@article{BodrovaChechkinCherstvyetal.2015, author = {Bodrova, Anna and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf}, title = {Quantifying non-ergodic dynamics of force-free granular gases}, 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}, issn = {1463-9084}, doi = {10.1039/C5CP02824H}, pages = {21791 -- 21798}, year = {2015}, abstract = {Brownianmotion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann- Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat—depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions—both a constant and a velocity-dependent (viscoelastic) restitution coefficient e. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of e on the impact velocity of particles.}, language = {en} } @misc{BodrovaChechkinCherstvyetal.2015, author = {Bodrova, Anna and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf}, title = {Quantifying non-ergodic dynamics of force-free granular gases}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-85200}, year = {2015}, abstract = {Brownianmotion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann-Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat—depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions—both a constant and a velocity-dependent (viscoelastic) restitution coefficient e. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of e on the impact velocity of particles.}, language = {en} } @article{BodrovaChechkinCherstvyetal.2015, author = {Bodrova, Anna and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf}, title = {Quantifying non-ergodic dynamics of force-free granular gases}, 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 = {34}, publisher = {Royal Society of Chemistry}, address = {Cambridge}, issn = {1463-9076}, doi = {10.1039/c5cp02824h}, pages = {21791 -- 21798}, year = {2015}, abstract = {Brownian motion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann-Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat-depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions-both a constant and a velocity-dependent (viscoelastic) restitution coefficient epsilon. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of epsilon on the impact velocity of particles.}, language = {en} } @article{BodrovaChechkinCherstvyetal.2015, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Metzler, Ralf}, title = {Ultraslow scaled Brownian motion}, series = {New journal of physics : the open-access journal for physics}, volume = {17}, journal = {New journal of physics : the open-access journal for physics}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1367-2630}, doi = {10.1088/1367-2630/17/6/063038}, pages = {16}, year = {2015}, abstract = {We define and study in detail utraslow scaled Brownian motion (USBM) characterized by a time dependent diffusion coefficient of the form D(t) similar or equal to 1/t. For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In a harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the time averaged MSD does not converge to the regular MSD even at long times, and for unconfined motion combines a linear lag time dependence with a logarithmic term. The weakly non-ergodic behaviour is quantified in terms of the ergodicity breaking parameter. The USBM process is also shown to be ageing: observables of the system depend on the time gap between initiation of the test particle and start of the measurement of its motion. Our analytical results are shown to agree excellently with extensive computer simulations.}, language = {en} } @misc{BodrovaChechkinCherstvyetal.2016, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf}, title = {Underdamped scaled Brownian motion}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-97158}, pages = {16}, year = {2016}, abstract = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.}, language = {en} } @article{BodrovaChechkinCherstvyetal.2016, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf}, title = {Underdamped scaled Brownian motion}, series = {Scientific reports}, volume = {6}, journal = {Scientific reports}, publisher = {Nature Publishing Group}, address = {London}, issn = {2045-2322}, doi = {10.1038/srep30520}, year = {2016}, abstract = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.}, language = {en} } @article{BodrovaChechkinCherstvyetal.2016, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Cherstvy, Andrey G. and Safdari, Hadiseh and Sokolov, Igor M. and Metzler, Ralf}, title = {Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion}, series = {Scientific reports}, volume = {6}, journal = {Scientific reports}, publisher = {Nature Publ. Group}, address = {London}, issn = {2045-2322}, doi = {10.1038/srep30520}, pages = {16}, year = {2016}, abstract = {It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion process governed by an underdamped Langevin equation with an explicit time dependence of the system temperature and thus the diffusion and damping coefficients. We show that for this underdamped scaled Brownian motion (UDSBM) the overdamped limit fails to describe the long time behaviour of the system and may practically even not exist at all for a certain range of the parameter values. Thus persistent inertial effects play a non-negligible role even at significantly long times. From this study a general questions on the applicability of the overdamped limit to describe the long time motion of an anomalously diffusing particle arises, with profound consequences for the relevance of overdamped anomalous diffusion models. We elucidate our results in view of analytical and simulations results for the anomalous diffusion of particles in free cooling granular gases.