@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{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{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{SpiekermannHarderGilmoreetal.2019, author = {Spiekermann, Georg and Harder, M. and Gilmore, Keith and Zalden, Peter and Sahle, Christoph J. and Petitgirard, Sylvain and Wilke, Max and Biedermann, Nicole and Weis, Thomas and Morgenroth, Wolfgang and Tse, John S. and Kulik, E. and Nishiyama, Norimasa and Yava{\c{s}}, Hasan and Sternemann, Christian}, title = {Persistent Octahedral Coordination in Amorphous GeO₂ Up to 100 GPa by Kβ'' X-Ray Emission Spectroscopy}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {699}, issn = {1866-8372}, doi = {10.25932/publishup-42775}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-427755}, year = {2019}, abstract = {We measure valence-to-core x-ray emission spectra of compressed crystalline GeO₂ up to 56 GPa and of amorphous GeO₂ up to 100 GPa. In a novel approach, we extract the Ge coordination number and mean Ge-O distances from the emission energy and the intensity of the Kβ'' emission line. The spectra of high-pressure polymorphs are calculated using the Bethe-Salpeter equation. Trends observed in the experimental and calculated spectra are found to match only when utilizing an octahedral model. The results reveal persistent octahedral Ge coordination with increasing distortion, similar to the compaction mechanism in the sequence of octahedrally coordinated crystalline GeO₂ high-pressure polymorphs.}, language = {en} } @misc{PickEffenbergerZhelavskayaetal.2019, author = {Pick, Leonie and Effenberger, Frederic and Zhelavskaya, Irina and Korte, Monika}, title = {A Statistical Classifier for Historical Geomagnetic Storm Drivers Derived Solely From Ground-Based Magnetic Field Measurements}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {982}, issn = {1866-8372}, doi = {10.25932/publishup-47499}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-474996}, pages = {2000 -- 2015}, year = {2019}, abstract = {Solar wind observations show that geomagnetic storms are mainly driven by interplanetary coronal mass ejections (ICMEs) and corotating or stream interaction regions (C/SIRs). We present a binary classifier that assigns one of these drivers to 7,546 storms between 1930 and 2015 using ground-based geomagnetic field observations only. The input data consists of the long-term stable Hourly Magnetospheric Currents index alongside the corresponding midlatitude geomagnetic observatory time series. This data set provides comprehensive information on the global storm time magnetic disturbance field, particularly its spatial variability, over eight solar cycles. For the first time, we use this information statistically with regard to an automated storm driver identification. Our supervised classification model significantly outperforms unskilled baseline models (78\% accuracy with 26[19]\% misidentified interplanetary coronal mass ejections [corotating or stream interaction regions]) and delivers plausible driver occurrences with regard to storm intensity and solar cycle phase. Our results can readily be used to advance related studies fundamental to space weather research, for example, studies connecting galactic cosmic ray modulation and geomagnetic disturbances. They are fully reproducible by means of the underlying open-source software (Pick, 2019, http://doi.org/10.5880/GFZ.2.3.2019.003)}, language = {en} } @misc{Omel'chenko2019, author = {Omel'chenko, Oleh}, title = {Travelling chimera states in systems of phase oscillators with asymmetric nonlocal coupling}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {2}, issn = {1866-8372}, doi = {10.25932/publishup-51814}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-518141}, pages = {611 -- 642}, year = {2019}, abstract = {We study travelling chimera states in a ring of nonlocally coupled heterogeneous (with Lorentzian distribution of natural frequencies) phase oscillators. These states are coherence-incoherence patterns moving in the lateral direction because of the broken reflection symmetry of the coupling topology. To explain the results of direct numerical simulations we consider the continuum limit of the system. In this case travelling chimera states correspond to smooth travelling wave solutions of some integro-differential equation, called the Ott-Antonsen equation, which describes the long time coarse-grained dynamics of the oscillators. Using the Lyapunov-Schmidt reduction technique we suggest a numerical approach for the continuation of these travelling waves. Moreover, we perform their linear stability analysis and show that travelling chimera states can lose their stability via fold and Hopf bifurcations. Some of the Hopf bifurcations turn out to be supercritical resulting in the observation of modulated travelling chimera states.}, language = {en} } @misc{MolinaGarciaSandevSafdarietal.2019, author = {Molina-Garcia, Daniel and Sandev, Trifce and Safdari, Hadiseh and Pagnini, Gianni and Chechkin, Aleksei V. and Metzler, Ralf}, title = {Crossover from anomalous to normal diffusion}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {507}, issn = {1866-8372}, doi = {10.25932/publishup-42259}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-422590}, pages = {28}, year = {2019}, abstract = {Abstract The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive-diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion-diffusion and subdiffusion-subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.}, language = {en} } @misc{MenzelHeuerMilonni2019, author = {Menzel, Ralf and Heuer, Axel and Milonni, Peter W.}, title = {Entanglement, complementarity, and vacuum fields in spontaneous parametric down-conversion}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1077}, issn = {1866-8372}, doi = {10.25932/publishup-47354}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-473542}, pages = {16}, year = {2019}, abstract = {Using two crystals for spontaneous parametric down-conversion in a parallel setup, we observe two-photon interference with high visibility. The high visibility is consistent with complementarity and the absence of which-path information. The observations are explained as the effects of entanglement or equivalently in terms of interfering probability amplitudes and also by the calculation of a second-order field correlation function in the Heisenberg picture. The latter approach brings out explicitly the role of the vacuum fields in the down-conversion at the crystals and in the photon coincidence counting. For comparison, we show that the Hong-Ou-Mandel dip can be explained by the same approach in which the role of the vacuum signal and idler fields, as opposed to entanglement involving vacuum states, is emphasized. We discuss the fundamental limitations of a theory in which these vacuum fields are treated as classical, stochastic fields.}, language = {en} } @misc{KrueckemeierRauStolterfohtetal.2019, author = {Kr{\"u}ckemeier, Lisa and Rau, Uwe and Stolterfoht, Martin and Kirchartz, Thomas}, title = {How to report record open-circuit voltages in lead-halide perovskite solar cells}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {1}, issn = {1866-8372}, doi = {10.25932/publishup-52528}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-525289}, pages = {13}, year = {2019}, abstract = {Open-circuit voltages of lead-halide perovskite solar cells are improving rapidly and are approaching the thermodynamic limit. Since many different perovskite compositions with different bandgap energies are actively being investigated, it is not straightforward to compare the open-circuit voltages between these devices as long as a consistent method of referencing is missing. For the purpose of comparing open-circuit voltages and identifying outstanding values, it is imperative to use a unique, generally accepted way of calculating the thermodynamic limit, which is currently not the case. Here a meta-analysis of methods to determine the bandgap and a radiative limit for open-circuit voltage is presented. The differences between the methods are analyzed and an easily applicable approach based on the solar cell quantum efficiency as a general reference is proposed.}, language = {en} }