restoring Hookean force. Depending on the exact choice for the LW waiting time density and the probability density of the periods when the harmonic potential is switched on, we demonstrate a rich emerging response behaviour including ballistic motion and superdiffusion. When the confinement periods of the soft-reset events are dominant, we observe a particle localisation with an associated non-equilibrium steady state. In this case the stationary particle probability density function turns out to acquire multimodal states. Our derivations are based on Markov chain ideas and LWs with multiple internal states, an approach that may be useful and flexible for the investigation of other generalised random walks with soft and hard resets. The spreading efficiency of soft-rest LWs is characterised by the first-passage time statistic.},
  language  = {en}
}
@misc{ShpritsMeniettiDrozdovetal.2018,
  author    = {Shprits, Yuri Y. and Menietti, J. D. and Drozdov, Alexander and Horne, Richard B. and Woodfield, Emma E. and Groene, J. B. and de Soria-Santacruz, M. and Averkamp, T. F. and Garrett, H. and Paranicas, C. and Gurnett, Don A.},
  title     = {Strong whistler mode waves observed in the vicinity of Jupiter's moons},
  series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe},
  number    = {695},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-42627},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-426278},
  pages     = {6},
  year      = {2018},
  abstract  = {Understanding of wave environments is critical for the understanding of how particles are accelerated and lost in space. This study shows that in the vicinity of Europa and Ganymede, that respectively have induced and internal magnetic fields, chorus wave power is significantly increased. The observed enhancements are persistent and exceed median values of wave activity by up to 6 orders of magnitude for Ganymede. Produced waves may have a pronounced effect on the acceleration and loss of particles in the Jovian magnetosphere and other astrophysical objects. The generated waves are capable of significantly modifying the energetic particle environment, accelerating particles to very high energies, or producing depletions in phase space density. Observations of Jupiter's magnetosphere provide a unique opportunity to observe how objects with an internal magnetic field can interact with particles trapped in magnetic fields of larger scale objects.},
  language  = {en}
}
@misc{GallegoLlorenteSarahJonesetal.2016,
  author    = {Gallego-Llorente, Marcos and Sarah, Connell and Jones, Eppie R. and Merrett, Deborah C. and Jeon, Y. and Eriksson, Anders and Siska, Veronika and Gamba, Cristina and Meiklejohn, Christopher and Beyer, Robert and Jeon, Sungwon and Cho, Yun Sung and Hofreiter, Michael and Bhak, Jong and Manica, Andrea and Pinhasi, Ron},
  title     = {The genetics of an early Neolithic pastoralist from the Zagros, Iran},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {952},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-43935},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-439355},
  pages     = {9},
  year      = {2016},
  abstract  = {The agricultural transition profoundly changed human societies. We sequenced and analysed the first genome (1.39x) of an early Neolithic woman from Ganj Dareh, in the Zagros Mountains of Iran, a site with early evidence for an economy based on goat herding, ca. 10,000 BP. We show that Western Iran was inhabited by a population genetically most similar to hunter-gatherers from the Caucasus, but distinct from the Neolithic Anatolian people who later brought food production into Europe. The inhabitants of Ganj Dareh made little direct genetic contribution to modern European populations, suggesting those of the Central Zagros were somewhat isolated from other populations of the Fertile Crescent. Runs of homozygosity are of a similar length to those from Neolithic farmers, and shorter than those of Caucasus and Western Hunter-Gatherers, suggesting that the inhabitants of Ganj Dareh did not undergo the large population bottleneck suffered by their northern neighbours. While some degree of cultural diffusion between Anatolia, Western Iran and other neighbouring regions is possible, the genetic dissimilarity between early Anatolian farmers and the inhabitants of Ganj Dareh supports a model in which Neolithic societies in these areas were distinct.},
  language  = {en}
}
@misc{CherstvyVinodAghionetal.2017,
  author    = {Cherstvy, Andrey G. and Vinod, Deepak and Aghion, Erez and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Time averaging, ageing and delay analysis of financial time series},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-400541},
  pages     = {11},
  year      = {2017},