}, language = {en} } @article{BodrovaChechkinSokolov2019, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Sokolov, Igor M.}, title = {Scaled Brownian motion with renewal resetting}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {100}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {1}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.100.012120}, pages = {13}, year = {2019}, abstract = {We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient D(t)∼tα-1 with α>0 (scaled Brownian motion) is stochastically reset to its initial position, and starts anew. In the present work we discuss the situation in which the memory on the value of the diffusion coefficient at a resetting time is erased, so that the whole process is a fully renewal one. The situation when the resetting of the coordinate does not affect the diffusion coefficient's time dependence is considered in the other work of this series [A. S. Bodrova et al., Phys. Rev. E 100, 012119 (2019)]. We show that the properties of the probability densities in such processes (erasing or retaining the memory on the diffusion coefficient) are vastly different. In addition we discuss the first-passage properties of the scaled Brownian motion with renewal resetting and consider the dependence of the efficiency of search on the parameters of the process.}, language = {en} } @article{BodrovaChechkinSokolov2019, author = {Bodrova, Anna S. and Chechkin, Aleksei V. and Sokolov, Igor M.}, title = {Nonrenewal resetting of scaled Brownian motion}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {100}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {1}, publisher = {American Physical Society}, address = {College Park}, issn = {2470-0045}, doi = {10.1103/PhysRevE.100.012119}, pages = {10}, year = {2019}, abstract = {We investigate an intermittent stochastic process in which diffusive motion with a time-dependent diffusion coefficient, D(t)∼tα-1, α>0 (scaled Brownian motion), is stochastically reset to its initial position and starts anew. The resetting follows a renewal process with either an exponential or a power-law distribution of the waiting times between successive renewals. The resetting events, however, do not affect the time dependence of the diffusion coefficient, so that the whole process appears to be a nonrenewal one. We discuss the mean squared displacement of a particle and the probability density function of its positions in this process. We show that scaled Brownian motion with resetting demonstrates rich behavior whose properties essentially depend on the interplay of the parameters of the resetting process and the particle's displacement infree motion. The motion of particles can remain almost unaffected by resetting but can also get slowed down or even be completely suppressed. Especially interesting are the nonstationary situations in which the mean squared displacement stagnates but the distribution of positions does not tend to any steady state. This behavior is compared to the situation [discussed in the companion paper; A. S. Bodrova et al., Phys. Rev. E 100, 012120 (2019)] in which the memory of the value of the diffusion coefficient at a resetting time is erased, so that the whole process is a fully renewal one. We show that the properties of the probability densities in such processes (erasing or retaining the memory on the diffusion coefficient) are vastly different.}, language = {en} } @article{BurneckiWylomanskaBeletskiietal.2012, author = {Burnecki, Krzysztof and Wylomanska, Agnieszka and Beletskii, Aleksei and Gonchar, Vsevolod and Chechkin, Aleksei V.}, title = {Recognition of stable distribution with levy index alpha close to 2}, series = {Physical review : E, Statistical, nonlinear and soft matter physics}, volume = {85}, journal = {Physical review : E, Statistical, nonlinear and soft matter physics}, number = {5}, publisher = {American Physical Society}, address = {College Park}, issn = {1539-3755}, doi = {10.1103/PhysRevE.85.056711}, pages = {8}, year = {2012}, abstract = {We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the distribution is not clearly detectable, and the shape of the empirical probability density function is close to a Gaussian. We propose a testing procedure combining a simple visual test based on empirical fourth moment with the Anderson-Darling and Jarque-Bera statistical tests and we check the efficiency of the method on simulated data. Furthermore, we apply our method to the analysis of turbulent plasma density and potential fluctuations measured in the stellarator-type fusion device and demonstrate that the phenomenon of the L-H transition from low confinement, L mode, to a high confinement, H mode, which occurs in this device is accompanied by the transition from Levy to Gaussian fluctuation statistics.}, language = {en} }