TY - JOUR A1 - Schwarzl, Maria A1 - Godec, Aljaz A1 - Metzler, Ralf T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments JF - Scientific reports N2 - Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes. Y1 - 2017 U6 - https://doi.org/10.1038/s41598-017-03712-x SN - 2045-2322 VL - 7 PB - Nature Publ. Group CY - London ER - TY - JOUR A1 - Schwarzl, Maria A1 - Godec, Aljaz A1 - Oshanin, Gleb A1 - Metzler, Ralf T1 - A single predator charging a herd of prey: effects of self volume and predator-prey decision-making JF - Journal of physics : A, Mathematical and theoretical N2 - We study the degree of success of a single predator hunting a herd of prey on a two-dimensional square lattice landscape. We explicitly consider the self volume of the prey restraining their dynamics on the lattice. The movement of both predator and prey is chosen to include an intelligent, decision making step based on their respective sighting ranges, the radius in which they can detect the other species (prey cannot recognise each other besides the self volume interaction): after spotting each other the motion of prey and predator turns from a nearest neighbour random walk into directed escape or chase, respectively. We consider a large range of prey densities and sighting ranges and compute the mean first passage time for a predator to catch a prey as well as characterise the effective dynamics of the hunted prey. We find that the prey's sighting range dominates their life expectancy and the predator profits more from a bad eyesight of the prey than from his own good eye sight. We characterise the dynamics in terms of the mean distance between the predator and the nearest prey. It turns out that effectively the dynamics of this distance coordinate can be captured in terms of a simple Ornstein–Uhlenbeck picture. Reducing the many-body problem to a simple two-body problem by imagining predator and nearest prey to be connected by an effective Hookean bond, all features of the model such as prey density and sighting ranges merge into the effective binding constant. KW - first passage process KW - diffusion KW - predator-prey model Y1 - 2016 U6 - https://doi.org/10.1088/1751-8113/49/22/225601 SN - 1751-8113 SN - 1751-8121 VL - 49 PB - IOP Publ. Ltd. CY - Bristol ER - TY - JOUR A1 - Schwarzl, Maria A1 - Godec, Aljaž A1 - Metzler, Ralf T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments JF - Scientific reports N2 - Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes. Y1 - 2017 U6 - https://doi.org/10.1038/s41598-017-03712-x VL - 7 PB - Macmillan Publishers Limited CY - London ER - TY - GEN A1 - Schwarzl, Maria A1 - Godec, Aljaž A1 - Metzler, Ralf T1 - Quantifying non-ergodicity of anomalous diffusion with higher order moments N2 - Anomalous diffusion is being discovered in a fast growing number of systems. The exact nature of this anomalous diffusion provides important information on the physical laws governing the studied system. One of the central properties analysed for finite particle motion time series is the intrinsic variability of the apparent diffusivity, typically quantified by the ergodicity breaking parameter EB. Here we demonstrate that frequently EB is insufficient to provide a meaningful measure for the observed variability of the data. Instead, important additional information is provided by the higher order moments entering by the skewness and kurtosis. We analyse these quantities for three popular anomalous diffusion models. In particular, we find that even for the Gaussian fractional Brownian motion a significant skewness in the results of physical measurements occurs and needs to be taken into account. Interestingly, the kurtosis and skewness may also provide sensitive estimates of the anomalous diffusion exponent underlying the data. We also derive a new result for the EB parameter of fractional Brownian motion valid for the whole range of the anomalous diffusion parameter. Our results are important for the analysis of anomalous diffusion but also provide new insights into the theory of anomalous stochastic processes. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 382 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-402109 ER -