  abstract  = {We introduce three strategies for the analysis of financial time series based on time averaged observables. These comprise the time averaged mean squared displacement (MSD) as well as the ageing and delay time methods for varying fractions of the financial time series. We explore these concepts via statistical analysis of historic time series for several Dow Jones Industrial indices for the period from the 1960s to 2015. Remarkably, we discover a simple universal law for the delay time averaged MSD. The observed features of the financial time series dynamics agree well with our analytical results for the time averaged measurables for geometric Brownian motion, underlying the famed Black-Scholes-Merton model. The concepts we promote here are shown to be useful for financial data analysis and enable one to unveil new universal features of stock market dynamics.},
  language  = {en}
}
@misc{WangSenoSokolovetal.2020,
  author    = {Wang, Wei and Seno, Flavio and Sokolov, Igor M. and Chechkin, Aleksei V. and Metzler, Ralf},
  title     = {Unexpected crossovers in correlated random-diffusivity processes},
  number    = {1006},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-48004},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480049},
  pages     = {18},
  year      = {2020},
  abstract  = {The passive and active motion of micron-sized tracer particles in crowded liquids and inside living biological cells is ubiquitously characterised by 'viscoelastic' anomalous diffusion, in which the increments of the motion feature long-ranged negative and positive correlations. While viscoelastic anomalous diffusion is typically modelled by a Gaussian process with correlated increments, so-called fractional Gaussian noise, an increasing number of systems are reported, in which viscoelastic anomalous diffusion is paired with non-Gaussian displacement distributions. Following recent advances in Brownian yet non-Gaussian diffusion we here introduce and discuss several possible versions of random-diffusivity models with long-ranged correlations. While all these models show a crossover from non-Gaussian to Gaussian distributions beyond some correlation time, their mean squared displacements exhibit strikingly different behaviours: depending on the model crossovers from anomalous to normal diffusion are observed, as well as a priori unexpected dependencies of the effective diffusion coefficient on the correlation exponent. Our observations of the non-universality of random-diffusivity viscoelastic anomalous diffusion are important for the analysis of experiments and a better understanding of the physical origins of 'viscoelastic yet non-Gaussian' diffusion.},
  language  = {en}
}
@misc{SposiniGrebenkovMetzleretal.2020,
  author    = {Sposini, Vittoria and Grebenkov, Denis S. and Metzler, Ralf and Oshanin, Gleb and Seno, Flavio},
  title     = {Universal spectral features of different classes of random-diffusivity processes},
  series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  journal   = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe},
  number    = {999},
  issn      = {1866-8372},
  doi       = {10.25932/publishup-47696},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-476960},
  pages     = {27},
  year      = {2020},
  abstract  = {Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments and the displacement probability density function. Here we develop the complementary power spectral description for a broad class of random-diffusivity processes. In our approach we cater for typical single particle tracking data in which a small number of trajectories with finite duration are garnered. Apart from the diffusing-diffusivity model we study a range of previously unconsidered random-diffusivity processes, for which we obtain exact forms of the probability density function. These new processes are different versions of jump processes as well as functionals of Brownian motion. The resulting behaviour subtly depends on the specific model details. Thus, the central part of the probability density function may be Gaussian or non-Gaussian, and the tails may assume Gaussian, exponential, log-normal, or even power-law forms. For all these models we derive analytically the moment-generating function for the single-trajectory power spectral density. We establish the generic 1/f²-scaling of the power spectral density as function of frequency in all cases. Moreover, we establish the probability density for the amplitudes of the random power spectral density of individual trajectories. The latter functions reflect the very specific properties of the different random-diffusivity models considered here. Our exact results are in excellent agreement with extensive numerical simulations.},
  language  = {en}
}